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Stat 1_Q1_Week 8

The document discusses linear regression, focusing on least-squares regression to model relationships between variables. It covers how to find the regression line equation, the importance of the slope-intercept form, and the concept of goodness of fit, including the coefficient of determination and examining residuals. The document emphasizes the significance of analyzing residuals for assessing the model's predictive accuracy.

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redox francisco
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5 views

Stat 1_Q1_Week 8

The document discusses linear regression, focusing on least-squares regression to model relationships between variables. It covers how to find the regression line equation, the importance of the slope-intercept form, and the concept of goodness of fit, including the coefficient of determination and examining residuals. The document emphasizes the significance of analyzing residuals for assessing the model's predictive accuracy.

Uploaded by

redox francisco
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 PDF, TXT or read online on Scribd
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Statistics 1

LINEAR REGRESSION
Part 1
LAST TIME…
LINEAR REGRESSION
LEAST-SQUARES REGRESSION
Linear regression attempts to model the
relationship between two variables by fitting a
linear equation to observed data.
http://www.stat.yale.edu/Courses/1997-98/101/linreg.htm

Scatterplot of Weight and Height Scatterplot of Weight and Height


60 60
50 50
WEIGHT (KGS)

WEIGHT (KGS)
40 40
30 30
20 20
10 10
0 0
130 132 134 136 138 140 142 144 146 130 132 134 136 138 140 142 144 146
HEIGHT (CM) HEIGHT (CM)

3
LINEAR REGRESSION
LEAST-SQUARES REGRESSION
We want to have the least sum of the squares
of the residuals.

4
HOW TO FIND THE
EQUATION OF THE
REGRESSION LINE?
SLOPE-INTERCEPT FORM

LINEAR MODEL
LINEAR MODEL

Amount of change in y per


unit change in x.

7
LINEAR MODEL

it will pass through the point


whose 𝑥 coordinate is the
mean of the 𝑥 values and
whose 𝑦 coordinate is the
mean of the 𝑦 values. That is,
it will pass through the point
( ̅x, ̅y).

8
LINEAR MODEL

The value of y when x is zero.

9
Statistics 1

LINEAR REGRESSION
Part 2
LG 11.1

Still negative but


close to zero.
VISUALIZING THE
REGRESSION MODEL
“ALL MODELS ARE WRONG, BUT SOME
ARE USEFUL.”

George Box
GOODNESS OF FIT

“Goodness of Fit” of a linear regression


model attempts to get at the perhaps
surprisingly tricky issue of how well a
model fits a given set of data, or how well
it will predict a future set of observations.

http://www.medicine.mcgill.ca/epidemiology/joseph
/courses/EPIB-621/fit.pdf
1. COEFFICIENT OF
DETERMINATION
2. EXAMINING RESIDUALS

REMEMBER
IDEAL RESIDUAL PLOT
• Mean (expected
value) is zero
• Symmetrical with
respect to y=0
• Normally distributed
(variance is
constant)
• No pattern
To know more about problematic residual plot
patterns, visit:
https://www.qualtrics.com/support/stats-
iq/analyses/regression-guides/interpreting-residual-plots-
improve-regression/#ExaminingPredictedResidual
2. EXAMINING RESIDUALS

We can also get the variance of the residual to


quantify the percentage of variance of y that is
NOT explained by the predictor variable x.

Residual Sum of Squares

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