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Regresión lineal múltiple

Regresión lineal con varias variables predictoras

Para aumentar la precisión en conjuntos de datos de dimensiones bajas y medianas, ajuste un modelo de regresión lineal mediante fitlm.

Para reducir el tiempo de cálculo en conjuntos de datos de altas dimensiones, ajuste un modelo de regresión lineal mediante fitrlinear.

Apps

Regression LearnerTrain regression models to predict data using supervised machine learning

Objetos

LinearModelLinear regression model
CompactLinearModelCompact linear regression model
RegressionLinearLinear regression model for high-dimensional data
RegressionPartitionedLinearCross-validated linear regression model for high-dimensional data

Funciones

expandir todo

Crear un objeto LinearModel

fitlmAjustar un modelo de regresión lineal
stepwiselmPerform stepwise regression

Crear un objeto CompactLinearModel

compactCompact linear regression model

Añadir o eliminar términos de un modelo lineal

addTermsAdd terms to linear regression model
removeTermsRemove terms from linear regression model
stepImprove linear regression model by adding or removing terms

Predecir respuestas

fevalPredict responses of linear regression model using one input for each predictor
predictPredict responses of linear regression model
randomSimulate responses with random noise for linear regression model

Evaluar un modelo lineal

anovaAnalysis of variance for linear regression model
coefCIConfidence intervals of coefficient estimates of linear regression model
coefTestLinear hypothesis test on linear regression model coefficients
dwtestDurbin-Watson test with linear regression model object
partialDependenceCompute partial dependence

Visualizar un modelo lineal y estadísticas descriptivas

plotScatter plot or added variable plot of linear regression model
plotAddedAdded variable plot of linear regression model
plotAdjustedResponseAdjusted response plot of linear regression model
plotDiagnosticsPlot observation diagnostics of linear regression model
plotEffectsPlot main effects of predictors in linear regression model
plotInteractionPlot interaction effects of two predictors in linear regression model
plotPartialDependenceCreate partial dependence plot (PDP) and individual conditional expectation (ICE) plots
plotResidualsPlot residuals of linear regression model
plotSlicePlot of slices through fitted linear regression surface

Recopilar propiedades de un modelo lineal

gatherGather properties of Statistics and Machine Learning Toolbox object from GPU

Crear un objeto

fitrlinearFit linear regression model to high-dimensional data

Trabajar con un objeto RegressionLinear

predictPredict response of linear regression model
limeLocal interpretable model-agnostic explanations (LIME)
lossRegression loss for linear regression models
partialDependenceCompute partial dependence
plotPartialDependenceCreate partial dependence plot (PDP) and individual conditional expectation (ICE) plots
shapleyShapley values
selectModelsSelect fitted regularized linear regression models

Trabajar con un objeto RegressionPartitionedLinear

kfoldLossRegression loss for observations not used in training
kfoldPredictPredict responses for observations not used for training

Ajustar y evaluar una regresión lineal

dwtestDurbin-Watson test with residual inputs
invpredInverse prediction
linhyptestLinear hypothesis test
plsregressPartial least-squares (PLS) regression
regressRegresión lineal múltiple
regstatsRegression diagnostics
relieffRank importance of predictors using ReliefF or RReliefF algorithm
robustfitFit robust linear regression
stepwisefitFit linear regression model using stepwise regression

Preparar los datos

x2fxConvert predictor matrix to design matrix
dummyvarCreate dummy variables

Herramientas interactivas

robustdemoInteractive robust regression
rsmdemoInteractive response surface demonstration
rstoolInteractive response surface modeling
stepwiseInteractive stepwise regression

Temas

Introducción a la regresión lineal

Flujos de trabajo de las regresiones lineales

Regresión de mínimos cuadrados parciales

  • Partial Least Squares
    Partial least squares (PLS) constructs new predictor variables as linear combinations of the original predictor variables, while considering the observed response values, leading to a parsimonious model with reliable predictive power.
  • Partial Least Squares Regression and Principal Components Regression
    Apply partial least squares regression (PLSR) and principal components regression (PCR), and explore the effectiveness of the two methods.