36-401 Modern Regression HW #6 Solutions

DUE: 10/27/2017 at 3PM

Problem 1 [32 points]

(a) (4 pts.)

Given : Chick

0 5 10 15 20
300
50 150

0 5 10 15 20 0 5 10 15 20 0 5 10 15 20

300
50 150
300
50 150
Weight

300
50 150
300
50 150

300
50 150
300
50 150

0 5 10 15 20 0 5 10 15 20 0 5 10 15 20 0 5 10 15 20

Time
Figure 1: Weight Progression of 50 Chicks in the ChickWeight Data Set

1
(b) (9 pts.)

The results of a naive simple linear fit of Chick Weight on Time are shown in Figure 2. The right panel shows
very significant residual correlation. Therefore, the model does not fit well.

20
150

10
125

Residuals
Weight

100

0
75

−10
50

−20
0 5 10 15 20 0 5 10 15 20

Time Time

Figure 2: Results of Naive Linear Regression of Chick 6 Weight on Time

Figure 3 displays the results of a degree four1 polynomial regression of Weight on Time. The lack of visible
correlation in the residuals suggests this is a much more suitabe fit.
150
125

Residuals
Weight

100

0
75
50

0 5 10 15 20 0 5 10 15 20

Time Time

Figure 3: Results of Polynomial Regression of Chick 6 Weight on Time

1 We chose this heuristically.

2
 Table 1: Summary of Polynomial Regression for Chick 6

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

(Intercept) 42.7758402 3.2118729 13.318036 0.0000032
Time -2.6030894 2.3499713 -1.107711 0.3045914
I(Timeˆ2) 2.1242507 0.4898299 4.336711 0.0034098
I(Timeˆ3) -0.1324975 0.0359324 -3.687415 0.0077831
I(Timeˆ4) 0.0023642 0.0008494 2.783231 0.0271716

Not surprisingly, given the polynomial shape of the weight progression of Chick 6, our polynomial regression
does a much better job fitting the data than the naive linear regression. The most notable aspect of our
model parameters is that Time is no longer statistically significant given its higher order terms.

(c) (9 pts.)

160
350

120
300

80
250

40
Residuals
Weight

200

0
150

−40
−120 −80
100
50

0 5 10 15 20 0 5 10 15 20

Time Time

Figure 4: Results of Naive Linear Regression of Chick Weight on Time

As we saw with Chick 6, and as we could infer from Figure 1, the weight progression of individual chicks is
often more suitable to model with a polynomial than a simple linear regression. However, when the data are
aggregated over all chicks, a simple linear model is actually not a poor choice. The model fit and residuals
are shown in Figure 4. For the most part the line fits the data fairly well. However, some residual curvature
is apparent in the earlier stages of the chick lifetime. Therefore, adding a quadratic term will likely benefit
the model. Figure 5 shows that the extra term does indeed level out the residuals nicely.

3
 160
350

120
300

80
250

40
Residuals
Weight

200

0
−40
150

−120 −80
100
50

0 5 10 15 20 0 5 10 15 20

Time Time

Figure 5: Results of Polynomial Regression of Chick Weight on Time

(d) (9 pts.)

Diet 1
350

Diet 2
Diet 3
Diet 4
300
250
Weight

200
150
100
50

0 5 10 15 20

Time
Figure 6: Results of Polynomial Regression of Chick Weight on Time and Diet

4
Simply adding Diet as a predictor without interacting it with Time amounts to the growth curve for each
diet group having the same shape but possibly different intercepts. As we can see in Figure 6, such a model
specification is not suitable in this setting. Given the HW instructions, it is fine if you do this as long as you
comment on the ill-suitedness of the model.
Since a chick’s birthweight is independent of the diet it is thereafter fed, it is more sensible to force each
diet group to have the same intercept, but possibly differing curvatures. The fits of this model are shown in
Figure 7 (superposed) and Figure 8 (separated into respective Diet groups).

Diet 1
350

Diet 2
Diet 3
Diet 4
300
250
Weight

200
150
100
50

0 5 10 15 20

Time
Figure 7: Polynomial Regression of Chick Weight with Timeˆ2 and Diet Interacted

5
 Diet = 1 Diet = 2

350

350
300

300
250

250
Weight

Weight
200

200
150

150
100

100
50

50
0 5 10 15 20 0 5 10 15 20

Time Time

Diet = 3 Diet = 4
350

350
300

300
250

250
Weight

Weight
200

200
150

150
100

100
50

50

0 5 10 15 20 0 5 10 15 20

Time Time

Figure 8: Polynomial Regression of Chick Weight with Timeˆ2 and Diet Interacted

The residuals of the model are plotted vs. Time in Figure 9 (superposed) and Figure 10 (separated into
respective Diet groups). The residuals look pretty healthy overall, but there is some clear correlation in Diet
groups 1 and 4. A box plot can also be used to do diet-wise diagnostics of the residuals (see Figure 11).
However, the significant heteroskedasticity in all diet groups renders this plot next to useless. Instead we are
much better off examining Figure 10. Notice we are only a few predictor interactions shy of performing four
separate regressions any way.

6
 120
Diet 1
Diet 2
Diet 3
80
Diet 4
40
Residuals

0
−40
−80
−120

0 5 10 15 20

Time
Figure 9: Residuals of chosen model

7
 Diet = 1 Diet = 2

120

120
80

80
40

40
Residuals

Residuals
0

0
−40

−40
−80

−80
−120

−120
0 5 10 15 20 0 5 10 15 20

Time Time

Diet = 3 Diet = 4
120

120
80

80
40

40
Residuals

Residuals
0

0
−40

−40
−80

−80
−120

−120

0 5 10 15 20 0 5 10 15 20

Time Time

Figure 10: Residuals of chosen model

8
 100
50
Residuals

0
−50
−100
−150

1 2 3 4

Diet
Figure 11: Diet-wise Distribution of Residuals

9
Problem 2 [36 points]
(a) (9 pts.)

There are about 100 ways to do this. Here is one.

Let  
1
 .. 
X0 =  .  ,
1
i.e. the intercept predictor, and  
X = X0 X1 X2 X3 .
Now notice X0 = X1 + X2 + X3 . That is, the columns of X are linearly dependent. Now,

Columns of X are LD =⇒ det(X) = 0.

And,
det(X T X) = det(X T ) · det(X) = det(X) · det(X) = 02 = 0.
det(X T X) = 0 so X T X is not invertible.

(b) (9 pts.)

Y <- c(33,36,35,35,31,29,31,29,37,39,36,36)
X0 <- rep(1,12)
X1 <- c(rep(1,4),rep(0,8))
X2 <- c(rep(0,4),rep(1,4),rep(0,4))
X3 <- c(rep(0,8),rep(1,4))
X <- cbind(X0,X1,X2) # leave out X3

model7 <- lm(Y ~ X - 1) # leave out default intercept since we have already included one
tmp <- summary(model7)$coefficients
rownames(tmp) <- c("(Intercept)","France","Italy")
kable(tmp, caption = "Income Regression Summary")

Table 2: Income Regression Summary

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

(Intercept) 37.00 0.6400955 57.803877 0.0000000
France -2.25 0.9052317 -2.485552 0.0346742
Italy -7.00 0.9052317 -7.732827 0.0000290

All coefficients in the regression are significant, signalling a statistically significant difference between the
mean incomes of France, Italy, and the USA.

10
(c) (9 pts.)

As we defined the model in part (b), we have

E[Income
b | France] = βb0 + βb1 = 34.75 (thousand)
E[Income
b | Italy] = βb0 + βb2 = 30.00 (thousand)
E[Income
b | USA] = βb0 = 37.00 (thousand)

(d) (9 pts.)

Continuing with the same notation, the true mean income of France is given by β0 + β1 . Assuming the noise
is normally distributed implies



βb0 ∼ N β0 , Var(βb0 ) and βb1 ∼ N β1 , Var(βb1 )

and thus

βb0 + βb1 ∼ N β0 + β1 , Var(βb0 + βb1 )


N β0 + β1 , Var(βb0 ) + Var(βb1 ) + 2 · Cov(βb0 + βb1 ) .

Therefore, a 95% confidence interval for β0 + β1 (mean income of France) is given by

q
(β0 + β1 ) ± z0.025 · Var(βb0 + βb1 ).
b b

Var(βb0 + βb1 ) is not known so we replace it with its unbiased estimator and use the t-distribution. This yields
the 95% confidence interval
q
(β0 + β1 ) ± tn−1 (0.025) · Var(
b b d βb0 + βb1 )
q
=⇒ (βb0 + βb1 ) ± t3 (0.025) · Var( d βb1 ) + 2 · Cov(
d βb0 ) + Var( d βb0 , βb1 )
=⇒ 34.75 ± 2.037,

where we have gotten the estimated errors from the vcov function.

11
Problem 3 [32 points]
(a) [5 pts.]

100 200 0.0 0.4 0.8 0.0 0.4 0.8 0 2 4 6

15 25 35 45
age
200

lwt
100

3.0
race

2.0
1.0
0.8

smoke
0.4
0.0

3.0
ptl

1.5
0.0
0.8

ht
0.4
0.0

0.8
ui

0.4
0.0
6
4

ftv
2
0

4000

bwt
1000

15 25 35 45 1.0 2.0 3.0 0.0 1.5 3.0 0.0 0.4 0.8 1000 4000

12
(b) [9 pts.]

Table 3: Summary of Birth Weight Regression

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

(Intercept) 2841.040247 328.894986 8.6381379 0.0000000
age -2.955912 9.604270 -0.3077706 0.7586271
lwt 4.380344 1.834985 2.3871276 0.0180591
factor(race)2 -442.329304 148.926061 -2.9701269 0.0033999
factor(race)3 -282.141331 120.748135 -2.3366103 0.0206050
smoke -283.589210 111.748150 -2.5377531 0.0120397
factor(ptl)1 -357.092406 152.324861 -2.3442818 0.0201992
factor(ptl)2 -68.778992 297.501669 -0.2311886 0.8174415
factor(ptl)3 1260.027892 661.664516 1.9043305 0.0585268
ht -553.036031 202.192322 -2.7351980 0.0068840
ui -522.713818 138.164206 -3.7832796 0.0002130
factor(ftv)1 142.479511 122.824933 1.1600211 0.2476386
factor(ftv)2 -1.868773 138.659587 -0.0134774 0.9892624
factor(ftv)3 -319.779655 253.984296 -1.2590529 0.2097074
factor(ftv)4 244.941583 336.965702 0.7269036 0.4682675
factor(ftv)6 15.369792 700.858349 0.0219300 0.9825291

(c) [9 pts.]

Overall, the residuals look quite good plotted against the fitted values and the numerical predictors. Case
226 (a 45 year old) bears substantial leverage on the fit since all other cases are much younger. Furthermore,
this data point also yields a very large outlier. In practice, we would therefore discard this observation when
building a predictive model. In regard to the categorical predictors, there is some interclass heteroskedasticity;
however, the varied sample sizes can also make is challenging to deduce this strictly from these box plots.
That is, categorical levels containing a large number of observations can give the appearance of a wider
distribution while levels with small sample sizes natural appear to have low variance. To normalize these
comparisons with respect to sample size we could, for example, perform an F -test for equality of variances or
(more sophisticated) a Kolmorogov-Smirnov test for equality of distributions.

13
 900 1500
226

−300 300
Residuals

−1200

16
10
−2100

1800 2200 2600 3000 3400 3800

Fitted values
lm(bwt ~ age + lwt + factor(race) + smoke + factor(ptl) + ht + ui + factor( ...
1500
900
300
Residuals

−300
−900
−1800

15 20 25 30 35 40 45

Age

14
 Residuals Residuals

−1500 −500 0 500 1500 −1800 −900 −300 300 900 1500

80
100

1
120
140

15
160

2
Age

Race
180
200

3
220
240
 Residuals Residuals

−1500 −500 0 500 1500 −1500 −500 0 500 1500

0
0

16
Smoke

2
1

Number of previous premature labours

3
 1500
500
Residuals

0
−500
−1500

0 1

History of hypertension
1500
500
Residuals

0
−500
−1500

0 1

Presence of uterine irritability

17
 1500
500
Residuals

0
−500
−1500

0 1 2 3 4 6

Number of physician visits during the first trimester.

(d) [9 pts.]

Table 3 (part b) suggests we may have included more predictors than are useful for predicting Birth Weight.
A more predictive model would likely reduce the dimension of our covariates. We could, for example, proceed
by performing a sequence of partial F -tests (equivalently stepwise regression; 36-402) or perhaps implementing
a LASSO regression (also 36-402)2 Given the full set of predictors, the multiple linear regression suggests
that a baby’s birth weight is significantly associated with the mother’s weight, race, smoking status, history
of hypertension, and presence of uterine iritability (and possibly the number of previous premature labours).

2 Gee, I bet you guys can’t wait until 36-402.

18
Appendix

addTrans <- function(color,trans)

{
# This function adds transparancy to a color.
# Define transparancy with an integer between 0 and 255
# 0 being fully transparant and 255 being fully visable
# Works with either color and trans a vector of equal length,
# or one of the two of length 1.

if (length(color)!=length(trans)&!any(c(length(color),length(trans))==1)){
stop("Vector lengths not correct")
}
if (length(color)==1 & length(trans)>1) color <- rep(color,length(trans))
if (length(trans)==1 & length(color)>1) trans <- rep(trans,length(color))

num2hex <- function(x)

{
hex <- unlist(strsplit("0123456789ABCDEF",split=""))
return(paste(hex[(x-x%%16)/16+1],hex[x%%16+1],sep=""))
}
rgb <- rbind(col2rgb(color),trans)
res <- paste("#",apply(apply(rgb,2,num2hex),2,paste,collapse=""),sep="")
return(res)
}

Problem 1 [32 points]

data(ChickWeight)
names(ChickWeight)
attach(ChickWeight)

(a) (4 pts.)

coplot(weight ~ Time | Chick, data = ChickWeight,type = "b", show.given = FALSE,

xlab = "", ylab = "", main = "")
mtext(side = 1, text = "Time", cex = 2, line = 3.75)
mtext(side = 2, text = "Weight", cex = 2, line = 2.25)

(b) (9 pts.)

Chick6 <- ChickWeight[ChickWeight$Chick == 6,]

par(mfrow=c(1,2))
with(Chick6, plot(Time, weight, col = NA, pch = 19, cex = 1.25,
axes = FALSE, xlab="",ylab=""))
axis(side = 1, at = c(0,5,10,15,20), as.character(c(0,5,10,15,20)),
font = 5)

19
axis(side = 2, at = seq(0,300,25), as.character(seq(0,300,25)),
font = 5)
abline(v = c(0,5,10,15,20), h = seq(50,300,25), col = "gray70",
lty = 2)
mtext(side = 2, text = "Weight", font = 3, line = 3)
mtext(side = 1, text = "Time", font = 3, line = 3)
with(Chick6, points(Time, weight, col = addTrans("orange",120),
cex = 1.25, pch = 19))
with(Chick6, points(Time, weight, col = "orange", pch = 1,
cex = 1.25))
model1 <- lm(weight ~ Time, data = Chick6)
abline(model1, col = "seagreen", lwd = 2)

plot(Chick6$Time, residuals(model1), col = NA, axes = FALSE,

xlab= "Time", ylab = "Residuals", font.lab = 3)
axis(side = 1, at = c(0,5,10,15,20), as.character(c(0,5,10,15,20)),
font = 5)
axis(side = 2, at = seq(-70,30,10), labels = as.character(seq(-70,30,10)),
font = 5)
abline(h = seq(-70,30,10), v = c(0,5,10,15,20), col = "gray70",
lty = 2)
abline(0,0, lty = 2, col = "gray45")
points(Chick6$Time, residuals(model1), col = addTrans("orange",120),
pch = 19, cex = 1.25)
points(Chick6$Time, residuals(model1), col = "orange", cex = 1.25)
panel.smooth(Chick6$Time, residuals(model1), col = NA,cex = 0.5,
col.smooth = "seagreen", span = 0.5, iter = 3)

par(mfrow=c(1,2))
with(Chick6, plot(Time, weight, col = NA, pch = 19, cex = 1.25,
axes = FALSE, xlab="",ylab=""))
axis(side = 1, at = c(0,5,10,15,20), as.character(c(0,5,10,15,20)),
font = 5)
axis(side = 2, at = seq(0,300,25), as.character(seq(0,300,25)),
font = 5)
abline(v = c(0,5,10,15,20), h = seq(50,300,25), col = "gray70",
lty = 2)
mtext(side = 2, text = "Weight", font = 3, line = 3)
mtext(side = 1, text = "Time", font = 3, line = 3)
with(Chick6, points(Time, weight, col = addTrans("orange",120),
cex = 1.25, pch = 19))
with(Chick6, points(Time, weight, col = "orange", pch = 1, cex = 1.25))
model2 <- lm(weight ~ Time + I(Time ^ 2) + I(Time ^ 3) + I(Time ^ 4),
data = Chick6)
lines(Chick6$Time, fitted(model2), col = "seagreen", lwd = 2)

plot(Chick6$Time, residuals(model2), col = NA, axes = FALSE, xlab= "Time",

ylab = "Residuals", font.lab = 3)
axis(side = 1, at = c(0,5,10,15,20), as.character(c(0,5,10,15,20)),
font = 5)
axis(side = 2, at = seq(-70,30,10), labels = as.character(seq(-70,30,10)),
font = 5)
abline(h = seq(-70,30,10), v = c(0,5,10,15,20), col = "gray70", lty = 2)
abline(0,0, lty = 2, col = "gray45")

20
points(Chick6$Time, residuals(model2), col = addTrans("orange",120),
pch = 19, cex = 1.25)
points(Chick6$Time, residuals(model2), col = "orange", cex = 1.25)
panel.smooth(Chick6$Time, residuals(model2), col = NA,cex = 0.5,
col.smooth = "seagreen", span = 0.5, iter = 3)

library(knitr)
kable(summary(model2)$coefficients, caption = "Summary of Polynomial Regression for Chick 6")

(c) (9 pts.)

par(mfrow=c(1,2))
with(ChickWeight, plot(Time, weight, col = NA, pch = 19, cex = 0.8,
axes = FALSE, xlab="",ylab=""))
axis(side = 1, at = c(0,5,10,15,20,25), as.character(c(0,5,10,15,20,25)),
font = 5)
axis(side = 2, at = seq(0,350,50), as.character(seq(0,350,50)),
font = 5)
abline(v = c(0,5,10,15,20,25), h = seq(50,350,50), col = "gray70",
lty = 2)
mtext(side = 2, text = "Weight", font = 3, line = 3)
mtext(side = 1, text = "Time", font = 3, line = 3)
with(ChickWeight, points(Time, weight, col = addTrans("orange",120),
cex = 0.8, pch = 19))
with(ChickWeight, points(Time, weight, col = "orange", pch = 1,
cex = 0.8))
model3 <- lm(weight ~ Time, data = ChickWeight)
abline(model3, col = "seagreen", lwd = 2)

plot(ChickWeight$Time, residuals(model3), col = NA, axes = FALSE,

xlab= "Time", ylab = "Residuals", font.lab = 3)
axis(side = 1, at = c(0,5,10,15,20,25), as.character(c(0,5,10,15,20,25)),
font = 5)
axis(side = 2, at = seq(-200,200,40), labels = as.character(seq(-200,200,40)),
font = 5)
abline(h = seq(-200,200,40), v = c(0,5,10,15,20,25), col = "gray70",
lty = 2)
abline(0,0, lty = 2, col = "gray45")
points(ChickWeight$Time, residuals(model3), col = addTrans("orange",120),
pch = 19, cex = 0.8)
points(ChickWeight$Time, residuals(model3), col = "orange", cex = 0.8)
panel.smooth(ChickWeight$Time, residuals(model3), col = NA,cex = 0.5,
col.smooth = "seagreen", span = 0.5, iter = 3)

par(mfrow=c(1,2))
with(ChickWeight, plot(Time, weight, col = NA, pch = 19, cex = 0.8,
axes = FALSE, xlab="",ylab=""))
axis(side = 1, at = c(0,5,10,15,20,25), as.character(c(0,5,10,15,20,25)),
font = 5)
axis(side = 2, at = seq(0,350,50), as.character(seq(0,350,50)), font = 5)
abline(v = c(0,5,10,15,20,25), h = seq(50,350,50), col = "gray70", lty = 2)
mtext(side = 2, text = "Weight", font = 3, line = 3)

21
mtext(side = 1, text = "Time", font = 3, line = 3)
with(ChickWeight, points(Time, weight, col = addTrans("orange",120), cex = 0.8, pch = 19))
with(ChickWeight, points(Time, weight, col = "orange", pch = 1, cex = 0.8))
model4 <- lm(weight ~ Time + I(Time ^ 2), data = ChickWeight)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model4, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),length = 50))),
col = "seagreen", lwd = 2)

plot(ChickWeight$Time, residuals(model4), col = NA, axes = FALSE, xlab= "Time",

ylab = "Residuals", font.lab = 3)
axis(side = 1, at = c(0,5,10,15,20,25), as.character(c(0,5,10,15,20,25)), font = 5)
axis(side = 2, at = seq(-200,200,40), labels = as.character(seq(-200,200,40)),
font = 5)
abline(h = seq(-200,200,40), v = c(0,5,10,15,20,25), col = "gray70", lty = 2)
abline(0,0, lty = 2, col = "gray45")
points(ChickWeight$Time, residuals(model4), col = addTrans("orange",120),
pch = 19, cex = 0.8)
points(ChickWeight$Time, residuals(model4), col = "orange", cex = 0.8)
panel.smooth(ChickWeight$Time, residuals(model4), col = NA,cex = 0.5,
col.smooth = "seagreen", span = 0.5, iter = 3)

(d) (9 pts.)

with(ChickWeight, plot(Time, weight, col = NA, pch = 19, cex = 0.8,

axes = FALSE, xlab="",ylab=""))
axis(side = 1, at = c(0,5,10,15,20,25), as.character(c(0,5,10,15,20,25)), font = 5)
axis(side = 2, at = seq(0,350,50), as.character(seq(0,350,50)), font = 5)
abline(v = c(0,5,10,15,20,25), h = seq(50,350,50), col = "gray70", lty = 2)
mtext(side = 2, text = "Weight", font = 3, line = 3)
mtext(side = 1, text = "Time", font = 3, line = 3)
with(ChickWeight, points(Time, weight, col = addTrans("orange",120),
cex = 0.8, pch = 19))
with(ChickWeight, points(Time, weight, col = "orange", pch = 1, cex = 0.8))
model5 <- lm(weight ~ Time + I(Time ^ 2) + factor(Diet), data = ChickWeight)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model5, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),length = 50),
Diet = 1)),
col = "seagreen", lwd = 2)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model5, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),length = 50),
Diet = 2)),
col = "red", lwd = 2)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model5, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),length = 50),
Diet = 3)),
col = "blue", lwd = 2)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model5, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),length = 50),
Diet = 4)),
col = "purple", lwd = 2)
legend(x = "topleft", legend = c("Diet 1", "Diet 2", "Diet 3", "Diet 4"),
col = c("seagreen","red","blue","purple"), lwd = 2)

22
with(ChickWeight, plot(Time, weight, col = NA, pch = 19, cex = 0.8, axes = FALSE,
xlab="",ylab=""))
axis(side = 1, at = c(0,5,10,15,20,25), as.character(c(0,5,10,15,20,25)), font = 5)
axis(side = 2, at = seq(0,350,50), as.character(seq(0,350,50)), font = 5)
abline(v = c(0,5,10,15,20,25), h = seq(50,350,50), col = "gray70", lty = 2)
mtext(side = 2, text = "Weight", font = 3, line = 3)
mtext(side = 1, text = "Time", font = 3, line = 3)
with(ChickWeight, points(Time, weight, col = addTrans("orange",120), cex = 0.8,
pch = 19))
with(ChickWeight, points(Time, weight, col = "orange", pch = 1, cex = 0.8))
model6 <- lm(weight ~ Time + I(Time ^ 2) : factor(Diet), data = ChickWeight)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model6, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),length = 50),
Diet = 1)),
col = "seagreen", lwd = 2)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model6, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),length = 50),
Diet = 2)),
col = "red", lwd = 2)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model6, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),length = 50),
Diet = 3)),
col = "blue", lwd = 2)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model6, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),length = 50),
Diet = 4)),
col = "purple", lwd = 2)
legend(x = "topleft", legend = c("Diet 1", "Diet 2", "Diet 3", "Diet 4"),
col = c("seagreen","red","blue","purple"), lwd = 2, bg = "white")

par(mfrow=c(2,2))
cols <- c("seagreen","red","blue","purple")
for (itr in 1:4){
with(ChickWeight, plot(Time, weight, col = NA, pch = 19, cex = 0.8,
axes = FALSE, xlab="",ylab=""))
axis(side = 1, at = c(0,5,10,15,20,25), as.character(c(0,5,10,15,20,25)),
font = 5)
axis(side = 2, at = seq(0,350,50), as.character(seq(0,350,50)),
font = 5)
abline(v = c(0,5,10,15,20,25), h = seq(50,350,50), col = "gray70",
lty = 2)
mtext(side = 2, text = "Weight", font = 3, line = 3)
mtext(side = 1, text = "Time", font = 3, line = 3)
mtext(side = 3, text = paste0("Diet = ",itr), font = 3)
with(ChickWeight[which(ChickWeight$Diet==itr),], points(Time, weight,
col = addTrans("orange",120),
cex = 0.8, pch = 19))
with(ChickWeight[which(ChickWeight$Diet==itr),], points(Time, weight,
col = "orange",
pch = 1, cex = 0.8))
model6 <- lm(weight ~ Time + I(Time ^ 2) : factor(Diet),
data = ChickWeight)
lines(seq(0,max(ChickWeight$Time),length = 50),
predict(model6, newdata=data.frame(Time = seq(0,max(ChickWeight$Time),

23
 length = 50), Diet = itr)),
col = cols[itr], lwd = 2)
}
plot(ChickWeight$Time, residuals(model6), col = NA, axes = FALSE,
xlab= "Time", ylab = "Residuals", font.lab = 3)
axis(side = 1, at = c(0,5,10,15,20,25), as.character(c(0,5,10,15,20,25)),
font = 5)
axis(side = 2, at = seq(-200,200,40), labels = as.character(seq(-200,200,40)),
font = 5)
abline(h = seq(-200,200,40), v = c(0,5,10,15,20,25), col = "gray70", lty = 2)
abline(0,0, lty = 2, col = "gray45")
points(ChickWeight$Time, residuals(model6),
col = addTrans(c("seagreen","red","blue","purple")[ChickWeight$Diet],120),
pch = 19, cex = 0.8)
points(ChickWeight$Time, residuals(model6),
col = c("seagreen","red","blue","purple")[ChickWeight$Diet], cex = 0.8)
legend(x = "topleft", legend = c("Diet 1", "Diet 2", "Diet 3", "Diet 4"),
col = addTrans(c("seagreen","red","blue","purple"),120), pch = 19, bg = "white")

par(mfrow=c(2,2))
cols <- c("seagreen","red","blue","purple")
for (itr in 1:4){
with(ChickWeight, plot(Time, residuals(model6), col = NA,
pch = 19, cex = 0.8, axes = FALSE, xlab="",ylab=""))
axis(side = 1, at = c(0,5,10,15,20,25), as.character(c(0,5,10,15,20,25)),
font = 5)
axis(side = 2, at = seq(-200,200,40), labels = as.character(seq(-200,200,40)),
font = 5)
abline(h = seq(-200,200,40), v = c(0,5,10,15,20,25), col = "gray70", lty = 2)
abline(0,0, lty = 2, col = "gray45")
mtext(side = 2, text = "Residuals", font = 3, line = 3)
mtext(side = 1, text = "Time", font = 3, line = 3)
mtext(side = 3, text = paste0("Diet = ",itr), font = 3)
with(ChickWeight, points(Time[which(ChickWeight$Diet==itr)],
residuals(model6)[which(ChickWeight$Diet==itr)],
col = addTrans(c("seagreen","red","blue","purple"),120)[itr],
cex = 0.8, pch = 19))
with(ChickWeight, points(Time[which(ChickWeight$Diet==itr)],
residuals(model6)[which(ChickWeight$Diet==itr)],
col = c("seagreen","red","blue","purple")[itr], pch = 1,
cex = 0.8))
}
boxplot(residuals(model6) ~ ChickWeight$Diet,
col = addTrans(c("seagreen","red","blue","purple"),120),
border = c("seagreen","red","blue","purple"),
xlab = "Diet",ylab = "Residuals", pch = 19)
abline(0,0, lty = 2, col = "gray45")

24
Problem 3 [32 points]

library(MASS)

(a) [5 pts.]

pairs(birthwt[,2:10])

(b) [9 pts.]

model8 <- lm(bwt ~ age + lwt + factor(race) + smoke + factor(ptl) + ht

+ ui + factor(ftv), data = birthwt)
kable(summary(model8)$coefficients,
caption = "Summary of Birth Weight Regression")

(c) [9 pts.]

plot(model8, which = 1, col = NA, pch = 19, axes = FALSE,

add.smooth = FALSE, caption = "")
abline(h = seq(-2100,1500,300), col = "gray75", lty = 2)
abline(v = seq(1800,3800,200), col = "gray80", lty = 2)
abline(0,0, lty = 2, col = "gray45")
axis(side = 1, at = seq(1800,3800,200),
as.character(seq(1800,3800,200)), font = 5)
axis(side = 2, at = seq(-2100,1500,300),
labels = as.character(seq(-2100,1500,300)), font = 5)
points(fitted(model8), residuals(model8),
col = addTrans("orange",120), pch = 19)
points(fitted(model8), residuals(model8), col = "orange")
panel.smooth(fitted(model8), residuals(model8), col = "orange",
cex = 1, col.smooth = "seagreen", span = 2/3, iter = 3)

plot(birthwt$age, residuals(model8), col = NA, axes = FALSE, xlab= "Age",

ylab = "Residuals", font.lab = 3)
axis(side = 1, at = seq(10,50,5), as.character(seq(10,50,5)), font = 5)
axis(side = 2, at = seq(-1800,1500,300),
labels = as.character(seq(-1800,1500,300)), font = 5)
abline(h = seq(-1800,1500,300), v = seq(10,50,5), col = "gray70", lty = 2)
abline(0,0, lty = 2, col = "gray45")
points(birthwt$age, residuals(model8),
col = addTrans("orange",120), pch = 19, cex = 0.8)
points(birthwt$age, residuals(model8), col = "orange", cex = 0.8)
panel.smooth(birthwt$age, residuals(model8), col = NA,cex = 0.5,
col.smooth = "seagreen", span = 2/3, iter = 3)

plot(birthwt$lwt, residuals(model8), col = NA, axes = FALSE,

xlab= "Age", ylab = "Residuals", font.lab = 3)
axis(side = 1, at = seq(80,250,20), as.character(seq(80,250,20)), font = 5)
axis(side = 2, at = seq(-1800,1500,300),

25
 labels = as.character(seq(-1800,1500,300)), font = 5)
abline(h = seq(-1800,1500,300), v = seq(80,250,20), col = "gray70", lty = 2)
abline(0,0, lty = 2, col = "gray45")
points(birthwt$lwt, residuals(model8), col = addTrans("orange",120),
pch = 19, cex = 0.8)
points(birthwt$lwt, residuals(model8), col = "orange", cex = 0.8)
panel.smooth(birthwt$lwt, residuals(model8), col = NA,cex = 0.5,
col.smooth = "seagreen", span = 2/3, iter = 3)

boxplot(residuals(model8) ~ birthwt$race, col = addTrans(c("seagreen","red","blue"),120),

border = c("seagreen","red","blue"), xlab = "Race",ylab = "Residuals", pch = 19)
abline(0,0, lty = 2, col = "gray45")

boxplot(residuals(model8) ~ birthwt$smoke, col = addTrans(c("seagreen","orange"),120),

border = c("seagreen","orange"), xlab = "Smoke",ylab = "Residuals", pch = 19)
abline(0,0, lty = 2, col = "gray45")

boxplot(residuals(model8) ~ birthwt$ptl,
col = addTrans(c("seagreen","orange","red","blue"),120),
border = c("seagreen","orange","red","blue"),
xlab = "Number of previous premature labours",
ylab = "Residuals", pch = 19)
abline(0,0, lty = 2, col = "gray45")

boxplot(residuals(model8) ~ birthwt$ht, col = addTrans(c("seagreen","orange"),120),

border = c("seagreen","orange"), xlab = "History of hypertension",
ylab = "Residuals", pch = 19)
abline(0,0, lty = 2, col = "gray45")

boxplot(residuals(model8) ~ birthwt$ui, col = addTrans(c("seagreen","orange"),120),

border = c("seagreen","orange"), xlab = "Presence of uterine irritability",
ylab = "Residuals", pch = 19)
abline(0,0, lty = 2, col = "gray45")

boxplot(residuals(model8) ~ birthwt$ftv,
col = addTrans(c("seagreen","orange","red","blue","purple","yellow2","pink"),120),
border = c("seagreen","orange","red","blue","purple","yellow2","pink"),
xlab = "Number of physician visits during the first trimester.",
ylab = "Residuals", pch = 19)
abline(0,0, lty = 2, col = "gray45")

26