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Data Science

595From Simple to Multiple Linear Regression
596The Multiple Regression Equation
597Matrix Representation of Multiple Regression
598Estimating Coefficients with Least Squares
599Geometric Interpretation in High Dimensions
600Why Add Multiple Predictors?
601Assumptions for Multiple Linear Regression
602Practical Considerations for Variable Selection
603Coefficient Interpretation with Multiple Predictors
604Marginal Effects and Ceteris Paribus
605Units and Scaling of Coefficients
606Statistical Significance of Individual Coefficients
607Confidence Intervals for Coefficients
608Standardized Coefficients (Beta Weights)
609Practical vs Statistical Significance
610Coefficient Interpretation with Correlated Predictors
611Reporting Coefficients in Context
612Why R-Squared Alone Is Misleading
613The Adjusted R-Squared Formula
614Interpreting Adjusted R-Squared Values
615Comparing Models with Adjusted R-Squared
616Adjusted R-Squared vs Other Criteria
617Practical Example: Variable Selection
618Global F-Test for Overall Model Significance
619Interpreting the F-Statistic and P-Value
620Individual t-Tests for Each Coefficient
621Interpreting t-Statistics and Confidence Intervals
622Relationship Between F-Test and t-Tests
623Partial F-Tests for Nested Models
624Multiple Testing Considerations
625Practical Workflow: Testing and Interpreting Predictors
626Nested vs Non-Nested Models
627The F-Test for Model Comparison
628Likelihood Ratio Tests
629Akaike Information Criterion (AIC)
630Bayesian Information Criterion (BIC)
631Cross-Validation for Model Selection
632Parsimony and Occam's Razor
633Practical Model Selection Strategy

Data Science

595From Simple to Multiple Linear Regression
596The Multiple Regression Equation
597Matrix Representation of Multiple Regression
598Estimating Coefficients with Least Squares
599Geometric Interpretation in High Dimensions
600Why Add Multiple Predictors?
601Assumptions for Multiple Linear Regression
602Practical Considerations for Variable Selection
603Coefficient Interpretation with Multiple Predictors
604Marginal Effects and Ceteris Paribus
605Units and Scaling of Coefficients
606Statistical Significance of Individual Coefficients
607Confidence Intervals for Coefficients
608Standardized Coefficients (Beta Weights)
609Practical vs Statistical Significance
610Coefficient Interpretation with Correlated Predictors
611Reporting Coefficients in Context
612Why R-Squared Alone Is Misleading
613The Adjusted R-Squared Formula
614Interpreting Adjusted R-Squared Values
615Comparing Models with Adjusted R-Squared
616Adjusted R-Squared vs Other Criteria
617Practical Example: Variable Selection
618Global F-Test for Overall Model Significance
619Interpreting the F-Statistic and P-Value
620Individual t-Tests for Each Coefficient
621Interpreting t-Statistics and Confidence Intervals
622Relationship Between F-Test and t-Tests
623Partial F-Tests for Nested Models
624Multiple Testing Considerations
625Practical Workflow: Testing and Interpreting Predictors
626Nested vs Non-Nested Models
627The F-Test for Model Comparison
628Likelihood Ratio Tests
629Akaike Information Criterion (AIC)
630Bayesian Information Criterion (BIC)
631Cross-Validation for Model Selection
632Parsimony and Occam's Razor
633Practical Model Selection Strategy

← Data Science

Lesson 629 of 2,145·16. Multiple Linear RegressionPro lesson

Akaike Information Criterion (AIC)

Use AIC to compare non-nested models by balancing goodness-of-fit with model complexity penalties.

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