R in action -- chapter 8
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rm(list = ls()) fit <- lm(weight ~ height, women) summary(fit) women$weight fitted(fit) confint(fit) residuals(fit) with(women,plot(height,weight, xlab = "height (in inches)", ylab = "weight (in pounds)")) abline(fit) fit2 <- lm(weight ~ height + I(height^2), women) summary(fit2) with(women,plot(height,weight, xlab = "height (in inches)", ylab = "weight (in pounds)")) lines(women$height,fitted(fit2)) library(car) scatterplot(weight ~ height, data = women, spread = FALSE, smoother.agrs=list(lty=2),pch = 20, main = "women age 30 - 39", xlab = "height (inches)", ylab = "weight (lbs.)") states <- as.data.frame(state.x77[,c("Murder","Population","Illiteracy","Income","Frost")]) cor(states) library(car) scatterplotMatrix(states) fit <- lm(Murder~Population+Illiteracy+Income+Frost,states) summary(fit) coefficients(fit) confint(fit) fit <- lm(mpg~hp+wt+hp:wt,mtcars) summary(fit) # interpretation about interaction library(effects) plot(effect("hp:wt",fit,,list(wt=c(2.2,3.2,4.2))),multiline=T) fit <- lm(weight ~ height, women) par(mfrow=c(2,2)) plot(fit) fit <- lm(weight ~ height + I(height^2), women) par(mfrow=c(2,2)) plot(fit) newfit <- lm(weight~ height + I(height^2), data= women[-c(13,15),]) par(mfrow=c(2,2)) plot(newfit) states <- as.data.frame(state.x77[,c("Murder","Population","Illiteracy","Income","Frost")]) fit <- lm(Murder~Population+Illiteracy+Income+Frost,states) par(mfrow=c(2,2)) plot(fit) par(mfrow=c(1,1)) qqPlot(fit,lables=row.names(states),id.method= "identify", simulate=T, main = "Q-Q plot") states["Nevada",] fitted(fit)["Nevada"] residuals(fit)[‘Nevada‘] rstudent(fit)["Nevada"] residualplot <- function(fit, nbreaks= 10) z <- rstudent(fit) hist(z, breaks= nbreaks, freq = F, xlab = "Studentized residual", main= "Distribution of errors") rug(jitter(z),col="brown") curve(dnorm(x,mean=mean(z),sd=sd(z)), add=T, col="blue",lwd= 2) lines(density (z)$x,density(z)$y, col= "red",lwd= 2,lty= 2) legend("topright", legend = c("normal curve","kernel density curve"), lty= 1:2,col=c("blue","red"),cex=.7) residualplot(fit) library(car) durbinWatsonTest(fit) crPlots(fit) ncvTest(fit) spreadLevelPlot(fit) library(gvlma) gvmodel <- gvlma(fit) summary(gvmodel) vif(fit) library(car) outlierTest(fit) n <- 50 hat.plot <- function(fit) p <- length(coefficients(fit)) n <- length(fitted(fit)) plot(hatvalues(fit),main= "Index Plot of hat values") abline(h=c(2,3)*p/n,col= "red", lty= 2) identify(1:n, hatvalues(fit), names(hatvalues(fit))) hat.plot(fit) cutoff <- 4/(nrow(states)-length(fit$coefficients)-2) plot(fit,which = 4,cook.levels = cutoff) abline(h=cutoff, lty=2,col="red") library(car) avPlots(fit,ask= FALSE, id.method =‘identify‘) ls("package:car") influencePlot(fit,id.method="identify", main="Influence plot", sub="circle size is proportional to cook‘s distance") states <- as.data.frame(state.x77[,c("Murder","Population","Illiteracy","Income","Frost")]) fit1 <- lm(Murder~Population+Illiteracy+Income+Frost,states) fit2 <- lm(Murder~ Population+ Illiteracy +Income , data= states) anova(fit2,fit1) AIC(fit1,fit2) library(MASS) states <- as.data.frame(state.x77[,c("Murder","Population","Illiteracy","Income","Frost")]) fit <- lm(Murder~Population+Illiteracy+Income+Frost,states) stepAIC(fit,direction = "backward") library(leaps) states <- as.data.frame(state.x77[,c("Murder","Population","Illiteracy","Income","Frost")]) leaps <- regsubsets(Murder ~ Population + Illiteracy +Income + Frost, states,nbest = 4) plot(leaps, scale = ‘adjr2‘) library(car) subsets(leaps,statistic = "cp", main = "Cp plot for all subsets regression") abline(1,1,lty=2,col="red")
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