linearRegression3_4perPage - Outline Multiple Linear...

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Multiple Linear Regression Data Mining Prof. Dawn Woodard School of ORIE Cornell University 1 Outline 1 Announcements 2 Multiple Linear Regression 3 Model Selection for Linear Regression 4 Review Question 5 Measuring Accuracy 2 Announcements Questions? 4 Multiple Linear Regression What are the two main assumptions of linear regression? When should we transform the variables? How do we construct a 95 % conFdence interval for β k ? How do we tell whether a predictor variable is helping our predictions? What does it mean if ˆ β k SE ( ˆ β k ) > 2? 6
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Cheese Linear Model How do we interpret the p-values in the last column? 7 Cheese Linear Model Here is the linear model for cheese taste: Y i = β 0 + β 1 Acetic i + β 2 H2S i + β 3 Lactic i + ± i ± i Norm ( 0 2 ) What is the expectation of Y i conditional on Acetic i , H2S i , and Lactic i ? What is the variance of Y i conditional on Acetic i , H2S i , and Lactic i ? 8 Cheese Linear Model Here is the linear model for cheese taste: Y i = β 0 + β 1 Acetic i + β 2 H2S i + β 3 Lactic i + ± i ± i Norm ( 0 2 ) What is the distribution of Y i conditional on Acetic i , H2S i , and Lactic i ? 9 Cheese Linear Model Recall that in naive Bayes we calculated Pr ( Y | X 1 ,..., X K ) in order to predict the value of Y .
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linearRegression3_4perPage - Outline Multiple Linear...

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