## The Energy efficiency dataset

We will use the Energy efficiency dataset from the UCI Machine Learning repository for the illustration of Bayesian regression (reference 2 in the *References* section of this chapter). The dataset can be downloaded from the website at http://archive.ics.uci.edu/ml/datasets/Energy+efficiency. The dataset contains the measurements of energy efficiency of buildings with different building parameters. There are two energy efficiency parameters measured: heating load (*Y1*) and cooling load (*Y2*).

The building parameters used are: relative compactness (*X1*), surface area (*X2*), wall area (*X3*), roof area (*X4*), overall height (*X5*), orientation (*X6*), glazing area (*X7*), and glazing area distribution (*X8*). We will try to predict heating load as a function of all the building parameters using both ordinary regression and Bayesian regression, using the `glm`

functions of the arm package. We will show that, for the same dataset, Bayesian regression gives significantly smaller prediction...