R语言学习笔记（六）：OLS回归

最新推荐文章于 2024-08-17 01:00:00 发布

diqi8140

最新推荐文章于 2024-08-17 01:00:00 发布

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文章标签： r语言数据结构与算法

原文链接：http://www.cnblogs.com/GhostBear/p/7724686.html

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本文详细探讨了R语言中的OLS（普通最小二乘法）回归，涵盖了简单的线性回归、多项式回归、三次方线性回归、多元线性回归及有交互项的多元线性回归。还介绍了如何进行回归判断、检测异常值以及改进措施和选择最佳回归模型的方法。

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OSL回归

简单的线性回归

> fit<-lm(weight~height,women)
> summary(fit)

Call:
lm(formula = weight ~ height, data = women)

Residuals:
Min 1Q Median 3Q Max 
-1.7333 -1.1333 -0.3833 0.7417 3.1167

Coefficients:
Estimate Std. Error t value Pr(>|t|) 
(Intercept) -87.51667 5.93694 -14.74 1.71e-09 ***
height 3.45000 0.09114 37.85 1.09e-14 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.525 on 13 degrees of freedom
Multiple R-squared: 0.991,	Adjusted R-squared: 0.9903 
F-statistic: 1433 on 1 and 13 DF, p-value: 1.091e-14


> residuals(fit)
1 2 3 4 5 
2.41666667 0.96666667 0.51666667 0.06666667 -0.38333333 
6 7 8 9 10 
-0.83333333 -1.28333333 -1.73333333 -1.18333333 -1.63333333 
11 12 13 14 15 
-1.08333333 -0.53333333 0.01666667 1.56666667 3.11666667


> fitted(fit)  #列出拟合模型的预测值
1 2 3 4 5 6 7 8 9 
112.5833 116.0333 119.4833 122.9333 126.3833 129.8333 133.2833 136.7333 140.1833 
10 11 12 13 14 15 
143.6333 147.0833 150.5333 153.9833 157.4333 160.8833


> residuals(fit) #列出拟合模型的残差值
1 2 3 4 5 6 7 
2.41666667 0.96666667 0.51666667 0.06666667 -0.38333333 -0.83333333 -1.28333333 
8 9 10 11 12 13 14 
-1.73333333 -1.18333333 -1.63333333 -1.08333333 -0.53333333 0.01666667 1.56666667 
15 
3.11666667


> plot(women$height~women$weight,xlab="Height (in inches)", ylab="Weight (in pounds)")
> abline(fit)

得到预测回归公式：Weight=-87.52+3.45*Height

多项式回归

fit2<-lm(weight~height+I(height^2), data=women)
> summary(fit2)

Call:
lm(formula = weight ~ height + I(height^2), data = women)

Residuals:
Min 1Q Median 3Q Max 
-0.50941 -0.29611 -0.00941 0.28615 0.59706

Coefficients:
Estimate Std. Error t value Pr(>|t|) 
(Intercept) 261.87818 25.19677 10.393 2.36e-07 ***
height -7.34832 0.77769 -9.449 6.58e-07 ***
I(height^2) 0.08306 0.00598 13.891 9.32e-09 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.3841 on 12 degrees of freedom
Multiple R-squared: 0.9995,	Adjusted R-squared: 0.9994 
F-statistic: 1.139e+04 on 2 and 12 DF, p-value: < 2.2e-16

> plot(women$height,women$weight,xlab="Height (in inches)",ylab="Weight (in lbs)")
> lines(women$height,fitted(fit2))

回归公式：Weight=261.88-7.35*Height+0.083*Height^2