Week 8 — Regression (10/10–14)
Week 8 — Regression (10/10–14)#
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#
This week has 1h23m of video and 2914 words of assigned readings. This week’s videos are available in a Panopto folder.
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#
📃 Regression Model Assumptions#
Read Regression Model Assumptions from JMP.
🎥 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:
📃 Bootstrapping Linear Regression#
📩 Assignment 4#
Assignment 4 is due October 24, 2020.