| | *The author of this computation has been verified* | R Software Module: /rwasp_linear_regression.wasp (opens new window with default values) | Title produced by software: Linear Regression Graphical Model Validation | Date of computation: Tue, 14 Dec 2010 17:27:15 +0000 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr.htm/, Retrieved Tue, 14 Dec 2010 18:26:08 +0100 | | BibTeX entries for LaTeX users: | @Manual{KEY,
author = {{YOUR NAME}},
publisher = {Office for Research Development and Education},
title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr.htm/},
year = {2010},
}
@Manual{R,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2010},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | Original text written by user: | | | IsPrivate? | No (this computation is public) | | User-defined keywords: | | | Dataseries X: | » Textbox « » Textfile « » CSV « | 32.50
37.00
38.00
39.50
39.50
39.50
39.50
38.00
36.00
36.00
36.00
37.00
38.00
38.00
38.00
38.00
38.00
36.00
36.00
36.00
36.00
35.00
36.00
35.00
33.85
31.56
28.48
33.45
35.93
35.07
34.16
33.95
35.63
35.68
34.15
31.72
31.19
28.95
28.82
30.61
30.00
31.00
31.66
31.91
31.11
30.41
29.84
29.24
29.69
30.15
30.76
30.62
30.52
29.97
28.75
29.25
29.31
28.77
28.10
25.43
25.64
27.27
28.24
28.81
27.62
27.14
27.33
27.76
28.29
29.54
30.81
27.23
22.95
15.44
12.62
12.85
15.44
13.47
11.58
15.09
14.91
14.85
15.21
16.08
18.66
17.73
18.31
18.64
19.42
20.03
21.36
20.27
19.53
19.85
18.92
17.24
17.16
16.77
16.22
17.88
17.44
16.53
15.50
15.52
14.47
13.80
13.98
16.27
17.98
17.83
19.45
21.04
20.03
20.01
19.64
18.52
19.59
20.09
19.82
21.09
22.64
22.11
20.42
18.58
18.24
16.87
18.64
27.17
33.69
35.92
32.30
27.34
24.96
20.52
19.86
20.82
21.24
20.20
21.42
21.69
21.86
23.23
22.47
19.52
18.82
19.00
18 etc... | | Dataseries Y: | » Textbox « » Textfile « » CSV « | 62348011
62715757
61647494
60391360
59778782
60008624
59608899
59446012
58297803
55842496
56668926
58047975
57891773
58156649
58809342
57803815
56994195
56310517
55016126
54079566
54190514
54556342
53982612
54949157
54696333
54057656
52235578
50937234
51782807
53723825
53304037
53226077
53081150
54797282
55385984
54251558
52769435
49818355
50742380
50965386
52665432
52875438
54658487
54505483
55159500
54898493
55266503
54461481
54576637
54927706
54649651
54848690
54467616
55744865
55024725
53346397
53805487
54216567
54233570
54193563
52957860
54427468
54646409
54220523
52783907
51325296
52354021
52217058
54096556
55780107
56257979
56572895
55524877
55534871
55038123
55142070
56320474
57091083
58227508
58880177
54854216
55210036
56137566
56307480
55612026
54915713
54174379
54847682
55652044
55352910
57916063
58713422
58106149
58301237
57839029
57913062
57132791
57212831
57574013
57885170
57602027
57266858
5769 etc... | | Output produced by software: |
Simple Linear Regression | Statistics | Estimate | S.D. | T-STAT (H0: coeff=0) | P-value (two-sided) | constant term | 57346781.6121174 | 538087.827536579 | 106.575132677981 | 0 | slope | 185241.310834025 | 13981.5966740127 | 13.2489382402461 | 0 |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/1jv1x1292347629.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/1jv1x1292347629.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/2jv1x1292347629.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/2jv1x1292347629.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/3uniz1292347629.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/3uniz1292347629.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/44whk1292347629.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/44whk1292347629.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/5f5gn1292347629.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/5f5gn1292347629.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/6f5gn1292347629.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/6f5gn1292347629.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/7qxyq1292347629.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/7qxyq1292347629.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/8qxyq1292347629.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/8qxyq1292347629.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/90ofb1292347629.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292347558dib8ujfc9cc9qbr/90ofb1292347629.ps (open in new window) |
| | Parameters (Session): | par1 = 0 ; | | Parameters (R input): | par1 = 0 ; | | R code (references can be found in the software module): | par1 <- as.numeric(par1)
library(lattice)
z <- as.data.frame(cbind(x,y))
m <- lm(y~x)
summary(m)
bitmap(file='test1.png')
plot(z,main='Scatterplot, lowess, and regression line')
lines(lowess(z),col='red')
abline(m)
grid()
dev.off()
bitmap(file='test2.png')
m2 <- lm(m$fitted.values ~ x)
summary(m2)
z2 <- as.data.frame(cbind(x,m$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()
bitmap(file='test3.png')
m3 <- lm(m$residuals ~ x)
summary(m3)
z3 <- as.data.frame(cbind(x,m$residuals))
names(z3) <- list('x','Residuals')
plot(z3,main='Scatterplot, lowess, and regression line')
lines(lowess(z3),col='red')
abline(m3)
grid()
dev.off()
bitmap(file='test4.png')
m4 <- lm(m$fitted.values ~ m$residuals)
summary(m4)
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()
bitmap(file='test5.png')
myr <- as.ts(m$residuals)
z5 <- as.data.frame(cbind(lag(myr,1),myr))
names(z5) <- list('Lagged Residuals','Residuals')
plot(z5,main='Lag plot')
m5 <- lm(z5)
summary(m5)
abline(m5)
grid()
dev.off()
bitmap(file='test6.png')
hist(m$residuals,main='Residual Histogram',xlab='Residuals')
dev.off()
bitmap(file='test7.png')
if (par1 > 0)
{
densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1)
} else {
densityplot(~m$residuals,col='black',main='Density Plot')
}
dev.off()
bitmap(file='test8.png')
acf(m$residuals,main='Residual Autocorrelation Function')
dev.off()
bitmap(file='test9.png')
qqnorm(x)
qqline(x)
grid()
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Simple Linear Regression',5,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Statistics',1,TRUE)
a<-table.element(a,'Estimate',1,TRUE)
a<-table.element(a,'S.D.',1,TRUE)
a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE)
a<-table.element(a,'P-value (two-sided)',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'constant term',header=TRUE)
a<-table.element(a,m$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='mytable.tab')
| |
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