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finished h2 and added R log
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hw2/.RData
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hw2/.RData
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hw2/.Rhistory
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hw2/.Rhistory
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auto = read.table("auto.data",header=T,na.strings="?")
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auto
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attach(auto)
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horsepower
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plot(mpg ~ horsepower)
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fit = lm(mpg ~ horsepower)
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fit
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summary(fit)
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lines(fit)
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abline(fit)
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abline(fit,col="red")
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plot(mpg ~ horsepower,pch="x")
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abline(fit,col="red")
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abline(fit,col="red",size="2")
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abline(fit,col="red",lt="2")
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help(abline)
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abline(fit,col="red",lwd="2")
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abline(fit,col="red",lwd="4")
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summary(lm)
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summary(fit)
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help(predict)
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predict(fit,horsepower=98)
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predict(fit)
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predict(fit,98)
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predict(fit[98])
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help(predict)
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help(predict.lm)
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predict(lm(mpg ~ 98)
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predict(lm(mpg ~ horsepower)
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predict(lm(mpg ~ 98))
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pre
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predict(fit,data.frame(p=98(
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predict(fit,data.frame(p=98))
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predict(fit,data.frame(p=c(98)))
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predict(fit,data.frame(p=c(98)),interval="confidence")
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predict(fit,data.frame(horesepower=c(98)),interval="confidence")
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predict(fit,interval="confidence")
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fit
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predict(fit,data.frame(c(98))interval="confidence")
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predict(fit,data.frame(p=c(98))interval="confidence")
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predict(fit,data.frame(p=c(98)),interval="confidence")
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predict(fit,data.frame(p=c(98)),interval="confidence")
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names(fit)
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coef(fit)
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confint(fit)
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predict(fit,data.frame(horsepower=c(1,98)),interval="confidence")
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predict(fit,data.frame(horsepower=c(98)),interval="confidence")
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predict(fit,data.frame(horsepower=98),interval="confidence")
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predict(fit,data.frame(horsepower=98),interval="prediction")
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dev.print(pdf,"mpg_horsepower_regression.pdf")
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plot(fit)
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par(mfrow=c(2,2))
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plot(fit)
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dev.print(pdf,"fit_quality.pdf")
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save
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save()
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q()
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119
hw2/answers
119
hw2/answers
@ -40,43 +40,70 @@
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dollars). Suppose we use least squares to fit the model, and get
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β₀ = 50, β₁ = 20, β₂ = 0.07, β₃ = 35, β₄ = 0.01, β₅ = −10.
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(a) Which answer is correct, and why?
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i. For a fixed value of IQ and GPA, males earn more on
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average than females.
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This is the model: ŷ = 50 + 20 X₁ + 0.07 X₂ + 35 X₃ + 0.01 X₄ +
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-10 X₅
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ii. For a fixed value of IQ and GPA, females earn more on
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average than males.
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For fixed IQ and GPA, we can infer that the starting salary
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for a female sharing an IQ and GPA with her male counterpart
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will make (35*1 - 10*(GPA*1)) more starting salary units
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than her male counterpart. This means that at very low
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GPAs(maybe this includes people who didn't attend school?),
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males have a lower starting wage, and as GPA grows, males
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make a larger starting salary from that point, overtaking
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females at GPA=3.5. Therefore,
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iii. For a fixed value of IQ and GPA, males earn more on
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average than females provided that the GPA is high enough.
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(a) Which answer is correct, and why? → iii. For a fixed value
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of IQ and GPA, males earn more on average than females
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provided that the GPA is high enough.
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iv. For a fixed value of IQ and GPA, females earn more on
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average than males provided that the GPA is high enough.
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This one is correct.
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(b) Predict the salary of a female with IQ of 110 and a GPA of
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4.0.
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ŷ = 50 + 20*4.0 + 0.07*110 + 35*1 + 0.01*(4.0*110) - 10*(4.0*1)
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→ ŷ = 137.1 salary units
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(c) True or false: Since the coefficient for the GPA/IQ
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interaction term is very small, there is very little evidence of
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an interaction effect. Justify your answer.
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False. There is still a noticeable effect because the
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coefficient for IQ's effect alone is only 7 times greater
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than the coefficient of the interaction term. So, this term
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holds significant weight compared to the overall
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response of the model to IQ.
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4. I collect a set of data (n = 100 observations) containing a
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single predictor and a quantitative response. I then fit a linear
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regression model to the data, as well as a separate cubic
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regression, i.e. Y = β₀ + β₁ X + β₂ X² + β₃ X³ + .
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regression, i.e. Y = β₀ + β₁ X + β₂ X² + β₃ X³ + ε.
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(a) Suppose that the true relationship between X and Y is
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linear, i.e. Y = β₀ + β₁ X + . Consider the training residual
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linear, i.e. Y = β₀ + β₁ X + ε. Consider the training residual
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sum of squares (RSS) for the linear regression, and also the
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training RSS for the cubic regression. Would we expect one to be
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lower than the other, would we expect them to be the same, or is
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there not enough information to tell? Justify your answer.
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For the training data, the cubic regression might return a
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better RSS than the linear regression, but this would only
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be because the cubic is fitting points that are varied
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according to the ε random error. It also may not, depending
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on how that random error expressed itself in this case.
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(b) Answer (a) using test rather than training RSS.
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For the test error, the RSS will almost certainly be greater
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for the cubic model than the linear model, because the
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random error ε will likely express itself in a way that is
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inconsistent with the noise that the cubic model adopted
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during its training. The linear model will be more likely to
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have a lower RSS the more test data is used against the
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models.
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(c) Suppose that the true relationship between X and Y is not
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linear, but we don’t know how far it is from linear. Consider
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the training RSS for the linear regression, and also the
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@ -84,3 +111,71 @@
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lower than the other, would we expect them to be the same, or is
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there not enough information to tell? Justify your answer. (d)
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Answer (c) using test rather than training RSS.
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The cubic model will pick up more information because of its
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additional degrees of freedom. If the true relationship is
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more complex than linear, then the cubic model will likely
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have a lower RSS over the linear model. If the model is less
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complex than linear (E.G. perhaps it is just a constant
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scalar relationship) then the linear model will still be
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more likely to have a smaller RSS, because the cubic will
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again pick up information from the ε noise that is not
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inherent in the real relationship.
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8. This question involves the use of simple linear regression on the Auto
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data set.
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(a) Use the lm() function to perform a simple linear regression
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with mpg as the response and horsepower as the predictor. Use
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the summary() function to print the results. Comment on the
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output. For example:
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There is definitely a correlation between horsepower and
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mpg. The RSE is ~4.9, which is not insignificant and does
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indicate that the response may not be truly linear, but it
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is small enough relative to the mpg magnitude that it's
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clear a relationship exists. The R² statistics corroborates
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this by indicating (it has a small value at ~0.6) that a
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large proportion of the mpg variability is explained by the
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model. mpg has a negative correlation with horsepower,
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indicated by the negative coefficient on the horsepower
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factor.
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For example, for a vehicle with 98 horsepower, one can
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expect with 95% confidence that the mpg will be within 23.97
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and 24.96, if the vehicles follow our model. However, after
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incorporating the irreducible error, the prediction turns
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out to be much less precise, with a 95% prediction interval
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spanning 14.8 to 34.1. Some of this variability may also be
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reduced by using a quadratic model, from visual inspection
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of the plot.
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(b) Plot the response and the predictor. Use the abline() function
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to display the least squares regression line.
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Attached.
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(c) Use the plot() function to produce diagnostic plots of the least
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squares regression fit. Comment on any problems you see with
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the fit.
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Attached. From these four plots it's clear there is a lot of
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variability that remains unexplained by the linear model.
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The standardized residuals plotted against the fitted values
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shows clearly that the variability is strong, with values
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consistenly lying outside 1 standardized residual unit, but
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still within a tight range that doesn't extend past 3, which
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is often considered an approximate threshold to indicate
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values that aren't explained well by the model. There are
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many points with high leverage, and these values have less
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residual by default, of course, and in both of these graphs
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we see a few points (323, 330) that are rearing their ugly
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heads. These seems to be the bit of "uptick" toward the
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higher end of the horsepower scale that would probably be
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picked up by a quadratic fit.
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