R Tutorial

Updated by

Siqi Liang, Yueyun Zhang

July 2020

Updated by

Hilda Ibriga, Jincheng Bai and Qi Wang

July 2016

Originally created by

Hilda Ibriga, Linna Henry, Patricia Wahyu Haumahu, Qi Wang, Yixuan Qiu and
Yuying song

March 2016

Statistical Consulting Service

Purdue University
Preface
The goal of the present document is to give a starting point for people who are new
to R. It includes the basic R operations such as package installations, data
manipulations, data analyses and graphics with R. If you are not able to find the
answer to your questions, there are also many other resources you could turn to. We
list some of them below.

Mannuals
There are several manuals are distributed with R in https://cran.r-
project.org/doc/manuals/r-release/:
• An Introduction to R [R-intro.pdf],
• R Installation and Administration [R-admin.pdf], • R Data Import/Export
[R-data.pdf],
• Writing R Extensions [R-exts.pdf],
• R Language Definition [R-lang.pdf].
The files may be in different formats (pdf, html, texi, . . . ) depending on the type of
installation.

Online Resources
The CRAN Web site (https://cran.r-project.org) hosts several documents,
bibliographic resources, and links to other sites. There are also a list of publications
(books and articles) about R or statistical methods and some documents and
tutorials written by R users.

2
Table of Contents

R Tutorial ....................................................................................................................1
Preface .......................................................................................................................2
Mannuals ..........................................................................................................................2
Online Resources ...............................................................................................................2
Getting and installing R...............................................................................................5
Install packages .................................................................................................................5
Getting Help ......................................................................................................................5
Basic data structure ....................................................................................................6
Vector ...............................................................................................................................6
List ....................................................................................................................................6
Matrix ...............................................................................................................................7
Dataframe .........................................................................................................................9
Array .................................................................................................................................9
Reading and Exporting data ...................................................................................... 10
Reading in free formatted data using the built-in module in R Studio ................................10
Reading in free formatted data from an ASCII file using the read.table function ................ 13
Exporting files using write.table function ..........................................................................14
Basic Statistics .......................................................................................................... 14
Summary of Statistics.......................................................................................................15
Data Structure .................................................................................................................16
Mean and Variance ..........................................................................................................16
Number of Observation in the Variable ............................................................................16
Median ............................................................................................................................16
Quantile ..........................................................................................................................16
Hypothesis Testing .................................................................................................... 17
T-test ...............................................................................................................................17
One Sample t-test ............................................................................................................................... 17
Independent Sample t-test (Unequal Variance) ................................................................................. 17
Independent Sample t-test (Equal Variance) ...................................................................................... 18
Paired t-test ........................................................................................................................................ 18
Chi-Squared Tests ............................................................................................................18

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Correlation ............................................................................................................... 20
Correlation Significance Test ............................................................................................20
Plotting a Scatterplot .......................................................................................................21
One-Way ANOVA .............................................................................................................21
Regression ................................................................................................................ 26
Linear Regression .............................................................................................................26
Logistic Regression ...........................................................................................................30
Power Calculation ..................................................................................................... 32
Power Analysis: One Sample t-test. ..................................................................................33
Power Analysis: Two Sample t-test. ..................................................................................34
Power Analysis: Paired t-test. ...........................................................................................35
Power Analysis: One-Way ANOVA ....................................................................................35
Power Curves...................................................................................................................36
Linear Mixed Models................................................................................................. 38
LMM in R .........................................................................................................................38
Significance Test ..............................................................................................................40
Nested Factors .................................................................................................................40
Graphics ................................................................................................................... 41

4
Getting and installing R
R is a free and open source statistical software. You can download R from the
following website: https://cran.r-project.org/. R is available for Linux, OS X and
Windows, just click download R according to your operating system. For now we just
need base distribution and you can choose base and click ‘Download R x.x.x for …’ to
get it.

Install packages
The base R comes with numerous basic functions, like mean() and median(), and
procedures, such as lm() for linear regression. More advanced functions and
procedures will be in packages. In this example, we will be installing the ggplot2
package, which can be used to create advanced graphics.

The first step is to enter the following command in the R console window:
install.packages("ggplot2")

You should see information appear in the R console window as it is installed. If there
are no errors, the package is installed. To load the package for use, enter the following
in the R console window:
library(ggplot2)

## Warning: package 'ggplot2' was built under R version 3.1.3

You will often see these warning messages but there is rarely a compatibility issue.
To use the functions and procedures in the package, you will need to load the package
each time you open R, although you only need to install the package once. ‘##’ is a
prompt that indicates the message from the R console.

Getting Help
R provides extensive documentation. For example, entering ?mean or help(mean)
at the prompt gives documentation of the function mean() in R. Please give it a try.
help(c)

If you are not sure about the name of the function you are looking for, you can
perform a fuzzy search with the apropos function.
apropos("nova")
## [1] "anova" "manova" "power.anova.test" "stat.anova"
## [5] "summary.manova"

Finally, there is an R specific Internet search engine at http://www.rseek.org for

more assistance.

5
Basic data structure
Vector
A vector is a contiguous collection of objects of the same type. Common types of
vectors include logical, integer, double, and character. Here are some examples of
vectors:
x <- c(3,2,5,6,55)
x

## [1] 3 2 5 6 55

y <- c("a", "d", "e", "hi")

y

## [1] "a" "d" "e" "hi"

Here x is a vector of integers and y is a vector of characters. You can use the function
c() to create a vector. The letter c stands for concatenate. You must separate the
values using a comma. You can put as many items as you want inside a vector. Typing
the name of a vector as a command prints the vector elements in order.
To access one element of the vector, you can use the following code
x[3]

## [1] 5

This command asks for the third element of the vector x.

It is also possible to have a vector of length one (i.e., a named constant).

cool <- 4
cool

## [1] 4

Here cool is a vector with length one that contains the value 4.

List
A list is an all-encompassing construct that allows one to wrap together objects of all
kinds under the same name. Here is an example, with the second element named.
junk <- list(c("black", "brown"), e2=22:28, TRUE)
junk

## [[1]]
## [1] "black" "brown"
## $e2
## [1] 22 23 24 25 26 27 28

6
## [[3]]
## [1] TRUE

Elements of a list can be extracted by position or by name, if the latter is available.

junk[[2]]

## [1] 22 23 24 25 26 27 28

junk$e2

## [1] 22 23 24 25 26 27 28

The following selection returns a list of one element, but not the element itself.
junk[2]

## [[1]]
## [1] 22 23 24 25 26 27 28

The elements of a list can themselves be lists.

Matrix
A matrix is a two-dimensional data structure in R. Similar to a vector, matrices must
contain objects of the same type.
mat <- matrix(NA, nrow = 4, ncol = 5)
mat

## [,1] [,2] [,3] [,4] [,5]

## [1,] NA NA NA NA NA
## [2,] NA NA NA NA NA
## [3,] NA NA NA NA NA
## [4,] NA NA NA NA NA

In the preceding example, mat is a matrix with 4 rows and 5 columns. The values
inside mat are all set to NA. This is essentially an empty (or missing) matrix.
You can access a row of a matrix by the following command.
mat[row.number,]

Where row.number is the row you want to look at. You must include a comma after
the row number since the matrix is two dimensional. You can access a column of a
matrix by having the comma first:
mat[,col.number]

We can fill the matrix with whatever objects we like, provided all the objects are of
the same type. In the following example, we fill in the rows of the matrix mat one at

7
a time. Each row is basically a vector so we can use the same commands we can use
to specify a vector.
mat[1,] <- c(2,3,7,5,8)
mat[2,] <- rep(4, 5)
mat[3,] <- 33:37
mat[4,] <- seq(23, 31, 2)
mat

## [,1] [,2] [,3] [,4] [,5]

## [1,] 2 3 7 5 8
## [2,] 4 4 4 4 4
## [3,] 33 34 35 36 37
## [4,] 23 25 27 29 31

For the second row we used the rep() function, which stands for repeat. This function
takes two numbers; the first number is the number you want to repeat and the second
number is how many times you want this number to be repeated. For the third row,
we used the: function. This function takes two numbers, the first number before the
colon indicates the start and the second number after the colon indicates the end of a
numeric sequence. The function, by default, will create a vector that increases by one
from the start to the end. For the last row, we used the seq() function, which stands
for sequence. This function takes 3 arguments. The first argument is the start value,
the second argument is the ending value, and the last argument is how much you want
to increment by. The seq() function will create a vector that starts at the start, ends
at the end, and increases by the increment value. You will notice that all four rows are
assigned vectors of length 5. This is because we have 5 columns.
You can set the column and row names of a matrix using the functions colnames()
and rownames() respectively. Here is an example:
rownames(mat) <- c("r1", "r2", "r3", "r4")
rownames(mat)

## [1] "r1" "r2" "r3" "r4"

To look at the contents of one row of a matrix, we state the row number followed by
a comma:
mat[2,]

## [1] 4 4 4 4 4

This shows us the second row. We can also look at a column putting the comma first:
mat[,3]

## [1] 7 4 35 27

8
This shows us the third column. You can access one element of a matrix by specifying
the element’s row and column number:
mat[4,5]

## [1] 31

This will show us the element in the fourth row and the fifth column.

Data frame
A data frame is a restricted form of list with matrix like features. Elements of a data
frame are like columns of a matrix, vectors of the same length, but they usually have
names and can be of a mixture of types. Data sets for statistical modeling are typically
formulated as data frames. Here is an example of a data frame:
df <- data.frame(haircolor = c("red", "black", "blonde"), eyecolor =
c("green", "brown", "blue"), age = c(22, 23, 25), phd = c(T, T, F))
df

## haircolor eyecolor age phd

## 1 red green 22 TRUE
## 2 black brown 23 TRUE
## 3 blonde blue 25 FALSE

This data frame has three rows and 4 columns. The 4 columns represent different
variables. You can access one column of the data frame by the following:
df$age

## [1] 22 23 25

where df is the name of the data frame and age is the column you want to look at. You
can also use the matrix operators to access rows, columns, and elements of a data
frame. Here is an example:
df[3,]

## haircolor eyecolor age phd

## 3 blonde blue 25 FALSE

df[,2]

## [1] green brown blue

## Levels: blue brown green

df[3,3]

## [1] 25

Array
An array is a data structure in R that has 2 or more dimensions. Here is an example of
an array

9
my_arr <- array(1:8, c(2,2,2))
my_arr

## , , 1
##
## [,1] [,2]
## [1,] 1 3
## [2,] 2 4
##
## , , 2
##
## [,1] [,2]
## [1,] 5 7
## [2,] 6 8

Here we have created an array called my_arr using the function array(). The first
argument in array() is a vector of the numeric values we want in the array. The
second argument are the dimensions of my array presented as a vector. You can see
in the output, the array is filled with the values 1 to 8, and there are two 2x2 matrices.
The first 2 specifies the number of rows, the second 2 specifies the number of columns,
and the third 2 specifies the number of matrices. You can access elements of the array
with the following code:
my_arr[,,1]

## [,1] [,2]
## [1,] 1 3
## [2,] 2 4

This returns the first 2x2 matrix.

my_arr[1,,1]

## [1] 1 3

This returns the first row in the first matrix.

my_arr[,1,1]

## [1] 1 2

This returns the first column in the first matrix.

Reading and Exporting data

Reading in free formatted data using the built-in module in R
Studio
R Studio is a popular IDE for R. It is free and available at https://rstudio.com for both
Windows and OS X. Probably the easiest way to import data is using the built-in

10
module in R Studio. It can take care of all the details for you. If you are new to R, it is
highly recommended to do that. This tutorial is created based on Version 1.3.959 of
R Studio.

In this example, we will import a dataset with the name ‘Cars.csv’. The dataset is
available on our website:

http://www.stat.purdue.edu/scs/help/Intro_stat_software.html

and you can download it and put it in your working directory.

1. Click Import Dataset in the environment panel. The importers are grouped into
3 categories: Text data, Excel data and statistical data.

Figure 1

2. Locate the file and a pop-up window will appear.

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 Figure 2

3. Specify the name of the data frame of the file imported in the box under 'Name',
the default setting is the file name without its extended name. Click to choose
whether there is a headings row in the data file or not. The content of the data
frame will show up in the right lower part of the window. Be careful when it looks
like this:

12
 Figure 3

This suggests there was a header row but the ‘Yes’ was not selected.

Change the Heading to be 'Yes', the file will load properly. Also it will take care of the
missing values which are coded as ‘NA’ in this document.

Figure 4

Reading in free formatted data from an ASCII file using the

read.table function
The read.table() function can read in any type of delimited ASCII file. It works pretty
much the same as import dataset procedures in R studio. Actually, what this R module

13
does is translate your specifications into function calls. So, read.table() is doing that
directly.

Here is an example for reading in the Car.csv file we just loaded by using 'Import
Dataset' module.
cars <- read.table(file = "Cars.csv", header = TRUE, sep = ",")

The data will be stored as a data frame and be assigned to the variable ‘cars’ on the
left hand side of ‘<-“. Three most important argument of read.table() are:
• file: Specify the file location, if no specific path is specified, it will look for files in
the current working directory. So we can either specify the full path or just the
filename if it is in the working directory.
• header: Whether the file's first row is a header row or not, default value is FALSE
• sep: Specifies the separator, default value is ‘ ‘.

Exporting files using write.table function

The write.table() function outputs data frame. Suppose we made some changes on
‘cars’ that we just read in and would like to save somewhere then write.table()
function can be used . The arguments it takes are similar to read.table(). Here is an
example:
write.table(cars, file = "Cars2.csv", sep = "\t", row.names = FALSE,
col.names = TRUE)

• The first argument is to specify which data frame to be exported.

• file: the path of file to be created.
• sep: separator, the default separator is a blank space, but any separator can be
specified in the sep option. In the example we used a Tab separator.
• row.names and col.names: whether those names will appear in the output file.
The default values are both TRUE.

Basic Statistics
The following commands are commonly used to explore and describe a data set.

14
 Here is a print out the data set for reference:

Cars
## mpg engine horse weight accel year origin cylinder filter_. mpg1
## 1 9.0 4.0 93 732 8.5 0 NA NA NA 9.98
## 2 10.0 360.0 215 4615 14.0 70 1 8 0 10.87
## 3 10.0 307.0 200 4376 15.0 70 1 8 0 9.63
## 4 11.0 318.0 210 4382 13.5 70 1 8 0 12.12
## 5 11.0 429.0 208 4633 11.0 72 1 8 0 10.63
## .
## .
## .
## 398 46.6 86.0 65 2110 17.9 80 3 4 1 47.93
## 399 NA 133.0 115 3090 17.5 70 2 4 1 NA
## 400 NA 350.0 165 4142 11.5 70 1 8 0 NA
## 401 NA 351.0 153 4034 11.0 70 1 8 0 NA
## 402 NA 383.0 175 4166 10.5 70 1 8 0 NA
## 403 NA 360.0 175 3850 11.0 70 1 8 0 NA
## 404 NA 302.0 140 3353 8.0 70 1 8 0 NA
## 405 NA 97.0 48 1978 20.0 71 2 4 1 NA
## 406 NA 121.0 110 2800 15.4 81 2 4 1 NA

There are some missing values, so we need to remove these missing values first.

Removing missing values:

cars=cars[-which(is.na(cars),arr.ind=T),]

Summary of Statistics
#summary(dataset/variable)
summary(cars)

## mpg engine horse weight

## Min. :10.00 Min. : 68.0 Min. : 46.0 Min. :1613
## 1st Qu.:17.50 1st Qu.:105.0 1st Qu.: 75.0 1st Qu.:2220
## Median :23.00 Median :151.0 Median : 92.0 Median :2790
## Mean :23.64 Mean :193.6 Mean :103.4 Mean :2958
## 3rd Qu.:29.00 3rd Qu.:261.0 3rd Qu.:123.5 3rd Qu.:3590
## Max. :46.60 Max. :455.0 Max. :230.0 Max. :5140
## accel year origin cylinder
## Min. : 8.00 Min. :70.00 Min. :1.000 Min. :4.000
## 1st Qu.:14.00 1st Qu.:73.00 1st Qu.:1.000 1st Qu.:4.000
## Median :15.50 Median :76.00 Median :1.000 Median :4.000
## Mean :15.57 Mean :76.03 Mean :1.567 Mean :5.462
## 3rd Qu.:17.05 3rd Qu.:79.00 3rd Qu.:2.000 3rd Qu.:8.000
## Max. :24.80 Max. :82.00 Max. :3.000 Max. :8.000
## filter_. mpg1

15
## Min. :0.0000 Min. :10.63
## 1st Qu.:0.0000 1st Qu.:17.16
## Median :1.0000 Median :22.71
## Mean :0.7441 Mean :23.58
## 3rd Qu.:1.0000 3rd Qu.:29.34
## Max. :1.0000 Max. :47.93

Data Structure
#str(dataset/variable)
str(cars)

## 'data.frame': 379 obs. of 10 variables:

## $ mpg : num 10 11 11 11 12 12 12 13 13 13 ...
## $ engine : num 360 318 429 400 455 400 350 400 400 350 ...
## $ horse : int 215 210 208 150 225 167 180 170 175 165 ...
## $ weight : int 4615 4382 4633 4997 4951 4906 4499 4746 5140 ...
## $ accel : num 14 13.5 11 14 11 12.5 12.5 12 12 12 ...
## $ year : int 70 70 72 73 73 73 73 71 71 72 ...
## $ origin : int 1 1 1 1 1 1 1 1 1 1 ...
## $ cylinder: int 8 8 8 8 8 8 8 8 8 8 ...
## $ filter_.: int 0 0 0 0 0 0 0 0 0 0 ...
## $ mpg1 : num 10.9 12.1 10.6 10.8 12.3 ...

Mean and Variance

#mean(variable,na.rm(removing NA)=True)
mean(cars$mpg)

## [1] 23.64248

#var(variable)
var(cars$mpg)

## [1] 59.8734

Number of Observation in the Variable

#length(variable)
length(cars$mpg)

## [1] 379

Median
#median(variable,na.rm=T)
median(cars$mpg)

## [1] 23

Quantile
#quantile(variable,level,na.rm=T), the argument na.rm==T means any NA
and NaN's are removed from x before the quantiles are computed.
quantile(cars$mpg,0.25)

16
## 25%
## 17.5

Hypothesis Testing

T-test
The default options of t-test in R are “x”, ”y”, “alternative”, “mu”, “paired”, “var.equal”
and “conf.level”, and their default values are as follows:
t.test(x, y = NULL,
alternative = c("two.sided", "less", "greater"),
mu = 0, paired = FALSE, var.equal = FALSE,
conf.level = 0.95, ...)

One Sample t-test

#t.test(variable, mean under null hypothesis)
t.test(cars$mpg,mu=25)

##
## One Sample t-test
##
## data: cars$mpg
## t = -3.4155, df = 378, p-value = 0.0007058
## alternative hypothesis: true mean is not equal to 25
## 95 percent confidence interval:
## 22.86096 24.42400
## sample estimates:
## mean of x
## 23.64248

Independent Sample t-test (Unequal Variance)

#t.test(variable1,variable2)
t.test(cars$mpg,cars$mpg1)

##
## Welch Two Sample t-test
##
## data: cars$mpg and cars$mpg1
## t = 0.10196, df = 755.88, p-value = 0.9188
## alternative hypothesis: true difference in means is not equal to 0
## 95 percent confidence interval:
## -1.052830 1.168186
## sample estimates:

17
## mean of x mean of y
## 23.64248 23.58480

Independent Sample t-test (Equal Variance)

#t.test(variable1,variable2,var.equal=True)
t.test(cars$mpg,cars$mpg1,var.equal=T)

##
## Two Sample t-test
##
## data: cars$mpg and cars$mpg1
## t = 0.10196, df = 756, p-value = 0.9188
## alternative hypothesis: true difference in means is not equal to 0
## 95 percent confidence interval:
## -1.052830 1.168186
## sample estimates:
## mean of x mean of y
## 23.64248 23.58480

Paired t-test
#t.test(variable1,variable2,paired=T)
t.test(cars$mpg,cars$mpg1,paired=T)

##
## Paired t-test
##
## data: cars$mpg and cars$mpg1
## t = 1.0662, df = 378, p-value = 0.287
## alternative hypothesis: true difference in means is not equal to 0
## 95 percent confidence interval:
## -0.0486872 0.1640434
## sample estimates:
## mean of the differences
## 0.0576781

Chi-Squared Tests
We are going to use a made-up dataset in the following example as Cars.csv does not
lend itself to a Chi-Squared test. The data set will be a two-way contingency table,
where the two factors are Degree (levels are High and Low) and clinic (5 levels from
Worse to Marked Improvement), and the response variable is y.

Data input:
y1<-c(1,13,16,15,7)
y2<-c(11,53,42,27,11)

18
y<-cbind(y1,y2)
dimnames(y)<-list(clinic=c("Worse","Stationary","Slight Improvement",
"Moderate Improvement","Marked Improvement"),
Degree=(c("High","Low")))

## Degree
## clinic High Low
## Worse 1 11
## Stationary 13 53
## Slight Improvement 16 42
## Moderate Improvement 15 27
## Marked Improvement 7 11

Performing the Chi-squared test:

chi.test<-chisq.test(y)

## Warning in chisq.test(y): Chi-squared approximation may be incorrect

chi.test

##
## Pearson's Chi-squared test
##
## data: y
## X-squared = 6.8807, df = 4, p-value = 0.1423

To see the other data produced by chisq.test:

names(chi.test)

## [1] "statistic" "parameter" "p.value" "method" "data.name"

"observed"
## [7] "expected" "residuals" "stdres"

To get the expected values, for example:

chi.test$expected

## Degree
## clinic High Low
## Worse 3.183673 8.816327
## Stationary 17.510204 48.489796
## Slight Improvement 15.387755 42.612245

19
## Moderate Improvement 11.142857 30.857143
## Marked Improvement 4.775510 13.224490

Correlation
By default, the correlation function in R is as follows:
cor(x, y = NULL, use = "everything",
method = c("pearson", "kendall", "spearman"))
#by default it uses Pearson method

#cor(variable1,variable2)
cor(cars$mpg,cars$engine)

## [1] -0.812826

cor(cars$mpg,cars$engine,method="spearman")

## [1] -0.8729739

Correlation Significance Test

#cor.test(variable1,variable2)
cor.test(cars$mpg,cars$engine)

##
## Pearson's product-moment correlation
##
## data: cars$mpg and cars$engine
## t = -27.094, df = 377, p-value < 2.2e-16
## alternative hypothesis: true correlation is not equal to 0
## 95 percent confidence interval:
## -0.8444198 -0.7755971
## sample estimates:
## cor
## -0.812826

cor.test(cars$mpg,cars$engine,method="spearman")

## Spearman's rank correlation rho

##
## data: cars$mpg and cars$engine
## S = 16994000, p-value < 2.2e-16
## alternative hypothesis: true rho is not equal to 0
## sample estimates:
## rho
## -0.8729739

##

20
## Warning in cor.test.default(cars$mpg, cars$engine, method =
"spearman"):
## Cannot compute exact p-value with ties

Plotting a Scatterplot
plot(cars$mpg,cars$engine,xlab="Miles Per Gallon", ylab="Engine
Displacement",
main="Scatterplot between Miles Per Gallon & Engine Displacement")

Figure 5

One-Way ANOVA
We will introduce how to perform One-Way ANOVA (analysis of variance) in R based
on the dataset Cars.csv. The response (dependent) variable is mpg and the factor
(independent) variable is origin. The One-Way ANOVA can be carried out by applying
the R function aov().
We import the dataset and name it like cars and change the class of the variable origin
to be a factor (categorical) variable. There are three levels of origin and they are 1, 2
and 3, respectively.
# Import a csv file using read.csv()

cars <- read.csv("Cars.csv")

cars$origin <- as.factor(cars$origin)

levels(cars$origin)

## [1] "1" "2" "3"

21
The first step in our analysis is to graphically compare mpgs distributions across
different origins.
plot(mpg ~ origin, data=cars, pch=16, cex=0.4)

Figure 6

The boxplot shows that the median of mpg from origin 1 is smaller than origin 2 and
3.
The R function aov() can be used for fitting ANOVA models.
results = aov(mpg ~ origin, data=cars)

Modeling procedures, such as the aov() here and the lm() to be discussed later, need
a model formula of form say y~x1*x2+x3 specifying the models to be fitted, and the
data frame to be worked on can be passed in via the data=… argument. In the above
fit, the response is cars$mpg and the covariate is cars$origin, but within the local
environment they are simply referred to as mpg and origin. The fitted model
assigned to results is a list incomprehensible to the user, but one may extract
various results using numerous functions (known as methods in R) such as the
following.

summary(results)
## Df Sum Sq Mean Sq F value Pr(>F)
## origin 2 7985 3992 97.97 <2e-16 ***
## Residuals 394 16056 41
## ---

22
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 9 observations deleted due to missingness

The output of summary() shows that the F value is 97.97 with a p-value smaller than
0.05. We reject the null hypothesis that the mpg means of all three origins are equal.
Then we will perform the multiple comparisons to see how mpg differs in three
different origins by using R function pairwise.t.test(). This function pairwise.t.test
carries out the pairwise comparisons between group means with corrections for
multiple testing.
pairwise.t.test(cars$mpg, cars$origin, p.adjust="bonferroni")

##
## Pairwise comparisons using t tests with pooled SD
##
## data: cars$mpg and cars$origin
##
## 1 2
## 2 <2e-16 -
## 3 <2e-16 0.045
##
## P value adjustment method: bonferroni

This result indicates that the mpg means of the three origins are significantly different
from each other.
Another option for multiple comparisons is Tukey's method by using the R function
TukeyHSD(). This function creates a set of confidence intervals for the differences
between means.
results = aov(mpg ~ origin, data=cars)
TukeyHSD(results,conf.level=0.95)
## Tukey multiple comparisons of means
## 95% family-wise confidence level
##
## Fit: aov(formula = mpg ~ origin, data = cars)
##
## $origin
## diff lwr upr p adj
## 2-1 7.763203 5.73054715 9.795858 0.0000000
## 3-1 10.322407 8.38214860 12.262666 0.0000000
## 3-2 2.559204 0.09398439 5.024424 0.0397888

The results also show that all the three differences are significantly different from 0.
Besides, we need to perform the model diagnostics, and we can use the R function
plot().
plot(results, pch=16, cex=0.4)

23
 Figure 7

The red line connects the medians of different groups.

Figure 8

Most of the standardized residuals distribute closely to the straight line. However, we
can also observe that a few of them drift away from the line in the beginning and end,
which suggests that the distribution of residuals is a little skewed.

24
Figure 9

Figure 10

25
Regression
As before, we remove the missing values first:
cars<-cars[-which(is.na(cars),arr.ind=T),]

To get the names of variables in the dataset, we can use the R function names():

names(cars)

## [1] "mpg" "engine" "horse" "weight" "accel" "year"

## [7] "origin" "cylinder" "filter_." "mpg1"

Linear Regression
Fit a linear regression model with all variables in the dataset without considering
interactions.

mod.reg<-lm(mpg~.,data=cars)
summary(mod.reg)

##
## Call:
## lm(formula = mpg ~ ., data = cars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.3196 -0.6958 0.0189 0.6254 3.0243
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.5673545 1.5809687 -0.359 0.71990
## engine 0.0025929 0.0024279 1.068 0.28622
## horse 0.0004493 0.0046635 0.096 0.92330
## weight -0.0006067 0.0002320 -2.615 0.00930 **
## accel 0.0159285 0.0316724 0.503 0.61533
## year 0.0662729 0.0200110 3.312 0.00102 **
## origin 0.0964715 0.0902488 1.069 0.28579
## cylinder -0.2033509 0.1193718 -1.704 0.08931 .
## filter_. -0.4577229 0.2929970 -1.562 0.11910
## mpg1 0.9102985 0.0167311 54.407 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.023 on 369 degrees of freedom
## Multiple R-squared: 0.9829, Adjusted R-squared: 0.9825
## F-statistic: 2362 on 9 and 369 DF, p-value: < 2.2e-16

26
Fit a linear regression model with only several variables in the dataset.

mod1<-lm(mpg~engine+horse+weight,data=cars)
summary(mod1)
##
## Call:
## lm(formula = mpg ~ engine + horse + weight, data = cars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.4431 -2.7307 -0.3825 2.2516 16.1406
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 44.7774973 1.2369586 36.200 < 2e-16 ***
## engine -0.0098511 0.0069098 -1.426 0.1548
## horse -0.0278049 0.0133328 -2.085 0.0377 *
## weight -0.0055278 0.0007289 -7.584 2.67e-13 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.169 on 375 degrees of freedom
## Multiple R-squared: 0.7121, Adjusted R-squared: 0.7098
## F-statistic: 309.1 on 3 and 375 DF, p-value: < 2.2e-16

Fit a linear regression model with two-way interaction.

#engine*horse in R indicates the main effects of engine and horse as
well as their interaction effect.

mod2<-lm(mpg~engine*horse+weight,data=cars)
summary(mod2)

##
## Call:
## lm(formula = mpg ~ engine * horse + weight, data = cars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.936 -2.216 -0.238 1.871 16.781
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 5.373e+01 1.568e+00 34.278 < 2e-16 ***
## engine -7.268e-02 9.879e-03 -7.357 1.20e-12 ***
## horse -1.796e-01 2.201e-02 -8.161 5.11e-15 ***
## weight -2.895e-03 7.417e-04 -3.903 0.000113 ***
## engine:horse 4.724e-04 5.686e-05 8.308 1.81e-15 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

27
##
## Residual standard error: 3.835 on 374 degrees of freedom
## Multiple R-squared: 0.7569, Adjusted R-squared: 0.7543
## F-statistic: 291.2 on 4 and 374 DF, p-value: < 2.2e-16

Fit a linear regression model with higher order interaction.

mod3<-lm(mpg~(engine+horse+weight)^3,data=cars)
summary(mod3)

##
## Call:
## lm(formula = mpg ~ (engine + horse + weight)^3, data = cars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.5411 -2.2346 -0.4175 1.7745 17.3233
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 6.163e+01 5.560e+00 11.085 < 2e-16 ***
## engine -1.208e-01 3.819e-02 -3.163 0.00169 **
## horse -1.871e-01 7.713e-02 -2.426 0.01573 *
## weight -6.913e-03 2.398e-03 -2.883 0.00417 **
## engine:horse 5.980e-04 2.627e-04 2.277 0.02338 *
## engine:weight 1.982e-05 9.870e-06 2.008 0.04541 *
## horse:weight 1.461e-05 2.680e-05 0.545 0.58582
## engine:horse:weight -7.848e-08 6.647e-08 -1.181 0.23848
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.817 on 371 degrees of freedom
## Multiple R-squared: 0.7612, Adjusted R-squared: 0.7567
## F-statistic: 169 on 7 and 371 DF, p-value: < 2.2e-16

View the contents of model summary.

sum=summary(mod.reg)
names(sum)

## [1] "call" "terms" "residuals" "coefficients"

## [5] "aliased" "sigma" "df" "r.squared"
## [9] "adj.r.squared" "fstatistic" "cov.unscaled"

28
Get model coefficients.

sum$coefficients

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

## (Intercept) -0.5673545304 1.580968723 -0.35886512 7.199012e-01
## engine 0.0025929429 0.002427858 1.06799595 2.862205e-01
## horse 0.0004492931 0.004663497 0.09634253 9.233008e-01
## weight -0.0006066500 0.000232019 -2.61465725 9.297769e-03
## accel 0.0159284879 0.031672447 0.50291308 6.153254e-01
## year 0.0662728753 0.020011017 3.31181941 1.018461e-03
## origin 0.0964715379 0.090248782 1.06895114 2.857905e-01
## cylinder -0.2033509048 0.119371772 -1.70350915 8.931478e-02
## filter_. -0.4577229299 0.292996952 -1.56221055 1.190956e-01
## mpg1 0.9102985190 0.016731122 54.40749836 2.447556e-178

Get specific values from the model coefficients (e.g., p-value).

sum$coefficients[,4]

## (Intercept) engine horse weight

accel
## 7.199012e-01 2.862205e-01 9.233008e-01 9.297769e-03 6.153254e-
01
## year origin cylinder filter_.
mpg1
## 1.018461e-03 2.857905e-01 8.931478e-02 1.190956e-01 2.447556e-
178

29
Logistic Regression
In the logistic regression, suppose we are interested in how GRE (Graduate Record
Exam scores), GPA (grade point average) and prestige of the undergraduate
institution affect the admission to graduate school. The response variable admission
(Y/N or 1/0) is a binary variable.
Import the dataset remotely.
admission <-
read.csv("https://stats.idre.ucla.edu/stat/data/binary.csv")
head(admission)

## admit gre gpa rank

## 1 0 380 3.61 3
## 2 1 660 3.67 3
## 3 1 800 4.00 1
## 4 1 640 3.19 4
## 5 0 520 2.93 4
## 6 1 760 3.00 2

This dataset has a binary response (dependent) variable called admit. There are three
predictor variables: gre, gpa and rank. We will treat the variables gre and gpa as
continuous. The variable rank takes on the values 1 through 4. Institutions with a rank
of 1 have the highest prestige, while those with a rank of 4 have the lowest. We can
get basic descriptions for the entire dataset by R function summary().
summary(admission)

## admit gre gpa rank

## Min. :0.0000 Min. :220.0 Min. :2.260 Min. :1.000
## 1st Qu.:0.0000 1st Qu.:520.0 1st Qu.:3.130 1st Qu.:2.000
## Median :0.0000 Median :580.0 Median :3.395 Median :2.000
## Mean :0.3175 Mean :587.7 Mean :3.390 Mean :2.485
## 3rd Qu.:1.0000 3rd Qu.:660.0 3rd Qu.:3.670 3rd Qu.:3.000
## Max. :1.0000 Max. :800.0 Max. :4.000 Max. :4.000

First, we convert rank to a factor to indicate that rank should be treated as a

categorical variable.
admission$rank <- factor(admission$rank)
levels(admission$rank)

## [1] "1" "2" "3" "4"

Second, we fit a logistic regression model using the R function glm(), and R function
summary() to obtain the estimates of the model.
results <- glm(admit ~ gre + gpa + rank, data = admission, family =
"binomial")
summary(results)

30
##
## Call:
## glm(formula = admit ~ gre + gpa + rank, family = "binomial",
## data = admission)
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -1.5802 -0.8848 -0.6382 1.1575 2.1732
##
## Coefficients:
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) -3.449548 1.132846 -3.045 0.00233 **

## gre 0.002294 0.001092 2.101 0.03564 *

## gpa 0.777014 0.327484 2.373 0.01766 *

## rank -0.560031 0.127137 -4.405 1.06e-05 ***

## ---
## Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
##
## (Dispersion parameter for binomial family taken to be 1)
##
## Null deviance: 499.98 on 399 degrees of freedom
## Residual deviance: 459.44 on 396 degrees of freedom
## AIC: 467.44
##
## Number of Fisher Scoring iterations: 4

The output from summary() provides us a lot of useful information. In the

'Coefficients' section, we can check whether the predictor variables are significant or
not through the p-value. As we can conclude from the output, gre, gpa and rank are
statistically significant. Besides, the logistic regression coefficients give the change in
the log odds of the outcome for a one unit increase in the predictor variable. We can
also calculate the odds ratio.
exp(coef(results))
## (Intercept) gre gpa rank
## 0.03175998 1.00229659 2.17496718 0.57119114

31
Power Calculation
We now take a look at how to conduct power analysis for one sample t-test, two
sample t-test, paired t-test and One-Way ANOVA.
The power of a test is the probability of detecting an effect given that the effect exists.
In statistical jargon, it is the probability of rejecting the null hypothesis when the
alternative hypothesis of interest is true.
Conducting a power analysis is generally done for two of the following reasons:
1) To determine the number of subjects (sample size) needed in order to
detect a given effect size at a specified power.
2) To determine the power of the test given an effect size and the sample
size available for the study.
In the first case, the power analysis is done before the data collection stage. In the
second case, the power analysis is often used when there is a limit to the number of
subjects the researcher can use in the study. The power analysis is therefore run in
this case in order to determine how likely the study conducted using the limited
sample size at hand is to detect an effect. A low power would be a good reason to
rethink whether to proceed with the study.
In order to conduct a power analysis, three out of four of the following values need to
be specified: (i.e. given three of the quantities below the fourth one can be computed
using the power analysis)
• Sample size
• Effect size
• Significance level (Type I error: the probability of finding an effect when the
effect is present)
• Power (1- Type II error: The probability of failing to detect an effect when the
effect is present)

Important: There is no golden rule for the minimum power required for a study.
However, it is important to remember that a larger power is more desirable as it
reduces the risk of a Type II error. Scientists often follow the rule proposed by Cohen
(1988) in his book “Statistical Power Analysis for the Behavioral Sciences“ which
states that studies should be designed to allow for a power of at least 0.8. For more
information on power and how to determine the minimum effect size of a test please
refer to Cohen’s book mentioned above.
The R package "pwr" allows us to run power analysis for a wide variety of models.
The R code below makes the "pwr" package available in the R library.
library(pwr) #install.packages("pwr")

32
Power Analysis: One Sample t-test.
In the case of the one sample t-test, the null hypothesis is that the mean of the data of
interest is equal to a constant and the alternative could be one of the three options: 1.
The mean is greater than the constant (right-tailed hypothesis); 2. The mean is less
than the constant (left-tailed hypothesis); 3. The mean is not equal to the constant
(two-tailed hypothesis).
The R function for carrying the one sample t-test is provided below where "n" is the
total sample size, "d" is the effect size, "sig.level" is the significance level, "power" is
the power of the test and "type" is set to be "one.sample".
Specifying any three of the four values will generate the value of the non-specified
parameter. For example, we compute the sample size required for a two-tailed One
Sample t-test at a 0.05 significance level and a power of 80%. We make an educated
guess based on previous studies that the minimum effect size we would like to detect
is 0.40.
pwr.t.test(n = , d =0.40 , sig.level =0.05 , power = 0.8, type =
"one.sample", alternative = "two.sided")
## One-sample t test power calculation
##
## n = 51.00945
## d = 0.4
## sig.level = 0.05
## power = 0.8
## alternative = two.sided

The result shows that a total sample size of 51 subjects is required to achieve 80%
power at the specified significance level.
In the second example below, we compute the power of a one sample t-test with a
two-tailed alternative hypothesis at 0.05 significance level, with a sample size of 30
and a minimum effect size of 0.40.
pwr.t.test(n = 30 , d =0.40 , sig.level =0.05 , power = , type =
"one.sample", alternative = "two.sided")
## One-sample t test power calculation
##
## n = 30
## d = 0.4
## sig.level = 0.05
## power = 0.5628136
## alternative = two.sided

The result shows that with a total sample size of 30 the power of the test will achieve
approximately 56%.

33
Power Analysis: Two Sample t-test.
A two-sample t-test tests if the means of two different groups are equal. A two-sample
t-test is only valid if the data between the two groups are not correlated. In the
example below, we determine the total sample size required for detecting an effect
size of 0.6 given that we want to achieve a 90% power with a 0.05 significance level.
pwr.t.test(n = , d =0.6 , sig.level =0.05 , power = 0.9 , type =
"two.sample",alternative = "two.sided")

##
## Two-sample t test power calculation
##
## n = 59.35155
## d = 0.6
## sig.level = 0.05
## power = 0.9
## alternative = two.sided
##
## NOTE: n is number in *each* group

The result shows that we need a total sample size of about 60. It means that the two
groups will have a sample size of 30 each. We can use the same function in order to
find the power of a two-sample t-test with balanced samples given the total sample
size by leaving the "power" option empty.
If the samples are unbalanced, that is if the data is such that one of the groups has
more samples than the other group then we can use the R function pwr.t2n.test() in
order to find the power of the two sample t-test as illustrated below.
pwr.t2n.test(n1 = 40 , n2=57 , d =0.6 , sig.level = 0.05, power
= ,alternative = "two.sided")

##
## t test power calculation
##
## n1 = 40
## n2 = 57
## d = 0.6
## sig.level = 0.05
## power = 0.821067
## alternative = two.sided

The power in this case is about 82%.

34
Power Analysis: Paired t-test.
A paired t-test is used to compare the means of two groups when we believe the data
between the groups are correlated. For example, the paired t-test can be used to
compare the mean responses of an outcome of interest before and after an
intervention on the subjects. The following R codes show how to obtain the sample
size for a paired t-test to achieve a power of 0.9 at significance level 0.05 with an
estimated minimum effect size of 0.8.
pwr.t.test(n = , d =0.8 , sig.level =0.05 , power = 0.9 , type =
"paired",alternative= "two.sided")

## Paired t test power calculation

##
## n = 18.44623
## d = 0.8
## sig.level = 0.05
## power = 0.9
## alternative = two.sided
##
## NOTE: n is the number of *pairs*.

The result shows that with a sample size of 18 pairs we could achieve 90% power.

Power Analysis: One-Way ANOVA

Power analysis for One-Way ANOVA with k levels can be performed with the R
function pwr.anova.test(). In the example below we determine the sample size for
one-way ANOVA with 4 levels, 80% power and effect size of 0.4 at 0.05 significance
level. Here "n" means the number of samples per level and “f” is the effect size.
pwr.anova.test(k = 4 , n = , f = 0.4 , sig.level = 0.05 , power = 0.8)
## Balanced one-way analysis of variance power calculation
##
## k = 4
## n = 18.04262
## f = 0.4
## sig.level = 0.05
## power = 0.8
##
## NOTE: n is the number in each group.

The result shows that in order to detect a treatment effect size of 0.4 or greater if one
exists with an 80% power, each of the four treatment groups should have a sample
size of 18. Hence the total sample size for the study would be 18*4= 72. The power
for the One-Way ANOVA can be computed if the sample size for each level is known,
by leaving the power option in the function empty. Note that in such a case the group
sample size should be equal.

35
Power Curves
A power curve is usually a better option for explaining how the power of the test
varies with different sample size and effect size. Below are the codes the user can
change so as to generate a power curve for any type of test. In the specific example
below, the power curve for a one-way ANOVA is generated with different effect size
and sample size at 0.05 significance level.
Note: The user is suggested to read the comments (sentences that come after the “#”
symbols) in order to learn how to modify the codes according to their needs.
#The code generates a power curve for a One-Way ANOVA model with 4
levels of equal sample size.

#Step1: Load pwr package in R working library.

library(pwr)

#Step2: Define the range of effect size for generating the power curve
using the R function seq(). In this case we generate an effect size
ranging from 0.1 to 0.6 with intervals of 0.01.

f <- seq(.1,.6,.01)
nf <- length(f)

#Step3: Define the range of power acceptable for the study. The code
below generated power which ranges from 0.4 to 0.95 with intervals of
0.1.
p <- seq(.4,.95,.1)
np <- length(p)

#Obtain sample sizes.

samsize <- array(numeric(nf*np), dim=c(nf,np))
for (i in 1:np){
for (j in 1:nf){
#You can specify the specific type of power analysis to run here by
replacing the pwr.anova.test() function with the power function
according to your analysis, for example, pwr.t.test() for one-sample t-
test or pwr.t2n.test() for two-sample t-test.
result <- pwr.anova.test(k= 4, n = , f = f[j], sig.level = .05,
power = p[i])

samsize[j,i] <- ceiling(result$n)

}
}

#Set up graph
xrange <- range(f)
yrange <- round(range(samsize))

36
 colors <- rainbow(length(p))
plot(xrange, yrange, type="n",
xlab="Effect size",
ylab="Sample Size (n)" )

#Add power curves

for (i in 1:np){
lines(f, samsize[,i], type="l", lwd=2, col=colors[i])
}

#Add annotation (grid lines, title, legend)

abline(v=0, h=seq(0,yrange[2],50), lty=2, col="grey89")
abline(h=0, v=seq(xrange[1],xrange[2],.02), lty=2,
col="grey89")

#Add title for the curve

title(" Power curve for a One-way Anova, Sig=0.05")
legend("topright", title="Power", as.character(p),
fill=colors)

Figure 11

37
Linear Mixed Models
One or more of the factors may be treated as random effects while performing data
analysis. That is, their levels can be thought of as being randomly sampled from a
larger population of levels. When one or more random factors exist in a linear model,
we call it a Linear Mixed Model (LMM) to state the fact that independent variables are
a mixture of fixed factors and random factors.

LMM in R
In R we use the lme4 package to fit LMM, and the car package to do significance test.
Building LMM in R is very similar to building a linear regression via lm(), except that
we need to declare which variables are random. We will use the car dataset to
illustrate how to fit LMM in R.
dat = read.csv("Cars.csv")
head(dat, 10)

## mpg engine horse weight accel year origin cylinder filter mpg1
## 1 9 4 93 732 8.5 0 NA NA NA 9.98
## 2 10 360 215 4615 14.0 70 1 8 0 10.87
## 3 10 307 200 4376 15.0 70 1 8 0 9.63
## 4 11 318 210 4382 13.5 70 1 8 0 12.12
## 5 11 429 208 4633 11.0 72 1 8 0 10.63
## 6 11 400 150 4997 14.0 73 1 8 0 10.79
## 7 11 350 180 3664 11.0 73 1 8 0 12.22
## 8 12 383 180 4955 11.5 71 1 8 0 12.11
## 9 12 350 160 4456 13.5 72 1 8 0 12.66
## 10 12 429 198 4952 11.5 73 1 8 0 11.68

We treat origin, cylinder and filter as categorical variables, so we convert them

through R function as.factor().
dat$origin = as.factor(dat$origin)
dat$cylinder = as.factor(dat$cylinder)
dat$filter = as.factor(dat$filter)

Assume that we want to build a model taking mpg1 as the response variable, origin as
fixed factor, and cylinder as random factor. It can be performed as followed.
library(lme4) #install.packages("lme4")
## Loading required package: Matrix
model = lmer(mpg1 ~ origin + (1 | cylinder), data = dat, REML = FALSE)

The REML parameter controls whether to use the maximum likelihood (ML) or the
restricted maximum likelihood (REML) to fit the model. In this example, we choose
REML=FALSE to use the ML approach. Then we can use summary() to obtain the
estimates of model parameters.

38
summary(model)

## Linear mixed model fit by maximum likelihood ['lmerMod']

## Formula: mpg1 ~ origin + (1 | cylinder)
## Data: dat
##
## AIC BIC logLik deviance df.resid
## 2373.4 2393.3 -1181.7 2363.4 392
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -2.4654 -0.6018 -0.1019 0.4598 3.9633
##
## Random effects:
## Groups Name Variance Std.Dev.
## cylinder (Intercept) 24.22 4.921
## Residual 21.54 4.642
## Number of obs: 397, groups: cylinder, 5
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 20.8890 2.3251 8.984
## origin2 0.7503 0.7459 1.006
## origin3 3.9086 0.7173 5.449
##
## Correlation of Fixed Effects:
## (Intr) orign2
## origin2 -0.115
## origin3 -0.117 0.437

In the "Random effects" section, we can see that the estimated standard deviation of
the random factor cylinder is 4.921, and the estimated standard deviation of residual
is 4.642.
In the "Fixed effects" section, the table gives the estimated fixed effects of different
levels of origin, where origin = 1 is taken to be the baseline level.

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Significance Test
The lme4 package does not provide functions to calculate p-value of fixed effects.
Instead, the car package has the function Anova() working for it.
library(car) #install.packages("car")
Anova(model)

## Analysis of Deviance Table (Type II Wald chisquare tests)

##
## Response: mpg1
## Chisq Df Pr(>Chisq)
## origin 32.038 2 1.104e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

The Wald test result shows that origin has a significant effect on mpg1.

Nested Factors
If we’d like to specify a random factor g2 nested in a fixed factor g1, it can be claimed
as g1 + (1 | g1:g2). Similarly, if g1 is also random, it would be (1 | g1) + (1 | g1:g2),
which can be simplified as (1 | g1/g2). For example, if we treat filter as a fixed factor,
and cylinder is nested in filter, the model can be coded as followed.
model2 = lmer(mpg1 ~ origin + filter + (1 | filter:cylinder),
data = dat, REML = FALSE)
summary(model2)

## Linear mixed model fit by maximum likelihood ['lmerMod']

## Formula: mpg1 ~ origin + filter + (1 | filter:cylinder)
## Data: dat
##
## AIC BIC logLik deviance df.resid
## 2326.5 2350.3 -1157.3 2314.5 384
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -2.4593 -0.5981 -0.1003 0.4635 3.9561
##
## Random effects:
## Groups Name Variance Std.Dev.
## filter:cylinder (Intercept) 10.80 3.287
## Residual 21.44 4.630
## Number of obs: 390, groups: filter:cylinder, 3
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 14.8941 3.3184 4.488
## origin2 0.7022 0.7473 0.940

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## origin3 3.9518 0.7184 5.501
## filter1 8.7999 4.0693 2.163
##
## Correlation of Fixed Effects:
## (Intr) orign2 orign3
## origin2 0.000
## origin3 0.000 0.436
## filter1 -0.815 -0.049 -0.051

Anova(model2)

## Analysis of Deviance Table (Type II Wald chisquare tests)

##
## Response: mpg1
## Chisq Df Pr(>Chisq)
## origin 32.8924 2 7.203e-08 ***
## filter 4.6764 1 0.03058 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Graphics
Create a plot (e.g., histogram).
set.seed(1)
hist(rnorm(100))

Figure 12

41