Lab 3
Toluca Company Example (Section 1.6)
> data<-read.table("/afs/umich.edu/user/k/u/kutsyy/Public/html/classes/ALSM/CH01TA01.DAT")
> y<-data[,1]
> x<-data[,2]
> fit<-lm(y~x)
> summary(fit)
Call: lm(formula = y ~ x)
Residuals:
Min
1Q Median 3Q Max
-30.96 -9.811 2.346 5.337 20.63
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) -1.8583 7.4105
-0.2508 0.8042
x 0.2301 0.0224 10.2896
0.0000
Residual standard error: 12.4 on 23 degrees
of freedom
Multiple R-Squared: 0.8215
F-statistic: 105.9 on 1 and 23 degrees of
freedom, the p-value is 4.449e-10
Correlation of Coefficients:
(Intercept)
x -0.9424
> fit$coef
(Intercept)
x
-1.858251 0.2301084
> y-fit$coef[1]-fit$coef[2]*x
[1] -9.9550004 4.0151347
1.0042947 5.3374928 -11.2108812 10.3139695
[7] -3.7809352 0.8600944
20.6299860 15.7312323 5.0409071 13.8709344
[13] 2.3460836 -4.1439981
11.7610972 5.2127232 -16.9247297 -9.8108000
[19] 5.1073844 14.9826148
-30.9613420 -15.8324800 -14.2881985 3.1611784
[25] -2.4667620
> e<-fit$res
> e
1
2 3
4 5
6 7
8
-9.955 4.015135 1.004295 5.337493 -11.21088
10.31397 -3.780935 0.8600944
9 10
11 12
13 14
15 16
20.62999 15.73123 5.040907 13.87093
2.346084 -4.143998 11.7611 5.212723
17 18
19 20
21 22
23 24
-16.92473 -9.8108 5.107384 14.98261
-30.96134 -15.83248 -14.2882 3.161178
25
-2.466762
> motif()
> boxplot(e)
> plot(e)
> plot(e,type="l")
> plot(x,y)
> abline(fit$coef)
> fit$coef
(Intercept)
x
-1.858251 0.2301084
> fit$coef[1]+fit$coef[2]*x
[1] 89.95500 25.98487
48.99571 84.66251 81.21088 49.68603 123.78094
[8] 79.13991 79.37001
34.26877 34.95909 56.12907 87.65392 24.14400
[15] 98.23890 94.78728
46.92473 59.81080 84.89262 95.01739 60.96134
[22] 105.83248 54.28820 76.83882
72.46676
> fit$fitted
1
2 3
4 5
6 7
8
89.955 25.98487 48.99571 84.66251 81.21088
49.68603 123.7809 79.13991
9 10
11 12
13 14 15
16 17
79.37001 34.26877 34.95909 56.12907
87.65392 24.144 98.2389 94.78728 46.92473
18
19 20
21 22
23 24
25
59.8108 84.89262 95.01739 60.96134
105.8325 54.2882 76.83882 72.46676
> plot(x,fit$fitted)
> cor(fit$res,fit$fit)
[1] -1.503521e-08
> cor(x,y)^2
[1] 0.8215334
> summary(fit)
Call: lm(formula = y ~ x)
Residuals:
Min
1Q Median 3Q Max
-30.96 -9.811 2.346 5.337 20.63
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) -1.8583 7.4105
-0.2508 0.8042
x 0.2301 0.0224 10.2896
0.0000
Residual standard error: 12.4 on 23 degrees
of freedom
Multiple R-Squared: 0.8215
F-statistic: 105.9 on 1 and 23 degrees of
freedom, the p-value is 4.449e-10
Correlation of Coefficients:
(Intercept)
x -0.9424
> sqrt(var(e))
[1] 12.13404
Problem 1.20
a)
>data<-read.table("/afs/umich.edu/user/k/u/kutsyy/Public/html/classes/ALSM/CH01PR20.DAT")
>data
V1 V2
1 97 7
2 86 6
3 78 5
4 10 1
5 75 5
6 62 4
7 101 7
8 39 3
9 53 4
10 33 2
11 118 8
12 65 5
13 25 2
14 71 5
15 105 7
16 17 1
17 49 4
18 68 5
> motif()
> fit<-lm(V1~V2, data=data)
> summary(fit)
Call: lm(formula = V1 ~ V2, data = data)
Residuals:
Min
1Q Median 3Q Max
-7.631 -3.25 -0.2383 4.023 6.631
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) -2.3221 2.5644
-0.9055 0.3786
V2 14.7383 0.5193 28.3834
0.0000
Residual standard error: 4.482 on 16 degrees
of freedom
Multiple R-Squared: 0.9805
F-statistic: 805.6 on 1 and 16 degrees of
freedom, the p-value is 4.108e-15
Correlation of Coefficients:
(Intercept)
V2 -0.9112
b)
> plot(data$V2,data$V1)
> abline(fit$coef)
c)
b0 is intercept
d)
> x0<-c(1,5)
> x0%*%fit$coef
[,1]
[1,] 71.36913
> fit$coef[1]+fit$coef[2]*5
(Intercept)
71.36913
|