This document will help you walk through some of the fundamental R commands you need for exploring linear regression models, fit, and plots. In order to do this lab, it is expected you have completed the week 14 lecture.
Below is figure showing how Price varies with EngineSize in the Cars93, with accompanying regression lines. There are two plots, one for USA cars, and one for non-USA cars.
qplot(data = Cars93, x = EngineSize, y = Price, colour = Origin) +
facet_wrap("Origin") +
stat_smooth(method = "lm") +
theme(legend.position="none")
## `geom_smooth()` using formula 'y ~ x'
(a) Use the lm()
function to regress Price on EngineSize and Origin
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(b) Run plot()
on your lm
object. Do you see any problems?
par(mfrow = c(2,2))
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(c) Try running a linear regression with log(Price)
as your outcome.
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(d) Run plot()
on your new lm
object. Do you see any problems?
par(mfrow = c(2,2))
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In this part, you will gain practice with the following concepts from today’s class:
- Interpreting linear regression coefficients of numeric covariates
- Interpreting linear regression coefficients of categorical variables
- Applying the “2 standard error rule” to construct approximate 95% confidence intervals for regression coefficients
- Using the
confint
command to construct confidence intervals for regression coefficients- Using
pairs
plots to diagnose collinearity- Using the
update
command to update a linear regression model object- Diagnosing violations of linear model assumptions using
plot
We’ll begin by loading some packages.
#library(tidyverse)
library(knitr)
#Cars93 <- as_tibble(MASS::Cars93)
# If you want to experiment with the ggpairs command,
# you'll want to run the following code:
# install.packages("GGally")
# library(GGally)
(a) Use the lm()
function to regress Price on: EngineSize, Origin, MPG.highway, MPG.city and Horsepower.
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(b) Use the kable()
command to produce a nicely formatted coefficients table. Ensure that values are rounded to an appropriate number of decimal places.
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(c) Interpret the coefficient of Originnon-USA
. Is it statistically significant?
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Replace this text with your answer.
(d) Interpret the coefficient of MPG.highway
. Is it statistically significant?
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Replace this text with your answer.
(d) Use the “2 standard error rule” to construct an approximate 95% confidence interval for the coefficient of MPG.highway
. Compare this to the 95% CI obtained by using the confint
command.
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Replace this text with your answer.
(e) [Advanced topic, not required] Run the pairs
command on the following set of variables: EngineSize, MPG.highway, MPG.city and Horsepower. Display correlations in the Do you observe any collinearities?
panel.cor <- function(x, y, digits = 2, prefix = "", cex.cor, ...)
{
usr <- par("usr"); on.exit(par(usr))
par(usr = c(0, 1, 0, 1))
r <- abs(cor(x, y))
txt <- format(c(r, 0.123456789), digits = digits)[1]
txt <- paste0(prefix, txt)
if(missing(cex.cor)) cex.cor <- 0.4/strwidth(txt)
text(0.5, 0.5, txt, cex = pmax(1, cex.cor * r))
}
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Replace this text with your answer.
(f) Use the update
command to update your regression model to exclude EngineSize
and MPG.city
. Display the resulting coefficients table nicely using the kable()
command.
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(g) Does the coefficient of MPG.highway
change much from the original model? Calculate a 95% confidence interval and compare your answer to part (d). Does the CI change much from before? Explain.
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Replace this text with your answer.
(h) Run the plot
command on the linear model you constructed in part (f). Do you notice any issues?
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Replace this text with your answer.
In this part, you will gain practice with the following concepts from today’s class:
- Interpreting linear regression coefficients of numeric covariates
- Interpreting linear regression coefficients of categorical variables
- Fitting linear regression models with interaction terms
- Interpreting linear regression coefficients of interaction terms
#library(tidyverse)
(a) Run a linear regression to better understand how birthweight varies with the mother’s age and smoking status (do not include interaction terms).
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(b) What is the coefficient of mother.age in your regression? How do you interpret this coefficient?
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(c) How many coefficients are estimated for the mother’s smoking status variable? How do you interpret these coefficients?
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(d) What does the intercept mean in this model?
(e) [Advanced topic, not required.] Using ggplot, construct a scatterplot with birthweight on the y-axis and mother’s age on the x-axis. Color the points by mother’s smoking status, and add smoking status-specific linear regression lines using the stat_smooth
layer.
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(f) [Advanced topic, not required.] Do the regression lines plotted in part (e) correspond to the model you fit in part (a)? How can you tell?
(g) Fit a linear regression model that now models potential interactions between mother’s age and smoking status in their effect on birthweight.
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(h) Interpret your model. Is the interaction term statistically significant? What does it mean?
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