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Regression Analysis with R

You're reading from   Regression Analysis with R Design and develop statistical nodes to identify unique relationships within data at scale

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Product type Paperback
Published in Jan 2018
Publisher Packt
ISBN-13 9781788627306
Length 422 pages
Edition 1st Edition
Languages
Concepts
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Author (1):
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Giuseppe Ciaburro Giuseppe Ciaburro
Author Profile Icon Giuseppe Ciaburro
Giuseppe Ciaburro
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Table of Contents (11) Chapters Close

Preface 1. Getting Started with Regression 2. Basic Concepts – Simple Linear Regression FREE CHAPTER 3. More Than Just One Predictor – MLR 4. When the Response Falls into Two Categories – Logistic Regression 5. Data Preparation Using R Tools 6. Avoiding Overfitting Problems - Achieving Generalization 7. Going Further with Regression Models 8. Beyond Linearity – When Curving Is Much Better 9. Regression Analysis in Practice 10. Other Books You May Enjoy

Multivariate Adaptive Regression Splines


MARS is a form of regression analysis introduced by Jerome H. Friedman (1991), with the main purpose being to predict the values of a response variable from a set of predictor variables.

MARS is a nonparametric regression procedure that makes no assumption about the underlying functional relationship between the response and predictor variables.

This relationship is constructed from a set of coefficients and basis functions that are processed starting from the regression data. The method divides the input space into regions, each with its own regression equation. This makes MARS particularly suitable for problems with a large number of predictors. The following figure shows a distribution with two regression regions:

The MARS algorithm operates as a multiple piecewise linear regression, where each breakpoint (estimated from the data) defines the region of application for a very simple linear regression equation.

The general MARS model equation is as follows...

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