Outline of Today

  1. Intro and Announcements
  2. Polynomial Regression (briefly)
  3. “Lab”
  4. Review
  5. Midterm Introduction

Polynomial Regression

\[Y=\beta_0+\beta_1 X+\beta_2 X^2+...+\beta_d X^d+\epsilon\]

Lab

Question 1 How much more effort is required to estimate \(\beta_i\) when compared to the other regression models that we have discussed?

Question 2 In the text, the authors note that while you can theoretically let d be anything that you want, it is unusual to use a value greater than what? Why?

Question 3 Assume we have a dataset consisting of an outcome variable, Y, 3 numeric input variables, X1, X2, X3, and 1 categorical variable with 4 potential states. If we allow d to be up to 3 and we allow for interaction terms (but no other transformations such as log, and no interactions between the same variable, e.g. no X1:X1\(^3\) terms), how many possible parameters \(\beta\) are there in the full model?

Review

Lab goals:

In the labs over the last two weeks, we covered Linear Regression including:

  • Basics
  • Extensions to simple linear regression
  • Measures of Fit
  • Diagnostic plots and their uses
  • Model Selection and Regularization
  • And much more

Course Schedule:

  1. Today: Polynomial Regression
  2. Next week: Resampling Methods
  3. Midterm!

Reminders for next class:

  • Homework is due Friday at 10pm
  • Labs are due Friday at 10pm
  • Midterm has been released (Thursday?)
  • Readings for next week are due Sunday and Tuesday

Midterm

https://rebelskyw.cs.grinnell.edu/295-midterm-1/