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Multiple Linear Regression Washburn University多元线性回归大学.ppt

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Multiple Linear Regression Washburn University多元线性回归大学

? Galit Shmueli and Peter Bruce 2010 ? Galit Shmueli and Peter Bruce 2010 ? Galit Shmueli and Peter Bruce 2010 ? Galit Shmueli and Peter Bruce 2010 ? Galit Shmueli and Peter Bruce 2010 Chapter 6: Multiple Linear Regression Data Mining for Business Intelligence Shmueli, Patel Bruce * Topics Explanatory vs. predictive modeling with regression Example: prices of Toyota Corollas Fitting a predictive model Assessing predictive accuracy Selecting a subset of predictors * Explanatory Modeling Goal: Explain relationship between predictors (explanatory variables) and target Familiar use of regression in data analysis Model Goal: Fit the data well and understand the contribution of explanatory variables to the model “goodness-of-fit”: R2, residual analysis, p-values * Predictive Modeling Goal: predict target values in other data where we have predictor values, but not target values Classic data mining context Model Goal: Optimize predictive accuracy Train model on training data Assess performance on validation (hold-out) data Explaining role of predictors is not primary purpose (but useful) * Example: Prices of Toyota Corolla ToyotaCorolla.xls Goal: predict prices of used Toyota Corollas based on their specification Data: Prices of 1442 used Toyota Corollas, with their specification information * Data Sample(showing only the variables to be used in analysis) * Variables Used Price in Euros Age in months as of 8/04 KM (kilometers) Fuel Type (diesel, petrol, CNG) HP (horsepower) Metallic color (1=yes, 0=no) Automatic transmission (1=yes, 0=no) CC (cylinder volume) Doors Quarterly_Tax (road tax) Weight (in kg) * Preprocessing Fuel type is categorical, must be transformed into binary variables Diesel (1=yes, 0=no) CNG (1=yes, 0=no) None needed for “Petrol” (reference category) * Subset of the records selected for training partition (limited # of variables shown) 60% training data / 40% validation data * The Fitted Regression Model * Error reports * Predicted Va