Regression Study Notes

This is a collection of notes on regression analysis. We will cover the following topics:

  • Simple linear regression with Simulated data
  • Assumptions of linear regression
  • Basic concepts of regression analysis
  • Feature selection
  • Model evaluation

Simple Linear Regression with Simulated Data

We want to simulate the relationship between two variables, height and weight. We assume that there is a linear relationship between height and weight. This relationship follows the equation:

\[\text{weight} = \beta_0 + \beta_1 \times \text{height} + \epsilon\]

We will assume that the error term, $\epsilon$, follows a normal distribution with mean 0 and standard deviation 7. We will generate 500 samples of height and weight data and fit a linear regression model to the data.