R version 2.6.1 (2007-11-26) Copyright (C) 2007 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > y <- c(50,20,10,50,30,50,70,20,30,10,50) > x <- c(80,60,10,20,30,10,10,50,80,90,30) > par1 = '0' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: Wessa P., (2007), Linear Regression Graphical Model Validation (v1.0.2) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_linear_regression.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -34.015 -12.013 4.295 9.908 25.985 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 46.6313 10.1064 4.614 0.00127 ** x -0.2616 0.1952 -1.340 0.21297 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 18.94 on 9 degrees of freedom Multiple R-Squared: 0.1664, Adjusted R-squared: 0.07378 F-statistic: 1.797 on 1 and 9 DF, p-value: 0.2130 > postscript(file="/var/www/html/rcomp/tmp/1dkni1201526841.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/20qdk1201526841.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -7.893e-15 -6.064e-15 2.747e-16 2.343e-15 2.096e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.663e+01 4.612e-15 1.011e+16 <2e-16 *** x -2.616e-01 8.905e-17 -2.937e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 8.642e-15 on 9 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 8.628e+30 on 1 and 9 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$fitted.values)) > names(z2) <- list('x','Fitted') > plot(z2,main='Scatterplot, lowess, and regression line') > lines(lowess(z2),col='red') > abline(m2) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3bfg11201526841.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m3 <- lm(m$residuals ~ x) > summary(m3) Call: lm(formula = m$residuals ~ x) Residuals: Min 1Q Median 3Q Max -34.015 -12.013 4.295 9.908 25.985 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.930e-16 1.011e+01 4.88e-17 1 x -3.661e-17 1.952e-01 -1.88e-16 1 Residual standard error: 18.94 on 9 degrees of freedom Multiple R-Squared: 2.288e-32, Adjusted R-squared: -0.1111 F-statistic: 2.059e-31 on 1 and 9 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4rvbn1201526841.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -12.366 -7.134 3.329 7.253 8.561 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.545e+01 2.551e+00 13.90 2.19e-07 *** m$residuals 1.720e-16 1.489e-01 1.15e-15 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 8.462 on 9 degrees of freedom Multiple R-Squared: 5.484e-31, Adjusted R-squared: -0.1111 F-statistic: 4.936e-30 on 1 and 9 DF, p-value: 1 > z4 <- as.data.frame(cbind(m$residuals,m$fitted.values)) > names(z4) <- list('Residuals','Fitted') > plot(z4,main='Scatterplot, lowess, and regression line') > lines(lowess(z4),col='red') > abline(m4) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/58bke1201526841.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > m5 <- lm(myr ~ lag(myr,1)) > summary(m5) Call: lm(formula = myr ~ lag(myr, 1)) Residuals: Min 1Q Median 3Q Max -5.549e-15 -3.039e-15 -8.279e-16 -1.659e-16 1.676e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7.136e-31 1.875e-15 -3.81e-16 1 lag(myr, 1) 1.000e+00 1.095e-16 9.136e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.219e-15 on 9 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 8.347e+31 on 1 and 9 DF, p-value: < 2.2e-16 > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6evdw1201526841.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/72sgq1201526841.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~x,col='black',main=paste('Density Plot bw = ',par1),bw=par1) + } else { + densityplot(~x,col='black',main='Density Plot') + } > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8pt721201526841.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/94g2w1201526841.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > grid() > dev.off() null device 1 > load(file='/var/www/html/rcomp/createtable') > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$coefficients[[1]]) > sd <- sqrt(vcov(m)[1,1]) > a<-table.element(a,sd) > tstat <- m$coefficients[[1]]/sd > a<-table.element(a,tstat) > pval <- 2*(1-pt(abs(tstat),length(x)-2)) > a<-table.element(a,pval) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'slope',header=TRUE) > a<-table.element(a,m$coefficients[[2]]) > sd <- sqrt(vcov(m)[2,2]) > a<-table.element(a,sd) > tstat <- m$coefficients[[2]]/sd > a<-table.element(a,tstat) > pval <- 2*(1-pt(abs(tstat),length(x)-2)) > a<-table.element(a,pval) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/10dl081201526841.tab") > > system("convert tmp/1dkni1201526841.ps tmp/1dkni1201526841.png") > system("convert tmp/20qdk1201526841.ps tmp/20qdk1201526841.png") > system("convert tmp/3bfg11201526841.ps tmp/3bfg11201526841.png") > system("convert tmp/4rvbn1201526841.ps tmp/4rvbn1201526841.png") > system("convert tmp/58bke1201526841.ps tmp/58bke1201526841.png") > system("convert tmp/6evdw1201526841.ps tmp/6evdw1201526841.png") > system("convert tmp/72sgq1201526841.ps tmp/72sgq1201526841.png") > system("convert tmp/8pt721201526841.ps tmp/8pt721201526841.png") > system("convert tmp/94g2w1201526841.ps tmp/94g2w1201526841.png") > > > proc.time() user system elapsed 2.012 1.338 2.635