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What is regression

Hirsun大约 1 分钟

What is regression

  • 探讨响应变量和一些解释变量关系的统计模型。
  • 鉴于解释变量的数值,你可以预测响应变量的数值。

术语

  • Response variable (a.k.a. dependent variable)
    • The variable that you want to predict.
  • Explanatory variables (a.k.a. independent variables)
    • The variables that explain how the response variable will change.

Linear regression and logistic regression

  • Linear regression: The response variable is numeric.
  • Logistic regression: The response variable is logical.
  • Simple linear/logistic regression: There is only one explanatory variable.

Python packages for regression:

  • statsmodels & scipy: Optimized for insight (focus in this article)
  • scikit-learn: Optimized for prediction (focus in other article)

响应 (Response) = 确定性 (Deterministic) + 随机性 (Stochastic)

Response =(Constant + Predictors)+ Error