Model Selection (Session 3)

Linear Regression models: 1) Interpreting the linear regression model - 2) Validating and testing the linear regression model: Selecting the set of regressors: F-test and t-test; Stepwise regression; Evaluating performance: error measures Logistic regression models: 1) Interpreting the logistic regression model 2) Validating and testing logistic regression models: Testing significance; Comparing models; Evaluating performance: confusion matrix, AUROC