linear-regression

Showcasing calculations for multiple linear regression, based on first principles - with more than 1 independent variables

Performing Linear Regression from First Principles

1. Performing checks on linear regression assumptions of linearity, normality, homoscedasticity, indepedence and multicollinearity
2. Data Transformations
3. Calculation of Correlation Coefficient between variables from first principles
4. Obtaining solution to linear regression
5. Standard error of the regression (model), mean, and coefficients
6. R-squared and adjusted R-squared
7. Comparison of calculations with open-source libraries