Help interpreting the result of linear regression and confidence interval (beginner level) Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern) 2019 Moderator Election Q&A - Questionnaire 2019 Community Moderator Election ResultsType of regression with nominal, ordinal, interval and ratio dataInterpreting the evaluation result of multiple linear regressionCombining Linear Regression and Time SeriesError of linear regression as a result of the coefficientsFinding parameters of image filter using classified pairsIs removing poorly predicted data points a valid approach?Influence of a data point on the regression result?Is there a definitive and more conclusive way of interpreting the R^2 score from a linear regression model in terms of prediction accuracy?Test RMSE of polynomial regression drops when using more variables?Linear regression incorrect prediction using Matlab

Are Flameskulls resistant to magical piercing damage?

Can a Wizard take the Magic Initiate feat and select spells from the Wizard list?

Raising a bilingual kid. When should we introduce the majority language?

Are there any AGPL-style licences that require source code modifications to be public?

Protagonist's race is hidden - should I reveal it?

What is the definining line between a helicopter and a drone a person can ride in?

Why is ArcGIS Pro not symbolizing my entire range of values?

Has a Nobel Peace laureate ever been accused of war crimes?

Is it OK if I do not take the receipt in Germany?

Why did Bronn offer to be Tyrion Lannister's champion in trial by combat?

What were wait-states, and why was it only an issue for PCs?

false 'Security alert' from Google - every login generates mails from 'no-reply@accounts.google.com'

Why does my GNOME settings mention "Moto C Plus"?

Short story about an alien named Ushtu(?) coming from a future Earth, when ours was destroyed by a nuclear explosion

Import keychain to clean macOS install?

Determine the generator of an ideal of ring of integers

Do chord progressions usually move by fifths?

Why doesn't the university give past final exams' answers?

Does Prince Arnaud cause someone holding the Princess to lose?

/bin/ls sorts differently than just ls

Converting a text document with special format to Pandas DataFrame

Why does BitLocker not use RSA?

“Since the train was delayed for more than an hour, passengers were given a full refund.” – Why is there no article before “passengers”?

Why did Europeans not widely domesticate foxes?



Help interpreting the result of linear regression and confidence interval (beginner level)



Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)
2019 Moderator Election Q&A - Questionnaire
2019 Community Moderator Election ResultsType of regression with nominal, ordinal, interval and ratio dataInterpreting the evaluation result of multiple linear regressionCombining Linear Regression and Time SeriesError of linear regression as a result of the coefficientsFinding parameters of image filter using classified pairsIs removing poorly predicted data points a valid approach?Influence of a data point on the regression result?Is there a definitive and more conclusive way of interpreting the R^2 score from a linear regression model in terms of prediction accuracy?Test RMSE of polynomial regression drops when using more variables?Linear regression incorrect prediction using Matlab










0












$begingroup$


I have 200 regressors and one response. I want to predict the response and have used Ordinary Least Squares based regression. The plot is given below where the red dots represent the predicted response and the blue dots represent the actual response using a test data set of $n = 50$ samples. The training was done using 5000 samples. The test and training set overlap.



Using the training set,



  • I applied the R2 coefficient to determine the goodness of fit and I got close to 0.845

  • the mean square error between the fitted response and the known is 135.

  • I took alpha = 0.05 / 2; % Alpha for a 2 tailed test and the F0 value = 62

I cannot understand if I should accept this model or not. Can somebody please help in making me understand if it is a good fit or not. I have used Matlab. Thank you.



test






regression prediction







share|improve this question









New contributor




Sm1 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$











  • $begingroup$
    It is good that you plotted the response, because it is always a good sanity check to visually inspect the outcome. Based on the image you provided, I would reject the model. The response is almost always far too high, only 6/50 samples have a predicted response that is less than the actual response. Your predictor has a strong positive bias
    $endgroup$
    – macaw_9227
    2 hours ago










  • $begingroup$
    thank you for your suggestions. however, the statistic value such as rsquared = 0.8 is quite high eventhough the prediction looks terrible, so is this vale misleading
    $endgroup$
    – Sm1
    2 hours ago










  • $begingroup$
    Well, if your predicted values were all exactly 0.1 * actual value, then you would have r squared =1, but still a terrible predictor
    $endgroup$
    – macaw_9227
    1 hour ago










  • $begingroup$
    I see, thank you. It will be of immense help if you could please put up an answer regarding these practical aspects encountered when the statistics value eventhough are good, yet the model predictions are terrible. In that case, how to choose a model? Also, I am having a tough time understanding the meaning of F0 statistics and p-value.
    $endgroup$
    – Sm1
    1 hour ago
















0












$begingroup$


I have 200 regressors and one response. I want to predict the response and have used Ordinary Least Squares based regression. The plot is given below where the red dots represent the predicted response and the blue dots represent the actual response using a test data set of $n = 50$ samples. The training was done using 5000 samples. The test and training set overlap.



Using the training set,



  • I applied the R2 coefficient to determine the goodness of fit and I got close to 0.845

  • the mean square error between the fitted response and the known is 135.

  • I took alpha = 0.05 / 2; % Alpha for a 2 tailed test and the F0 value = 62

I cannot understand if I should accept this model or not. Can somebody please help in making me understand if it is a good fit or not. I have used Matlab. Thank you.



test






regression prediction







share|improve this question









New contributor




Sm1 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$











  • $begingroup$
    It is good that you plotted the response, because it is always a good sanity check to visually inspect the outcome. Based on the image you provided, I would reject the model. The response is almost always far too high, only 6/50 samples have a predicted response that is less than the actual response. Your predictor has a strong positive bias
    $endgroup$
    – macaw_9227
    2 hours ago










  • $begingroup$
    thank you for your suggestions. however, the statistic value such as rsquared = 0.8 is quite high eventhough the prediction looks terrible, so is this vale misleading
    $endgroup$
    – Sm1
    2 hours ago










  • $begingroup$
    Well, if your predicted values were all exactly 0.1 * actual value, then you would have r squared =1, but still a terrible predictor
    $endgroup$
    – macaw_9227
    1 hour ago










  • $begingroup$
    I see, thank you. It will be of immense help if you could please put up an answer regarding these practical aspects encountered when the statistics value eventhough are good, yet the model predictions are terrible. In that case, how to choose a model? Also, I am having a tough time understanding the meaning of F0 statistics and p-value.
    $endgroup$
    – Sm1
    1 hour ago














0












0








0





$begingroup$


I have 200 regressors and one response. I want to predict the response and have used Ordinary Least Squares based regression. The plot is given below where the red dots represent the predicted response and the blue dots represent the actual response using a test data set of $n = 50$ samples. The training was done using 5000 samples. The test and training set overlap.



Using the training set,



  • I applied the R2 coefficient to determine the goodness of fit and I got close to 0.845

  • the mean square error between the fitted response and the known is 135.

  • I took alpha = 0.05 / 2; % Alpha for a 2 tailed test and the F0 value = 62

I cannot understand if I should accept this model or not. Can somebody please help in making me understand if it is a good fit or not. I have used Matlab. Thank you.



test






regression prediction







share|improve this question









New contributor




Sm1 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$




I have 200 regressors and one response. I want to predict the response and have used Ordinary Least Squares based regression. The plot is given below where the red dots represent the predicted response and the blue dots represent the actual response using a test data set of $n = 50$ samples. The training was done using 5000 samples. The test and training set overlap.



Using the training set,



  • I applied the R2 coefficient to determine the goodness of fit and I got close to 0.845

  • the mean square error between the fitted response and the known is 135.

  • I took alpha = 0.05 / 2; % Alpha for a 2 tailed test and the F0 value = 62

I cannot understand if I should accept this model or not. Can somebody please help in making me understand if it is a good fit or not. I have used Matlab. Thank you.



test






regression prediction




regression prediction






share|improve this question









New contributor




Sm1 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.











share|improve this question









New contributor




Sm1 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.









share|improve this question




share|improve this question








edited 2 hours ago







Sm1













New contributor




Sm1 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.









asked 2 hours ago









Sm1Sm1

11




11




New contributor




Sm1 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.





New contributor





Sm1 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.






Sm1 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.











  • $begingroup$
    It is good that you plotted the response, because it is always a good sanity check to visually inspect the outcome. Based on the image you provided, I would reject the model. The response is almost always far too high, only 6/50 samples have a predicted response that is less than the actual response. Your predictor has a strong positive bias
    $endgroup$
    – macaw_9227
    2 hours ago










  • $begingroup$
    thank you for your suggestions. however, the statistic value such as rsquared = 0.8 is quite high eventhough the prediction looks terrible, so is this vale misleading
    $endgroup$
    – Sm1
    2 hours ago










  • $begingroup$
    Well, if your predicted values were all exactly 0.1 * actual value, then you would have r squared =1, but still a terrible predictor
    $endgroup$
    – macaw_9227
    1 hour ago










  • $begingroup$
    I see, thank you. It will be of immense help if you could please put up an answer regarding these practical aspects encountered when the statistics value eventhough are good, yet the model predictions are terrible. In that case, how to choose a model? Also, I am having a tough time understanding the meaning of F0 statistics and p-value.
    $endgroup$
    – Sm1
    1 hour ago

















  • $begingroup$
    It is good that you plotted the response, because it is always a good sanity check to visually inspect the outcome. Based on the image you provided, I would reject the model. The response is almost always far too high, only 6/50 samples have a predicted response that is less than the actual response. Your predictor has a strong positive bias
    $endgroup$
    – macaw_9227
    2 hours ago










  • $begingroup$
    thank you for your suggestions. however, the statistic value such as rsquared = 0.8 is quite high eventhough the prediction looks terrible, so is this vale misleading
    $endgroup$
    – Sm1
    2 hours ago










  • $begingroup$
    Well, if your predicted values were all exactly 0.1 * actual value, then you would have r squared =1, but still a terrible predictor
    $endgroup$
    – macaw_9227
    1 hour ago










  • $begingroup$
    I see, thank you. It will be of immense help if you could please put up an answer regarding these practical aspects encountered when the statistics value eventhough are good, yet the model predictions are terrible. In that case, how to choose a model? Also, I am having a tough time understanding the meaning of F0 statistics and p-value.
    $endgroup$
    – Sm1
    1 hour ago
















$begingroup$
It is good that you plotted the response, because it is always a good sanity check to visually inspect the outcome. Based on the image you provided, I would reject the model. The response is almost always far too high, only 6/50 samples have a predicted response that is less than the actual response. Your predictor has a strong positive bias
$endgroup$
– macaw_9227
2 hours ago




$begingroup$
It is good that you plotted the response, because it is always a good sanity check to visually inspect the outcome. Based on the image you provided, I would reject the model. The response is almost always far too high, only 6/50 samples have a predicted response that is less than the actual response. Your predictor has a strong positive bias
$endgroup$
– macaw_9227
2 hours ago












$begingroup$
thank you for your suggestions. however, the statistic value such as rsquared = 0.8 is quite high eventhough the prediction looks terrible, so is this vale misleading
$endgroup$
– Sm1
2 hours ago




$begingroup$
thank you for your suggestions. however, the statistic value such as rsquared = 0.8 is quite high eventhough the prediction looks terrible, so is this vale misleading
$endgroup$
– Sm1
2 hours ago












$begingroup$
Well, if your predicted values were all exactly 0.1 * actual value, then you would have r squared =1, but still a terrible predictor
$endgroup$
– macaw_9227
1 hour ago




$begingroup$
Well, if your predicted values were all exactly 0.1 * actual value, then you would have r squared =1, but still a terrible predictor
$endgroup$
– macaw_9227
1 hour ago












$begingroup$
I see, thank you. It will be of immense help if you could please put up an answer regarding these practical aspects encountered when the statistics value eventhough are good, yet the model predictions are terrible. In that case, how to choose a model? Also, I am having a tough time understanding the meaning of F0 statistics and p-value.
$endgroup$
– Sm1
1 hour ago





$begingroup$
I see, thank you. It will be of immense help if you could please put up an answer regarding these practical aspects encountered when the statistics value eventhough are good, yet the model predictions are terrible. In that case, how to choose a model? Also, I am having a tough time understanding the meaning of F0 statistics and p-value.
$endgroup$
– Sm1
1 hour ago











0






active

oldest

votes












Your Answer








StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "557"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);

StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);

else
createEditor();

);

function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: false,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: null,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);



);






Sm1 is a new contributor. Be nice, and check out our Code of Conduct.









draft saved

draft discarded


















StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fdatascience.stackexchange.com%2fquestions%2f49737%2fhelp-interpreting-the-result-of-linear-regression-and-confidence-interval-begin%23new-answer', 'question_page');

);

Post as a guest















Required, but never shown

























0






active

oldest

votes








0






active

oldest

votes









active

oldest

votes






active

oldest

votes








Sm1 is a new contributor. Be nice, and check out our Code of Conduct.









draft saved

draft discarded


















Sm1 is a new contributor. Be nice, and check out our Code of Conduct.












Sm1 is a new contributor. Be nice, and check out our Code of Conduct.











Sm1 is a new contributor. Be nice, and check out our Code of Conduct.














Thanks for contributing an answer to Data Science Stack Exchange!


  • Please be sure to answer the question. Provide details and share your research!

But avoid …


  • Asking for help, clarification, or responding to other answers.

  • Making statements based on opinion; back them up with references or personal experience.

Use MathJax to format equations. MathJax reference.


To learn more, see our tips on writing great answers.




draft saved


draft discarded














StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fdatascience.stackexchange.com%2fquestions%2f49737%2fhelp-interpreting-the-result-of-linear-regression-and-confidence-interval-begin%23new-answer', 'question_page');

);

Post as a guest















Required, but never shown





















































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown

































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown







-