1. Department of Computer Science
StepMiner Analysis
Debashis Sahoo
Department of Computer Science
CSE291 – H00 – Lecture 10

2. Computing Mean – Regression
Try every possible values from min to max
Compute SSE (Sum of Square Error).
𝑖=𝑚𝑖𝑛 𝑚𝑎𝑥 𝑋𝑖 −𝑣 2
Determine the value that minimize the SSE

3. Estimating the mean Student’s t distribution Degrees of freedom
(X – mu)/sigma/sqrt(n)
Degree of freedom n - 1

4. Estimating Sum of Squares
Chi-squared distribution
Sum of squares of independent standard normal distribution

5. Ratio of Sum of Squares F-distribution
Ratio of two Chi-sq distribution

6. StepMiner – Regression
Try every possible value of threshold from min to max
Compute SSE (Sum of Square Error) based on two means.
𝑖=𝑚𝑖𝑛 𝑚𝑎𝑥 𝑋𝑖 −𝑣 2
Determine the value that minimize the SSE

7. StepMiner Statistics