ols残差_R语言OLS回归分析笔记

本次笔记是对 R in action 的第八章的学习和代码实现

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首先，为了正确恰当解释OLS模型的系数，数据必须满足如下统计假设：

1. 正态性：对于固定的自变量，因变量成正态分布
2. 独立性：
   值之间相互独立
3. 线性：因变量和自变量线性相关
4. 同方差性：因变量的方差不随自变量的水平不同而变化

简单线性回归

使用基础安装中的数据集women，代码如下

> fit <- lm(weight~height,data=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 ***
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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

观察残差和作图

> women$weight
 [1] 115 117 120 123 126 129 132 135 139 142 146 150 154 159 164
> fitted(fit)
       1        2        3        4        5        6        7        8        9       10       11       12       13       14       15 
112.5833 116.0333 119.4833 122.9333 126.3833 129.8333 133.2833 136.7333 140.1833 143.6333 147.0833 150.5333 153.9833 157.4333 160.8833 
> residuals(fit)
          1           2           3           4           5           6           7           8           9          10          11          12 
 2.41666667  0.96666667  0.51666667  0.06666667 -0.38333333 -0.83333333 -1.28333333 -1.73333333 -1.18333333 -1.63333333 -1.08333333 -0.53333333 
         13          14          15 
 0.01666667  1.56666667  3.11666667 
> plot(women$height,women$weight,xlab="Height(in inches)",ylab="Weight(in pounds)")
> abline(fit)

用身高预测体重的散点图和回归线

得到公式：

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 ***
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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))

二次回归

新的预测公式：