多元数据分析.pptVIP

多元数据分析 刘国庆 Question? How to determine a fair market value for the property? In building the model, the goal is to predict the market value of the Leslie Salt property, using the information available. Data LeslieSaltData.txt Regression Analysis It is used to explore the relationship between a set of independent variables (X’s) and a single dependent variable (Y). A regression model is a linear combination of independent variables that corresponds as possible to the dependent variable. Regression for answering questions How can we describe the relationship between the dependent variable and the independent variables? Is the relationship described by the model statistically significant? Which independent variables are most important? How well does the model generalize to observations outside the sample? 资料预处理 大多数的销售价格低于 $10,000,但是有一些价格甚至高于$20,000 or $30,000每亩； 一般地，这种价值的差别会带来问题。为此，采用log函数。 一些特殊的点需要排除 Variables DescriptionVariables.txt Correlation Matrix CorrMatData.txt 分析 从表3中可以看出与log(Price)高度关联的变量是Elevation,Sewer,Date,Flood. 从表格中我们也可以看到在独立的变量之间也存在着相关性。比如，Elevation,County. 回归模型 Results of Regression ResultsRegress.txt How good is the Fit? How good is the Fit (continue I) One of the drawbacks of R^2 is that whenever an independent variable is added to the model it always increases, no matter how small the contribution in fit. In general, when building models, one wants to make a trade-off between parsimony and improvement in fit. How good is the Fit (continue II) Is it Significant? Test the error terms are normally distributed; that is Testing the model F-Test FTest.txt The critical value for the F-distribution at the 0.01 level is F(4,26)=4.14, which suggests that our model is highly significant. Detecting problems with the model One measure of multicollinearity is called the condition index (CI) Heteroscedasticity(异方差性) We have assumed that the error terms all have the same variance. This assumption is sometimes called homoscedast