Definition: Regressed, in statistics and econometrics, is a measure of how closely a regression model fits to the data. It can be used as an assessment of the goodness-of-fit between the observed values and the predicted values from the regression model. The term "regressed" comes from the French word "regression," which refers to a process or event that has been studied for many years but remains unexplained, often leading to questions about causality or a lack of explanatory power in the data.