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Linear regression - Reading Results

Multiple linear regression is a statistical modeling technique. It aims to predict and explain the values taken by an endogenous variable quantity Y from p exogenous variables X1, ..., Xp, quantitative or qualitative rendered by binary recoding.

In this tutorial, through an example for predicting the fuel consumption from their weight and capacity, and power, we will describe the outputs of Tanagra by associating them with the formulas used. We will forward the role of the matrix (X'X) ^ (-1) provided since version 1.4.38 . It is important because it holds a central place in les tests généralisés sur les coefficients. Nous en accomplirons quelques uns manuellement avec le tableur Excel.

Dans un deuxième temps, nous réaliserons la régression à l'aide du logiciel R. Nous mettrons en parallèle ses résultats avec ceux de TANAGRA. Nous identifierons les objets qui fournissent les informations nécessaires aux différents post-traitements, notamment les tests généralisés. Nous effectuerons alors les calculs réalisés précédemment dans Excel directement dans R.

Mots clés : régression linéaire multiple, logiciel R, lm, tests généralisés, tests de conformité, tests de comparaison
Components: MULTIPLE LINEAR REGRESSION
Link: fr_Tanagra_Multiple_Regression_Results.pdf
Data : cars_consumption.zip
References:
R. Rakotomalala, Multiple linear regression - Slideshow

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Tanagra - Version 1.4.38

few minor corrections to version 1.4.38 of Tanagra.

The color codes of normality tests have been harmonized ( Normality Test). Under the procedure, the colors associated with p-values were not consistent, misleading the clinician. This problem has been reported by Laurent Garmendia.

Following indications from Mr. Oanh Chau, I realized that the standardization of variables for HAC (hierarchical agglomerative) was based on the standard deviation of sample. This is not an error in itself. But suddenly, the sum of indices of level in the dendrogram does not coincide with the TSS (total sum of squares). It's more embarrassing. The difference is especially noticeable on small files, it disappears when the size increases. The correction has been introduced, now the BSS ratio "is worth 1 when we have the trivial partition ie d. one individual per group.

La régression linéaire multiple ( MULTIPLE LINEAR REGRESSION ) fournit maintenant la matrice (X'X)^(-1). Elle permet de déduire la matrice de variance covariance des coefficients (en la pré-multipliant par la variance estimée de l'erreur). Elle rentre aussi dans les tests généralisés sur les coefficients : les tests de conformité simultanés; les tests de combinaisons linéaires. Ces tests sont décrits (entres autres) dans les diaporamas de mes enseignements d'économétrie en Licence IDS.

Enfin, les sorties de l'analyse discriminante descriptive ( CANONICAL DISCRIMINANT ANALYSIS ) ont été complétées. Les barycentres des groupes (Group centroïds) sur les axes factoriels sont directement fournies.

Merci infiniment à toutes les personnes qui, par leurs commentaires ou leurs suggestions, m'aident à améliorer quotidiennement le travail que je mets en ligne (logiciel, documents).

Page de téléchargement de Tanagra : setup

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Multiple Linear Regression - Simple Linear Regression

Toujours dans la série « Je refais mes diapos de mon cours d'Économétrie », voici le support consacré à la « Régression Linéaire Multiple ».

Pour comprendre les formules, je montre le détail des calculs dans le tableur Excel. Franchement, je ne connais pas de meilleure approche teaching that everyone can understand the sequence of operations including all matters relating to the matrix calculations for the production of the estimators and their variances.

Slideshow Printable : Multiple Linear Regression
Data : Cigarettes.xls
Page-course License Econometrics: Econometrics

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Slideshow - Slideshow

In the series "I'll manage slideshows my course in econometrics, "here is the media devoted to" Simple Linear Regression. " It develops all

les thèmes abordés en cours. Il ne comporte pas les démonstrations en revanche. Je les fais au tableau. En effet, il y a les formules, mais il y a surtout la démarche sous-jacente, les ressorts qui permettent de mettre en évidence tel ou tel résultat. Et quel que soit l'exhaustivité d'un support, il y a des choses que l'on ne peut développer que verbalement, en comptant sur l'interactivité des étudiants (allez les gars, dormez pas quoi...).

Et puis, il faut bien justifier le fait que je vienne à la fac pour faire le zouave devant tout le monde.

Diaporama imprimable : Régression linéaire simple
Données : yields agricoles.xls
Page-course License Econometrics: Econometrics

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Introduction to Econometrics - Slideshow

econometrics to Data Mining, the path is not as long as it sounds. Finally, it is to detect forms of regularities in the data, ensure that they really represent a causal (economic or otherwise), then use them later. Only the scope and the techniques used are different.

This slideshow is my Introduction to Econometrics for my course in Bachelor Business Intelligence and Statistics Department of Computer Science and Statistics ( http://dis.univ-lyon2.fr ), Faculty of Economics, University Lyon 2.

Slideshow Printable : Introduction to Econometrics
animated slideshow: Introduction to Econometrics

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discriminant factor analysis - Slideshow

discriminant factor analysis or discriminant analysis is a descriptive technique factor which is to convey to Using a set of variables of individuals belonging to groups (classes) predefined. Which is primarily a descriptive method. Nevertheless, by definition, it has connections with very important discriminant analysis or Bayesian predictive discriminant analysis, well-known supervised learning and pattern recognition.

discriminant analysis is descriptive factorial approaches. It is shown quite easily that it is a particular variation of the canonical analysis and principal component analysis.

This new show is the support that I will use now to describe the method to my students. It can be decomposed into three parts: presentation of the method and main theoretical elements; reading résultats, notamment l'interprétation des axes factoriels ; mise en œuvre dans les logiciels tels que Tanagra (Canonical Discriminant Analysis), R (lda) et SAS (candisc).

Ce support doit beaucoup aux excellents ouvrages de Tenenhaus (2007) et Saporta (2006) indiqués dans la bibliographie.

Mots clés : analyse factorielle discriminante, analyse discriminante descriptive, logiciel R, lda, sas, candisc
Composants : CANONICAL DISCRIMINANT ANALYSIS
Lien : analyse_discriminante_descriptive.pdf
Données : wine_quality.xls
Références :
Wikipedia, "Discriminant Analysis "
D. Garson, "Discriminant Function Analysis "

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Happy New Year 2011 - 2010 Review

The year 2010 ends, 2011 begins. I wish you all a very happy 2011.

A small statistical report on the activities organized around Tanagra for the past year. All sites (software, course materials, books, tutorials) has been visited 241,765 times this year, 662 visits per day. For comparison, we had 349 daily visits in 2008 and 520 in 2009.

Who are you? The majority of visitors will France and the Maghreb (62%). Then come the other Francophone countries, a large part comes from Africa. In terms of non-francophone countries, we observe among those who return often: the United States, India, UK, Germany, Brazil, etc..

What you see first? The pages that are most successful are those that relate to documentation on the Data Mining: course materials, tutorials, links to other documents available online, etc.. This is hardly surprising. Over the years, more than the programming and promotion of Tanagra, I spend more time myself to write fascicles course and tutorials, to study the behavior of different software.

Still Happy New Year 2011 to all. That each can carry out the projects they are most valuable.

Ricco.
Slideshow: Tanagra - Review 2010

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Happy New Year 2011!

A Happy New Year 2011 to all ex-employees Reynolds! Regarding the comment moderation, I have a little delay and apologize!