Multiple Regression in R, Step by Step!!!
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- เผยแพร่เมื่อ 17 พ.ย. 2022
- This 'Quest starts with a simple regression in R and then shows how multiple regression can be used to determine which parameters are the most valuable. If you want the code, you can get it from the StatQuest GitHub, here: github.com/StatQuest/multiple...
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I'm giving this a thumbs up...just on the intro !
bam! :)
I love your channel and your way of explaining things!
Thank you
Thank you! :)
Excelent work. Double sworded, swiftly slaying the stats serpent from planet r
Bam! :)
This is super as always thanks
Thanks!
great video! As usual, I should say :) what about diff-in-diff (with R example, possibly)?
I'll keep that in mind.
always amazing!
Thanks!
Thanks a lot Sir. 🤩💐
Thanks!
wow amazing video , thank you so much
Thanks!
thank you very very much!!
BAM! :)
Hey, thank you for your videos, it is really helpful, how do we conduct full inference for multiple linear regression model?
I'm not sure I understand your question. Can you elaborate on it?
@@statquest hey josh thanks for responding, I have done a linear regression model that describes the data best by using test based and criterion based model selection. I have been asked to "conduct full inference using the best fit model". I am slightly confused as to what needs to be done for this step, is it just the explanation of f-statistics and hypothesis testing obtained from summery of the model?
@@hrk201 That would be my guess, but it's just a guess.
The r^2, adjusted r^2, and p-value look good;
HOOOOOORAY!
bam!
I'm sorry if I'm asking a stupid question, why p-value of weight can tell us using weight and tail isn't significantly better than only tail. Thank you so much
First you need to understand linear regression: th-cam.com/video/nk2CQITm_eo/w-d-xo.html and then you can find the answer to your question in this video that describes the theory of multiple regression: th-cam.com/video/zITIFTsivN8/w-d-xo.html
@@statquest thank you so much Sir, I appreciate it a lot
Please can you do a video on multi nominal logistic regression in R?
I'll keep that in mind.
Sorry if this is a stupid question, but is there a good way to format the results table? For instance, if I wanted the beta to be rounded to 3 digits, and the t and p values to be rounded to 4 digits?
Good question! The only way I can think of doing it is drawing it yourself using the original values (in this case, they are stored in the variable "multiple.regression") and running them through the round() function.
@@statquest Thanks. I bought your machine learning book, but have not had a single minute to sit down and read any of it. Maybe in a couple months...
@@jeffrisher6965 Thank you for your support! I hope you enjoy the book when you have time to read it. :)
How do you know that the relationship between tail and weight? Is there any decision rules? I don't get how to conclude using r square and p values
A small p-value would cause us to reject the hypothesis that random noise generated the data. For details about p-values, see: th-cam.com/video/vemZtEM63GY/w-d-xo.html
So when do you use MLR versus multidimensional scaling?
Multidimensional Scaling is pretty different. To learn about it, first learn about PCA (only 5 minutes long: th-cam.com/video/HMOI_lkzW08/w-d-xo.html ) and then MDS: th-cam.com/video/GEn-_dAyYME/w-d-xo.html
what is data mouse data i kinda confuse but your video really help me
Thanks!
why is the results of the tail predicting the linear regression of weight and vice versa?
What time point, minutes and seconds, are you asking about?
@@statquest starting at 6.13
@@sighsha3657 At that point we are testing how well we can predict "size" with and without specific variables in the model. So we see how well we can predict "size" with and without "weight" and we see how well we can predict "size" with and without "tail length". These tests help us asses how useful it is to use "weight" or "tail length" to predict "size". A small p-value suggests that a variable is useful.
Yeah, I'm struggling with this bit too. It feels like the coefficient line for 'weight' should be comparing the full model against a model with just weight as a predictor, but the explanation suggests the full model is being compared to a model with only tail length as a predictor.
What if the relationship between Y and one of the Xs is not linear?
Then you might need to use a different method.
Is there any video of yours on that? This is actually a matter that gets me a bit confused 😅
@@LuisSantiago-xo4fm When the relationship is non-linear, you can try regression trees: th-cam.com/video/_L39rN6gz7Y/w-d-xo.html and th-cam.com/video/g9c66TUylZ4/w-d-xo.html
StatQuest is TOTES CRAY CRAY🤣
Totes! :)
the best
Thanks!
hey! should i perform any tests beforehand ? or not ?
is it better to perform this model with R or python ? and is it okay to have 20 observation per variable ?
It depends on what you mean by tests. However, usually multiple regression fits the model and then tests each variable as described. So this would be regression first, tests second.
20 observations per variable is find. And it's up to you if you want to use R or Python.
@@statquest um i thought i should perform the multicollinearity and heteroscedasticity and stationarity and do any correction before proceeding to fitting data?!
@@statquest can I contact you please on a more practical platform I have some confusions ://
how to transform large data to be like the smaller values in teh video?
What time point, minutes and seconds, are you asking about?
Matlab?
Maybe one day!