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On this page
  • Introduction
  • How to Access?
  • How to Use?
  • Column Selection
  • Train Test Split
  • Parameters
  • How to Read Summary
  • Summary of Fit
  • Parameter Estimates
  • Step-by-step

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  1. Machine Learning

Linear Regression

PreviousMachine LearningNextLogistic Regression

Last updated 3 years ago

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Introduction

Linear regression model is a statistical model with an assumption that linear relationships are there between explanatory variable and a response variable.

How to Access?

There are two ways to access. One is to access from 'Add' (Plus) button.

Another way is to access from a column header menu from a numeric column.

How to Use?

Column Selection

There are two ways to set what you want to predict by what variables.

If you are on "Select Columns" tab, you can set them by column selector.

If you are on "Custom" tab, you can type a formula directly.

Train Test Split

You can split the data into training and test to evaluate the performance of the model. You can set

  • Test Data Set Ratio - Ratio of test data in the whole data.

  • Random Seed to Split Training/Test - You can change random seed to try other training and test data combination.

Parameters

  • A Vector to Subset Data (Optional) - "subset" parameter of lm function.

  • Weight Vector (Optional) - "weights" parameter of lm function.

  • How to treat NA? (Optional) - "na.action" parameter of lm. function. The default is "na.fail". This changes the behaviour of NA data. Can be one of the following.

    • "na.omit"

    • "na.fail"

    • "na.exclude"

    • "na.pass"

    • NULL

  • Which method to apply? (Optional) - "method" parameter of lm function. The default is "qr". The method to be used in fitting the model. This can be

    • "qr"

    • "model.frame"

  • Return Model Ojbect (Optional) - "model" parameter of lm function.

  • Return Model Matrix X (Optional) - "x" parameter of lm function.

  • Return Model Matrix Y (Optional) - "y" parameter of lm function.

  • Return QR Decomposition (Optional) - "qr" parameter of lm function. The default is TRUE. If qr should be returned.

  • Allow Singular Fit - "singular.ok" of lm parameter of lm function. The default is TRUE. Whether only one observation fitting should be accepted.

  • Offset (Optional) - "offset" of lm parameter of lm function. Already known components for linear predictors during fitting.

How to Read Summary

Once you run it, you will see summary info like this.

Summary of Fit

  • R Square - The percent of variance explained by the model.

  • R Square Adj - R Square adjusted based on the degrees of freedom.

  • Root Mean Square Error - The square root of the estimated residual variance.

  • F Ratio - F-statistic.

  • P Value - p-value from the F test, describing whether the full regression is significant.

  • DF - Degrees of freedom used by the coefficients.

  • Log Likelihood - The data's log-likelihood under the model.

  • AIC - The Akaike Information Criterion.

  • BIC - The Bayesian Information Criterion.

  • Deviance - Deviance.

  • Residual DF - Residual degrees of freedom.

Parameter Estimates

  • Term - The term in the linear model being estimated and tested.

  • Estimate - The estimated coefficient.

  • Std Error - The standard error from the linear model.

  • t Ratio - t-statistic.

  • P Value - Two sided p-value.

  • Conf Low - Lower bound of 95% confidence interval.

  • Conf High - Upper bound of confidence interval.

Step-by-step

Here's a step-by-step tutorial guide on how you can build, predict and evaluate linear regression model.

Take a look at the for the 'lm' function from base R for more details on the parameters.

reference document
Introduction to Linear Regression Model in Exploratory