Generalized Linear Models (GLM) solves regression problems using linear regression.
The default settings are designed so that they should work for most cases.
Click Restore to restore the default values.
When you are done specifying algorithm settings, click OK to continue.
For more information about these settings, see Oracle Data Mining Concepts.
GLM supports the following build settings for regression:
Confidence is a positive number that is less than 1.0. It indicates the degree of certainty that the true coefficient lies within the confidence bounds computed by the model. The default confidence is 0.95.
Generate Diagnostics Table allows the generation of a table to contain row-level diagnostics. The default is to not generate such a table.
Ridge regression is a technique that compensates for multicollinearity (multivariate regression with correlated predictors). Oracle Data Mining supports ridge regression for both regression and classification mining functions.
The following settings control ridge regression:
Produce Variance Inflation Factor statistics is either No, the default, or Yes. GLM produces Variance Inflation Factor (VIF) statistics for linear regression models, unless they were built with ridge. You can explicitly request VIF with ridge by specifying Yes for this setting. The algorithm will produce VIF with ridge only if enough system resources are available. For details, see Oracle Data Mining Concepts.
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