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Regression

The lecture by Dr. Amrit Das covers simple and multiple linear regression analysis, explaining how to predict outcomes based on relationships between variables. Simple linear regression predicts a dependent variable based on one independent variable, while multiple regression examines the relationship between multiple independent variables and a dependent variable for more accurate predictions. The document includes formulas and examples relevant to the application of these regression techniques.

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4 views27 pages

Regression

The lecture by Dr. Amrit Das covers simple and multiple linear regression analysis, explaining how to predict outcomes based on relationships between variables. Simple linear regression predicts a dependent variable based on one independent variable, while multiple regression examines the relationship between multiple independent variables and a dependent variable for more accurate predictions. The document includes formulas and examples relevant to the application of these regression techniques.

Uploaded by

Manipriyaa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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A lecture on

Simple and Multiple linear regression


analysis
By Dr. Amrit Das
Asst. Prof.
Dept. of Mathematics
VIT University Vellore
What is simple linear regression and what it does?

We have a dataset which contains information about relationship between


‘number of hours studied’ and ‘marks obtained’. Many students have been
observed and their hours of study and grade are recorded. This will be our
training data. Goal is to design a model that can predict marks if given the
number of hours studied. Using the training data, a regression line is
obtained which will give minimum error. This linear equation is then used for
any new data. That is, if we give number of hours studied by a student as an
input, our model should predict their mark with minimum error.

Linear regression models are used to show or predict the relationship between
two variables or factors. The factor that is being predicted (the factor that the
equation solves for) is called the dependent variable. The factors that are
used to predict the value of the dependent variable are called the independent
variables.
Where,

Equation of the Regression Line of X on Y


The regression coefficients are independent of the change of the origin. But, they are not independent of
the change of the scale. It means there will be no effect on the regression coefficients if any constant is
subtracted from the value of x and y.
Regression line using the method of least squares:
Exercise:
Multiple Regression
A statistical tool that allows you to examine how
multiple independent variables are related to a
dependent variable.
Once you have identified how these
multiple variables relate to your dependent
variable, you can take information about all of the
independent variables and use it to make much
more powerful and accurate predictions about
why things are the way they are.
This latter process is called “Multiple
Regression”.
The Formula for Multiple Regression
Y’ = a + b1X1 + b2 X2
Y’= A predicted value of Y (which is dependent
variable)
a= The “Y intercept”
b1= The change in Y for each 1 increment change
in X1
b2= The change in Y for each 1 increment change
in X2
Xi= an Xi score (Xi is your independent variable)
for which you are trying to predict a value of Y’.
The Formula for Multiple Regression
How to calculate b1 and b2

How to calculate “a”


Let’s assume that you are you are personnel psychologist working for
General Motors. The company wants to develop a new hiring process that
will help them identify job applicants who will be the most productive car.
salespeople.
Next to find: correlation coefficient between
1. X1 and X2 i.e. ,
2. X1 and Y i.e. ,
3. X2 and Y i.e. .
And for that we need to find first mean and median for each of the variable.
Solution:

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