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Reg Analysis

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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Nar K
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0% found this document useful (0 votes)
47 views17 pages

Reg Analysis

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.

Uploaded by

Nar K
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
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 tember Mee (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 Gj The 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 Income i 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 6 Q 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 fe Grp: 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 Xr Ye 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 PO a = 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 five SS = (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

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