R语言简单(一元)线性回归分析
简单举一个例子
某商业银行2002年主要业务数据
分行编号 | 不良贷款(亿元) | 各项贷款余额(亿元) |
---|---|---|
1 | 0.9 | 67.3 |
2 | 1.1 | 111.3 |
3 | 4.8 | 173.0 |
4 | 3.2 | 80.8 |
5 | 7.8 | 199.7 |
6 | 2.7 | 16.2 |
7 | 1.6 | 107.4 |
8 | 12.5 | 185.4 |
9 | 1.0 | 96.1 |
10 | 2.6 | 72.8 |
11 | 0.3 | 64.2 |
12 | 4.0 | 132.2 |
13 | 0.8 | 58.6 |
14 | 3.5 | 174.6 |
15 | 10.2 | 263.5 |
16 | 3.0 | 79.3 |
17 | 0.2 | 14.8 |
18 | 0.4 | 73.5 |
19 | 1.0 | 24.7 |
20 | 6.8 | 139.4 |
21 | 11.6 | 368.2 |
22 | 1.6 | 95.7 |
23 | 1.2 | 109.6 |
24 | 7.2 | 196.2 |
25 | 3.2 | 102.2 |
如何将这些数据添加到R中?
> y<- c(0.9,1.1,4.8,3.2,7.8,2.7,1.6,12.5,1.0,2.6,0.3,4.0,0.8,3.5,10.2,3.0,0.2,0.4,1.0,6.8,11.6,1.6,1.2,7.2,3.2)
> x<-c(67.3,111.3,173.0,80.8,199.7,16.2,107.4,185.4,96.1,72.8,64.2,132.2,58.6,174.6,263.5,79.3,14.8,73.5,24.7,139.4,368.2,95.7,109.6,196.2,102.2)
> dfrm<- data.frame(y,x)
> summary(lm(y~ x))
y表示不良贷款,x表示各项贷款余额,单位:亿元
展示输出结果
Call:
lm(formula = y ~ x)
Residuals:
Min 1Q Median 3Q Max
-2.2882 -1.5233 -0.1802 0.8935 6.3038
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.82952 0.72304 -1.147 0.263