| | *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: Fri, 26 Nov 2010 14:52:17 +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/26/t1290783066wxdangw65jxiqb5.htm/, Retrieved Fri, 26 Nov 2010 15:51:06 +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/26/t1290783066wxdangw65jxiqb5.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 « | 10926126
204514194
20655116
7365385
3918657
38494822
90838469
8652220
47482511
5438191
5986958
59447386
37113055
23669000
5572851
7784176
5270786
43583746
19903814
7799064
35989363
29552113
21506498
7859684
13006528
89426565
40100910
38650820
17818636
51985948
24571878
29266469
45758250
22712439
86459749
49703065
65187751
39091325
34955804
33411147
15575837
36116313
27405375
55382004
7478767
72881801
37479848
27030251
109851111
28356456
48560722
23550558
52319234
105318425
17345510
71519979
59398481
36287185
44559709
114256076
23174724
38795625
94992548
48389051
46785833
56063795
27622103
11848002
55125816
42484133
49639784
30006747
19776143
41176416
34933018
39696259
38610419
44404281
44628459
20428394
33494104
15246622
10078039
36293305
11594321
34818494
36718379
19690322
44432615
36047082
40379563
23458900
24477773
21472076
27623825
42834376
21692408
2490957
5804447
4149313
22772412
8743945
6818743
307964 etc... | | Dataseries Y: | » Textbox « » Textfile « » CSV « | 14.267
472.071
12.335
16.434
10.132
37.190
27.169
21.389
17.416
9.862
8.326
17.578
26.242
20.290
8.089
24.421
9.155
18.061
14.693
8.034
19.516
33.256
17.737
8.886
12.187
18.837
12.341
21.003
18.421
14.225
10.730
14.558
20.347
16.235
39.199
33.492
79.503
21.210
15.907
16.399
7.887
19.976
23.664
12.518
2.385
20.643
16.756
8.932
36.014
10.815
26.268
8.534
14.107
19.193
9.594
18.053
15.805
9.578
8.321
33.400
11.547
12.677
14.138
10.545
10.982
40.070
7.399
10.250
23.433
15.080
29.558
23.587
2.093
39.654
8.285
8.931
34.526
35.350
6.566
10.244
11.090
8.969
12.206
17.525
12.953
18.466
15.110
12.575
24.394
4.401
31.119
11.201
14.781
38.557
29.500
21.700
10.934
4.893
13.080
4.721
18.021
14.916
13.534
8.747
12.229
28.129
9.647
5.915
9.435
9.280
11.673
7.538
23.025
5.837
13.894
19.563
6.356
9.460
9.300
12.637
7.587
18.662
15.058
92.704
13.784
10.937
15.290
20.969
32.207
14.050
8.048
7.049
22 etc... | | Output produced by software: |
Simple Linear Regression | Statistics | Estimate | S.D. | T-STAT (H0: coeff=0) | P-value (two-sided) | constant term | 3.91947580219321 | 6.66086650394128 | 0.5884333216818 | 0.556675542360027 | slope | 4.46251178710518e-07 | 1.27643757639314e-07 | 3.49606739071018 | 0.000542035179284861 |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/14y0c1290783131.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/14y0c1290783131.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/24y0c1290783131.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/24y0c1290783131.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/3w7if1290783131.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/3w7if1290783131.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/47yz01290783131.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/47yz01290783131.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/508yl1290783131.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/508yl1290783131.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/6shf51290783131.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/6shf51290783131.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/7shf51290783131.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/7shf51290783131.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/8l8fq1290783131.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/8l8fq1290783131.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/9l8fq1290783131.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Nov/26/t1290783066wxdangw65jxiqb5/9l8fq1290783131.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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