| Test | *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, 09 Nov 2010 18:52:38 +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/Nov/09/t1289329172qcsi3h1wr5w9ly0.htm/, Retrieved Tue, 09 Nov 2010 19:59:32 +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/Nov/09/t1289329172qcsi3h1wr5w9ly0.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 « | 59
2.110
59
65
36
134
109
92
88
33
21
61
101
75
37
83
46
64
61
21
49
158
93
47
44
82
52
69
84
59
42
37
79
76
144
178
380
87
56
54
36
75
89
51
7
78
79
31
158
30
115
31
57
62
47
41
69
47
37
154
49
48
44
45
37
150
27
35
100
63
398
127
88
797
212
147
206
109
386
219
86
534
204
133
676
303
95
226
124
96
67
7
122
34
26
99
118
25
34
45
39
37
55
43
48
59
44
57
17
102
31
47
144
72
69
32
22
39
13
23
52
39
27
48
117
40
30
28
42
47
34
99
26
45
80
23
37
31
41
17
74
68
569
52
39
55
49
145
62
43
31
97
35
19
15
130
38
48
40
71
49
19
28
50
20
32
119
29
68
94
25
87
135
17
13
49
37
140
16
38
23
63
75
474
43
52
97
102
89
8
116
60
44
36
53
17
149
10
89
57
51
40
28
10
45
35
41
109
299
44
18
138
152
142
94
9
86
42
55
48
297
42
40
40
30
126
35
44
36
253
36
18
47
26
38
28
69
44
58
37
24
34
66
48 etc... | | Dataseries Y: | » Textbox « » Textfile « » CSV « | 32
1.106
15
51
30
94
46
62
33
19
15
33
57
50
16
58
19
38
28
14
45
84
42
18
35
42
25
48
42
18
34
24
51
45
101
84
206
45
34
35
14
45
65
28
2
49
39
22
72
21
76
20
45
34
27
37
35
26
13
59
25
22
33
29
30
117
17
25
47
47
230
69
32
4.600
122
105
113
67
270
126
43
254
144
112
412
179
75
119
101
71
30
3
72
22
24
76
98
6
20
23
23
21
36
29
35
40
30
29
3
62
29
30
96
37
40
27
13
24
11
20
39
26
27
23
74
27
14
16
15
24
14
73
12
25
40
10
18
16
27
14
36
29
255
29
15
36
28
95
25
21
10
55
26
12
15
89
26
18
20
40
27
7
20
33
12
24
86
21
62
53
22
52
67
18
7
37
21
71
20
28
16
37
45
360
35
26
54
54
55
7
87
28
21
21
31
1
86
6
68
47
33
21
16
8
19
19
33
72
217
31
10
91
87
73
57
4
43
32
39
48
239
24
23
23
25
75
25
19
28
127
35
17
25
18
22
15
51
30
31
27
14
24
62
28
25
210
36
81
39
36
38
88
etc... | | Output produced by software: |
Simple Linear Regression | Statistics | Estimate | S.D. | T-STAT (H0: coeff=0) | P-value (two-sided) | constant term | 2.44920477994208 | 2.11590349071296 | 1.15752197143775 | 0.247529945690319 | slope | 0.635129775553425 | 0.0187972512787768 | 33.788438859171 | 0 |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/1qkc41289328750.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/1qkc41289328750.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/2qkc41289328750.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/2qkc41289328750.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/31ccp1289328750.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/31ccp1289328750.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/4b3bs1289328750.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/4b3bs1289328750.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/5mcsd1289328750.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/5mcsd1289328750.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/6f39g1289328750.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/6f39g1289328750.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/7f39g1289328750.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/7f39g1289328750.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/88vrj1289328750.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/88vrj1289328750.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/98vrj1289328750.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/09/t1289329172qcsi3h1wr5w9ly0/98vrj1289328750.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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