**Motivation**

Metrics to evaluate a Regression Model

- We have so far discussed the p-value from the F-test of an ANOVA
- What about R2 and Adj R2
- For R2 (It is nothing but SSM/SST)

- Adj R2 is nothing but: 1-[(1-R2)(n-1)/n-k-1]

**Regularization Techniques**

Going beyond variable selection, what about variable shrinkage

- Multicollinearity and the potential for many forms of a regression equation
- Y = 4A-2B or Y = 10A-8B

Lasso Regression

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