From 175ac10904d0f31c3ffeeeed507c8914f13d0b15 Mon Sep 17 00:00:00 2001 From: leshe4ka46 Date: Sat, 13 Dec 2025 19:41:40 +0300 Subject: linr, logr --- R_LinR/aaaaaa.md | 23 +++++++++++++++++++++++ 1 file changed, 23 insertions(+) create mode 100644 R_LinR/aaaaaa.md (limited to 'R_LinR/aaaaaa.md') diff --git a/R_LinR/aaaaaa.md b/R_LinR/aaaaaa.md new file mode 100644 index 0000000..8ad7cd1 --- /dev/null +++ b/R_LinR/aaaaaa.md @@ -0,0 +1,23 @@ +t-value estimate / std_error + +R^2 = 1 - SS_{res}/SS_{tot} + +SS_{rss} = sum((y_i - y_pred)^2) # residual sum of squares +SS_{tot} = sum((y_i - y_mean)^2) + + +F = ((SS_{tot} - SS_{res})/p)/(SS_{res}/(n-p-1)) +n - number of points +p - number of inputs + +# https://www.rose-hulman.edu/class/ma/inlow/Math485/ftests.pdf + + + +p-value -> 0 high significance + +adjusted R^2 = 1 - (1-R^2)(n-1)/(n-p-1) - it adjusts the r-squared value by penalizing the inclusion of irrelevant, by which we mean highly collinear, variables. It does this by taking into account both the number of predictors and the sample size. + + + +https://mjt.cs.illinois.edu/ml/lec2.pdf \ No newline at end of file -- cgit v1.2.3