线性回归
lm以及一些很好用的函数
fit<- lm(weight~height,data = women)
> summary(fit)
Call:
lm(formula = weight ~ height, data = women)
Residuals:
Min 1Q Median 3Q Max
-1.7333 -1.1333 -0.3833 0.7417 3.1167
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -87.51667 5.93694 -14.74 1.71e-09 ***
height 3.45000 0.09114 37.85 1.09e-14 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 1.525 on 13 degrees of freedom
Multiple R-squared: 0.991, Adjusted R-squared: 0.9903
F-statistic: 1433 on 1 and 13 DF, p-value: 1.091e-14
#拟合出的结果
> fitted(fit)
1 2 3 4 5 6
112.5833 116.0333 119.4833 122.9333 126.3833 129.8333
7 8 9 10 11 12
133.2833 136.7333 140.1833 143.6333 147.0833 150.5333
13 14 15
153.9833 157.4333 160.8833
#每一个点的残差值
> residuals(fit)
1 2 3 4 5
2.41666667 0.96666667 0.51666667 0.06666667 -0.38333333
6 7 8 9 10
-0.83333333 -1.28333333 -1.73333333 -1.18333333 -1.63333333
11 12 13 14 15
-1.08333333 -0.53333333 0.01666667 1.56666667 3.11666667
#置信区间97.5%
> confint(fit)
2.5 % 97.5 %
(Intercept) -100.342655 -74.690679
height 3.253112 3.646888
> fit
Call:
lm(formula = weight ~ height, data = women)
Coefficients:
(Intercept) height
-87.52 3.45
scatterplot()可以很容易方便的绘制二元关系图
> scatterplot(weight~height,data = women,spread = FALSE,lty.smoother = 3,pch = 19,xlab = "Height(inches)",ylab="Weights(lbs.)",main = "Women Age 30-39")
scatterplotMatrix()函数默认在非对角线区域绘制变量间的散点图,并添加平滑(loess)
和线性拟合曲线。对角线区域绘制每个变量的密度图和轴须图。
> states <- as.data.frame(state.x77[,c("Murder","Population","Illiteracy","Income","Frost")])
> ?state.x77
#不同变量之间的相关系数
> cor(states)
Murder Population Illiteracy Income
Murder 1.0000000 0.3436428 0.7029752 -0.2300776
Population 0.3436428 1.0000000 0.1076224 0.2082276
Illiteracy 0.7029752 0.1076224 1.0000000 -0.4370752
Income -0.2300776 0.2082276 -0.4370752 1.0000000
Frost -0.5388834 -0.3321525 -0.6719470 0.2262822
Frost
Murder -0.5388834
Population -0.3321525
Illiteracy -0.6719470
Income 0.2262822
Frost 1.0000000
> library(car)
> scatterplotMatrix(states,spread = FALSE,lty = 2,main = "Scatter Plot Matrix")
解释:
位置(1,1)图片,绘制了murder谋杀率趋势
位置(1 , 2)图片,横坐标为谋杀率,纵坐标为人口,两条曲线一个为平滑曲线(红色),一个为拟合曲线(绿色)
其余位置类似,图片位置根据states列和行分布
本文介绍了R语言中的线性回归分析,强调了lm函数的应用,并推荐了scatterplot()和scatterplotMatrix()两个实用的绘图函数。通过这些函数,可以便捷地绘制二元关系图、散点图矩阵,包括平滑曲线和线性拟合,以及变量的密度图和轴须图,便于理解数据间的关系和进行预测分析。
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