Linear and Multiple Regression - Adjustedrsqr - Costfunction - Optimization
Linear and Multiple Regression - Adjustedrsqr - Costfunction - Optimization
v a n i a b l e s -
elati ona
hip among
dentiyto
Ldenti'y
them
make
PMcditions
Bet PX +
Y-
dependent vuable
explan allory vauabls
1egne% ion
Sumpll u n e a s
me explanalory vania
abbl
lee
+ BXt e
Y= Bo
lune in seatteu
add best
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n excel
ue can
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clicking on any
plot by
a d a trendliKe".
the &um
en o nmun umise
Valuu Bo. B cho
99uare
undu e a s t s9uase:
Reast 39uaue:
Aumplëon
uos a undepenclenE X , X2 . Xn
X
ECet) = o
expeeud valuu lo 1e
Du have
vauanu Van (eI) = o 2
Au os have sanue
ae
uncomelald Corlei, Ej)= oo
he enors
Came :
targe hous u)
and
(neathes)
Can 6e
can 6e
Comelald un casd fove castin9
uer
ANDVATable
Vaniane
(Analycik
SS MS F P-valu e
df
Kegreusion
Riuudual
Ttal
degre@s o udem
f
SS
sum c9uas
MS SS
MS mean df
explained vauatibn
Reg ression S
7otal Ss un expaun ed vaiation
Eror SsS
SSR
Evplaned vauabelety 2
R2 tal vauability
sST
ditevmenalin o R squaned
coehfeeteut of
explaualorj Powe
R cquane sampe
or smple g r t b n : Comeldtion
Totas SST
Ji pndicled vallu
Explained : sR =
2-7) comespondugox
1
A - Bot B, Xi
bnr et Yi Y
2
Unexplaned: Sse =
R SSR
SST
Matng Preollfous
or expe cluol
awerage
Jndiudual values
Voluu
+e, Cerretponds
to igt
So
Se, y grRsfen line
Multiple regrossfon:
PXE + E
X.
Y= Bo P+
Adjutd R :
vaiablu
Jo penaluue ers
df
adjusts R sSEn-K-1)
sST7n-D
In conbast R SSR sST-SSE SSE
SST sS sST
ds cale goital vaufabl olumm
dummy vauablus
uACol
EM
enodun
L.T.
Ieip
dunmy vaiabls
au
used
"raingung et|
ea-dng algo
hypcthera predictd Y
tunetton
ho()te aradiet
Tero
condilion
Can be d
los unclion
urelitn
euor
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Vtung
as Leost 1qua
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nhrl Roet muon
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n
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DDehine i
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Solung B- bo- 6'x
e
es
W
)y-xa) (y-x)