Explaining linear regression

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  • เผยแพร่เมื่อ 1 ม.ค. 2025

ความคิดเห็น • 40

  • @Mystic2122
    @Mystic2122 2 หลายเดือนก่อน +6

    GOAT yt channel

  • @Hdcqt751
    @Hdcqt751 2 หลายเดือนก่อน +3

    I discovered this Channel today and I am seriously loving it.. awesome job, great effort and nicely explained..

  • @nathanflanery7746
    @nathanflanery7746 หลายเดือนก่อน

    Thank you for posting these AWESOME VODEOS!!
    I took an Econometrics course 12 years ago and I've been looking EVERYWHERE for a channel that covered everything we studied so I can "freshen up" on the material.
    These videos are the exact same material but much more direct and much more entertaining!!! 👍

  • @MattiasL93
    @MattiasL93 2 หลายเดือนก่อน

    Really enjoyed this video. Great refresher to watch even if you are already familiar with linear regression

  • @Unaimend
    @Unaimend 2 หลายเดือนก่อน +16

    💙. Thanks again for your nice videos :) Will you also make one about multiple linear regression? I am particular interested in the necessary preconditions for those models, like, for example homorscedacity.
    EDIT: I should probably wait with those questions until I finish the video

    • @memelord4639
      @memelord4639 2 หลายเดือนก่อน +4

      you are in luck, i found the video it’s the one you clicked on!

    • @Unaimend
      @Unaimend 2 หลายเดือนก่อน +2

      @@memelord4639 Indeeds, a lucky day 😅

  • @sosolovesbaldursgate
    @sosolovesbaldursgate หลายเดือนก่อน

    You explain things so well, wish I had you for my Biostatistics Theory course

  • @AtticusRex-t6g
    @AtticusRex-t6g 2 หลายเดือนก่อน +3

    This is a great teaching aid for linear regression. One thing though: in your formulation of the normal equations the X is transposed; it should be (X X^T)^{-1} X Y if you're solving X^T \beta = Y.

  • @berjonah110
    @berjonah110 2 หลายเดือนก่อน +16

    The name "Least Squares Regression" comes from the fact that the OLS estimators are the solution to a minimization problem. The objective for this minimization is the sum of the squared error. So minimizing this sum gives the smallest (least) squared error.
    In fact most of the more advanced ML models are based on an extension of linear regression. Most of these don't have an analytic solution like ordinary least squares, but we can solve for the parameters using gradient descent (or variations).

    • @LBR_Bounty
      @LBR_Bounty 2 หลายเดือนก่อน

      What exactly is a ML model?

  • @johannbauer2863
    @johannbauer2863 2 หลายเดือนก่อน +12

    7:24 every other relation, that's monotonically increasing: am I a joke to you?

  • @lordzekrom2
    @lordzekrom2 3 วันที่ผ่านมา

    Very good, now do it for auto correlated daya

  • @andrej5027
    @andrej5027 2 หลายเดือนก่อน

    Thanks so much !!!!

  • @DataTranslator
    @DataTranslator 2 หลายเดือนก่อน

    Absolutely beautiful 🤩

  • @HWCWTD
    @HWCWTD 17 วันที่ผ่านมา

    Excellent videos. Can you do a summary/introduction to Survival Analysis and Mixed/Marginal Linear model?

    • @very-normal
      @very-normal  17 วันที่ผ่านมา

      Yeah! I have a smaller bits for these in my “biggest prize in statistics” video already for while you wait too

  • @jaopredoramires
    @jaopredoramires 2 หลายเดือนก่อน

    woops: 6:18 slight typo in treatment (treamtent in the slide)
    also, love your channel keep up the good work 👏🏼👊🏼

  • @tangyzhangy
    @tangyzhangy 2 หลายเดือนก่อน

    Cool video

  • @JohnBerry-q1h
    @JohnBerry-q1h 2 หลายเดือนก่อน +1

    How do you measure the hours of sex, versus the hours of exercise?

  • @Eloss69
    @Eloss69 2 หลายเดือนก่อน +1

    Reading about the bases of least squares lately, trying to understand what motivates some researchers to modeling the noise with Gaussian Processes (context of Bayesian Regression). Does anyone has any insight?
    Nice video coming at the right time !

  • @KinomaroMakhosini
    @KinomaroMakhosini 2 หลายเดือนก่อน

    Very fun stuff, next Extra sum of squares and coefficients of partial determination?

  • @CharlesLampman
    @CharlesLampman 29 วันที่ผ่านมา

    How would one convey the results of this linear regression in R? You did a great job explaining it in the hypothesis testing video but I cannot seem to bridge the gap.

    • @very-normal
      @very-normal  29 วันที่ผ่านมา

      Here’s what I’d write for exercise based on the model summary in this video:
      “An additional hour of exercise is associated with an average reduction of 3.3 (then place p-value and confidence interval here) in systolic blood pressure, adjusted for sex.”
      You could also write something similar for the sex variable as well, but adjusted for exercise time

  • @xavierlarochelle2742
    @xavierlarochelle2742 23 วันที่ผ่านมา

    I'd be curious to know your take on assumption verification practices. Tests like the Shapiro-Wilk always felt like too simplistic (and backwards since you usually don't want it to be significant, so you're essentially trying to "prove" the Null hypothesis, which is impossible). I understand why they are important, but once you get to more complicated analyses (e.g. multivariate models), assumptions begin to multiply to the point where you're almost garanteed to not meet all of them. So, as a non-statistician, you're left with either not doing the analysis at all, or doing it anyway with the asterisk that you're conclusion *might* be completely wrong. Anyway, long comment just to say that there might be a video there.
    Love the content! Take care

  • @drdca8263
    @drdca8263 2 หลายเดือนก่อน +2

    7:24 : that something is strictly monotonic doesn’t imply that it is linear though…
    Edit: oh, someone else already commented this

    • @very-normal
      @very-normal  2 หลายเดือนก่อน +3

      ngl monotonic was not what I had in mind when I said that line, but I can see why people would think that, my b

    • @kventinho
      @kventinho 2 หลายเดือนก่อน

      can you explain? does this mean the word "linear" doesn't refer to that at all?

    • @very-normal
      @very-normal  2 หลายเดือนก่อน +2

      I didn’t realize that “the more the merrier” could technically also imply other monotonic increasing relationships. To be more correct, I should have said something along the lines of “another step produces the same change in the outcome”

    • @victorh2056
      @victorh2056 2 หลายเดือนก่อน +1

      ​@@kventinho
      Monotonic functions are those which only ever go one direction (up or down in 2D) or go parallel to the horizontal axis.
      So, you can imagine a regular constant function is monotonic, a linear function as well, but other functions also display such properties like e^x, log(x), x^2 (0;+ inf), sqrt(x) and so on.
      They were just pointing that out as these functions could better describe a monotonic increase depending on the data at hand.

  • @culturemanoftheages
    @culturemanoftheages 2 หลายเดือนก่อน +1

    10:31 I think you missed a subscript "i" on the X

  • @briskioO
    @briskioO 2 หลายเดือนก่อน

    Nice lil intro to regression. Got hit with hat matrices in my linear regression class last week and I nearly perished.

  • @Matthew-eb3di
    @Matthew-eb3di 2 หลายเดือนก่อน

    MY FAVORITE STATS CHANNEL RELEASED A VIDEO ON MY FAVORITE TECHNIQUE

    • @shrub4248
      @shrub4248 2 หลายเดือนก่อน

      it's kinda sweet that your favourite technique is linear regression. I rarely meet anybody who has a favourite statistical technique.

    • @Matthew-eb3di
      @Matthew-eb3di 2 หลายเดือนก่อน

      @@shrub4248 Haha that’s true, I’ve also never met anyone with a favorite technique but I have this odd love for linear regression haha

  • @EkShunya
    @EkShunya 2 หลายเดือนก่อน

    what tools u use to make these videos , they are really pretty?

    • @very-normal
      @very-normal  2 หลายเดือนก่อน +8

      Thanks! Final Cut Pro for editing, Figma for design, manim for math notation and plots. These cover pretty much 95% of my workflow

  • @brainfu__er
    @brainfu__er 2 หลายเดือนก่อน

  • @duffthimblespork
    @duffthimblespork 2 หลายเดือนก่อน

    Animal Crossing music