| | *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: Tue, 16 Nov 2010 20:19:12 +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/Nov/16/t1289938701y9we50yzbh93a40.htm/, Retrieved Tue, 16 Nov 2010 21:18:24 +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/Nov/16/t1289938701y9we50yzbh93a40.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 « | 1000
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2700 etc... | | Dataseries Y: | » Textbox « » Textfile « » CSV « | 61.10986116
54.12031648
54.95749446
51.99594378
56.24546553
64.77452146
54.33699821
53.72119053
48.83342072
55.93379725
64.65918024
61.60053636
63.05659263
67.15166067
60.02845855
69.52301201
65.01551552
60.87993666
70.72557348
73.09285805
73.29160052
72.66843666
68.83636849
76.67414394
70.41408315
77.9401298
73.20981757
77.41384989
79.4630442
75.42057899
82.68120243
94.03299383
84.0698862
85.67449188
81.89949935
92.9720738
88.85764153
80.49481348
91.71796544
82.26348598
82.94116291
90.99841989
91.31788491
96.95308859
90.04825345
100.9221214
99.89956639
93.01828481
95.97742386
103.5617168
110.7469177
108.3696381
107.0012411
110.7524482
98.56007743
100.5808127
101.9883776
101.8791562
108.9640668
104.5917605
119.5561823
119.3482511
105.3661433
121.4417904
117.747784
116.6637445
119.6190875
115.2413454
106.7405737
113.7508379
124.9325395
124.9165153
134.0975866
132.0328883
124.4484784
115.0077499
122.6887566
125.0399372
119.2917291
13 etc... | | Output produced by software: |
Simple Linear Regression | Statistics | Estimate | S.D. | T-STAT (H0: coeff=0) | P-value (two-sided) | constant term | -44.4760358159129 | 0.66426852711803 | -66.9549045306646 | 0 | slope | 0.099841303648979 | 0.000205980926142623 | 484.711402743417 | 0 |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/1sr001289938742.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/1sr001289938742.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/2sr001289938742.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/2sr001289938742.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/3k0il1289938742.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/3k0il1289938742.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/4v9zo1289938742.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/4v9zo1289938742.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/5v9zo1289938742.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/5v9zo1289938742.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/6gajm1289938743.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/6gajm1289938743.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/7gajm1289938743.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/7gajm1289938743.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/8r1io1289938743.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/8r1io1289938743.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/9r1io1289938743.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/16/t1289938701y9we50yzbh93a40/9r1io1289938743.ps (open in new window) |
| | Parameters (Session): | par1 = 1 ; par2 = 2 ; par3 = Pearson Chi-Squared ; | | Parameters (R input): | par1 = 0 ; par2 = 2 ; par3 = Pearson Chi-Squared ; | | 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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