16 Flashcards
How to determine whether a regression line is a good predictor?
r^2 (or R^2) predicts the proportion of variance in Y. It is the coefficient of determination, which is the square of correlation.
Prediction interval?
Confidence intervals for predictions of individual Y.
!!!Regression towards the mean?
Measure a numerical variable from a set of individuals, and then do it again a second time.
Individuals that are the farthest from the mean on the first measurement will, on average, lie closer to the mean for the second measurement (and vice versa).
What to do if Non-linear regression? 3•
•Transformations
•Quadratic regression
•Splines
Transformations?
If Y = aX^b, then lnY = lna + b lnX. This is a linear relationship.
If Y = ab^x, then lnY = lna + X lnb
If Y = a + (b/x), then set X’ = 1/x, and calculate Y = a + bX’
All of the equations on the right are linear.
Polynomial regression?
Although keeping the intervals in the x axis the same, you change the equation of the x axis parametric that follows a polynomial relationship, like a quadratic.
!To avoid over fitting a polynomial regression, the sample size shouldn’t go over?
7 terms
The most common way to view non-linear regression closer to a linear regression?
By changing the function of the y axis, like logarithmic scale, called logarithmic transformations.