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Program Name: B.Tech CSE Semester: 5th Course Name: Machine Learning Course Code:PEC-CS-D-501 (I) Facilitator Name: Aastha

This document provides an introduction to regression analysis and simple linear regression models. It defines key terms like dependent and independent variables. It describes the simple linear regression model as having one independent variable X where the relationship between X and the dependent variable Y is modeled as a linear function. It presents examples of linear, curvilinear, strong and weak relationships. It provides the equation for a simple linear regression prediction line and discusses assumptions like linearity, independence of errors, normality of errors, and equal variance. It also cautions about pitfalls in regression analysis like violating assumptions without awareness.

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Aastha Kohli
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45 views20 pages

Program Name: B.Tech CSE Semester: 5th Course Name: Machine Learning Course Code:PEC-CS-D-501 (I) Facilitator Name: Aastha

This document provides an introduction to regression analysis and simple linear regression models. It defines key terms like dependent and independent variables. It describes the simple linear regression model as having one independent variable X where the relationship between X and the dependent variable Y is modeled as a linear function. It presents examples of linear, curvilinear, strong and weak relationships. It provides the equation for a simple linear regression prediction line and discusses assumptions like linearity, independence of errors, normality of errors, and equal variance. It also cautions about pitfalls in regression analysis like violating assumptions without awareness.

Uploaded by

Aastha Kohli
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Program Name : B.

Tech CSE
Semester : 5th
Course Name: Machine Learning
Course Code:PEC-CS-D-501 (I)
Facilitator Name: Aastha
Introduction to Regression
Analysis
 Regression analysis is used to:
 Predict the value of a dependent variable based on the
value of at least one independent variable
 Explain the impact of changes in an independent
variable on the dependent variable
Dependent variable: the variable we wish to
predict or explain
Independent variable: the variable used to explain
the dependent variable

Slide-8
Simple Linear Regression Model

 Only one independent variable, X


 Relationship between X and Y
is described by a linear function
 Changes in Y are assumed to be
caused by changes in X

Slide-9
Types of Relationships
Linear relationships Curvilinear relationships

Y Y

X X

Y Y

X X
Slide-10
Types of Relationships
(continued)
Strong relationships Weak relationships

Y Y

X X

Y Y

X X
Slide-11
Types of Relationships
(continued)
No relationship

X
Slide-12
Simple Linear Regression Model

Population Random
Population Independent Error
Slope
Y Variable term
Coefficient
Dependent intercept
Variable

Yi  β 0   εi
β1 X i Random Error
component

Linear component Slide-13


Simple Linear Regression
Model
(continued)

Y Yi  β 0  β 1 X i 
Observed Value εi
of Y for Xi

εi Slope = β1
Predicted Value
Random Error
of Y for Xi
for this Xi value

Intercept = β0

Xi X
Slide-14
Simple Linear Regression
Equation (Prediction Line)
The simple linear regression equation provides an
estimate of the population regression line

Estimated
(or predicted) Estimate of Estimate of the
Y value for the regression regression slope
observation i
intercept
Value of X for
observation i

Y ˆi  b 0 
b 1Xi
The individual random error terms ei have a mean of zero

Slide-15
Sample Data for House Price
Model
House Price in $1000s Square Feet
(Y) (X)
245 1400
312 1600
279 1700
308 1875
199 1100
219 1550
405 2350
324 2450
319 1425
255 1700

Slide-16
Regression Using Excel
 Tools / Data Analysis / Regression

Slide-17
Assumptions of Regression
Use the acronym LINE:
 Linearity
 The underlying relationship between X and Y is linear

 Independence of Errors
 Error values are statistically independent

 Normality of Error
 Error values (ε) are normally distributed for any given value of
X
 Equal Variance (Homoscedasticity)
 The probability distribution of the errors has constant
variance
Department of Statistics, ITS Surabaya Slide-18
Pitfalls of Regression Analysis
 Lacking an awareness of the assumptions
underlying least-squares regression
 Not knowing how to evaluate the
assumptions
 Not knowing the alternatives to least-squares
regression if a particular assumption is violated
 Using a regression model without knowledge of
the subject matter
 Extrapolating outside the relevant range
Department of Statistics, ITS Surabaya Slide-19
Aravali College of Engineering And Management
Jasana, Tigoan Road, Neharpar, Faridabad, Delhi NCR
Toll Free Number : 91- 8527538785
Website : www.acem.edu.in
09/10/2020 20

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