mysql 三阶多项式拟合,《统计学习导论-基于R应用》第三章：线性回归（代码）...

库library

库：一组不含在基础R配置内的函数和数据集

library(MASS) # 加载库

library(ISLR)# 安装库 install.packages("ISLR")

简单线性回归

fix(Boston) # 查看Boston数据集

names(Boston) # 查看数据集的列名(预测变量+响应变量medv)

'crim'

'zn'

'indus'

'chas'

'nox'

'rm'

'age'

'dis'

'rad'

'tax'

'ptratio'

'black'

'lstat'

'medv'

?Boston # 查看数据集的更多信息

线性拟合

# 方法一

lm.fit = lm(medv~lstat,data= Boston) # 指定数据集

# 方法二

attach(Boston) # 绑定数据集

lm.fit = lm(medv~lstat)

lm.fit # 给出拟合函数的基础信息

​

Call:

lm(formula = medv ~ lstat)

Coefficients:

(Intercept) lstat

34.55 -0.95

summary(lm.fit) # 给出拟合函数各类信息

​

Call:

lm(formula = medv ~ lstat)

Residuals:

Min 1Q Median 3Q Max

-15.168 -3.990 -1.318 2.034 24.500

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 34.55384 0.56263 61.41 <2e-16 ***

lstat -0.95005 0.03873 -24.53 <2e-16 ***

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 6.216 on 504 degrees of freedom

Multiple R-squared: 0.5441,Adjusted R-squared: 0.5432

F-statistic: 601.6 on 1 and 504 DF, p-value: < 2.2e-16

names(lm.fit) # 列出拟合函数存储的所有信息种类

'coefficients'

'residuals'

'effects'

'rank'

'fitted.values'

'assign'

'qr'

'df.residual'

'xlevels'

'call'

'terms'

'model'

coef(lm.fit) # 提取拟合参数(系数估计值)

(Intercept) 34.5538408793831

lstat -0.950049353757991

confint(lm.fit) # 系数估计值的置信区间

2.5 %

97.5 %

(Intercept)

33.448457

35.6592247

lstat

-1.026148

-0.8739505

# 根据指定预测变量计算响应变量，同时给出置信空间或者预测空间

predict(lm.fit, data.frame(lstat=(c(5,10,15))), interval = "confidence") # 置信空间

fit

lwr

upr

1

29.80359

29.00741

30.59978

2

25.05335

24.47413

25.63256

3

20.30310

19.73159

20.87461

predict(lm.fit, data.frame(lstat=(c(5,10,15))), interval = "prediction") # 预测空间

fit

lwr

upr

1

29.80359

17.565675

42.04151

2

25.05335

12.827626

37.27907

3

20.30310

8.077742

32.52846

plot(lstat,medv) # 散点图

abline(lm.fit) # 添加最小二乘回归直线

# abline(a,b) 绘制截距为a，斜率为b的直线

plot(lstat, medv)

abline(lm.fit, lwd = 3) # 线宽

plot(lstat, medv)

abline(lm.fit, lwd = 3, col = "red") # 颜色

plot(lstat, medv, col="red", pch = "+") #图形符号

plot(lstat, medv, col="red", pch = 1:3) #图形符号

par(mfrow=c(2,2)) # 划分网格

plot(lm.fit) # 绘制诊断图

plot(predict(lm.fit),residuals(lm.fit)) # 残差对拟合值的散点图

残差显示，数据有非线性

plot(predict(lm.fit),rstudent(lm.fit)) # 学生化残差对拟合值的散点图

plot(hatvalues(lm.fit)) # 杠杆统计量

which.max(hatvalues(lm.fit)) # 最大元素(杠杆统计量)的索引

375: 375

多元线性回归

lm.fit = lm(medv~ lstat+age, data = Boston) # 对两个预测变量进行拟合

summary(lm.fit)

​

Call:

lm(formula = medv ~ lstat + age, data = Boston)

Residuals:

Min 1Q Median 3Q Max

-15.981 -3.978 -1.283 1.968 23.158

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 33.22276 0.73085 45.458 < 2e-16 ***

lstat -1.03207 0.04819 -21.416 < 2e-16 ***

age 0.03454 0.01223 2.826 0.00491 **

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 6.173 on 503 degrees of freedom

Multiple R-squared: 0.5513,Adjusted R-squared: 0.5495

F-statistic: 309 on 2 and 503 DF, p-value: < 2.2e-16

lm.fit = lm(medv~.,data = Boston) # 对所有预测变量进行拟合

summary(lm.fit)

​

Call:

lm(formula = medv ~ ., data = Boston)

Residuals:

Min 1Q Median 3Q Max

-15.595 -2.730 -0.518 1.777 26.199

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 3.646e+01 5.103e+00 7.144 3.28e-12 ***

crim -1.080e-01 3.286e-02 -3.287 0.001087 **

zn 4.642e-02 1.373e-02 3.382 0.000778 ***

indus 2.056e-02 6.150e-02 0.334 0.738288

chas 2.687e+00 8.616e-01 3.118 0.001925 **

nox -1.777e+01 3.820e+00 -4.651 4.25e-06 ***

rm 3.810e+00 4.179e-01 9.116 < 2e-16 ***

age 6.922e-04 1.321e-02 0.052 0.958229

dis -1.476e+00 1.995e-01 -7.398 6.01e-13 ***

rad 3.060e-01 6.635e-02 4.613 5.07e-06 ***

tax -1.233e-02 3.760e-03 -3.280 0.001112 **

ptratio -9.527e-01 1.308e-01 -7.283 1.31e-12 ***

black 9.312e-03 2.686e-03 3.467 0.000573 ***

lstat -5.248e-01 5.072e-02 -10.347 < 2e-16 ***

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 4.745 on 492 degrees of freedom

Multiple R-squared: 0.7406,Adjusted R-squared: 0.7338

F-statistic: 108.1 on 13 and 492 DF, p-value: < 2.2e-16

?summary.lm # 产看所有可用项目

summary(lm.fit)$r.sq # R^2

summary(lm.fit)$sigma # RSE

0.740642664109409

4.74529818169963

library(car)

vif(lm.fit) # 方差膨胀因子

Loading required package: carData

crim 1.79219154743325

zn 2.29875817874944

indus 3.99159641834604

chas 1.07399532755379

nox 4.3937198475775

rm 1.93374443578326

age 3.10082551281534

dis 3.95594490637273

rad 7.48449633527449

tax 9.00855394759708

ptratio 1.7990840492489

black 1.34852107640638

lstat 2.94149107809193

# 除某一变量之外的所有变量拟合

# 方案一

lm.fit1 = lm(medv~.-age, data= Boston)

lm.fit1

​

Call:

lm(formula = medv ~ . - age, data = Boston)

Coefficients:

(Intercept) crim zn indus chas nox

36.436927 -0.108006 0.046334 0.020562 2.689026 -17.713540

rm dis rad tax ptratio black

3.814394 -1.478612 0.305786 -0.012329 -0.952211 0.009321

lstat

-0.523852

# 方案二

lm.fit1 = update(lm.fit, ~.-age)

lm.fit1

​

Call:

lm(formula = medv ~ crim + zn + indus + chas + nox + rm + dis +

rad + tax + ptratio + black + lstat, data = Boston)

Coefficients:

(Intercept) crim zn indus chas nox

36.436927 -0.108006 0.046334 0.020562 2.689026 -17.713540

rm dis rad tax ptratio black

3.814394 -1.478612 0.305786 -0.012329 -0.952211 0.009321

lstat

-0.523852

交互项

summary(lm(medv~lstat:age, data = Boston)) # 对lstat和age的交互项拟合

​

Call:

lm(formula = medv ~ lstat:age, data = Boston)

Residuals:

Min 1Q Median 3Q Max

-13.347 -4.372 -1.534 1.914 27.193

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 30.1588631 0.4828240 62.46 <2e-16 ***

lstat:age -0.0077146 0.0003799 -20.31 <2e-16 ***

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 6.827 on 504 degrees of freedom

Multiple R-squared: 0.4501,Adjusted R-squared: 0.449

F-statistic: 412.4 on 1 and 504 DF, p-value: < 2.2e-16

summary(lm(medv~lstat*age, data = Boston)) # 对lstat、age、lstat和age的交互项 ，三者进行拟合

summary(lm(medv~lstat+age+lstat:age, data = Boston)) # 对lstat、age、lstat和age的交互项 ，三者进行拟合

​

Call:

lm(formula = medv ~ lstat * age, data = Boston)

Residuals:

Min 1Q Median 3Q Max

-15.806 -4.045 -1.333 2.085 27.552

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 36.0885359 1.4698355 24.553 < 2e-16 ***

lstat -1.3921168 0.1674555 -8.313 8.78e-16 ***

age -0.0007209 0.0198792 -0.036 0.9711

lstat:age 0.0041560 0.0018518 2.244 0.0252 *

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 6.149 on 502 degrees of freedom

Multiple R-squared: 0.5557,Adjusted R-squared: 0.5531

F-statistic: 209.3 on 3 and 502 DF, p-value: < 2.2e-16

​

Call:

lm(formula = medv ~ lstat + age + lstat:age, data = Boston)

Residuals:

Min 1Q Median 3Q Max

-15.806 -4.045 -1.333 2.085 27.552

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 36.0885359 1.4698355 24.553 < 2e-16 ***

lstat -1.3921168 0.1674555 -8.313 8.78e-16 ***

age -0.0007209 0.0198792 -0.036 0.9711

lstat:age 0.0041560 0.0018518 2.244 0.0252 *

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 6.149 on 502 degrees of freedom

Multiple R-squared: 0.5557,Adjusted R-squared: 0.5531

F-statistic: 209.3 on 3 and 502 DF, p-value: < 2.2e-16

非线性变换

lm.fit2 = lm(medv~lstat+I(lstat^2))

summary(lm.fit)

​

Call:

lm(formula = medv ~ lstat + I(lstat^2))

Residuals:

Min 1Q Median 3Q Max

-15.2834 -3.8313 -0.5295 2.3095 25.4148

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 42.862007 0.872084 49.15 <2e-16 ***

lstat -2.332821 0.123803 -18.84 <2e-16 ***

I(lstat^2) 0.043547 0.003745 11.63 <2e-16 ***

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 5.524 on 503 degrees of freedom

Multiple R-squared: 0.6407,Adjusted R-squared: 0.6393

F-statistic: 448.5 on 2 and 503 DF, p-value: < 2.2e-16

lm.fit = lm(medv~lstat)

anova(lm.fit, lm.fit2) # 查看两种方式的区别

Res.Df

RSS

Df

Sum of Sq

F

Pr(>F)

504

19472.38

NA

NA

NA

NA

503

15347.24

1

4125.138

135.1998

7.630116e-28

par(mfrow=c(2,2))

plot(lm.fit2)

lm.fit5 = lm(medv~poly(lstat,5)) # 5阶多项式

summary(lm.fit5)

​

Call:

lm(formula = medv ~ poly(lstat, 5))

Residuals:

Min 1Q Median 3Q Max

-13.5433 -3.1039 -0.7052 2.0844 27.1153

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 22.5328 0.2318 97.197 < 2e-16 ***

poly(lstat, 5)1 -152.4595 5.2148 -29.236 < 2e-16 ***

poly(lstat, 5)2 64.2272 5.2148 12.316 < 2e-16 ***

poly(lstat, 5)3 -27.0511 5.2148 -5.187 3.10e-07 ***

poly(lstat, 5)4 25.4517 5.2148 4.881 1.42e-06 ***

poly(lstat, 5)5 -19.2524 5.2148 -3.692 0.000247 ***

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 5.215 on 500 degrees of freedom

Multiple R-squared: 0.6817,Adjusted R-squared: 0.6785

F-statistic: 214.2 on 5 and 500 DF, p-value: < 2.2e-16

summary(lm(medv~log(rm),data = Boston)) # 对数变换

​

Call:

lm(formula = medv ~ log(rm), data = Boston)

Residuals:

Min 1Q Median 3Q Max

-19.487 -2.875 -0.104 2.837 39.816

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) -76.488 5.028 -15.21 <2e-16 ***

log(rm) 54.055 2.739 19.73 <2e-16 ***

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 6.915 on 504 degrees of freedom

Multiple R-squared: 0.4358,Adjusted R-squared: 0.4347

F-statistic: 389.3 on 1 and 504 DF, p-value: < 2.2e-16

定性预测变量

fix(Carseats)

names(Carseats)

'Sales'

'CompPrice'

'Income'

'Advertising'

'Population'

'Price'

'ShelveLoc'

'Age'

'Education'

'Urban'

'US'

lm.fit = lm(Sales~.+Income:Advertising + Price:Age, data = Carseats)

summary(lm.fit)

​

Call:

lm(formula = Sales ~ . + Income:Advertising + Price:Age, data = Carseats)

Residuals:

Min 1Q Median 3Q Max

-2.9208 -0.7503 0.0177 0.6754 3.3413

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 6.5755654 1.0087470 6.519 2.22e-10 ***

CompPrice 0.0929371 0.0041183 22.567 < 2e-16 ***

Income 0.0108940 0.0026044 4.183 3.57e-05 ***

Advertising 0.0702462 0.0226091 3.107 0.002030 **

Population 0.0001592 0.0003679 0.433 0.665330

Price -0.1008064 0.0074399 -13.549 < 2e-16 ***

ShelveLocGood 4.8486762 0.1528378 31.724 < 2e-16 ***

ShelveLocMedium 1.9532620 0.1257682 15.531 < 2e-16 ***

Age -0.0579466 0.0159506 -3.633 0.000318 ***

Education -0.0208525 0.0196131 -1.063 0.288361

UrbanYes 0.1401597 0.1124019 1.247 0.213171

USYes -0.1575571 0.1489234 -1.058 0.290729

Income:Advertising 0.0007510 0.0002784 2.698 0.007290 **

Price:Age 0.0001068 0.0001333 0.801 0.423812

---

Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 1.011 on 386 degrees of freedom

Multiple R-squared: 0.8761,Adjusted R-squared: 0.8719

F-statistic: 210 on 13 and 386 DF, p-value: < 2.2e-16

# R语言自动将定性变量转变为虚拟变量，并通过contrasts()返回虚拟变量的编码

attach(Carseats)

contrasts(ShelveLoc)

Good

Medium

Bad

0

0

Good

1

0

Medium

0

1

编写函数`

LoadLibraries = function(){

library(ISLR)

library(MASS)

print("The libraries have been loaded.")

}

LoadLibraries # 查看函数内容

function ()

{

library(ISLR)

library(MASS)

print("The libraries have been loaded.")

}

LoadLibraries() # 调用函数

[1] "The libraries have been loaded."