| *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: Mon, 20 Dec 2010 18:07:09 +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/20/t1292868383rtyh8x09drqws4r.htm/, Retrieved Mon, 20 Dec 2010 19:06:23 +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/20/t1292868383rtyh8x09drqws4r.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 « | ||||||||||||||||||||||||||||||
| 17.98 17.83 19.45 21.04 20.03 20.01 19.64 18.52 19.59 20.09 19.82 21.09 22.64 22.11 20.42 18.58 18.24 16.87 18.64 27.17 33.69 35.92 32.30 27.34 24.96 20.52 19.86 20.82 21.24 20.20 21.42 21.69 21.86 23.23 22.47 19.52 18.82 19.00 18.92 20.24 20.94 22.38 21.76 21.35 21.90 21.69 20.34 19.41 19.08 20.05 20.35 20.27 19.94 19.07 17.87 18.01 17.51 18.15 16.70 14.51 15.00 14.78 14.66 16.38 17.88 19.07 19.65 18.38 17.46 17.71 18.10 17.16 17.99 18.53 18.55 19.87 19.74 18.42 17.30 18.03 18.23 17.44 17.99 19.04 18.88 19.07 21.36 23.57 21.25 20.45 21.32 21.96 23.99 24.90 23.71 25.39 25.17 22.21 20.99 19.72 20.83 19.17 19.63 19.93 19.79 21.26 20.17 18.32 16.71 16.06 15.02 15.44 14.86 13.66 14.08 13.36 14.95 14.39 12.85 11.28 12.47 12.01 14.66 17.34 17.75 17.89 20.07 21.26 23.88 22.64 24.97 26.08 27.18 29.35 29.89 25.74 28.78 31.83 29.77 31.22 33.88 33.08 34.40 28.46 29.58 29.61 27 etc... | ||||||||||||||||||||||||||||||
| Dataseries Y: | ||||||||||||||||||||||||||||||
| » Textbox « » Textfile « » CSV « | ||||||||||||||||||||||||||||||
| 586,9642 582,1727 586,19396 590,49531 589,70506 590,07518 595,2568 604,1796 605,00987 610,71165 618,31404 614,74292 609,16284 611,73756 620,77222 618,00755 612,3328 604,04309 605,08732 569,6086 595,0899 598,49214 606,67306 608,78857 606,9776 603,86769 606,42144 592,42386 590,6524 592,57978 602,51677 595,5471 605,94461 605,4981 607,95824 612,04311 612,7243 604,3511 597,85685 601,4573 590,17392 592,59948 597,24933 597,11685 599,7328 607,71194 604,82143 608,02913 606,1822 609,73516 602,5858 595,55291 597,41659 594,57492 600,63662 598,85984 598,97301 603,61033 604,24871 608,12389 610,69475 608,90087 607,98959 603,37721 607,81136 610,96411 606,97026 605,89335 611,97502 616,95077 618,69499 621,90975 617,85264 623,04912 615,57 623,58574 623,63317 615,04568 624,57004 625,8824 629,83163 626,42181 628,40528 632,30782 631,60361 635,57585 634,08687 632,61106 632,6136 635,80934 636,67236 633,388 638,09523 641,6666 646,15675 651, etc... | ||||||||||||||||||||||||||||||
| Output produced by software: | ||||||||||||||||||||||||||||||
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| Charts produced by software: | ||||||||||||||||||||||||||||||
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| Parameters (Session): | ||||||||||||||||||||||||||||||
| par1 = 0 ; | ||||||||||||||||||||||||||||||
| Parameters (R input): | ||||||||||||||||||||||||||||||
| par1 = 0 ; | ||||||||||||||||||||||||||||||
| 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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