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数据科学中的实用统计学(第2版)
book

数据科学中的实用统计学(第2版)

by Peter Bruce, Andrew Bruce, Peter Gedeck
October 2021
Intermediate to advanced
289 pages
8h 31m
Chinese
Posts & Telecom Press
Content preview from 数据科学中的实用统计学(第2版)
回归与预测
139
多重共线性
如果预测变量之间完全相关,或者接近完全相关,回归就会变得不稳定或者难以计算。
同义词
共线性
混淆变量
一种重要的预测变量,如果忽略了这种变量,会导致回归方程中的虚假关系。
主效应
预测变量与结果变量之间的关系,与其他变量无关。
交互作用
两个或更多预测变量与响应变量之间相互依赖的关系。
4.5.1
 相关的预测变量
在多元回归中,预测变量彼此之间经常是相关的。以
4.2.4
节中拟合的模型
step_lm
为例,
研究一下它的回归系数。
R
代码:
step_lm$coefficients
(Intercept) SqFtTotLiving Bathrooms
6.178645e+06 1.992776e+02 4.239616e+04
Bedrooms BldgGrade PropertyTypeSingle Family
-5.194738e+04 1.371596e+05 2.291206e+04
PropertyTypeTownhouse SqFtFinBasement YrBuilt
8.447916e+04 7.046975e+00 -3.565425e+03
Python
代码:
print(f'Intercept: {best_model.intercept_:.3f}')
print('Coefficients:')
for name, coef in zip(best_variables, best_model.coef_):
print(f' {name}: {coef}') ...
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Publisher Resources

ISBN: 9787115569028