我想训练一个线性回归模型来预测一个非线性变量。这两个自变量如何与响应相关(点抖动):


以及针对拟合值的残差:

响应的大多数值为零。效果是非常强的异方差性
studentized Breusch-Pagan test
data: model
BP = 55483.84, df = 2, p-value < 2.2e-16
尽管预测变量与响应密切相关,但事件
Call:
lm(formula = response ~ predictor1 + predictor2, data = train_predictors)
Residuals:
Min 1Q Median 3Q Max
-7.6996 -0.0268 -0.0238 -0.0182 4.8785
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2.748e-02 2.825e-04 97.28 <2e-16 ***
predictor1 8.491e-05 6.574e-07 129.16 <2e-16 ***
predictor2 -3.934e-10 8.298e-12 -47.41 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.1561 on 498498 degrees of freedom
Multiple R-squared: 0.0365, Adjusted R-squared: 0.0365
F-statistic: 9442 on 2 and 498498 DF, p-value: < 2.2e-16
我应该考虑更多地采用非线性模型,还是可以先尝试纠正响应的非线性?