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Multiple Regression in R, Step by Step!!! 

StatQuest with Josh Starmer
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This 'Quest starts with a simple regression in R and then shows how multiple regression can be used to determine which parameters are the most valuable. If you want the code, you can get it from the StatQuest GitHub, here: github.com/StatQuest/multiple...
If you'd like to support StatQuest, please consider...
Patreon: / statquest
...or...
RU-vid Membership: / @statquest
...buy my book, a study guide, a t-shirt or hoodie, or a song from the StatQuest store...
statquest.org/statquest-store/
...or just donating to StatQuest!
www.paypal.me/statquest
Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter:
/ joshuastarmer
#StatQuest

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17 ноя 2022

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Комментарии : 69   
@statquest
@statquest Год назад
Support StatQuest by buying my book The StatQuest Illustrated Guide to Machine Learning or a Study Guide or Merch!!! statquest.org/statquest-store/
@TT-eg1et
@TT-eg1et Год назад
I love your channel and your way of explaining things! Thank you
@statquest
@statquest Год назад
Thank you! :)
@smtxtv
@smtxtv 3 месяца назад
I'm giving this a thumbs up...just on the intro !
@statquest
@statquest 3 месяца назад
bam! :)
@Motorhomemarx
@Motorhomemarx 3 месяца назад
Excelent work. Double sworded, swiftly slaying the stats serpent from planet r
@statquest
@statquest 3 месяца назад
Bam! :)
@GetThePun
@GetThePun Год назад
always amazing!
@statquest
@statquest Год назад
Thanks!
@katielui131
@katielui131 4 месяца назад
This is super as always thanks
@statquest
@statquest 4 месяца назад
Thanks!
@francescomaura5581
@francescomaura5581 Год назад
great video! As usual, I should say :) what about diff-in-diff (with R example, possibly)?
@statquest
@statquest Год назад
I'll keep that in mind.
@RedFeather11
@RedFeather11 8 месяцев назад
Thanks a lot Sir. 🤩💐
@statquest
@statquest 8 месяцев назад
Thanks!
@muss9306
@muss9306 3 месяца назад
wow amazing video , thank you so much
@statquest
@statquest 3 месяца назад
Thanks!
@tabarakalmosawi6659
@tabarakalmosawi6659 4 месяца назад
thank you very very much!!
@statquest
@statquest 4 месяца назад
BAM! :)
@hrk201
@hrk201 Год назад
Hey, thank you for your videos, it is really helpful, how do we conduct full inference for multiple linear regression model?
@statquest
@statquest Год назад
I'm not sure I understand your question. Can you elaborate on it?
@hrk201
@hrk201 Год назад
@@statquest hey josh thanks for responding, I have done a linear regression model that describes the data best by using test based and criterion based model selection. I have been asked to "conduct full inference using the best fit model". I am slightly confused as to what needs to be done for this step, is it just the explanation of f-statistics and hypothesis testing obtained from summery of the model?
@statquest
@statquest Год назад
@@hrk201 That would be my guess, but it's just a guess.
@christopherwitt6283
@christopherwitt6283 Год назад
Please can you do a video on multi nominal logistic regression in R?
@statquest
@statquest Год назад
I'll keep that in mind.
@katherinechau5594
@katherinechau5594 Год назад
So when do you use MLR versus multidimensional scaling?
@statquest
@statquest Год назад
Multidimensional Scaling is pretty different. To learn about it, first learn about PCA (only 5 minutes long: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-HMOI_lkzW08.html ) and then MDS: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-GEn-_dAyYME.html
@nichananwanchai9910
@nichananwanchai9910 Год назад
what is data mouse data i kinda confuse but your video really help me
@statquest
@statquest Год назад
Thanks!
@faizahkhalid9468
@faizahkhalid9468 8 месяцев назад
How do you know that the relationship between tail and weight? Is there any decision rules? I don't get how to conclude using r square and p values
@statquest
@statquest 8 месяцев назад
A small p-value would cause us to reject the hypothesis that random noise generated the data. For details about p-values, see: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-vemZtEM63GY.html
@writerdirect
@writerdirect Месяц назад
i like that you sing; me writer director producer who is also very statistically literate for my work in psychology with daughter who is statistics major
@statquest
@statquest Месяц назад
Thank you!
@NotMadeOfManitobaFlour
@NotMadeOfManitobaFlour 4 месяца назад
The r^2, adjusted r^2, and p-value look good; HOOOOOORAY!
@statquest
@statquest 4 месяца назад
bam!
@jeffrisher6965
@jeffrisher6965 6 месяцев назад
Sorry if this is a stupid question, but is there a good way to format the results table? For instance, if I wanted the beta to be rounded to 3 digits, and the t and p values to be rounded to 4 digits?
@statquest
@statquest 6 месяцев назад
Good question! The only way I can think of doing it is drawing it yourself using the original values (in this case, they are stored in the variable "multiple.regression") and running them through the round() function.
@jeffrisher6965
@jeffrisher6965 6 месяцев назад
@@statquest Thanks. I bought your machine learning book, but have not had a single minute to sit down and read any of it. Maybe in a couple months...
@statquest
@statquest 6 месяцев назад
@@jeffrisher6965 Thank you for your support! I hope you enjoy the book when you have time to read it. :)
@user-vy1oz8jz2t
@user-vy1oz8jz2t 7 месяцев назад
I'm sorry if I'm asking a stupid question, why p-value of weight can tell us using weight and tail isn't significantly better than only tail. Thank you so much
@statquest
@statquest 7 месяцев назад
First you need to understand linear regression: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-nk2CQITm_eo.html and then you can find the answer to your question in this video that describes the theory of multiple regression: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-zITIFTsivN8.html
@user-vy1oz8jz2t
@user-vy1oz8jz2t 7 месяцев назад
@@statquest thank you so much Sir, I appreciate it a lot
@marcingrzebalski103
@marcingrzebalski103 Месяц назад
hello, very helpful video. Anyway I have question though - why inference (06:35) 'using weight and tail isnt significanlty better than using tail alone' is derived from line "weight" and not from "tail" line below? Does the line "weight" of regression output compares exactly 'if using weight and tail is better than using tail alone to predict size'? shouldnt it be 'if predictor WEIGHT alone is better at prediction of size than MODEL WITH BOTH WEIGHT AND TAIL' instead or im wrong? I had course about multiple regression at academics couple years ago and trying to remind everything, I have found your video , but still I actually wanted to know that. Best wishes edit: i remember that in stepwise regression we somehow exclude predictors which do not make a significant contribution and are therefore not statistically significant, so reading/watching about stepwise regression may do the thing for me?
@statquest
@statquest Месяц назад
For each variable that we test "weight" and "tail", we test the "full model" vs the model without that specific variable. So, for testing "weight" the full model is "weight + tail" and the model without that variable is just "tail". For testing "tail", the full model is "weight + tail" and the model with that that variable is just "weight." You can learn more details here: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-zITIFTsivN8.html
@marcingrzebalski103
@marcingrzebalski103 Месяц назад
​@@statquest thanks
@sighsha3657
@sighsha3657 7 месяцев назад
why is the results of the tail predicting the linear regression of weight and vice versa?
@statquest
@statquest 7 месяцев назад
What time point, minutes and seconds, are you asking about?
@sighsha3657
@sighsha3657 7 месяцев назад
@@statquest starting at 6.13
@statquest
@statquest 7 месяцев назад
@@sighsha3657 At that point we are testing how well we can predict "size" with and without specific variables in the model. So we see how well we can predict "size" with and without "weight" and we see how well we can predict "size" with and without "tail length". These tests help us asses how useful it is to use "weight" or "tail length" to predict "size". A small p-value suggests that a variable is useful.
@yourube4367
@yourube4367 2 месяца назад
Yeah, I'm struggling with this bit too. It feels like the coefficient line for 'weight' should be comparing the full model against a model with just weight as a predictor, but the explanation suggests the full model is being compared to a model with only tail length as a predictor.
@LuisSantiago-xo4fm
@LuisSantiago-xo4fm Год назад
What if the relationship between Y and one of the Xs is not linear?
@statquest
@statquest Год назад
Then you might need to use a different method.
@LuisSantiago-xo4fm
@LuisSantiago-xo4fm Год назад
Is there any video of yours on that? This is actually a matter that gets me a bit confused 😅
@statquest
@statquest Год назад
@@LuisSantiago-xo4fm When the relationship is non-linear, you can try regression trees: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-_L39rN6gz7Y.html and ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-g9c66TUylZ4.html
@Cheese_Coffee_
@Cheese_Coffee_ 7 месяцев назад
StatQuest is TOTES CRAY CRAY🤣
@statquest
@statquest 7 месяцев назад
Totes! :)
@dawmi3140
@dawmi3140 8 месяцев назад
how to transform large data to be like the smaller values in teh video?
@statquest
@statquest 8 месяцев назад
What time point, minutes and seconds, are you asking about?
@danielcontreras3744
@danielcontreras3744 4 месяца назад
the best
@statquest
@statquest 4 месяца назад
Thanks!
@montahatfifha4389
@montahatfifha4389 Год назад
hey! should i perform any tests beforehand ? or not ?
@montahatfifha4389
@montahatfifha4389 Год назад
is it better to perform this model with R or python ? and is it okay to have 20 observation per variable ?
@statquest
@statquest Год назад
It depends on what you mean by tests. However, usually multiple regression fits the model and then tests each variable as described. So this would be regression first, tests second.
@statquest
@statquest Год назад
20 observations per variable is find. And it's up to you if you want to use R or Python.
@montahatfifha4389
@montahatfifha4389 Год назад
@@statquest um i thought i should perform the multicollinearity and heteroscedasticity and stationarity and do any correction before proceeding to fitting data?!
@montahatfifha4389
@montahatfifha4389 Год назад
@@statquest can I contact you please on a more practical platform I have some confusions ://
@miles6939
@miles6939 Год назад
Matlab?
@statquest
@statquest Год назад
Maybe one day!
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