For the Gaussian distribution the response variable must be a continuous numerical variable, where the data is grouped around a single mean and the graph looks like a normal or bell curve distribution. This example uses default options.
Input
- InputTable: housing_train, as in DecisionForest Example: TreeType ('classification'), OutOfBag ('false')
SQL Call
The family is GAUSSIAN and the default family link is IDENTITY.
DROP TABLE glm_housing_model; SELECT * FROM GLM ( ON housing_train AS InputTable OUT TABLE OutputTable (glm_housing_model) USING TargetColumns ('price', 'lotsize', 'bedrooms', 'bathrms', 'stories', 'garagepl', 'driveway', 'recroom', 'fullbase', 'gashw', 'airco', 'prefarea', 'homestyle') CategoricalColumns ('driveway', 'recroom', 'fullbase', 'gashw', 'airco', 'prefarea', 'homestyle') Family ('GAUSSIAN') LinkFunction ('IDENTITY') WeightColumn ('1') StopThreshold (0.01) MaxIterNum (25) Intercept ('true') ) AS dt;
Output
predictor estimate std_error t_score p_value significance ----------------------- ------------------ ------------------- ------------------- ---------------------- --------------------------------------- (Intercept) 36349.30078125 2733.462158203125 13.297897338867188 0.0 *** lotsize 2.0809500217437744 0.26133036613464355 7.962909698486328 1.2434497875801753E-14 *** bedrooms 782.093017578125 766.8397216796875 1.0198911428451538 0.3082960247993469 bathrms 6772.31005859375 1106.7789306640625 6.118936538696289 1.963181173181283E-9 *** stories 2445.6201171875 694.1449584960938 3.523212194442749 4.673068760894239E-4 *** garagepl 1483.0999755859375 623.5965576171875 2.378300666809082 0.01778467558324337 * driveway.no -2822.6298828125 1481.2474365234375 -1.905576229095459 0.05730487406253815 . recroom.yes 1208.530029296875 1358.570556640625 0.8895599842071533 0.3741496801376343 fullbase.yes 3588.300048828125 1167.3746337890625 3.0738205909729004 0.0022341914009302855 ** gashw.yes 5787.25 2405.470458984375 2.4058704376220703 0.01651271991431713 * airco.yes 6478.7900390625 1152.1597900390625 5.623169422149658 3.1934060729099656E-8 *** prefarea.yes 6465.64013671875 1212.8397216796875 5.330992698669434 1.5088656368789088E-7 *** homestyle.classic -16550.900390625 1308.585205078125 -12.647933959960938 0.0 *** homestyle.bungalow 37577.69921875 1850.173828125 20.310361862182617 0.0 *** ITERATIONS # 2.0 0.0 0.0 0.0 Number of Fisher Scoring iterations ROWS # 492.0 0.0 0.0 0.0 Number of rows Residual deviance Infinity 0.0 0.0 0.0 on 478 degrees of freedom Pearson goodness of fit 5.3066899456E10 0.0 0.0 0.0 on 478 degrees of freedom AIC Infinity 0.0 0.0 0.0 Akaike information criterion BIC Infinity 0.0 0.0 0.0 Bayesian information criterion Wald Test 23174.041015625 0.0 0.0 0.0 *** Dispersion parameter 1.11018616E8 0.0 0.0 0.0 Taken to be 1 for BINOMIAL and POISSON.
Many predictors are significant at 95% confidence level (p-value < 0.05).
SELECT * FROM glm_housing_model ORDER BY attribute;
attribute predictor category estimate std_err z_score p_value significance family --------- ----------- -------- ------------------ ------------------- ------------------- ---------------------- ------------ -------- -1 Loglik NULL -Infinity 492.0 13.0 0.0 NULL GAUSSIAN 0 (Intercept) NULL 36349.30078125 2733.462158203125 13.297897338867188 0.0 *** GAUSSIAN 1 lotsize NULL 2.0809500217437744 0.26133036613464355 7.962909698486328 1.2434497875801753E-14 *** GAUSSIAN 2 bedrooms NULL 782.093017578125 766.8397216796875 1.0198911428451538 0.3082960247993469 GAUSSIAN 3 bathrms NULL 6772.31005859375 1106.7789306640625 6.118936538696289 1.963181173181283E-9 *** GAUSSIAN 4 stories NULL 2445.6201171875 694.1449584960938 3.523212194442749 4.673068760894239E-4 *** GAUSSIAN 5 garagepl NULL 1483.0999755859375 623.5965576171875 2.378300666809082 0.01778467558324337 * GAUSSIAN 6 driveway yes NULL NULL NULL NULL NULL GAUSSIAN 7 driveway no -2822.6298828125 1481.2474365234375 -1.905576229095459 0.05730487406253815 . GAUSSIAN 8 recroom no NULL NULL NULL NULL NULL GAUSSIAN 9 recroom yes 1208.530029296875 1358.570556640625 0.8895599842071533 0.3741496801376343 GAUSSIAN 10 fullbase no NULL NULL NULL NULL NULL GAUSSIAN 11 fullbase yes 3588.300048828125 1167.3746337890625 3.0738205909729004 0.0022341914009302855 ** GAUSSIAN 12 gashw no NULL NULL NULL NULL NULL GAUSSIAN 13 gashw yes 5787.25 2405.470458984375 2.4058704376220703 0.01651271991431713 * GAUSSIAN 14 airco no NULL NULL NULL NULL NULL GAUSSIAN 15 airco yes 6478.7900390625 1152.1597900390625 5.623169422149658 3.1934060729099656E-8 *** GAUSSIAN 16 prefarea no NULL NULL NULL NULL NULL GAUSSIAN 17 prefarea yes 6465.64013671875 1212.8397216796875 5.330992698669434 1.5088656368789088E-7 *** GAUSSIAN 18 homestyle eclectic NULL NULL NULL NULL NULL GAUSSIAN 19 homestyle classic -16550.900390625 1308.585205078125 -12.647933959960938 0.0 *** GAUSSIAN 20 homestyle bungalow 37577.69921875 1850.173828125 20.310361862182617 0.0 *** GAUSSIAN
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