Prediction based on best fit linear regression model

Hi,
I have the below data(train_data, test_data), and I want to do following:
  1. In train set some of point or outliears, and I want evaluate best fit model based on mean squared error
  2. Prediction based on best fit model.
Train_data:
x y
1 1
2 3
6 6
8 2
11 15
15 9
21 11
25 14
Test set:
x
5
12
21
23
my desired output(i.e, y:)
4
7
12
13

Answers (1)

It looks like you have the Statistics and Machine Learning Toolbox. I would use fitlm to fit the model on the training data.
Then you can use the predict method to make a prediction on the test set.

2 Comments

Sir, I can use fitlm. But sir, there are some outliers due which the rsquare is very poor, I want to evaluate by taking how many input data (drop others) such that we get higher rsquare.
You can do "robust" fitting (with fitlm, or other MATLAB functions). This is a common way of handling outliers. The documentation page I linked has the details on how to do this.
This Wikipedia page discusses robust methods.

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Asked:

on 10 Aug 2017

Commented:

on 11 Aug 2017

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