Generalized Linear Model (GLM) Analytics View
Builds a Generalized Linear Model to predict Target Variable column value from Predictor Variable(s) column values. Following 6 types of distribution for the model to assume are supported.
- Normal (Gaussian) Distribution
- Binomial Distribution
- Gamma Distribution
- Inverse Gaussian Distribution
- Poisson Distribution
- Negative Binomial Distribution
Input data should contain following columns.
- Target Variable - Column that has values to be predicted by the GLM model.
- Predictor Variable(s) - Column(s) that has values on which the prediction by logistic regression model is based.
- Link Function - Model predicts by applying inverse of this function to the linear combination of predictor variables.
- P Value Threshold to be Significant - P value must be smaller than this value for coefficients to be considered statistically significant.
- Sort Variables by Coefficients - If set to TRUE, variables displayed in Coefficients View are sorted by coefficients.
- Binary Classification (for Binomial Distribution)
- Cut Point for TRUE/FALSE
- Data Preprocessing
- Sample Data Size - Number of rows to sample before building linear regression model.
- Random Seed - Seed used to generate random numbers. Specify this value to always reproduce the same result.
- Max # of Categories for Predictor Vars - If categorical predictor column has more categories than this number, less frequent categories are combined into 'Other' category.
- Imbalanced Data Adjustment (for Binomial Distribution)
- Adjust Imbalanced Data - Adjust imbalance of data in Target Variable (e.g. FALSE being majority and TRUE being minority.) by SMOTE (Synthetic Minority Over-sampling Technique) altorithm.
- Target % of Minority Data
- Maximum % Increase for Minority Size
- Neighbors to Sample for Populating Data
- Test Mode - Enable/Disable Test Mode. In Test Mode, data is split into training data and test data, and test data is not used for building model, so that it can be used for later test, without bias.
- Ratio for Test Data - A value between 0 and 1.
- Data Splitting Method
- Random - Specified ratio of data that is picked randomly is used as test data.
- Reserve Order in Data - Specified ratio of data that appears last are used as test data.
How to Use This Feature
- Click Analytics View tab.
- If necessary, click "+" button on the left of existing Analytics tabs, to create a new Analytics.
- Mouse-over "Generalized Linear Model" on Type menu.
- Select type of GLM model to build.
- Select Target Variable column.
- Select Predictor Variable(s) columns.
- Set Analytics Properties if necessary.
- Click Run button to run the analytics.
- Select view type by clicking view type link to see each type of generated visualization.