Week 8 — Regression
In this week, we are learning about linear regression with StatsModels. All the examples will use the StatsModels OLS (ordinary least squares) model, generally with the formula interface.
- Introducing Regression
- Statistical Modeling
- Single Regression
- Prediction and Inference
- Week 8 Quiz
- Categorical Predictors
- Testing Assumptions
- Regression Model Assumptions
- Multiple Regression
- Measuring Prediction Accuracy
- Instances and Sampling
- Supporting Notebook
- StatsModels Examples and User Guide
- Bootstrapping Linear Regression
- Assignment 4
In this video, I introduce single-variable regression.
On slide 6, where I show the slope, intercept, and variance in a model, I have extended the plot to include 0 at the left end of the x-axis. This is to highlight the meaning of the intercept. It is important to note that the intercept is where the line crosses zero, not where it crosses the left Y-axis.
Also, when discussing this slide, I am imprecise but make it sound like the unexplained variance is the remainder after projecting the data onto the line. It is the variance remaining after subtracting the line. I am preparing a video for Week 9 that will provide more clarity on this relationship.
Prediction and Inference
Week 8 Quiz
Complete the Week 8 quiz in Blackboard.
Regression Model Assumptions
Read Regression Model Assumptions from JMP.
Measuring Prediction Accuracy
Instances and Sampling
- Regression notebook with code supporting the Penguin examples
- I have added the regression code to the correlation notebook to support the movie examples
StatsModels Examples and User Guide
The following StatsModels pages document its OLS model:
Bootstrapping Linear Regression
Assignment 4 is due October 25, 2020.