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adjusted
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katherine roy
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Updated May 8, 2020
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00:01 - 00:01
I'm high.
00:01 - 00:01
I'm captain.
00:01 - 00:03
Right? And we're talking about multiple in your regression.
00:05 - 00:06
So what is it?
00:06 - 00:08
Some class we covered simple linear regression.
00:09 - 00:12
And that is basically where this one independent variable to
00:12 - 00:14
one dependent variable.
00:15 - 00:19
Simple, you know, But a multiple linear Russian is different.
00:19 - 00:24
Where is there's more than one independent variable and all
00:25 - 00:28
of that in relation to the just one dependent variable.
00:29 - 00:31
So a good example that would help me understand this
00:31 - 00:34
concept was, um, the cost of the house.
00:35 - 00:36
So ah, house.
00:38 - 00:41
The cost of it is affected by a lot of
00:41 - 00:43
different things, such as like where it's located, the area
00:44 - 00:46
of it's a good area versus bad area of the
00:46 - 00:48
bedrooms, five bedroom versus one bedroom.
00:48 - 00:50
I'm school zoning that's in.
00:50 - 00:51
It's good good school.
00:51 - 00:53
Go to good schools on breast, the bat schools.
00:54 - 00:55
All those a fact.
00:56 - 00:58
The price of the house, which is the dependent variable
00:59 - 01:01
at the factors of the independent variable.
01:01 - 01:07
So we just gives us a better understanding of how
01:07 - 01:09
they came to price of the house.
01:11 - 01:12
Okay, we've got assumptions.
01:13 - 01:15
So some of these are some of the assumptions that
01:15 - 01:15
need to be done.
01:16 - 01:21
So the main one is multi Colin narrative.
01:21 - 01:27
Sorry, but basically, that means that the end, uh, between
01:27 - 01:31
the independent variables, there shouldn't be Ah ah, high correlation,
01:32 - 01:33
like with them within them.
01:34 - 01:38
Um and so this, um, is one of the assumptions,
01:39 - 01:42
and the Medalla would be independent Visit jewel, and then
01:43 - 01:46
residuals must be normally distributed siem mean of zeros in
01:46 - 01:46
her direction.
01:47 - 01:48
The maze it's on then.
01:48 - 01:53
Furthermore, the relationship between, um each pretty predictor variable an
01:54 - 01:55
outcome variable is layer.
01:55 - 02:01
So until these air done good to go, um, next
02:02 - 02:05
about our square so r squared in multiple.
02:06 - 02:10
In your regression, there is a few problems with it,
02:10 - 02:14
um, one of them being that every time you add
02:14 - 02:18
a, uh, every time you add a variable looking independent
02:19 - 02:23
bearable the R squared of increases like even if it's
02:23 - 02:24
by chance, it increases every single time.
02:25 - 02:31
And guess causes a really high are square of ice
02:31 - 02:32
r squared.
02:32 - 02:37
And, uh, that is misleading and just wrong because, um,
02:38 - 02:42
it's going up based on the independent variables, not based
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on the accuracy.
02:43 - 02:47
Um, Also another, a problem is over fitting.
02:48 - 02:52
So over fitting a model is where, um, it randomly
02:54 - 02:57
um, the model, like the statistic model randomly starts toe.
02:58 - 03:05
Um, describe the data, random error data and, um, the
03:05 - 03:09
random their error data, then the relationship between the variables.
03:11 - 03:13
So this problem occurs when the model is too complex
03:14 - 03:18
and also leads to ah, uh, misleading high R squared
03:19 - 03:21
value. And it's just wrong.
03:21 - 03:24
Um, so let's go to the next slide.
03:26 - 03:28
Something we can do we can use to get a
03:29 - 03:30
more accurate R squared.
03:30 - 03:32
Value is the adjusted our square.
03:32 - 03:34
Um, so they adjust.
03:34 - 03:36
Our square is a modified version of the R squared
03:37 - 03:39
that it has been adjusted to, uh, get the number
03:39 - 03:41
of predictors in the model.
03:41 - 03:45
So I've put this little picture here really useful in
03:45 - 03:45
explaining this.
03:46 - 03:50
So if we look, uh, with the bear, like each
03:51 - 03:54
time it increases like 12345 the R squared value just
03:55 - 03:58
keeps increasing, but on the r squared adjusted, you can
03:58 - 04:01
see how it hits a peak at number three on,
04:01 - 04:03
and then it just goes back down.
04:03 - 04:04
So it's a real.
04:04 - 04:06
It's like an accurate value of the R squared.
04:07 - 04:09
Um, so that's why we should use the Are Split
04:09 - 04:12
and Justin why it's superior to the arse word.
04:13 - 04:18
Um, okay, you met covered pretty much this.
04:20 - 04:22
Um so basically, it's not that Oh, something else.
04:22 - 04:23
It's not better.
04:24 - 04:28
Um, like, if we use if we if we use
04:28 - 04:31
our if you use the r squared that I'll you
04:31 - 04:33
look, if we look at the r squared value instead
04:34 - 04:36
of looking at the r sport adjusted, it doesn't mean
04:37 - 04:39
since its higher doesn't mean it's better in any way.
04:40 - 04:40
It's misleading.
04:41 - 04:44
And it's wrong because, um, it's going up each time
04:44 - 04:47
we are another independent like another.
04:48 - 04:50
Um predictor Pretty.
04:50 - 04:51
Yeah, Another predictor.
04:52 - 04:53
It's just misleading.
04:54 - 04:57
Inbal. Okay, moving up.
04:58 - 05:03
Um, now time for the example of good example.
05:04 - 05:07
So good example would be right now you don't see
05:07 - 05:07
the charts.
05:07 - 05:09
We don't understand what I'm saying, but this is me
05:09 - 05:10
explaining. Turn for him.
05:11 - 05:14
It is weight and horsepower, and it's in relation to
05:15 - 05:18
the mileage and that's response.
05:18 - 05:22
So the, uh, predictors are the horsepower and wait and
05:22 - 05:24
the response is mileage.
05:24 - 05:30
So now let me show you so in, Uh uh,
05:31 - 05:33
in this type of model in a multiple linear regression
05:34 - 05:36
model, you can't make it to D of mass me
05:37 - 05:39
three year because it is two different exes, and so
05:40 - 05:42
it's kind of it comes out to be a three
05:42 - 05:45
D model, and it's a little harder for humans to
05:45 - 05:48
visualize that it's three d model, um, in comparison to
05:49 - 05:49
a Judy model.
05:50 - 05:50
The grocery.
05:51 - 05:56
Um, so this right here is a really good example
05:56 - 05:56
of it.
05:57 - 06:00
Um, you can see the mpg right here.
06:00 - 06:02
And then you could see the weight in the horsepower
06:03 - 06:08
at the bottom, and then the regression line, all that.
06:08 - 06:09
So this is too good money.
06:10 - 06:17
Now, have you got okay, So what does it matter?
06:18 - 06:20
Why does it a good model matter?
06:21 - 06:25
Why do we even why do we even me to
06:25 - 06:27
use multiple linear regression model?
06:27 - 06:30
And why can't we always just use the simple linear
06:30 - 06:32
one? Because it's, you know, easier to do.
06:33 - 06:38
So basically, in real life, there is never sorry Maxim.
06:39 - 06:42
Tonight I keep looking at the, um there is never
06:43 - 06:44
in real life is never just like a 1 to
06:44 - 06:45
1 factor.
06:45 - 06:49
There's so many different, um, things that happen.
06:50 - 06:52
Like like, for example, the house, like there's just so
06:53 - 06:54
many different variables that happened.
06:55 - 06:56
That result to this one outcome.
06:57 - 06:59
So if we have a better way of capturing a
07:00 - 07:04
more accurate, um, response like a more out accurate outcome
07:05 - 07:08
with all these other factors, then we're already, like, you
07:08 - 07:09
know, one step ahead.
07:09 - 07:13
So it allows us, you know, to planning and, um,
07:14 - 07:17
control. We can put, um, yet planning control and then,
07:18 - 07:20
um, weaken prediction and forecasting.
07:20 - 07:22
We can predict things based on all these other
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