Home » date » 2010 » Dec » 14 »

*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:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Simple Linear Regression
StatisticsEstimateS.D.T-STAT (H0: coeff=0)P-value (two-sided)
constant term57346781.6121174538087.827536579106.5751326779810
slope185241.31083402513981.596674012713.24893824024610
 
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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Software written by Ed van Stee & Patrick Wessa


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