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Deepanshu Bhalla 26 Comments
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Linear Regression

It's a straight line curve. In the above figure, diagonal red

line is a regression line which is also called best-fitting
straight line. The distance between dots and regression line
is errors. Linear regression aims at finding best fitting
straight line by minimizing the sum of squared vertical
distance between dots and regression line.
Variable Type

Linear regression requires the dependent

variable to be continuous i.e. numeric values
(no categories or groups).

Simple vs. Multiple Linear

Regression

Linear regression can be simple linear

regression when you have only one
independent variable . Whereas Multiple
linear regression will have more than one
independent variable.

Regression Equation

Linear Regression Equation

Interpretation:

b0 is the intercept the expected mean value

of dependent variable (Y) when all
independent variables (Xs) are equal to
0. and b1 is the slope.
b1 represents the amount by which
dependent variable (Y) changes if we change
 X1 by one unit keeping other variables
constant.

Important Term : Residual

The difference between an observed (actual)

value of the dependent variable and the
value of the dependent variable predicted
from the regression line.

Algorithm

Linear regression is based on least square

estimation which says regression
coefficients (estimates) should be chosen in
such a way that it minimizes the sum of the
squared distances of each observed
response to its fitted value.

Minimum Sample Size

Linear regression requires 5 cases per

independent variable in the analysis.

Assumptions of Linear Regression

Analysis
1. Linear Relationship : Linear regression needs a linear
relationship between the dependent and independent
variables.

2. Normality of Residual : Linear regression requires

residuals should be normally distributed.

3. Homoscedasticity : Linear regression assumes that

residuals are approximately equal for all predicted
dependent variable values. In other words, it means
constant variance of errors.

4. No Outlier Problem

5. Multicollinearity : It means there is a high correlation

between independent variables. The linear regression
model MUST NOT be faced with problem of
multicollinearity.

6. Independence of error terms - No Autocorrelation

It states that the errors associated with one observation are

not correlated with the errors of any other observation. It is
a problem when you use time series data. Suppose you
have collected data from labors in eight different districts. It
is likely that the labors within each district will tend to be
more like one another that labors from different districts,
that is, their errors are not independent.

If you want to know how to check these assumptions

and how to treat them if violated, check out this tutorial
- Checking the assumptions and Treatment to
Violations of Assumptions

Distribution of Linear Regression

Linear regression assumes target or

dependent variable to be normally
distributed. Normal Distribution is same as
Gaussian distribution. It uses identity link
function of gaussian family

Standardized Coefficients

The concept of standardization or standardized coefficients

(aka estimates) comes into picture when predictors (aka
independent variables) are expressed in different units.
Suppose you have 3 independent variables - age, height
and weight. The variable 'age' is expressed in years, height
in cm, weight in kg. If we need to rank these predictors
based on the unstandardized coefficient, it would not be a
fair comparison as the unit of these variable is not same.

Standardized Coefficients (or Estimates) are

mainly used to rank predictors (or
independent or explanatory variables) as it
eliminate the units of measurement of
independent and dependent variables). We
can rank independent variables with
absolute value of standardized
coefficients. The most important variable will
 have maximum absolute value of
standardized coefficient.

Standardized Coefficient for Linear Regression Model

Interpretation of Standardized Coefficient

A standardized coefficient value of 1.25

indicates that a change of one standard
deviation in the independent variable results
in a 1.25 standard deviations increase in the
dependent variable.

Detailed Explanation : Standardized vs.

Unstandardized Coefficient

Measures of Model Performance

1. R-squared

It measures the proportion of the variation in

your dependent variable explained by all of
your independent variables in the model. It
assumes that every independent variable in
the model helps to explain variation in the
dependent variable. In reality, some variables
 don't affect dependent variable and they
don't help building a good model.

R-Squared Formula

In the numerator of equation above, yi-hat is the predicted

value. Mean value of Y appears in denominator.

Rule :

Higher the R-squared, the better the model

fits your data. In psychological surveys or
studies, we generally found low R-squared
values lower than 0.5. It is because we are
trying to predict human behavior and it is not
easy to predict humans. In these cases, if
your R-squared value is low but you have
statistically significant independent variables
(aka predictors), you can still generate
insights about how changes in the predictor
values are associated with changes in the
response value.

Can R-Squared be negative?

Yes, it is when horizontal line explains the data better than

your model. It mostly happens when you do not include
intercept. Without an intercept, the regression could do
worse than the sample mean in terms of predicting the
target variable. It is not only because of exclusion of
intercept. It can be negative even with inclusion of
intercept.

Mathematically, it is possible when error sum-of-squares

from the model is larger than the total sum-of-squares from
the horizontal line.

R-squared = 1 - [(Sum of Square Error)/(Total

Sum of Square)]

2. Adjusted R-squared

It measures the proportion of variation

explained by only those independent
variables that really affect the dependent
variable. It penalizes you for adding
independent variable that do not affect the
dependent variable.

Adjusted R-Squared

Adjusted R-Squared is more important metrics

than R-squared

Every time you add a independent variable to

a model, the R-squared increases, even if
the independent variable is insignificant. It
never declines. Whereas Adjusted R-squared
increases only when independent variable is
significant and affects dependent variable.

3. RMSE ( Root Mean Square Error)

It explains how close the actual data points are to the

models predicted values. It measures standard deviation of
the residuals.

RMSE Calculation

In the formula above, yi is the actual values of dependent

variable and yi-hat is the predicted values, n - sample size.

Important Point

RMSE has the same unit as dependent

variable. For example, dependent variable is
sales which is measured in dollars. Let's say
RMSE of this sales model comes out 21. We
can say it is 21 dollars.
What is good RMSE score?

There is no thumb rule regarding good or bad RMSE score.

It is because it is dependent on your dependent variable. If
your target variable lies between 0 to 100. RMSE of 0.5 can
be considered as good but same 0.5 RMSE can be
considered as a poor score if dependent variable ranges
from 0 to 10. Hence there is so such good or bad RMSE by
simply looking at the value.

Lower values of RMSE indicate better fit. RMSE is a

good measure of how accurately the model predicts the
response, and is the most important criterion for fit if the
main purpose of the model is prediction.

The RMSE for your training and your test

sets should be very similar if you have built a
good model. If the RMSE for the test set is
much higher than that of the training set, it is
likely that you've badly over fit the data, i.e.
you've created a model that works well in
sample, but has little predictive value when
tested out of sample

RMSE vs MAE

RMSE amplifies and severely punishes large errors as

compared to mean absolute error (MAE).
R-Squared vs RMSE

R-squared is in proportion and has no units

associated to target variable whereas RMSE
has units associated to target variable.
Hence, R-squared is a relative measure of fit,
RMSE is an absolute measure of fit.

The code below covers the assumption testing and

evaluation of model performance :

1. Data Preparation
2. Testing of Multicollinearity
3. Treatment of Multicollinearity
4. Checking for Autocorrelation
5. Checking for Outliers
6. Checking for Heteroscedasticity
7. Testing of Normality of Residuals
8. Forward, Backward and Stepwise Selection
9. Calculating RMSE
10. Box Cox Transformation of Dependent Variable
11. Calculating R-Squared and Adj, R-squared manually
12. Calculating Residual and Predicted values
13. Calculating Standardized Coefficient

R Script : Linear Regression

Theory part is over. Let's implement linear

regression with R -
Load required packages

library(ggplot2)
library(car)
library(caret)
library(corrplot)

Make sure the above listed packages are already installed

and loaded into R. If they are not already installed, you
need to install it by using the command
install.packages("package-name")

Read Data
We will use mtcars dataset from cars package. This data
was extracted from the Motor Trend US magazine, and
comprises fuel consumption and 10 aspects of automobile
design and performance for 32 automobiles.

#Loading data
data(mtcars)

# Looking at variables
str(mtcars)

'data.frame': 32 obs. of 11 variables:

$ mpg : num 21 21 22.8 21.4 18.7 18.1 14.3 24.4
22.8 19.2 ...
$ cyl : num 6 6 4 6 8 6 8 4 4 6 ...
$ disp: num 160 160 108 258 360 ...
$ hp : num 110 110 93 110 175 105 245 62 95 123
...
$ drat: num 3.9 3.9 3.85 3.08 3.15 2.76 3.21
3.69 3.92 3.92 ...
$ wt : num 2.62 2.88 2.32 3.21 3.44 ...
$ qsec: num 16.5 17 18.6 19.4 17 ...
$ vs : num 0 0 1 1 0 1 0 1 1 1 ...
$ am : num 1 1 1 0 0 0 0 0 0 0 ...
 $ gear: num 4 4 4 3 3 3 3 4 4 4 ...
$ carb: num 4 4 1 1 2 1 4 2 2 4 ...

Variable description of the above variables are listed below

against their respective variable names.

Variable Description

mpg Miles/(US) gallon

cyl Number of cylinders

disp Displacement (cu.in.)

hp Gross horsepower

drat Rear axle ratio

wt Weight (1000 lbs)

qsec 1/4 mile time

vs V/S

am Transmission (0 = automatic, 1 = manual)

gear Number of forward gears

carb Number of carburetors

Summarize Data

In this dataset, mpg is a target variable. See first 6 rows of

data by using head() function.

> head(mtcars)
mpg cyl disp hp drat wt
qsec vs am gear carb
Mazda RX4 21.0 6 160 110 3.90 2.620
16.46 0 1 4 4
Mazda RX4 Wag 21.0 6 160 110 3.90 2.875
17.02 0 1 4 4
Datsun 710 22.8 4 108 93 3.85 2.320
18.61 1 1 4 1
Hornet 4 Drive 21.4 6 258 110 3.08 3.215
19.44 1 0 3 1
Hornet Sportabout 18.7 8 360 175 3.15 3.440
17.02 0 0 3 2
Valiant 18.1 6 225 105 2.76 3.460
20.22 1 0 3 1

To see the distribution of the variables, submit summary()

function.

summary(mtcars)

> summary(mtcars)
mpg cyl disp
hp
Min. :10.40 Min. :4.000 Min. : 71.1
Min. : 52.0
1st Qu.:15.43 1st Qu.:4.000 1st Qu.:120.8
1st Qu.: 96.5
Median :19.20 Median :6.000 Median :196.3
Median :123.0
Mean :20.09 Mean :6.188 Mean :230.7
Mean :146.7
3rd Qu.:22.80 3rd Qu.:8.000 3rd Qu.:326.0
3rd Qu.:180.0
Max. :33.90 Max. :8.000 Max. :472.0
Max. :335.0
drat wt qsec
vs
Min. :2.760 Min. :1.513 Min. :14.50
Min. :0.0000
1st Qu.:3.080 1st Qu.:2.581 1st Qu.:16.89
1st Qu.:0.0000
Median :3.695 Median :3.325 Median :17.71
Median :0.0000
Mean :3.597 Mean :3.217 Mean :17.85
Mean :0.4375
3rd Qu.:3.920 3rd Qu.:3.610 3rd Qu.:18.90
3rd Qu.:1.0000
Max. :4.930 Max. :5.424 Max. :22.90
Max. :1.0000
am gear carb
Min. :0.0000 Min. :3.000 Min. :1.000
1st Qu.:0.0000 1st Qu.:3.000 1st Qu.:2.000
Median :0.0000 Median :4.000 Median :2.000
Mean :0.4062 Mean :3.688 Mean :2.812
3rd Qu.:1.0000 3rd Qu.:4.000 3rd Qu.:4.000
Max. :1.0000 Max. :5.000 Max. :8.000
Data Preparation

Make sure categorical variables are stored as factors. In

the program below, we are converting variables to factors.

mtcars$am = as.factor(mtcars$am)
mtcars$cyl = as.factor(mtcars$cyl)
mtcars$vs = as.factor(mtcars$vs)
mtcars$gear = as.factor(mtcars$gear)

Identifying and Correcting Collinearity

In this step, we are identifying variables which are highly

correlated to each other.

#Dropping dependent variable for calculating

Multicollinearity
mtcars_a = subset(mtcars, select = -c(mpg))

#Identifying numeric variables

numericData <- mtcars_a[sapply(mtcars_a,
is.numeric)]

#Calculating Correlation
descrCor <- cor(numericData)

# Print correlation matrix and look at max

correlation
print(descrCor)
disp hp drat wt
qsec carb
disp 1.0000000 0.7909486 -0.71021393 0.8879799
-0.43369788 0.3949769
hp 0.7909486 1.0000000 -0.44875912 0.6587479
-0.70822339 0.7498125
drat -0.7102139 -0.4487591 1.00000000 -0.7124406
0.09120476 -0.0907898
wt 0.8879799 0.6587479 -0.71244065 1.0000000
-0.17471588 0.4276059
qsec -0.4336979 -0.7082234 0.09120476 -0.1747159
1.00000000 -0.6562492
carb 0.3949769 0.7498125 -0.09078980 0.4276059
-0.65624923 1.0000000

# Visualize Correlation Matrix

corrplot(descrCor, order = "FPC", method =
"color", type = "lower", tl.cex = 0.7, tl.col =
rgb(0, 0, 0))
 Correlation Matrix

# Checking Variables that are highly correlated

highlyCorrelated = findCorrelation(descrCor,
cutoff=0.7)

#Identifying Variable Names of Highly Correlated

Variables
highlyCorCol = colnames(numericData)
[highlyCorrelated]

#Print highly correlated attributes

highlyCorCol

[1] "hp" "disp" "wt"

#Remove highly correlated variables and create a

new dataset
dat3 = mtcars[, -which(colnames(mtcars) %in%
highlyCorCol)]
dim(dat3)

[1] 32 8

There are three variables "hp" "disp" "wt" that found to

be highly correlated. We have removed them to avoid
collinearity. Now, we have 7 independent variables and 1
dependent variable.

Developing Regression Model

At this step, we are building multiple linear regression
model.

#Build Linear Regression Model

fit = lm(mpg ~ ., data=dat3)

#Check Model Performance

summary(fit)

#Extracting Coefficients
summary(fit)$coeff
anova(fit)

par(mfrow=c(2,2))
plot(fit)

See the coefficients of Linear Regression Model

and ANOVA table

Linear regression model tests the null hypothesis that the

estimate is equal to zero. An independent variable that has
a p-value less than 0.05 means we are rejecting the null
hypothesis at 5% level of significance. It means the
coefficient of that variable is not equal to 0. A large p-value
implies variable is meaningless in order to predict target
variable.

> summary(fit)
Call:
lm(formula = mpg ~ ., data = dat3)

Residuals:
Min 1Q Median 3Q Max
-5.4850 -1.3058 0.1856 1.5278 5.2439

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 16.7823 19.6148 0.856 0.401
cyl6 -1.8025 2.6085 -0.691 0.497
cyl8 -3.5873 4.0324 -0.890 0.383
drat 1.4283 2.1997 0.649 0.523
qsec 0.1003 0.7729 0.130 0.898
vs1 0.7068 2.3291 0.303 0.764
am1 3.2396 2.4702 1.311 0.203
gear4 1.3869 3.0466 0.455 0.653
gear5 2.3776 3.4334 0.692 0.496
carb -1.4836 0.6305 -2.353 0.028 *
---
Signif. codes: 0 *** 0.001 ** 0.01 * 0.05
. 0.1 1

Residual standard error: 3.004 on 22 degrees of

freedom
Multiple R-squared: 0.8237, Adjusted R-squared:
0.7516
F-statistic: 11.42 on 9 and 22 DF, p-value:
1.991e-06

> anova(fit)
Analysis of Variance Table

Response: mpg
Df Sum Sq Mean Sq F value Pr(>F)
cyl 2 824.78 412.39 45.7033 1.464e-08 ***
drat 1 14.45 14.45 1.6017 0.21890
qsec 1 2.83 2.83 0.3137 0.58108
vs 1 1.02 1.02 0.1132 0.73969
am 1 26.35 26.35 2.9198 0.10157
gear 2 8.15 4.07 0.4513 0.64254
carb 1 49.96 49.96 5.5363 0.02798 *
Residuals 22 198.51 9.02
---
Signif. codes: 0 *** 0.001 ** 0.01 * 0.05
. 0.1 1

The critical plots of linear regression model are shown

below -

1. Residuals vs Fitted
2. Normal Q-Q
3. Scale Location
4. Residuals vs Leverage
 Residuals and Normal Q-Q Plot

Scale- Location Plot

Calculating Model Performance Metrics

#Extracting R-squared value

summary(fit)$r.squared

[1] 0.8237094

#Extracting Adjusted R-squared value

summary(fit)$adj.r.squared

[1] 0.7515905

AIC(fit)

[1] 171.2156

BIC(fit)

[1] 187.3387

Higher R-Squared and

Adjusted R-Squared value,
 better the model. Whereas,
lower the AIC and BIC score,
better the model.

Understanding AIC and BIC

AIC and BIC are measures of goodness of fit. They
penalize complex models. In other words, it penalize the
higher number of estimated parameters. It believes in a
concept that a model with fewer parameters is to be
preferred to one with more. In general, BIC penalizes
models more for free parameters than does AIC. Both
criteria depend on the maximized value of the likelihood
function L for the estimated model.

AIC value roughly equals the number of

parameters minus the likelihood of the overall
model. Suppose you have two models, the
model with the lower AIC and BIC score is
better.

Variable Selection Methods

There are three variable selection methods - Forward,
Backward, Stepwise.
1. Starts with a single variable, then adds variables one at a
time based on AIC ('Forward')
2. Starts with all variables, iteratively removing those of low
importance based on AIC ('Backward')
3. Run in both directions ('Stepwise')
#Stepwise Selection based on AIC
library(MASS)
step <- stepAIC(fit, direction="both")
summary(step)

#Backward Selection based on AIC

step <- stepAIC(fit, direction="backward")
summary(step)

#Forward Selection based on AIC

step <- stepAIC(fit, direction="forward")
summary(step)

#Stepwise Selection with BIC

n = dim(dat3)[1]
stepBIC = stepAIC(fit,k=log(n))
summary(stepBIC)

> summary(stepBIC)
Call:
lm(formula = mpg ~ vs + am + carb, data = dat3)

Residuals:
Min 1Q Median 3Q Max
-6.2803 -1.2308 0.4078 2.0519 4.8197

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 19.5174 1.6091 12.130 1.16e-12
***
vs1 4.1957 1.3246 3.168 0.00370
**
am1 6.7980 1.1015 6.172 1.15e-06
***
carb -1.4308 0.4081 -3.506 0.00155
**
---
Signif. codes: 0 *** 0.001 ** 0.01 * 0.05
. 0.1 1

Residual standard error: 2.962 on 28 degrees of

freedom
Multiple R-squared: 0.7818, Adjusted R-squared:
0.7585
F-statistic: 33.45 on 3 and 28 DF, p-value:
2.138e-09

Look at the estimates above after performing stepwise

selection based on BIC. Variables have been reduced but
Adjusted R-Squared remains same (very slightly improved).
AIC and BIC scores also went down which indicates a
better model.
 AIC(stepBIC)
BIC(stepBIC)

Calculate Standardized Coefficients

Standardized Coefficients helps to rank predictors based
on absolute value of standardized estimates. Higher the
value, more important the variable.

#Standardised coefficients
library(QuantPsyc)
lm.beta(stepBIC)

#R Function : Manual Calculation of Standardised

coefficients
stdz.coff <- function (regmodel)
{ b <- summary(regmodel)$coef[-1,1]
sx <- sapply(regmodel$model[-1], sd)
sy <- sapply(regmodel$model[1], sd)
beta <- b * sx / sy
return(beta)
}

std.Coeff = data.frame(Standardized.Coeff =
stdz.coff(stepBIC))
std.Coeff = cbind(Variable = row.names(std.Coeff),
std.Coeff)
row.names(std.Coeff) = NULL

Calculating Variance Inflation Factor

(VIF)
Variance inflation factor measure how much the variance of
the coefficients are inflated as compared to when
independent variables are not highly non-correlated. It
should be less than 5.

vif(stepBIC)
Testing Other Assumptions

#Autocorrelation Test
durbinWatsonTest(stepBIC)

#Normality Of Residuals (Should be > 0.05)

res=residuals(stepBIC,type="pearson")
shapiro.test(res)

#Testing for heteroscedasticity (Should be > 0.05)

ncvTest(stepBIC)

#Outliers Bonferonni test

outlierTest(stepBIC)

#See Residuals
resid = residuals(stepBIC)

#Relative Importance
install.packages("relaimpo")
library(relaimpo)
calc.relimp(stepBIC)

See Actual vs. Prediction

#See Predicted Value

pred = predict(stepBIC,dat3)
#See Actual vs. Predicted Value
finaldata = cbind(mtcars,pred)
print(head(subset(finaldata, select =
c(mpg,pred))))

mpg pred
Mazda RX4 21.0 20.59222
Mazda RX4 Wag 21.0 20.59222
Datsun 710 22.8 29.08031
Hornet 4 Drive 21.4 22.28235
Hornet Sportabout 18.7 16.65583
Valiant 18.1 22.28235

Other Useful Functions

#Calculating RMSE
rmse = sqrt(mean((dat3$mpg - pred)^2))
print(rmse)

#Calculating Rsquared manually

y = dat3[,c("mpg")]
R.squared = 1 - sum((y-pred)^2)/sum((y-mean(y))^2)
print(R.squared)

#Calculating Adj. Rsquared manually

n = dim(dat3)[1]
p = dim(summary(stepBIC)$coeff)[1] - 1
adj.r.squared = 1 - (1 - R.squared) * ((n - 1)/(n-
p-1))
print(adj.r.squared)

#Box Cox Transformation

library(lmSupport)
modelBoxCox(stepBIC)

K-fold cross-validation

In the program below, we are performing 5-fold cross-

validation. In 5-fold cross-validation, data is randomly split
into 5 equal sized samples. Out of the 5 samples, a single
sample which is random 20% of data is retained as
validation data , and the remaining 80% is used as training
data. This process is then repeated 5 times, with each of
the 5 samples used exactly once as validation data. Later
we average out the results.

library(DAAG)
kfold = cv.lm(data=dat3, stepBIC, m=5)
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26 RESPONSES TO "LINEAR REGRESSION IN R - R TUTORIAL"

Jean Pierre Musabyimana 11 February 2016 at 11:59

This is a very powerful tutorial to use. Thanks

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Jean Pierre Musabyimana 11 February 2016 at 11:59

This is a very powerful tutorial to use. Thanks

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Deepanshu Bhalla 3 July 2016 at 03:16

Thank you for your appreciation.

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Yogesh Pargaien 25 February 2016 at 10:02

Great explanation.
Thanks for sharing this.

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Deepanshu Bhalla 3 July 2016 at 03:17

Thank you for stopping by my blog. Cheers!

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Unknown 25 February 2016 at 13:35

Thanks for the tips!

 Reply

anant patel 19 May 2016 at 06:25

thanks sir !

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anant patel 19 May 2016 at 06:25

thanks sir !

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Shubham 3 June 2016 at 03:33

wow...i feel my head somewhat heavy now...but its a very

good example
Keep the good work up..thanks..!!

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Deepanshu Bhalla 3 July 2016 at 03:17

Glad you found it useful. Thanks!

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Alejandra Rodriguez 23 June 2016 at 06:10

excelente muchas gracias!!!!

no habr algo de regresion logistica?

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Deepanshu Bhalla 3 July 2016 at 03:19

Check out this tutorial -

http://www.listendata.com/2016/02/Logistic-
Regression-with-R.html
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sdrb 23 June 2016 at 15:52

Excelent explanation! Thanks.

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Deepanshu Bhalla 3 July 2016 at 03:19

Cheers!

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Unknown 30 June 2016 at 05:13

All the picture link broken (please check the source of

images) but very useful tutorial indeed

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Deepanshu Bhalla 3 July 2016 at 03:24

Are you seeing this tutorial from your

workplace? Most of the companies block photo
sharing websites.

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Justin Chi 30 June 2016 at 08:40

Very cool and useful. Thanks

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Deepanshu Bhalla 3 July 2016 at 03:21

 Thank you for stopping by my blog and sharing
your feedback!

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jpgerbier 30 June 2016 at 09:20

Very good job.

I think a partial residuals analysis is to be added in order
to look at the type of relation between each independent
variable and Y.

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Deepanshu Bhalla 3 July 2016 at 03:20

Thanks for your suggestion. I will add it to the

code.

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Venkat 14 July 2016 at 04:24

highlyCorrelated <- findCorrelation(descrCor, cutoff=0.6)

when i execute the above command its trowing error. the

function not found. then i install the caret package after
that also i am not able to get this function and execute
this command, please help me. Thanks, in advance.

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Deepanshu Bhalla 14 July 2016 at 09:36

What's the error you are getting? Thanks!

Unknown 28 July 2016 at 16:02

> library(caret)
Error in loadNamespace(j <- i[[1L]], c(lib.loc,
 .libPaths()), versionCheck = vI[[j]]) :
there is no package called pbkrtest
In addition: Warning message:
package caret was built under R version
3.2.5
Error: package or namespace load failed for
caret

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Unknown 7 November 2016 at 00:04

Great work Deepanshu !!!

If can add a model that you have prepared and explain
each point here nothing can beat that and using SAS ...
Will be eagerly looking forward to it..
Thanks
Sumit

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kapil gupta 30 January 2017 at 04:15

Nice work Deepak !!

Can you please share the Linear Regression with SAS

article also. Thanks.

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Anonymous 13 March 2017 at 13:14

Linear Regression with SAS is unfortunately missing. :-|

http://www.listendata.com/p/sas-tutorials.html

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