Regression models

Practicing Statistics Interview Questions in Python

Conor Dewey

Data Scientist, Squarespace

Getting started

  Correlated scatter plot

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Practicing Statistics Interview Questions in Python

Assumptions

  • Linear relationship
  • Errors are normally distributed
  • Homoscedasticity
  • Independent observations
Practicing Statistics Interview Questions in Python

Linear regression

Linear fit

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Practicing Statistics Interview Questions in Python

Linear regression

Linear regression formula

Practicing Statistics Interview Questions in Python

Example: linear regression

from sklearn.linear_model import LinearRegression 
lm = LinearRegression()
lm.fit(X_train, y_train)
LinearRegression(copy_X=True, fit_intercept=True, 
                    n_jobs=None, normalize=False)
Practicing Statistics Interview Questions in Python

Example: linear regression

coef = lm.coef_
print(coef)
[0.79086669]
Practicing Statistics Interview Questions in Python

Logistic regression

  Logistic regression visualized

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Practicing Statistics Interview Questions in Python

Logistic regression

  Sigmoid function

Practicing Statistics Interview Questions in Python

Example: logistic regression

from sklearn.linear_model import LogisticRegression
clf = LogisticRegression(solver='lbfgs')
clf.fit(X_train, y_train)
LogisticRegression(C=1.0, class_weight=None, 
                   dual=False, fit_intercept=True, 
                   intercept_scaling=1,
                   max_iter=100, multi_class='warn',
                   n_jobs=None, penalty='l2',
                   random_state=None, solver='lbfgs',
                   tol=0.0001, verbose=0, 
                   warm_start=False)
Practicing Statistics Interview Questions in Python

Example: logistic regression

coefs = clf.coef_
print(coefs)
[[0.4015177  3.85056451]]
accuracy = clf.score(X_test, y_test)
print(accuracy)
0.8583333333333333
Practicing Statistics Interview Questions in Python

Summary

  • Review
  • Assumptions
  • Linear regression
  • Logistic regression
Practicing Statistics Interview Questions in Python

Let's prepare for the interview!

Practicing Statistics Interview Questions in Python

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