Modeling I


Juan F. Tellez

University of California, Davis

December 5, 2023

Plan for today


Models and lines

Fitting models

Patterns in the data

  • So far: wrangling and visualizing data
  • Looking for patterns (hopefully real)
  • Examples?

Patterns and correlations

A useful way to talk about these patterns is in terms of correlations

When we see a pattern between two (or more) variables, we say they are correlated; when we don’t see one, we say they are uncorrelated

Correlations can be strong or weak, positive or negative

Correlations: strength

When two variables “move together”, the correlation is strong

When they don’t “move together”, the correlation is weak

Correlations: strength

Better heuristic: knowing about one variable tells you something about the other

Strong: if you know how a county voted in 2012, you have a good guess for 2016

Weak: if you know a county’s average commute time, you know almost nothing about how it votes

Correlation: strength

We also talk (informally) about correlations that include categorical variables

Big gaps between groups \(\rightarrow\) correlated

Correlation: direction

➕: When two variables move “in the same direction”

➖: When two variables move “in opposite directions”

Quantifying correlation

When the two variables are continuous, we can quantify the correlation

\[r = \frac{ \sum_{i=1}^{n}(x_i-\bar{x})(y_i-\bar{y}) }{\sqrt{\sum_{i=1}^{n}(x_i-\bar{x})^2\sum_{i=1}^{n}(y_i-\bar{y})^2}}\]

Correlation coefficient, r:

ranges from -1 to 1,

perfectly correlated = 1 or -1,

perfectly uncorrelated = 0

All of the movement is here: \(\sum_{i=1}^{n}(x_i-\bar{x})(y_i-\bar{y})\)

Quantifying correlation

age \(\overline{age}\) \(\ age_{i} - \overline{age}\) child \(\overline{child}\) \(\ child_{i} - \overline{child}\) product
68 49.16 18.84 3 1.85 1.15 21.63
44 49.16 -5.16 0 1.85 -1.85 9.55
32 49.16 -17.16 0 1.85 -1.85 31.77


Lots of big, positive products \(\rightarrow\) strong positive correlation

Lots of big, negative products \(\rightarrow\) strong negative correlation

A mix of positive and negative products \(\rightarrow\) weak correlation

Interpreting the coefficient

Correlation coefficient Rough meaning
+/- 0.1 - 0.3 Modest
+/- 0.3 - 0.5 Moderate
+/- 0.5 - 0.8 Strong
+/- 0.8 - 0.9 Very strong

Guess the correlation

Correlation coefficient: just a number

It’s useful in a narrow range of situations

The underlying concepts are more broadly applicable

Strength Direction Meaning
Strong Positive As X goes up, Y goes up a lot
Strong Negative As X goes up, Y goes down a lot
Weak Positve As X goes up, Y goes up a little
Weak Negative As X goes up, Y goes down a little

🚨 Our turn: correlations 🚨

What do these pair-wise correlations from elections tell us?



  • Models are everywhere in social science (and industry)

  • Beneath what ads you see, movie recs, election forecasts, social science research \(\rightarrow\) a model

  • In the social sciences, we use models to describe how an outcome changes in response to a treatment

The moving parts

  • The things we want to study in the social sciences are complex

  • Why do people vote? We can think of lots of factors that go into this decision

  • Voted = Age + Interest in politics + Free time + Social networks + . . .

  • Models break up (decompose) the variance in an outcome into a set of explanatory variables

Speaking the language

Outcome variable Treatment variable
Response variable Explanatory variable
Dependent variable Independent variable
What is being changed What is causing the change in Y

Maybe you’ve seen some of these terms before; here’s what we will use

🚨Your turn🚨 Identify the parts

Identify the treatment and the outcome in each example below:

  • A car company wants to know how changing the weight of a car will impact its fuel efficiency

  • A pollster wants to predict vote choice in a county based on race, income, past voting

  • Does having a friend vote make you more likely to vote?

Model cars

Say we want to model how changing a car’s weight (treatment) affects its fuel efficiency (outcome)

Sample from mtcars
mpg cyl disp hp drat wt qsec vs am gear carb
Mazda RX4 21.0 6 160 110 3.90 2.62 16.46 0 1 4 4
Mazda RX4 Wag 21.0 6 160 110 3.90 2.88 17.02 0 1 4 4
Datsun 710 22.8 4 108 93 3.85 2.32 18.61 1 1 4 1
Hornet 4 Drive 21.4 6 258 110 3.08 3.21 19.44 1 0 3 1
Hornet Sportabout 18.7 8 360 175 3.15 3.44 17.02 0 0 3 2

Modeling weight and fuel efficiency

Very strong, negative correlation (r = -.9)

Why a model?

Graph + correlation just gives us direction and strength of relationship

What if we wanted to know what fuel efficiency to expect if a car weighs 3 tons, or 6.2?

Lines as models

There’s many ways to model relationships between variables

A simple model is a line that “fits” the data “well”

The line of best fit describes how fuel efficiency changes as weight changes

Strength of relationship

The slope of the line quantifies the strength of the relationship

Slope: -5.3 \(\rightarrow\) for every ton of weight you add to a car, you lose 5 miles per gallon

Guessing where there’s no data

Line also gives us “best guess” for the fuel efficiency of a car with a given weight

even where we have no data

best guess for 4.5 ton car \(\rightarrow\) 13 mpg

Drawing lines in R

We can add a trend-line to a graph using geom_smooth(method = "lm")

ggplot(mtcars, aes(x = wt, y = mpg)) + geom_point() + geom_smooth(method = "lm")

Where does this line come from?

Remember that a straight line takes the following form

6th grade algebra notation:

\(Y = b + mx\)

Y = a number

x = a number

m = the slope \(\frac{rise}{run}\)

b = the intercept

Statistical notation:

\(Y = \beta_0 + \beta_{1} x\)

\(Y\) = a number

\(x1\) = a number

\(\beta_1\) = the slope \(\frac{rise}{run}\)

\(\beta_0\) = the intercept

If you know \(\beta_0\) (intercept) and \(\beta_1\) (slope) you can draw a line

Some lines

Which line to draw?

We could draw many lines through this data; which is “best”?

Drawing the line

We need to find the intercept (\(\beta_0\)) and slope (\(\beta_1\)) that will “fit” the data “well”

\(mpg_{i} = \beta_0 + \beta_1 \times weight_{i}\)

What does it mean to “fit well”?

  • Models use a rule for defining what it means to fit the data “well”
  • This rule is called a loss function
  • Different models use different loss functions
  • We’ll look at the most popular modeling approach:
  • ordinary least squares (OLS)

The loss function for OLS

The loss function for OLS (roughly!) says:

a line fits the data well if the sum of all the squared distances between the line and each data point is as small as possible

\(Y_i\) is the data point \(\rightarrow\) value of observation \(i\) \(\rightarrow\) the mpg of car \(i\)

\(\widehat{Y_i}\) is the line \(\rightarrow\) the mpg our line predicts for a car with that weight \(\rightarrow\)

\(\beta_0 + \beta_1 \times weight\)

Distance between each point and line = \((Y_i - \widehat{Y_i})\)

Distance between each point and the line

\(Y_i\) = actual MPG for the Toyota Corolla

Distance between each point and the line

\(\widehat{Y_i}\) = our model’s predicted MPG (\(\beta_0\) + \(\beta_1 \times weight\)) for the Corolla

Distance between each point and the line

\(Y_i - \widehat{Y_i}\) = the distance between the data point and the line

Back to the loss function

\(Y_i - \widehat{Y_i}\) is the distance between the point and the line

OLS uses the squared distances: \((Y_i - \widehat{Y_i})^2\)

The sum of the squared distances: \(\sum_i^n{(Y_i - \widehat{Y_i})^2}\)

Remember that \(\widehat{Y_i} = \widehat{\beta_0} + \widehat{\beta_{1}} \times weight\)

So can rewrite: \(\sum_i^n{(Y_i - \widehat{Y_i})^2} = \sum_i^n{(Y_i - \widehat{\beta_0} + \widehat{\beta_{1}} \times weight)^2}\)

So we need to pick \(\beta_0\) and \(\beta_1\) to make this as small as possible (minimize):

\(\sum_i^n{(Y_i - \widehat{\beta_0} + \widehat{\beta_{1}} \times weight)^2}\)

Estimating the parameters

How do we find the specific \(\beta_0\) and \(\beta_1\) that minimize the loss function?

Zooming out (not just OLS): in modeling there are two kinds of approaches

Statistical theory: make some assumptions and use math to find \(\beta_0\) and \(\beta_1\)

Computational: make some assumptions and use brute force smart guessing to find \(\beta_0\) and \(\beta_1\)

Sometimes (1) and (2) will produce the same answer; other times only (1) or (2) is possible

Computational approach

Imagine an algorithm that:

  1. Draws a line through the data by picking values of \(\beta_0\) and \(\beta_1\)

  2. Sees how far each point is from the line

  3. Sum up all the squared distances for that line (remember OLS calls for squaring!)

  4. Rinse, repeat with a new line

The pair of \(\beta_0\) and \(\beta_1\) that produce the line with the smallest sum of squared distances is our OLS estimator

Strawman comparison

Which line fits the data better? (Duh)

First candidate: fit the line

Rough guess: what is \(\beta_0\) and \(\beta_1\) here?

First candidate: the residuals

How far is each point from the line? This is \((Y_i - \widehat{Y_i})\)

Also known as the residual \(\approx\) how wrong the line is about each point

How good is line 1?

Remember, our loss function says that a good line has small \((Y_i - \widehat{Y_i})^2\)

mpg \(\ \widehat{mpg}\) residual squared_residual
Mazda RX4 21.0 23.28 -2.28 5.21
Mazda RX4 Wag 21.0 21.92 -0.92 0.85
Datsun 710 22.8 24.89 -2.09 4.35
Hornet 4 Drive 21.4 20.10 1.30 1.68
Hornet Sportabout 18.7 18.90 -0.20 0.04

We sum up the squared residuals to measure how good (or bad) the line is overall = \(\sum_i^n{(Y_i - \widehat{Y_i})^2} \approx 278.3\)

Second candidate: fit the line

Rough guess: what is \(\beta_0\) and \(\beta_1\) here?

Second candidate: the residuals

How good is line 2?

mpg \(\ \widehat{mpg}\) residual squared_residual
Cadillac Fleetwood 10.4 9.23 -9.69 93.90
Merc 450SE 16.4 15.53 -3.69 13.62
Hornet Sportabout 18.7 18.90 -1.39 1.93
Lotus Europa 30.4 29.20 10.31 106.30
Merc 450SL 17.3 17.35 -2.79 7.78

\(\sum_i^n{(Y_i - \widehat{Y_i})^2} \approx 1,126\)

So line 2 is a much worse fit for the data than line 1

The best line

This is what geom_smooth() is doing under-the-hood (sorry)

It’s using math to figure out which line fits the data best

Conceptual best = the line that is closest to all the points

Math best = the smallest sum of squared residuals

So who are the winning Betas?

\(Y = \beta_0 + \beta1x_1\)

\(mpg = \beta_0 + \beta_1 \times weight\)

\(mpg = 37 + -5 \times weight\)

What does this model get us?

\[mpg = 37 + -5weight\]

A lot

We can describe the overall rate of change with the slope

for every ton of weight we add to a car we lose 5 miles per gallon

We can also plug in whatever weight we want and get an estimate

What’s the fuel efficiency of a car that weighs exactly 2 tons?

\(mpg = 37 + -5 \times weight\)

\(mpg = 37 + -5 \times 2 = 27\)

Modeling in a nutshell

  • You want to see how some outcome responds to some treatment

  • Fit a line (or something else) to the variables

  • Extract the underlying model

  • Use the model to make inferences