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R Data Mining

You're reading from  R Data Mining

Product type Book
Published in Nov 2017
Publisher Packt
ISBN-13 9781787124462
Pages 442 pages
Edition 1st Edition
Languages
Concepts
Toc

Table of Contents (22) Chapters close

Title Page
Credits
About the Author
About the Reviewers
www.PacktPub.com
Customer Feedback
Preface
1. Why to Choose R for Your Data Mining and Where to Start 2. A First Primer on Data Mining Analysing Your Bank Account Data 3. The Data Mining Process - CRISP-DM Methodology 4. Keeping the House Clean – The Data Mining Architecture 5. How to Address a Data Mining Problem – Data Cleaning and Validation 6. Looking into Your Data Eyes – Exploratory Data Analysis 7. Our First Guess – a Linear Regression 8. A Gentle Introduction to Model Performance Evaluation 9. Don't Give up – Power up Your Regression Including Multiple Variables 10. A Different Outlook to Problems with Classification Models 11. The Final Clash – Random Forests and Ensemble Learning 12. Looking for the Culprit – Text Data Mining with R 13. Sharing Your Stories with Your Stakeholders through R Markdown 14. Epilogue
15. Dealing with Dates, Relative Paths and Functions

Moving from simple to multiple linear regression


How would you expand a simple model into a multiple one? I know you are guessing it, by adding more slopes. This is actually the right answer, even if its implications are not that trivial.

Notation

We formally define a multivariate linear model as:

But what is the actual meaning of this formula? We know that the meaning for the univariate was the relationship between an increase of x and an increase of y, but what is the meaning now that we are dealing with multiple variables? 

Once we adopt the ordinary least squares (OLS) again to estimate those coefficients, it turns out that it means how an increase in the given variable influences the level of y, keeping all other variables constant. We therefore, are not dealing with a dynamic model able to express the level of influence of each variable taking into consideration the level of other variables. For the sake of completeness, I have to tell you that it would also be possible to add interactions...

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