Scribd
Upload
52 views12 pages

Introduction to Linear Regression

This document provides an introduction to regression analysis and linear regression. It discusses key concepts such as: - Regression determines the straight line equation that best fits a set of data. - Linear regression assumes a linear relationship between dependent and independent variables. Even nonlinear relationships can be linearly approximated. - The regression equation is designed to minimize the total error between data points and the fitted line. - Key outputs of linear regression include the slope, intercept, R-squared value, and residuals. R-squared indicates how well the model fits the data.

Uploaded by

Usman Ali
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
52 views12 pages

Introduction to Linear Regression

This document provides an introduction to regression analysis and linear regression. It discusses key concepts such as: - Regression determines the straight line equation that best fits a set of data. - Linear regression assumes a linear relationship between dependent and independent variables. Even nonlinear relationships can be linearly approximated. - The regression equation is designed to minimize the total error between data points and the fitted line. - Key outputs of linear regression include the slope, intercept, R-squared value, and residuals. R-squared indicates how well the model fits the data.

Uploaded by

Usman Ali
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 12

Introduction Regression Analysis

Muhammad Naveed Aman


School of Computing
About Me

•  B. Sc. Computer Systems Engineering


•  UET Peshawar, Pakistan.
•  M. Sc. Computer Engineering
•  CASE Islamabad, Pakistan.
•  M. Engg. Industrial and Management Engineering
•  RPI, Troy, NY, USA
•  Ph. D. Electrical Engineering
•  RPI, Troy, NY, USA
Pearson Correlation
Introduction to Linear
Regression
•  Regression is a statistical procedure that
determines the equation for the straight
line that best fits a specific set of data.
•  A linear relationship between the
dependent and independent variables
•  Nonlinear estimation is extremely difficult
to perform
•  Even though a relationship is nonlinear we
can make a linear approximation for that 4

nonlinear relationship.
Introduction to Linear
Regression (Contd)
•  Equation for straight line
•  𝑌=𝑎𝑋+𝑏
•  The value of b is called the slope
constant and determines the direction
and degree to which the line is tilted.
•  The value of a is called the Y-
intercept and determines the point
where the line crosses the Y-axis. 5
Introduction to Linear
Regression (Contd)
•  Distance between the data points and the
line
•  The total error between the data points and
the line is obtained by squaring each
distance and then summing the squared
values.
•  The regression equation is designed to
produce the minimum sum of squared
errors.
Regression Line

•  𝒃=𝒓 ​𝑺↓𝒀 /​𝑺↓𝑿  
•  𝑨= ​𝑴↓𝒀 −𝒃​𝑴↓𝑿 

•  Standardized Variables
•  𝑏=𝑟
•  𝐴=0
R2 and Adj R2

•  The R-squared statistic provides a measure of how


well the model is fitting the actual data
•  Measure of the linear relationship between our
predictor variable and our response / target variable
•  Lies between 0 and 1
•  A number near 0 represents a regression that does
not explain the variance in the response variable well
and a number close to 1 does explain the observed
variance in the response variable
•  For Example: R2 = 0.65
•  65% of the variance found in the response variable
can be explained by the predictor variable
Residuals vs Fitted Values
Question & Answer

You might also like