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Stastistical Methods

The document discusses three statistical methods: Multiple Linear Regression (MLR), Principal Component Analysis (PCA), and Partial Least Squares (PLS) regression. MLR models the linear relationship between independent and dependent variables, while PCA transforms correlated variables into uncorrelated principal components for feature extraction. PLS regression projects both response and independent variables into a new space to find a linear regression model, enhancing the analysis of relationships between variables.

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4 views12 pages

Stastistical Methods

The document discusses three statistical methods: Multiple Linear Regression (MLR), Principal Component Analysis (PCA), and Partial Least Squares (PLS) regression. MLR models the linear relationship between independent and dependent variables, while PCA transforms correlated variables into uncorrelated principal components for feature extraction. PLS regression projects both response and independent variables into a new space to find a linear regression model, enhancing the analysis of relationships between variables.

Uploaded by

abhijeetbhoite6350
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

STATISTICAL METHODS

MLR-Multiple Linear Regression


• Multiple linear regression (MLR), also known
simply as multiple regression, is a statistical
technique that uses several explanatory
variables to predict the outcome of a response
variable. The goal of multiple linear regression
(MLR) is to model the linear
relationship between the explanatory
(independent) variables and response
(dependent) variable.
The multiple regression model is based on the following
assumptions:
There is a linear relationship between the dependent variables
and the independent variables.
The independent variables are not too highly correlated with
each other.
yi observations are selected independently and randomly from
the population.
Residuals should be normally distributed with a mean of 0
and variance σ.
The coefficient of determination (R-squared) is a statistical
metric that is used to measure how much of the variation in
outcome can be explained by the variation in the independent
variables. R2 always increases as more predictors are added to
the MLR model even though the predictors may not be related
to the outcome variable.
PCA-Principle Component Analysis
• Principal component analysis (PCA) is a
statistical procedure that uses an orthogonal
transformation to convert a set of
observations of possibly correlated variables
into a set of values of linearly
uncorrelated variables called principal
components
•Principal component analysis is a technique for feature
extraction — so it combines our input variables in a
specific way, then we can drop the “least important”
variables while still retaining the most valuable parts of
all of the variables!
• As an added benefit, each of the “new” variables after
PCA are all independent of one another.
• This is a benefit because the assumptions of a linear
model require our independent variables to be
independent of one another.
• If we decide to fit a linear regression model with these
“new” variables (see “principal component regression”
below), this assumption will necessarily be satisfied.
PLS-Partial Least Square
Partial least squares regression (PLS regression) is
a statistical method that bears some relation
to principal components regression;
Instead of finding hyperplanes of
maximum variance between the response and
independent variables, it finds a linear
regression model by projecting the predicted
variables and the observable variables to a new
space.
Both the X and Y data are projected to new spaces,
the PLS family of methods are known as bilinear
factor models.
Statistical Analysis

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