๋ถ„๋ฅ˜ ์ „์ฒด๋ณด๊ธฐ

์ง€๋‚œ ํฌ์ŠคํŠธ์—์„œ๋Š” R-squared, ๊ฒฐ์ • ๊ณ„์ˆ˜์— ๋Œ€ํ•ด์„œ ์•Œ์•„๋ณด์•˜์Šต๋‹ˆ๋‹ค.์ด๋Š” ์šฐ๋ฆฌ์˜ ํšŒ๊ท€ ๋ชจ๋ธ์ด ์‹ค์ œ ๋ฐ์ดํ„ฐ์˜ ๋ถ„์‚ฐ์„ ์–ผ๋งˆ๋‚˜ ์ž˜ ์„ค๋ช…ํ•˜๋Š”์ง€๋ฅผ ๋‚˜ํƒ€๋‚ธ ๊ฐ’์œผ๋กœ, SST/SSR ์ด์˜€์Šต๋‹ˆ๋‹ค. Linear Regression (์„ ํ˜• ํšŒ๊ท€) - 6 | R-Squared (๊ฒฐ์ • ๊ณ„์ˆ˜)์ง€๋‚œ ํฌ์ŠคํŠธ์—์„œ๋Š” OLS, ์ตœ์†Œ ์ œ๊ณฑ๋ฒ•์— ๋Œ€ํ•ด์„œ ๊ฐ„๋‹จํ•˜๊ฒŒ ์•Œ์•„๋ณด์•˜์Šต๋‹ˆ๋‹ค. Linear Regression (์„ ํ˜• ํšŒ๊ท€) - 5 | Ordinary Least Squares (์ตœ์†Œ์ œ๊ณฑ๋ฒ•)์ €๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” SST, SSR, SSE์˜ ๊ด€๊ณ„์— ๋Œ€ํ•ด์„œ ์•Œ์•„๋ณด์•˜์Šตcode-studies.tistory.com ์ด๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” ์ˆ˜์ •๋œ ๊ฒฐ์ •๊ณ„์ˆ˜, Adjusted R Squared์— ๋Œ€ํ•ด์„œ ์•Œ์•„๋ณด๊ฒ ์Šต๋‹ˆ๋‹ค.์šฐ๋ฆฌ๊ฐ€ ์ž์ฃผ ๋ณด๋˜ ์ด Regerssion summa..
์ง€๋‚œ ํฌ์ŠคํŠธ์—์„œ๋Š” OLS, ์ตœ์†Œ ์ œ๊ณฑ๋ฒ•์— ๋Œ€ํ•ด์„œ ๊ฐ„๋‹จํ•˜๊ฒŒ ์•Œ์•„๋ณด์•˜์Šต๋‹ˆ๋‹ค. Linear Regression (์„ ํ˜• ํšŒ๊ท€) - 5 | Ordinary Least Squares (์ตœ์†Œ์ œ๊ณฑ๋ฒ•)์ €๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” SST, SSR, SSE์˜ ๊ด€๊ณ„์— ๋Œ€ํ•ด์„œ ์•Œ์•„๋ณด์•˜์Šต๋‹ˆ๋‹ค. Linear Regression (์„ ํ˜• ํšŒ๊ท€) - 4 | SST = SSR + SSE์ €๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” ์„ ํ˜• ํšŒ๊ท€ ๋ชจ๋ธ์„ ๋””์ž์ธ ํ•˜๋Š” ๊ณผ์ •์—์„œ StatsModels ๋ผ์ด๋ธŒ๋Ÿฌ๋ฆฌ๋ฅผ ํ™œcode-studies.tistory.com ์ด๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” ๊ฒฐ์ •๊ณ„์ˆ˜, R Squared์— ๋Œ€ํ•ด์„œ ์•Œ์•„๋ณด๊ฒ ์Šต๋‹ˆ๋‹ค.4๋ฒˆ ํฌ์ŠคํŠธ์—์„œ SST (Total Variability) = SSR (Explained Variability) + SSE (Unexplained Variabil..
์ €๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” SST, SSR, SSE์˜ ๊ด€๊ณ„์— ๋Œ€ํ•ด์„œ ์•Œ์•„๋ณด์•˜์Šต๋‹ˆ๋‹ค. Linear Regression (์„ ํ˜• ํšŒ๊ท€) - 4 | SST = SSR + SSE์ €๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” ์„ ํ˜• ํšŒ๊ท€ ๋ชจ๋ธ์„ ๋””์ž์ธ ํ•˜๋Š” ๊ณผ์ •์—์„œ StatsModels ๋ผ์ด๋ธŒ๋Ÿฌ๋ฆฌ๋ฅผ ํ™œ์šฉํ•˜์—ฌ ์–ป์„ ์ˆ˜ ์žˆ๋Š” Coefficient Table์— ๋Œ€ํ•ด์„œ ์•Œ์•„๋ณด์•˜์Šต๋‹ˆ๋‹ค. Linear Regression (์„ ํ˜• ํšŒ๊ท€) -3 | Coefficients Tablecode-studies.tistory.com ์ด๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” 3๋ฒˆ ํฌ์ŠคํŠธ์—์„œ ์•Œ์•„๋ณด๋˜ ํ‘œ์—์„œ ์•„์ง ๋‹ค๋ฃจ์ง€ ๋ชปํ•œ ๋ถ€๋ถ„๋“ค์„ ์•Œ์•„๋ณด๊ณ , ์ตœ์†Œ์ œ๊ณฑ๋ฒ•์„ ์•Œ์•„๋ณด๊ฒ ์Šต๋‹ˆ๋‹ค.coefficient table์— ๋Œ€ํ•ด์„œ๋Š” ๊ธฐ์กด ํฌ์ŠคํŠธ์—์„œ ๋‹ค๋ฃจ์—ˆ์œผ๋‹ˆ, ์•„์ง ์•ˆ ๋ณด์…จ๋‹ค๋ฉด ๋ณด๊ณ  ์˜ค์‹ฌ์„ ์ถ”์ฒœํ•ฉ๋‹ˆ๋‹ค. Linear Regr..
์ €๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” ์„ ํ˜• ํšŒ๊ท€ ๋ชจ๋ธ์„ ๋””์ž์ธ ํ•˜๋Š” ๊ณผ์ •์—์„œ StatsModels ๋ผ์ด๋ธŒ๋Ÿฌ๋ฆฌ๋ฅผ ํ™œ์šฉํ•˜์—ฌ ์–ป์„ ์ˆ˜ ์žˆ๋Š” Coefficient Table์— ๋Œ€ํ•ด์„œ ์•Œ์•„๋ณด์•˜์Šต๋‹ˆ๋‹ค. Linear Regression (์„ ํ˜• ํšŒ๊ท€) -3 | Coefficients Table์ €๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” statsmodels๋ฅผ ํ™œ์šฉํ•˜์—ฌ Simple Linear Regression ๋ชจ๋ธ์„ ๋””์ž์ธ ํ•ด ๋ณด์•˜์Šต๋‹ˆ๋‹ค. Linear Regression (์„ ํ˜• ํšŒ๊ท€) - 2 | Simple Linear Regression (๋‹จ์ˆœ ์„ ํ˜• ํšŒ๊ท€)์ €๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” ์„ ํ˜• ํšŒ๊ท€์—์„œcode-studies.tistory.com ์ด๋ฒˆ ํฌ์ŠคํŠธ์—์„œ๋Š” ์šฐ๋ฆฌ๊ฐ€ ๋งŒ๋“  ์„ ํ˜• ํšŒ๊ท€ ๋ชจ๋ธ์˜ ๋ถ„์‚ฐ์„ ํ‰๊ฐ€ํ•˜๋Š” ๋ช‡๊ฐ€์ง€ ๋ฐฉ๋ฒ•์„ ๊ฐ€๋ณ๊ฒŒ ์•Œ์•„๋ณด๊ฒ ์Šต๋‹ˆ๋‹ค. ์šฐ๋ฆฌ์˜ ํšŒ๊ท€ ๋ชจ๋ธ yฬ‚ = b..
Chan Lee
'๋ถ„๋ฅ˜ ์ „์ฒด๋ณด๊ธฐ' ์นดํ…Œ๊ณ ๋ฆฌ์˜ ๊ธ€ ๋ชฉ๋ก (4 Page)