COMPSCI C8 Lecture 30: Lecture 30, Regression Diagnostics

• School: Berkeley
• Department: Computer Science
• Course: COMPSCI C8
• Professor: John Denero

Document Summary

In standard units, the equation of the regression line is: In original units, the regression line has this equation: Typically, some errors are positive and some negative. To measure the rough size of the errors: square the errors to eliminate cancellation, take the mean of the squared errors, take the square root to fix the units, root mean square error (rmse) Minimizes the root mean squared error (rmse) among all lines. Equivalently, minimizes the mean squared error (mse) among all lines. Names: best fit line, least squares line, regression line.