Multiple Linear Regression Lecture (PDF)

College of Science and Technology CST Royal University of Bhutan Unit II: Multiple Linear Regression CTE309 Machine Learning AS2024: BE Information Technology...

College of Science and Technology CST Royal University of Bhutan Unit II: Multiple Linear Regression CTE309 Machine Learning AS2024: BE Information Technology A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Overview Introduction Assumptions Dummy variable vs Dummy trap Significance level Building a model Demo A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Introduction examine the relationship between a dependent (response) variable and two or more independent (predictor) variables. models the linear relationship between these variables predict the dependent variable based on the values of the independent variables. A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Introduction Advantages: More accurate predictions insights into relationship Challenges: Multicollinearity Overfitting Examples: Potato =β0+ β1(fertilizer) - β2(sun) + β3(rain) A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Assumptions of Linear Regression A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Dummy Variable A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Dummy Variable A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Dummy Variable A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Statistical Significance Tail = 0.5 P Value Tail = 0.25 Tail = 0.13 Tail = 0.06 ⍺ = 0.05 Tail = 0.03 Tail = 0.01 A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Building Model X2 X3 X4 X1 X5 X0 Y X5 Why can’t we use all of them? A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Building model A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Methods of building model All in Backward elimination Forward selection Stepwsie regression Bidrectional elimination Score comparison A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Method : All in Prior knowledge or You have to or Preparing for backward elimination A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Method: A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Method: Forward Selection A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Building Model: A centre of excellence in science and technology enriched with GNH values  College of Science and Technology CST Royal University of Bhutan Thank you A centre of excellence in science and technology enriched with GNH values