How do I improve my multiple regression model?
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I am attaching my code, if you look at my coefficents they are huge and even my max error. How can I improve my results?
T = readtable('a.csv');
x1 = T.T;
x2 = T.Hour;
x3 = T.is_holiday;
x4 = T.month;
y = T.load;
A model of this data looks like :
Multiple regressions solves for coefficents by using a least squares fit.
Following line forms a matrix , X which has the first row set as 1, as it is necessary to do so in stats to have a constant term.
X = [ones(size(x1)) x1 x2 x3];
Solve for the different coefficents.
a = X\y
2.7423e+03\\ 0.8635 \\ 42.1795 \\ -87.1325 \\
The least- square fit model of the data is y = 27380+0.9x_1+42.2x_2-87.1x_3
Y = X*a;
MaxErr = max(abs(Y-y))
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