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Basic Regression Analysis 2

Basic Regression Analysis 2

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17 views6 pages

Basic Regression Analysis 2

Basic Regression Analysis 2

Uploaded by

Abhorn
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Regression Analysis

 Regression analysis is the appropriate statistical method


when the response variable and all explanatory variables
are continuous. Here, we only discuss linear regression,
the simplest and most common form.

 The purpose of this lesson on correlation and linear


regression is to provide guidance on how R can be used to
determine the association between two variables and to
then use this degree of association to predict future
outcomes.
 Past behavior is the best predictor of future behavior.
H.M.F 5
Regression Analysis
Linear Model
 Regression Analysis: is a statistical technique that can be used
to develop a mathematical equation showing how variables
are related.
 The basic function for fitting ordinary multiple models is
lm(), and a streamlined version of the call is as follows:
> fitted.model <- lm(formula, data =
data.frame)
>fit <- lm(y ~ x1 + x2 + x3, data=mydata) # with intercept
>fit <- lm(y ~ x1 + x2 + x3 -1 , mydata=mydata) # omitting intercept
summary(fit) # show results

H.M.F 6
Categorical independent
variables/creating dummy variables
 Examples
 Let the variable x is coded 1, 2 ,3 and we want to give values
like low, medium and high
 Mydata$x=factor(mydata$x,levels=c(1,2,3),labels=c(“low”,
“medium”,”high”))

 R by default chooses the reference category as the 'first’ or


baseline one which is decided alphabetically or
numerically (if coded as 1 2 3…). So if you had a factor with
four values ‘married', ‘divorced', ‘widowed', ‘single' then R
will use ‘divorced' as the reference category.
 Varx=relevel(varx,ref=“wanted ref”)#do table for the
orginal and the changed table(x)
H.M.F 7
Creating dummy variables in R
 Dummy variables are always binary, but they can also
be created based on categorical variables with more
than two categories.
 For instance, you might consider the geographic region
of respondents.
 You can use the region variable to this end. But this is a
categorical variable with four values
 data$cat1 <- ifelse(dat$var == “value", 1, 0)

H.M.F 8
Regression assumptions
 Linearity of the data. The relationship between the predictor (x) and the
outcome (y) is assumed to be linear.
 Normality of residuals. The residual errors are assumed to be normally
distributed.
 Homogeneity of residuals variance. The residuals are assumed to have a
constant variance (homoscedasticity): Plotting residuals versus fitted values
is a good test.
 Independence of residuals error terms.

 You should check whether or not these assumptions hold true. Potential
problems include:
 Non-linearity of the outcome - predictor relationships
 Heteroscedasticity: Non-constant variance of error terms.
 Presence of influential values in the data that can be:
 Outliers: extreme values in the outcome (y) variable
 High-leverage points: extreme values in the predictors (x) variable
H.M.F 9
Regression diagnostics {reg-diag}

 Diagnostic plots
 Regression diagnostics plots can be created using the
R base function plot() or the autoplot() function
[ggfortify package], which creates a ggplot2-based
graphics.
 Create the diagnostic plots with the R base function:
 par(mfrow = c(2, 2))
 plot(model)
 library(ggfortify)
 autoplot(model)

H.M.F 10

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