Week 8 — Regression (Oct. 11–15)¶
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.
🧐 Content Overview¶
Week 8 Quiz Thursday Oct. 14 at 8AM
🎥 Introducing Regression¶
🎥 Statistical Modeling¶
🎥 Single Regression¶
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. A video in Week 9 provides more clarity on this relationship.
🎥 Prediction and Inference¶
🎥 Categorical Predictors¶
🎥 Testing Assumptions¶
🎥 Multiple Regression¶
🎥 Measuring Prediction Accuracy¶
🎥 Instances and Sampling¶
📓 Supporting Notebooks¶
🚩 Week 8 Quiz¶
Complete the Week 8 quiz in Canvas.
📃 StatsModels Examples and User Guide¶
The following StatsModels pages document its OLS model: