I think it’s difficult for a professor or teacher to know at exactly what point should linear regression be taught in a curriculum, it seems like it turns up everywhere calculus, algebra stats, modeling. It should be in all of them, but then the next question is do you need to know algebra, matrix algebra and linear algebra before knowing how to do a linear regression? I don’t know to be honest. Having worked with SQL for most of my adult life I have had to know and use all three and did not pay much attention to it or realize until I started formally beefing up my academics.
Regardless, the one thing I have heard from a few stats instructors is “don’t worry about how its done or how it works, the software will take care of it for you”, to be fair, these were not stats professors at the local beauty college, these were ivy league educated (I checked) professors and teachers saying this. Which, my problem is if I don’t know how it works I will probably not truly understand it, ever. Depending on what you are doing a trivial knowledge may be sufficient, but what if it’s not? If I am in an interview can I use the words “the software will do it for me” as the answer to a hard question?
In the next few posts, I will do my best to define Linear Regression in R using lm. Continue reading