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1-Python-Intro-to-Linear-Regression-LT

The document discusses the history and concept of linear regression, starting with Francis Galton's studies on the relationship between parents' and children's heights in the 1800s. It explains how regression helps predict a child's height based on parental height, emphasizing the tendency to regress towards the average. The document also introduces the Least Squares Method as a popular technique for fitting a regression line by minimizing the vertical distance between data points and the line.

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sarabenamar27
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6 views

1-Python-Intro-to-Linear-Regression-LT

The document discusses the history and concept of linear regression, starting with Francis Galton's studies on the relationship between parents' and children's heights in the 1800s. It explains how regression helps predict a child's height based on parental height, emphasizing the tendency to regress towards the average. The document also introduces the Least Squares Method as a popular technique for fitting a regression line by minimizing the vertical distance between data points and the line.

Uploaded by

sarabenamar27
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Introduction to Linear

Regression
History
This all started in the 1800s
with a guy named Francis
Galton. Galton was studying
the relationship between
parents and their children. In
particular, he investigated the
relationship between the
heights of fathers and their
sons.
History

What he discovered was that a


man's son tended to be
roughly as tall as his father.
However Galton's
breakthrough was that the
son's height tended to be
closer to the overall
average height of all people.
Example
Let's take Shaquille O'Neal as an
example. Shaq is really tall:2.2
meters.

If Shaq has a son, chances are


he'll be pretty tall too. However,
Shaq is such an anomaly that
there is also a very good chance
that his son will be not be as tall
as Shaq.
Example

Turns out this is the case:


Shaq's son is pretty tall (1,83),
but not nearly as tall as his
dad.
Galton called this
phenomenon regression, as
in "A father's son's height
tends to regress (or drift
towards) the mean (average)
height."
Example

Let's take the simplest


possible example:
calculating a regression
with only 2 data points.
Example
All we're trying to do when we
calculate our regression line is
draw a line that's as close to
every dot as possible.

For classic linear regression, or


"Least Squares Method", you
only measure the closeness in
the "up and down" direction
Example
Now wouldn't it be great if we
could apply this same concept to
a graph with more than just two
data points?

By doing this, we could take


multiple men and their son's
heights and do things like tell a
man how tall we expect his son to
be...before he even has a son!
Example
Our goal with linear regression
is to minimize the vertical
distance between all the data
points and our line.

So in determining the best


line, we are attempting to
minimize the distance between
all the points and their
distance to our line.
Example

There are lots of different


ways to minimize this, (sum of
squared errors, sum of
absolute errors, etc), but all
these methods have a general
goal of minimizing this
distance.
Example
For example, one of the most
popular methods is the least
squares method.

Here we have blue data points


along an x and y axis.
Example
Now we want to fit a linear
regression line.

The question is, how do we


decide which line is the best
fitting one?
Example
We’ll use the Least Squares
Method, which is fitted by
minimizing the sum of
squares of the residuals.

The residuals for an


observation is the difference
between the observation (the
y-value) and the fitted line.

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