adjusted

KR
by katherine roy0 views·Updated May 8, 2020

Audio TranscriptAuto-generated

  1. I'm high.
  2. I'm captain.
  3. Right? And we're talking about multiple in your regression.
  4. So what is it?
  5. Some class we covered simple linear regression.
  6. And that is basically where this one independent variable to
  7. one dependent variable.
  8. Simple, you know, But a multiple linear Russian is different.
  9. Where is there's more than one independent variable and all
  10. of that in relation to the just one dependent variable.
  11. So a good example that would help me understand this
  12. concept was, um, the cost of the house.
  13. So ah, house.
  14. The cost of it is affected by a lot of
  15. different things, such as like where it's located, the area
  16. of it's a good area versus bad area of the
  17. bedrooms, five bedroom versus one bedroom.
  18. I'm school zoning that's in.
  19. It's good good school.
  20. Go to good schools on breast, the bat schools.
  21. All those a fact.
  22. The price of the house, which is the dependent variable
  23. at the factors of the independent variable.
  24. So we just gives us a better understanding of how
  25. they came to price of the house.
  26. Okay, we've got assumptions.
  27. So some of these are some of the assumptions that
  28. need to be done.
  29. So the main one is multi Colin narrative.
  30. Sorry, but basically, that means that the end, uh, between
  31. the independent variables, there shouldn't be Ah ah, high correlation,
  32. like with them within them.
  33. Um and so this, um, is one of the assumptions,
  34. and the Medalla would be independent Visit jewel, and then
  35. residuals must be normally distributed siem mean of zeros in
  36. her direction.
  37. The maze it's on then.
  38. Furthermore, the relationship between, um each pretty predictor variable an
  39. outcome variable is layer.
  40. So until these air done good to go, um, next
  41. about our square so r squared in multiple.
  42. In your regression, there is a few problems with it,
  43. um, one of them being that every time you add
  44. a, uh, every time you add a variable looking independent
  45. bearable the R squared of increases like even if it's
  46. by chance, it increases every single time.
  47. And guess causes a really high are square of ice
  48. r squared.
  49. And, uh, that is misleading and just wrong because, um,
  50. it's going up based on the independent variables, not based
  51. on the accuracy.
  52. Um, Also another, a problem is over fitting.
  53. So over fitting a model is where, um, it randomly
  54. um, the model, like the statistic model randomly starts toe.
  55. Um, describe the data, random error data and, um, the
  56. random their error data, then the relationship between the variables.
  57. So this problem occurs when the model is too complex
  58. and also leads to ah, uh, misleading high R squared
  59. value. And it's just wrong.
  60. Um, so let's go to the next slide.
  61. Something we can do we can use to get a
  62. more accurate R squared.
  63. Value is the adjusted our square.
  64. Um, so they adjust.
  65. Our square is a modified version of the R squared
  66. that it has been adjusted to, uh, get the number
  67. of predictors in the model.
  68. So I've put this little picture here really useful in
  69. explaining this.
  70. So if we look, uh, with the bear, like each
  71. time it increases like 12345 the R squared value just
  72. keeps increasing, but on the r squared adjusted, you can
  73. see how it hits a peak at number three on,
  74. and then it just goes back down.
  75. So it's a real.
  76. It's like an accurate value of the R squared.
  77. Um, so that's why we should use the Are Split
  78. and Justin why it's superior to the arse word.
  79. Um, okay, you met covered pretty much this.
  80. Um so basically, it's not that Oh, something else.
  81. It's not better.
  82. Um, like, if we use if we if we use
  83. our if you use the r squared that I'll you
  84. look, if we look at the r squared value instead
  85. of looking at the r sport adjusted, it doesn't mean
  86. since its higher doesn't mean it's better in any way.
  87. It's misleading.
  88. And it's wrong because, um, it's going up each time
  89. we are another independent like another.
  90. Um predictor Pretty.
  91. Yeah, Another predictor.
  92. It's just misleading.
  93. Inbal. Okay, moving up.
  94. Um, now time for the example of good example.
  95. So good example would be right now you don't see
  96. the charts.
  97. We don't understand what I'm saying, but this is me
  98. explaining. Turn for him.
  99. It is weight and horsepower, and it's in relation to
  100. the mileage and that's response.
  101. So the, uh, predictors are the horsepower and wait and
  102. the response is mileage.
  103. So now let me show you so in, Uh uh,
  104. in this type of model in a multiple linear regression
  105. model, you can't make it to D of mass me
  106. three year because it is two different exes, and so
  107. it's kind of it comes out to be a three
  108. D model, and it's a little harder for humans to
  109. visualize that it's three d model, um, in comparison to
  110. a Judy model.
  111. The grocery.
  112. Um, so this right here is a really good example
  113. of it.
  114. Um, you can see the mpg right here.
  115. And then you could see the weight in the horsepower
  116. at the bottom, and then the regression line, all that.
  117. So this is too good money.
  118. Now, have you got okay, So what does it matter?
  119. Why does it a good model matter?
  120. Why do we even why do we even me to
  121. use multiple linear regression model?
  122. And why can't we always just use the simple linear
  123. one? Because it's, you know, easier to do.
  124. So basically, in real life, there is never sorry Maxim.
  125. Tonight I keep looking at the, um there is never
  126. in real life is never just like a 1 to
  127. 1 factor.
  128. There's so many different, um, things that happen.
  129. Like like, for example, the house, like there's just so
  130. many different variables that happened.
  131. That result to this one outcome.
  132. So if we have a better way of capturing a
  133. more accurate, um, response like a more out accurate outcome
  134. with all these other factors, then we're already, like, you
  135. know, one step ahead.
  136. So it allows us, you know, to planning and, um,
  137. control. We can put, um, yet planning control and then,
  138. um, weaken prediction and forecasting.
  139. We can predict things based on all these other