Cov txheej txheem:
Video: Peb puas tuaj yeem ua regression ntawm cov ntaub ntawv tsis yog kab?
2024 Tus sau: Miles Stephen | [email protected]. Kawg hloov kho: 2023-12-15 23:36
Nonlinear regression tuaj yeem haum ntau ntau hom nkhaus, tab sis nws ua tau yuav tsum tau siv zog ntau dua los nrhiav qhov zoo tshaj plaws haum thiab rau txhais lub luag hauj lwm ntawm lub ywj pheej variables. Tsis tas li ntawd, R-squared tsis siv tau rau nonlinear regression , thiab nws yog tsis yooj yim sua xam p-tus nqi rau kev kwv yees parameter.
Nyob rau hauv txoj kev no, ib tug regression puas yog nonlinear?
Hauv kev txheeb cais, nonlinear regression yog ib daim ntawv ntawm regression tsom xam nyob rau hauv uas soj ntsuam cov ntaub ntawv yog qauv los ntawm ib tug muaj nuj nqi uas yog a nonlinear kev sib xyaw ua ke ntawm cov qauv ntsuas thiab nyob ntawm ib lossis ntau qhov kev hloov pauv ywj pheej. Cov ntaub ntawv yog haum los ntawm ib txoj kev ntawm successive approximations.
Ib tug kuj yuav nug, puas yog r squared rau linear regression? General mathematic moj khaum rau R - squared tsis ua haujlwm kom raug yog tias cov qauv regression tsis yog kab tawm . Txawm hais tias qhov teeb meem no, feem ntau cov software txheeb cais tseem suav R - squared rau cov qauv nonlinear. Yog koj siv R - squared xaiv qhov zoo tshaj plaws qauv , nws coj mus rau qhov tsim nyog qauv nkaus xwb 28-43% ntawm lub sijhawm.
Hais txog qhov no, koj yuav ua li cas xam cov non linear regression?
Yog tias koj tus qauv siv ib qho kev sib npaug hauv daim ntawv Y = a0 + b1X1, yog a linear regression qauv. Yog tsis yog, nws yog nonlinear.
Y = f(X, β) + ε
- X = a vector of p twv,
- β = ib vector ntawm k parameters,
- f(-) = ib tug paub regression muaj nuj nqi,
- ε = lub sij hawm yuam kev.
Dab tsi yog hom regression?
Hom Regression
- Linear Regression. Nws yog qhov yooj yim tshaj plaws ntawm regression.
- Polynomial Regression. Nws yog ib qho txheej txheem kom haum ib qho kev sib npaug nonlinear los ntawm kev ua haujlwm ntawm polynomial ntawm kev ywj pheej sib txawv.
- Logistic Regression.
- Quantile Regression.
- Ridge Regression.
- Lasso Regression.
- Elastic Net Regression.
- Thawj Cheebtsam Regression (PCR)
Pom zoo:
Txoj kev faib cov ntaub ntawv twg muab cov ntaub ntawv sib npaug ntawm cov ntaub ntawv lossis cov kev tshuaj xyuas hauv txhua chav kawm cov ntaub ntawv?
Quantile. txhua chav kawm muaj cov yam ntxwv sib npaug. Ib qho kev faib tawm ntau yog zoo haum rau cov ntaub ntawv faib tawm. Quantile muab tib tus lej ntawm cov ntaub ntawv muaj nuj nqis rau txhua chav kawm
Cov yam ntxwv ntawm cov ntaub ntawv twg yog qhov ntsuas ntawm tus nqi uas cov ntaub ntawv muaj nuj nqis heev?
Variation: Ib qho kev ntsuas ntawm tus nqi uas cov ntaub ntawv muaj nuj nqis sib txawv. ? Kev faib tawm: Cov xwm txheej lossis cov duab ntawm kev sib kis ntawm cov ntaub ntawv hla ntau qhov tseem ceeb (xws li tswb-puab). ? Outliers: Cov qauv piv txwv uas nyob deb heev ntawm feem ntau ntawm lwm cov qauv nqi
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