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LINEAR Regression Update

This document provides an overview of linear regression. It defines linear regression as modeling the relationship between a scalar dependent variable and one or more independent variables. Simple linear regression involves a single independent variable. The independent variables are considered causes, while the dependent variable is the effect. Linear regression finds a linear predictor function to estimate unknown parameters from the data in order to predict dependent variable outcomes from independent variables. It is used for prediction, forecasting, explaining variation in the dependent variable, and reducing errors.

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Mary Mae Pontillas
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46 views37 pages

LINEAR Regression Update

This document provides an overview of linear regression. It defines linear regression as modeling the relationship between a scalar dependent variable and one or more independent variables. Simple linear regression involves a single independent variable. The independent variables are considered causes, while the dependent variable is the effect. Linear regression finds a linear predictor function to estimate unknown parameters from the data in order to predict dependent variable outcomes from independent variables. It is used for prediction, forecasting, explaining variation in the dependent variable, and reducing errors.

Uploaded by

Mary Mae Pontillas
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© © 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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LINEAR

REGRESSION

Prepared by:
Mike Ryan Calapan,
CONTENTS
REGRESSION
REGRESSION ANALYSIS
DEPENDENT AND INDEPENDENT
VARIABLES
LINEAR REGRESSION
FIRST ORDER LINEAR
MODEL
SLOPE AND INTERCEPT
SCATTER PLOT
SCATTER PLOT
EXAMPLE OF LINEAR REGRESSION WHICH
HAS ONE INDEPENDENT VARIABLES
LEAST SQUARE
ESTIMATION
 CREATE A LINE THAT WILL FITS ON
ALL POINTS (OBSERVATION)
 IN THEN MINIMIZE THE DIFFERENCE
BETWEEN THE ESTIMATED VALUES
TO ACTUAL VALUES. (MINIMIZE THE
ERROR(S)).
LEAST SQUARES ESTIMATION of
b0, b1
WHAT Linear Regression?
In statistics, Linear regression is
a Linear approach to modelling
the relationship between
a scalar response and one or
more explanatory variables (also
known as dependent and
independent variables). 
Scalar, a physical quantity that
is completely described by its
magnitude; examples
of scalars are volume,
density, speed, energy,
mass, and time.

Variable is any factor, trait, or


condition that can exist in
differing amounts or types.
Simple linear regression
Simple linear regression is
a linear regression model
with a single explanatory
variable which it concerns
two-dimensional sample
points with one independent
variable and one dependent
variable.
VARIABLES
 Independent variable is the cause. Its
value is independent of other variables in
your study.
 Dependent variable is the effect. Its
value depends on changes in the
independent variable.
 Relationships are modelled using 
linear predictor functions whose unknown model 
parameters are estimated from the data.
 Linear predictor function is a linear function (
linear combination) of a set of coefficients and
explanatory variables (independent variables), whose
value is used to predict the outcome of a 
dependent variable.

 Linear combination is an expression constructed from


a set of terms by multiplying each term by a constant
and adding the results (e.g. a linear combination
of x and y would be any expression of the form ax + by,
where a and b are constants).
WHEN TO USE?
 If the goal is prediction, forecasting, or error reduction, linear
regression can be used to fit a predictive model to an observed 
data set of values of the response and explanatory variables.
After developing such a model, if additional values of the
explanatory variables are collected without an accompanying
response value, the fitted model can be used to make a
prediction of the response.
 If the goal is to explain variation in the response variable that
can be attributed to variation in the explanatory variables, linear
regression analysis can be applied to quantify the strength of
the relationship between the response and the explanatory
variables, and in particular to determine whether some
explanatory variables may have no linear relationship with the
response at all, or to identify which subsets of explanatory
variables may contain redundant information about the
response.

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