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The document discusses various regression models, including multiple linear regression, adjusted R-squared, and MSE, explaining their significance in predicting outcomes based on independent variables. It also covers advanced topics such as LASSO regression, logistic regression, and the interpretation of coefficients in these models. The content emphasizes the importance of model selection and evaluation metrics to ensure accurate predictions and avoid overfitting.
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AS Cietiticn — B Semettey
Paper > Dpplieet Regression Madelt
Section -A
Define RX, Adjucteg OY, MSE , deck of Fie Of the moctt
Or A clabationd measure that indicates He pre porken
AF the variance th fe Aapenctent Verinkle the is enplainet
lay Tre Tnctepevetent variables jn tee wrocteg,
Sieg
Coe
whee Sage 5. Cy 9 Creiclnad san UO
@e\-
See = & Cye YI Cott sum gy squoms)
| Laterpreteion - Coser to | mean a beter GE. C0.¥
| eran Fon of the Variance ie ep lened,
2, Aadfusted Caboose Ineveates Gr chiye Ge come)
shen you odd woe predictors or iF Tey done actually
Fogove Fe mrodlet, aaj A> aceouaG So te number of pede
and fomple Kee penalizing unmecessry prabictors
eae
Boag = l a
Glee Ne nambw of obser:
Datengredalion + Dt edn a predschaa Inpret Ge woiel fers
aby EX wil jroresse ; otherwise (TF meg deca
a Praidors
yee temberMee (Mean Guaed Ever)
[Ta overt of the Synared ference Lebieen observel valaes
and predicted values.
2 i -
int
l
mse =f
& Lace of Fat & the Mott
Measures abe ther he chee fey veg reesion funtion is abeguole te
Aesoi te Te dob. Te tee am veftahd ofgen lavas of Be
Came predictor values, YyoH tay ceperate veridaal variatlon
TH Pore eres Variaility ly B tatren predickors: ame
tipet (nabuvet Tandomnett)
Lawle of (RE Addition] variation Aue 6 a moder Net
Caphyeing The tue relelon dip,
Chyer= Soe See
Thee Suge haste 8 BIE Sum ofr Sqaes
Ste = Fare exrar Sum OG sa momren,
Glace Ru Commonty ted families af ton-Linenr
srypesion functions 7
A, Poy nowrint Cravession La 9 felgwoniad regression
Mode} We fadhide a pricy ah Well at fncraningy
Power Of Kas peck ose
ape Bo + Grxr Be ab eRe Pat pox! 4,
| & fr ale GjThe prlynomial reaver
2, Lega rith mic Moelle
Lagaritheaic motels Fovctve Legavithms ov one or lool
cider ok He population regvercion function
Be Ley Linear aneqrression month «colic 1S alse naar
ad Te Log-loy o% Loulde Roy motel, 6 Gives Oy
. BB Be fe G;
i= @ WY to ee
ke
ee ac exp (ei)
ker
Go here ok= Crp Bo Ty tw Sore, tra modet ic nak liner
in the Parameters , olaich appeay ax posers. (he mold
Com be dines viged owen by baking te natured
Logaritim of broth gieler 9f the cqvolisn
%
by g; 2 Pet Pe da Ye +By ponent, modes of no. Linear” regression
@ Recéprotay motels +
2 = Bey BL, 6;
ef
Tre motet Aevives 1G dome from, the faut thor te
Yecipocd a % is Wed on the Tight ond ite
4
A,Epplaty te bitty OF Prolite Mody vil 4
Suitalole emam ple.
prokie reqves son motels the Prekabi Gy thal Yo]
Using Te Coomulaliive Chundiasd norma) dist 'etion
tunction , bo) , evadnahed ot 2 = Por Be. The
Probie vege Stiaq wedted ic
& C= 1 bo) = $ (me + R00
bohere | a Camubive nermet disty loon
Sunien amd 2a Pot BX is te 2-welue oF
Re tndey OF Te probit motes
Probie medy
Crown
~ Pappest we shelly cuhethey a Person ngs a predate
(Oy nae Co) clepencling on “their Incomei Duntome
: Cin te00"s )
\ ps °
>
3
4 as ,
s
‘ as '
we HR a PLL mincteh
# (Boye = & Cot » Prceme)
Srogpace Tle pethecd meet} gives
§ (aye 9 = Fl-5 4O.16 - Paened
Fer a person with Income = 3°
he HT FOS x 30 OS
eC mye) = dCas) v0.2)
Met 4 31 1 chance gf buying
“ger poston catty intome 24S?
Be -StOIS aS IT
PC AYE) = b G40) Yom
Borie © AC Chance a levying
Eppain fre ganre Neston — methed 2
Fe Gant Neston meted TE aq Therahive ephinigatin
akgeritom Aesigned te ethima Panameters Ja ney Sintar
[east sarans (rr Wem:oa 2
[vm cat pew Meet whew Fam Sunt Ever
Te winimiget
min forz by cole el BOO —O
“4 = yb iA
EK oo
guere £04) KID R vt okfeckive bunction, and 716
Te vegies function tulioh a dobvet leg
{Oe § Ce) 3 _ fete a)
chore (Ek) & Wee deinet chuntion and 33
Ss He olcemved data. fla gration of Ln) ie
we ate Too lye) -O
Whee TOV is ba Jrtolvan matric of the
veyideal fun élion Cx),
Tre Hettian mabrix ic ofiven ng
Goo 2 (6, eq OT OD) —O
ro)
h
ere Cone Sy Oo -©
new , write Be objeckve funtion ft) a Mt
fencond orev Tayler Serves exgantion , ahile fe
Te quadratic moctef .
eos La Cus Cede S Cad! OEM,
=
F406 Gat THOTT Gn OMIT 6Q
Jigpemdics (with waqek te % ond ler ih
ey te sue ,we VOwe
Teeny Cet (8 Gert Fa)” Teas rae?
—-®
Resrranging Q) we will gt
C5 Coed 4 5 (ud TCuuy) (A Re) = T Cree Cod
©
(ak t= tay) Hey © Leecomes
4
ene ten (Ca 4 564 TEN) TOW" GH
By reglettig the form Lox , Ta Gans-neaher
Yecurrion equation is
Mere Met Se
2% y
ee ee (s Gert 5 Ged) Ty Hed,
Aly aitin » Qanss- Newton
sep 0: Sek staikig Vales oe %e ; telerene € 70
en ee
Skog ¢ Comput Ta vebideet function HCL),
eee feGrp: Golceatke Tu Jato einn mubrees TCL),
Toe TO om C3 CT Tuy
Sheps + Gllcutote the grediow 9)= 7OtL) from @)
Te Wale & , Sop
Crop a Colcate Ce From Ci)
Shy Ss Opto Aen Cet Se From &).
fee weet ,omd 4 Sted.
Ey plein, we LY Represtion.
The ebjectrve af LASSO (4\) Resve sion {¢ fo Nad Te
velines of The coefficients Kar winimize Ta tum of the
Syuswed ditferences bebicey Te predicted value, and ti
ached vatnes , elite alto mtininiging te tf Cy vega boat
teraz © ROS +L)
Ross residual samog Symare
9 ‘ 4 » 2
€lg-9) J - ; a ?
Etaave Ble Ze ems }y a Eth
‘ a :
bg adching te Ly regular iGon tery , Lasro vyreation
con Shane te Coeghy Pen toniord te Zoro. when X
1s Gafprerentty Longe , some Coelficient ane driven to
enokhy & yor,lo
Ths propo h LASS enskes Tk usetal fe feehure
Scheckion, a8 Tr vewtaldes with gee ee ge
egfechinty vemaved from sanded
re love
Te chavee of Te requlangatbn parameter JA fs crucray
TL UWB60 vegvemin. A Jorger vlye Inereanes Re
aware gy vegclenisalon leading fe mee coefficient
Leiny pathet tawardy ere.
Te ahwete To Gefficieds % LAO Teyetion, an
eptivagelon alyprithe teed fo Minimize the eb echve.
fundion - (niclivele Yexerh iS Commas bey empl Wh
Urvedinly upseer ead, eo- efficients Ulla betting Fe
other bived.Secfron- B
Explnin the Alle Rosse vegrestion method te ind ett
Uineaw ~reqvestion With fattable crample
bohen we lave wang Predicts Ch
we con Leaild many Aetporenh vesve sion maces
Tashead of Windly picleing Vewin(les Tae all potertte
vefession meted file all possi¥ie Conbinsttions ca
Pe Kichrs and Ten Compares Them uring catis Tend
csittevig,
Tr we have predetors tie Zola number of
possi ee Vegrersion wredet vs
wy Cemeladiing Tas emt motel)
Steps iy AU Rossi Ye Ragvessian
Slew wit) dabaser having N olserveiont and ke
grecictors
) Geneetz al) cbetelt of predictors Grey
Ie vordable Wedele fo Pull modey with atl &
predictors),QE a weqvestion wume} for exch Sulsel-
© Cunuank models utlog ceteshion rein tush a
Yer Lhighoy is beter ogee!
Monsures Wan winch of Are VevrialZon “io Te daperdent vewiodd
cg) is emphined lng Taduperdent Vavtiadies (x) ta Be moctef
pret - SSe .
Ser
$Sren = & (gi Gyr id fe te
Or Aaj mched RY
modified verdicon OF © tor aAjasti for Te numbur ob
qradickers. Cenolign for actding jereleent venias bles
tig = te ee ee?)
when Ae numer Of Cette pte nemberog praichrs.
@ mse / amsee (prediction ervey) : Caner it better
avelage of sqnarey Aifferencet Guhteey achual ond prediches
wales pee V3 (0, 3P
ie}
Ree Mee = fare“Malleos! Cp cheek Wit variance trade off
whether adding rue pa dicfors faproves te moda
emowgh G Josh they Inclacion.
For a reg veanion mendes with € pratichys Crebndng
Interoeg) - Cee SEF Cnn 9)
%>
SSE pa ~eSiduml Sum o¢ Ssores for te Wedel with ¢ predictors
Bre Mean Squared ervey (MIED fron Fe full urcte}
C wiih a predictore)
Ne Nwmbu Of olsenrfions
ferumbur oF prrometus (ertetiches + Intercerh)
Croup:
Frygpore te carr te predick (use prite Cr posing
z predic hors
yeys Size (S-F) 5 Xz: amber of bedword
Xa: Fge af bonne
Poors We Wiretaps
De Vaniakle wo clets
Y= Pet Be
Y= Pe tho
= Pe tha ks
Q- vowiokte motets
pe Poot Baty + Pe XrYe Pot Pitit Pers
Y= Pot (% FP2 Xs
3 -varialble modi :
Bie (ea Ptit Pe %> f Bare
fo bony Mockts = 2] =F
Mpott Companiton
fren Beng, PPE OF F see won Caletcel » aammnli
Meter Ray Mie mMaltews “Ce
x oe ed as
ve 0.99 M000 w
%y os yoo 1
Yee ony lage @
Xk ong \r009 ©
ws rte soe \e
Ry Re ies on seo 3
Decisian »
Ree AAG R= Med OW Ky Ke (0.98)
louar MIE = fall maby Hi Fay Xs
Reg Mallon's Cy Cdose fo Munkey y predvefers 1)
= Modif Ort Xe
Tas ee bent mote DT = ot Pitt BX|
— PG
Pr poin Lenisie veqrecsion medal iting frre a
Archo tomo data?
5
| Binowaiod oF Linara Laeyistic veqgrestion 1S model Fn
Luli) the aves Voile is dichotom ons.
| The empreniog Pete me
re
shore 1 P cay take boo valnes, be 0 oF 1 owd
fhe jndeperdenr varinltle com ce of ary Bp, tence,
We enpoma toeg verciakles ove either Conkinvons oF
Be
logitke funtion ov stquacidad fun dion Is Ganda
[Tose eRtKimeles yaniows pow meters amd Clnectes
| ahettor they ane Sldestielly FiguTbrete ard
Soplvence too poms ef an even: Te
| dered of The Boagstzc function js m4
We) =
me
ae Pot Pry them wt Pty
Daher (hey Baa fa enplanatiny varial(les
| Ta Logistic fun chien with me eaiplenakery
es
P(N} | xe TOY = axp AT Re?
vr emp Ct POa = Ne
eat Value of %, [e. Gore is no stebist cally
Sian bienk Neletiondip bebiee, Y and x
akan do, TE tnglier thet PCY /x) increases =
Are valne O% XK Tremases fe. ta Prmbalily oF te
eur Tnorots a be value of YP increases.
whey Beco jit Pylies Gor P(Y/xy Aecreotes a
You vole 06 Ko Incedtes be. the, poblaug % Y
decreaser @ The value of Y incregcet
Logit Fanclten ;
Lott Gundlion 16 the Legarth awit Areme formation OG
tre Leqetic fenton. Lt Is dotined ay The neheed
\eqarittmy of odds + Gome Logit model with ony
Cabegoricn Variables have eg ebvalen log-linear
Motels.
Legit Gr= Mn (=) Ber Bi
Logik of & veut, 1 1S given by
TL = odds
1
Legishic Pegieetion Rasameters ole oud odbc rlle
ant AUD [A parrmeterc . Tey on op flainel ab fiveSS = (a
oad is Aaftned w Ta voto of hoo Pr balility
Valuer and if given 4
edd se AO
1- wy
odds veto (ok) js Te vatio of fw ods and
ag PO TH Legit fundion 1k is given ods
OO = Ret BX,
Ay Cy? Rew Bit
Consider a» te) Le om Independant vortiodlle , MH
Coveriae Tren Wh actly weitio OF IC dafined «5
tee vats OF Tu odds AZ) Ie the able tr a=9
Pov 1-0
| Coy -o
nom
Por) dn( EO = Bat Pr -O
ROY
| {oS Fe ty (FO/C- TO)
| WO) /- wo)
Bronce (we tay Conclyde atm 2) caphyres Te
| Aramge Ty Tee beg cas
| mo (Cw Ct) os
| Hone cs Change fh Ta enplenabory vanelne alo
Predases a chong iy Fi oats vetco.
iy ods