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Syllabus. Reference Book. We covered Regression in Applied Stats. We will review Regression and cover Time Series and Principle Components Analysis. . Reference Book. Probabilities. Probability Distribution. Conditional Probability & Bayesian Networks. Linear Regression. More Regression.
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Reference Book We covered Regression in Applied Stats. We will review Regression and cover Time Series and Principle Components Analysis.
Probabilities Probability Distribution
More Regression • Interaction (Non-Linear) • Structural Equation Modeling • Moderation • Mediation • Advanced • Lasso • Ridge • Regularized
Galton Children Height Yes PEW Mobile Phone Titanic Survivors Census Cross-Sectional & Panel Data Bank Loans Stock Market Web Analytics Old Faithful No Historical River Levels Yes No Longitudinal & Time Series
Time Series plot(stl(beer,s.window="periodic"))
Datasets: Training and Test Develop Model Using Training Dataset and Apply to Test Data
Principle Components Analysis & Factor Analysis Here 13 variables are reduced to 4.
Cluster Analysis Variables Customers are grouped by common characteristics People
Principle Components Analysis & Factor Analysis Variable/Dimension Reduction Variables People
Machine Learning Tom Brady Not Tom Brady
One aspect of Predictive Modeling is comparing the performance of various models towards then choosing the one which performs best
Ensembles of People and Approaches “Combine predictions from multiple, complementary models… one model’s strengths compensating for the weaknesses of others.”