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Regressie model 1

*The author of this computation has been verified*
R Software Module: /rwasp_linear_regression.wasp (opens new window with default values)
Title produced by software: Linear Regression Graphical Model Validation
Date of computation: Sat, 18 Dec 2010 12:39:36 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n.htm/, Retrieved Sat, 18 Dec 2010 13:38:04 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
62.027 56.493 65.566 62.653 53.470 59.600 42.542 42.018 44.038 44.988 43.309 26.843 69.770 64.886 79.354 63.025 54.003 55.926 45.629 40.361 43.039 44.570 43.269 25.563 68.707 60.223 74.283 61.232 61.531 65.305 51.699 44.599 35.221 55.066 45.335 28.702 69.517 69.240 71.525 77.740 62.107 65.450 51.493 43.067 49.172 54.483 38.158 27.898 58.648 56.000 62.381 59.849 48.345 55.376 45.400 38.389 44.098 48.290 41.267 31.238
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
63.152 60.106 72.616 73.159 68.848 77.056 62.246 60.777 64.513 58.353 56.511 44.554 71.414 65.719 80.997 69.826 65.386 75.589 65.520 59.003 63.961 59.716 57.520 42.886 69.805 64.656 80.353 71.321 76.577 81.580 71.127 63.478 48.152 69.236 57.038 43.621 69.551 72.009 72.140 81.519 73.310 80.406 70.697 59.328 68.281 70.041 51.244 46.538 61.443 62.256 73.117 74.155 65.191 77.889 68.688 59.983 65.470 65.089 54.795 47.123
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time11 seconds
R Server'George Udny Yule' @ 72.249.76.132


Simple Linear Regression
StatisticsEstimateS.D.T-STAT (H0: coeff=0)P-value (two-sided)
constant term31.38505102915652.6855361387684711.68669844955020
slope0.6479224757102190.049619955764852213.05769958322230
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/12x1u1292675964.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/12x1u1292675964.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/2v7if1292675964.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/2v7if1292675964.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/3oyz01292675964.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/3oyz01292675964.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/4oyz01292675964.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/4oyz01292675964.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/5g7zl1292675964.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/5g7zl1292675964.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/6ryy61292675964.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/6ryy61292675964.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/7ryy61292675964.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/7ryy61292675964.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/828f91292675964.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/828f91292675964.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/928f91292675964.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292675875jjk1ygfg75jmt6n/928f91292675964.ps (open in new window)


 
Parameters (Session):
par1 = 500 ; par2 = 12 ;
 
Parameters (R input):
par1 = 0 ; par2 = 12 ;
 
R code (references can be found in the software module):
par1 <- as.numeric(par1)
library(lattice)
z <- as.data.frame(cbind(x,y))
m <- lm(y~x)
summary(m)
bitmap(file='test1.png')
plot(z,main='Scatterplot, lowess, and regression line')
lines(lowess(z),col='red')
abline(m)
grid()
dev.off()
bitmap(file='test2.png')
m2 <- lm(m$fitted.values ~ x)
summary(m2)
z2 <- as.data.frame(cbind(x,m$fitted.values))
names(z2) <- list('x','Fitted')
plot(z2,main='Scatterplot, lowess, and regression line')
lines(lowess(z2),col='red')
abline(m2)
grid()
dev.off()
bitmap(file='test3.png')
m3 <- lm(m$residuals ~ x)
summary(m3)
z3 <- as.data.frame(cbind(x,m$residuals))
names(z3) <- list('x','Residuals')
plot(z3,main='Scatterplot, lowess, and regression line')
lines(lowess(z3),col='red')
abline(m3)
grid()
dev.off()
bitmap(file='test4.png')
m4 <- lm(m$fitted.values ~ m$residuals)
summary(m4)
z4 <- as.data.frame(cbind(m$residuals,m$fitted.values))
names(z4) <- list('Residuals','Fitted')
plot(z4,main='Scatterplot, lowess, and regression line')
lines(lowess(z4),col='red')
abline(m4)
grid()
dev.off()
bitmap(file='test5.png')
myr <- as.ts(m$residuals)
z5 <- as.data.frame(cbind(lag(myr,1),myr))
names(z5) <- list('Lagged Residuals','Residuals')
plot(z5,main='Lag plot')
m5 <- lm(z5)
summary(m5)
abline(m5)
grid()
dev.off()
bitmap(file='test6.png')
hist(m$residuals,main='Residual Histogram',xlab='Residuals')
dev.off()
bitmap(file='test7.png')
if (par1 > 0)
{
densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1)
} else {
densityplot(~m$residuals,col='black',main='Density Plot')
}
dev.off()
bitmap(file='test8.png')
acf(m$residuals,main='Residual Autocorrelation Function')
dev.off()
bitmap(file='test9.png')
qqnorm(x)
qqline(x)
grid()
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Simple Linear Regression',5,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Statistics',1,TRUE)
a<-table.element(a,'Estimate',1,TRUE)
a<-table.element(a,'S.D.',1,TRUE)
a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE)
a<-table.element(a,'P-value (two-sided)',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'constant term',header=TRUE)
a<-table.element(a,m$coefficients[[1]])
sd <- sqrt(vcov(m)[1,1])
a<-table.element(a,sd)
tstat <- m$coefficients[[1]]/sd
a<-table.element(a,tstat)
pval <- 2*(1-pt(abs(tstat),length(x)-2))
a<-table.element(a,pval)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'slope',header=TRUE)
a<-table.element(a,m$coefficients[[2]])
sd <- sqrt(vcov(m)[2,2])
a<-table.element(a,sd)
tstat <- m$coefficients[[2]]/sd
a<-table.element(a,tstat)
pval <- 2*(1-pt(abs(tstat),length(x)-2))
a<-table.element(a,pval)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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