R语言回归分析

一、一元回归分析

读入数据，观察结构
京东股价信息。

 a<-read.csv(choose.files())
 > head(a)
  name      time opening_price closing_price low_price high_price   volume
1   JD  3-Jan-17         25.95         25.82     25.64      26.11  8275300
2   JD  4-Jan-17         26.05         25.85     25.58      26.08  7862800
3   JD  5-Jan-17         26.15         26.30     26.05      26.80 10205600
4   JD  6-Jan-17         26.30         26.27     25.92      26.41  6234300
5   JD  9-Jan-17         26.64         26.26     26.14      26.95  8071500
6   JD 10-Jan-17         26.30         26.90     26.25      27.10 20417400
> dim(a)
[1] 71  7
> colnames(a)
[1] "name"          "time"          "opening_price" "closing_price" "low_price"     "high_price"    "volume" 

绘制散点图+回归直线

> qplot(opening_price,closing_price,data=a)+geom_smooth(method='lm')

计算回归直线

> a.lm<-lm(closing_price~opening_price,data=a)
> a.lm

Call:
lm(formula = closing_price ~ opening_price, data = a)

Coefficients:
  (Intercept)  opening_price  
       0.9176         0.9697 
> summary(a.lm) #查看详细结果

Call:
lm(formula = closing_price ~ opening_price, data = a)

Residuals:
     Min       1Q   Median       3Q      Max 
-1.51096 -0.24039 -0.02012  0.24051  0.74053 

Coefficients:
              Estimate Std. Error t value Pr(>|t|)    
(Intercept)    0.91763    0.70498   1.302    0.197    
opening_price  0.96968    0.02364  41.020   <2e-16

Signif. codes:  0 *** 0.001 ** 0.01 * 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.3815 on 69 degrees of freedom
Multiple R-squared:  0.9606,	Adjusted R-squared:   0.96 
F-statistic:  1683 on 1 and 69 DF,  p-value: < 2.2e-16

根据上述结果，可以得到回归方程：
closing_price = 0.9176 + 0.9697opening_price

计算预测值并做与实际观察值的散点图。

 > a.pred<-predict(a.lm)
> qplot(a$closing_price,a.pred)+geom_smooth(method='lm')

计算残差并做直方图。

> a.res<-**residuals**(a.lm)
> qplot(a.res,binwidth=0.1,color=I('black'),fill=I('green'))

二、多元回归分析

1、读入数据
公共自行车使用数据

> bike<-read.csv(file.choose())
> head(bike)
  instant     dteday season yr mnth holiday weekday workingday weathersit     temp    atemp      hum windspeed casual
1       1 2011-01-01      1  0    1       0       6          0          2 0.344167 0.363625 0.805833 0.1604460    331
2       2 2011-01-02      1  0    1       0       0          0          2 0.363478 0.353739 0.696087 0.2485390    131
3       3 2011-01-03      1  0    1       0       1          1          1 0.196364 0.189405 0.437273 0.2483090    120
4       4 2011-01-04      1  0    1       0       2          1