IBM Data WH Linear Regression Build Options

The Build Options tab is where you set all the options for building the model. You can, of course, just click the Run button to build a model with all the default options, but normally you will want to customize the build for your own purposes.

Use Singular Value Decomposition to solve equations. Using the Singular Value Decomposition matrix instead of the original matrix has the advantage of being more robust against numerical errors, and can also speed up computation.

Include intercept in the model. Including the intercept increases the overall accuracy of the solution.

Calculate model diagnostics. This option causes a number of diagnostics to be calculated on the model. The results are stored in matrices or tables for later review. The diagnostics include r-squared, residual sum-of-squares, estimation of variance, standard deviation, p-value, and t-value.

These diagnostics relate to the validity and usefulness of the model. You should run separate diagnostics on the underlying data to ensure that it meets linearity assumptions.