**Advanced Regression Techniques: Model Specification and Diagnostics

This lesson dives into advanced regression techniques specifically tailored for People Analytics. You'll learn about different types of regression models, their application to HR data, and how to interpret their results to predict key people-related outcomes. We'll explore practical examples and hands-on exercises to solidify your understanding.

Learning Objectives

  • Distinguish between different regression models (e.g., Linear, Logistic, Poisson) and their suitability for various HR data types.
  • Apply regularization techniques (L1, L2) to address multicollinearity and improve model generalizability.
  • Interpret complex regression outputs, including coefficients, p-values, and confidence intervals in the context of people analytics.
  • Assess model performance using appropriate metrics and techniques, and identify potential biases.
  • Design and implement predictive models for various people analytics challenges, such as employee turnover, performance, and compensation.

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Lesson Content

Review: Linear Regression and its Limitations

Before diving in, let's briefly review the basics. Linear regression models the relationship between a continuous dependent variable and one or more independent variables. Recall the key assumptions: linearity, independence of errors, homoscedasticity, and normality of residuals. These assumptions are often violated in HR data! For example, employee performance scores (continuous) might be influenced by factors like training hours (continuous) and manager rating (ordinal), while employee turnover (binary) would require a different approach. Limitations of linear regression include its inability to handle binary outcomes or count data without significant data transformation. For an example, predicting Employee Performance score based on training hours and experience, we can use a linear regression model. However, high multicollinearity between training hours and experience could create issues. Consider the dataset: Employee Performance, Training Hours, Experience. Where 'Employee Performance' is the dependent variable. We would expect, in this case, training and experience have positive correlation with employee performance score. We also need to remember the model will generate the coefficients for Training Hours and Experience for the model.

Logistic Regression: Predicting Binary Outcomes

Logistic regression is the workhorse for predicting binary outcomes (e.g., turnover, promotion). It models the probability of an event occurring using the logistic function, transforming the linear relationship into a probability between 0 and 1. The key output is the odds ratio, which quantifies the effect of each independent variable on the odds of the outcome. Consider predicting Employee Turnover (0 or 1). Independent variables could include salary, job satisfaction, and years of service. For example, if the odds ratio for 'low job satisfaction' is 2.5, it means employees with low job satisfaction are 2.5 times more likely to leave the company, compared to those with high job satisfaction. The general form of a logistic regression model is: ln(p/(1-p)) = β0 + β1X1 + β2X2 + ... + βnXn, where p is the probability of the event, β are the coefficients, and X are the independent variables. Always interpret odds ratios carefully, considering the baseline and the context.

Poisson Regression: Modeling Count Data

Poisson regression is ideal for modeling count data (e.g., number of absences, number of performance errors). It assumes the dependent variable follows a Poisson distribution. The key output is also an exponentiated coefficient, reflecting the incidence rate ratio. For example, predicting the number of sick days taken by employees, independent variables might include age, department, and tenure. If the incidence rate ratio for 'age' is 1.05, it means that for every additional year of age, the expected number of sick days increases by a factor of 1.05, holding other variables constant. The general form of a Poisson regression model is: ln(λ) = β0 + β1X1 + β2X2 + ... + βnXn, where λ is the expected count, β are the coefficients, and X are the independent variables.

Regularization: Handling Multicollinearity and Overfitting

Multicollinearity (high correlation between independent variables) can lead to unstable coefficient estimates. Regularization techniques (L1/Lasso and L2/Ridge) address this. L1 regularization adds a penalty based on the absolute value of the coefficients, potentially shrinking some coefficients to zero (feature selection). L2 regularization adds a penalty based on the square of the coefficients, shrinking all coefficients towards zero (reduces impact of individual variables but doesn't eliminate them). α (alpha) is the regularization strength parameter; higher values lead to more shrinkage. In Python, libraries like scikit-learn offer implementations for both. Consider a dataset with performance, training, and experience columns. If training and experience are highly correlated, regularizing the model with either technique can stabilize the coefficient estimates. Choose the appropriate regularization technique based on your goals. Use L1 when feature selection is important; otherwise, L2.

Model Evaluation and Performance Metrics

Evaluating model performance is crucial. For logistic regression, use metrics like accuracy, precision, recall, F1-score, and AUC (Area Under the ROC Curve). AUC assesses the model's ability to discriminate between classes. For Poisson regression, use metrics like Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and Pseudo-R-squared. Consider the context when choosing a metric, for example, high recall is key when you want to identify all the employees at risk of leaving. Also, cross-validation is essential to avoid overfitting and to assess the model's performance on unseen data. Remember to analyze the residuals and assess the impact of influential observations.

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