The concepts behind linear regression, fitting a line to data with least squares and R-squared, are pretty darn simple, so let's get down to it! NOTE: This StatQuest comes with a companion video for how to do linear regression in R: https://youtu.be/u1cc1r_Y7M0
You can also find example code at the StatQuest github: https://github.com/StatQuest/linear_regression_demo
If you'd like to support StatQuest, please consider...
Patreon: https://www.patreon.com/statquest
...or...
YouTube Membership: https://www.youtube.com/channel/UCtYLUTtgS3k1Fg4y5tAhLbw/join
...buying my book, a study guide, a t-shirt or hoodie, or a song from the StatQuest store...
https://statquest.org/statquest-store/
...or just donating to StatQuest!
https://www.paypal.me/statquest
Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter:
https://twitter.com/joshuastarmer
0:00 Awesome song and introduction
0:37 The Main Ideas!!!
1:12 Review of fitting a line to data
4:00 Review of R-squared
12:13 R-squared for a multivariable model
14:16 Why adding variables will never reduce R-squared
16:08 Calculating a p-value for R-squared
25:26 The F-distribution
Correction:
25:39 I should have (Pfit - Pmean) instead of the other way around.
#statquest #regression