# Statistics with R (Part I)

*visibility*163

*event*2020-09-23

*access_time*2 years ago

*language*English

Till now, we've gone through R programming basics, data types, packages and IDEs, data APIs to work with data sources and various plotting functions. Let's now dive into the most important part about statistics and modelling with R. After all, R was created for statistics.

*warning*Due to my limited knowledge in statistics, I cannot explain this part very well. If you find anything is not accurate or not clear, kindly point out and correct me.

### Model formulae

A formula is typically of the form **y ~ model**:

- y: the analyzed response
- model: a set of terms separated with arithmetic symbols, for which some parameters are to be estimated.

The operators in a formula has different meaning compared those in expressions.

Function * I* can be used to include arithmetic operations. For example, y ~I(x1+x2) defines the model y = β(x1+x2)+α.

#### Formulae examples

Model Example | Meaning |

a+b | additive eﬀects of a and of b |

X | if X is a matrix, this speciﬁes an additive eﬀect of each of its columns,
i.e. X[,1]+X[,2]+...+X[,ncol(X)]; some of the columns may be selected with numeric indices (e.g., X[,2:4]) |

a:b | interactive eﬀect between a and b |

a*b | additive and interactive eﬀects (identical to a+b+a:b) |

poly(a, n) | polynomials of a up to degree n |

^n | includes all interactions up to level n, i.e. (a+b+c)^2 is identical to a+b+c+a:b+a:c+b:c |

b %in% a | the eﬀects of b are nested in a (identical to a+a:b, or a/b) |

-b | removes the eﬀect of b, for example: (a+b+c)^2-a:b is identical to a+b+c+a:c+b:c |

-1 | y~x-1 is a regression through the origin (Similar as above for y~x+0 or 0+y~x) |

1 | y~1 ﬁts a model with no eﬀects (only the intercept) |

offset(...) | adds an eﬀect to the model without estimating any parameter (e.g., offset(3*x)) |

### Basic statistics

The basic and frequently used statistics are mean, median, mode, max, min. R has functions available to calculate these stats:

Stats | R function |

Mean | mean(x, trim = 0, na.rm = FALSE, ...) |

Median | median(x, na.rm = FALSE) |

Mode | unique tabulate which.max |

Max | max() |

Min | min() |

The following code snippet (script *R34.MeanMedianMode.R*) shows examples of these functions:

> (x <- sample.int(100,size=70)) [1] 40 85 91 8 68 23 62 47 81 28 92 39 98 5 66 70 96 44 74 16 88 51 65 63 46 32 95 36 [29] 34 21 49 99 43 48 90 20 53 86 55 6 26 31 73 2 97 18 22 41 35 72 7 67 57 93 37 71 [57] 24 94 4 9 83 54 14 75 69 29 19 13 79 80 > > # mean > mean(x) [1] 51.5 > > # median > median(x) [1] 50 > > # mode > > x <- c(1,2,34,56,11,2,3,44,2,2,1,3,4,5) > > (uniqueX <- unique(x)) [1] 1 2 34 56 11 3 44 4 5 > > (counts <- tabulate(match(x, uniqueX))) [1] 2 4 1 1 1 2 1 1 1 > > uniqueX[which.max(counts)] [1] 2 > > > # max > max(x) [1] 56 > > min(x) [1] 1 >

### Linear regression model

In Linear Regression these two variables are related through an equation, where exponent (power) of both these variables is 1.

In math, the model can be interpreted as: **y = ax + b**

- y: dependent variable (response variable).
- x: independent variable (more accurate: predictor variable).
- a and b: constants (coefficients)

In R, function **lm()** can be used to fit liner regression models. Function **predict()** can be used for prediction.

#### Example

The following code snippet (script *R35.LinearModel.R*) demonstrates how to fit a linear model and then use it for prediction:

# Linear model x <- c(1:36) y <- c(5357.04 ,7027.80 ,8705.19 ,16066.75 ,12172.68 ,9136.14 ,8512.92 ,15706.47 ,16755.14 ,22666.99 ,17025.84 ,12769.38 ,12880.56 ,16468.92 ,22402.77 ,24597.30 ,28641.60 ,18066.75 ,13525.20 ,16468.92 ,29357.64 ,33030.66 ,33733.44 ,17238.00 ,18099.90 ,21852.48 ,29463.72 ,36193.17 ,30789.72 ,22754.16 ,22402.77 ,21640.32 ,29755.44 ,32352.14 ,43983.42 ,33733.44) # Apply the lm() function relation <- lm(y~x) class(relation) print(relation) # Get the summary of linear model summary(relation) # predict a <- data.frame(x = 37:42) (b <- predict(relation, a)) class(b) # Draw the chart plot(x,y,col="green", main = "Sales & Period Index Regression", type="o") plot(x,y,col="green", main = "Sales & Period Index Regression", xlab="Period Index", ylab="Sales ($)" ) # drawline abline(lm(y~x), col="blue") plot(x,y,col="green", main = "Sales & Period Index Regression", xlab="Period Index", ylab="Sales ($)", abline(lm(y~x), col="blue"),xlim=c(1,42) ) points(a$x,b,col="red", type="p")

> summary(relation)

Call:

lm(formula = y ~ x)

Residuals:

Min 1Q Median 3Q Max

-8997 -4439 -616 4064 11238

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 8145.0 1976.9 4.12 0.00023 ***

x 702.9 93.2 7.54 9.3e-09 ***

---

Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 5810 on 34 degrees of freedom

Multiple R-squared: 0.626, Adjusted R-squared: 0.615

F-statistic: 56.9 on 1 and 34 DF, p-value: 9.26e-09

The input sales data looks like this:

The fit model is plotted as a line chart (blue color):

Finally the predicted values are also plotted on the graph (red color):

### Multiple regression

Multiple regression is an extension of linear regression into relationship between more than two variables. In simple linear relation we have one predictor and one dependent variable, but in multiple regression we have more than one independent variable and one dependent variable.

**y = a + b1x1 + b2x2 +...bnxn**:

- y: dependent variable.
- a, b1, b2...bn: the coefficients.
- x1, x2, ...xn: independent variables.

In R, multiple regression can be fit using function** lm(y ~ x1+x2+x3...,data)**.

model <- lm(mpg~disp+hp+wt, data = mtcars[c("mpg","disp","hp","wt")] ) print(model) # a <- coef(model)[1] print(a) (Xdisp <- coef(model)[2]) (Xhp <- coef(model)[3]) (Xwt <- coef(model)[4]) summary(model)

Call: lm(formula = mpg ~ disp + hp + wt, data = mtcars[c("mpg", "disp", "hp", "wt")]) Coefficients: (Intercept) disp hp wt 37.105505 -0.000937 -0.031157 -3.800891

### Logistic regression

The Logistic Regression is a regression model in which the dependent variable has categorical values such as True/False or 0/1. It actually measures the probability of a binary response as the value of dependent variable based on the mathematical equation relating it with the independent variables.

In math, it can be interpreted as **y = 1/(1+e^-(a+b1x1+b2x2+b3x3+...))**:

- y: dependent variable.
- x1,x2,…xn: independent variables.
- a and b: the coefficients (numeric constants).

In R, function **glm(formula,data,family)** can be used to fit the model. Parameter ** family **is a R object to specify the details of the model. Its value is binomial for logistic regression.

The following code snippet (script *R37.LogisticRegression.R*) shows an example of creating logistic regression model using **glm** function:

( model <- glm(am~cyl+hp+wt, data = mtcars[c("am","cyl","hp","wt")], family = binomial) ) # a <- coef(model)[1] print(a) (Xdisp <- coef(model)[2]) (Xhp <- coef(model)[3]) (Xwt <- coef(model)[4]) summary(model)

> summary(model) Call: glm(formula = am ~ cyl + hp + wt, family = binomial, data = mtcars[c("am", "cyl", "hp", "wt")]) Deviance Residuals: Min 1Q Median 3Q Max -2.1727 -0.1491 -0.0146 0.1412 1.2764 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) 19.7029 8.1164 2.43 0.015 * cyl 0.4876 1.0716 0.46 0.649 hp 0.0326 0.0189 1.73 0.084 . wt -9.1495 4.1533 -2.20 0.028 * --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 (Dispersion parameter for binomial family taken to be 1) Null deviance: 43.2297 on 31 degrees of freedom Residual deviance: 9.8415 on 28 degrees of freedom AIC: 17.84 Number of Fisher Scoring iterations: 8

### Poisson regression

Poisson Regression involves regression models in which the response variable is in the form of counts and not fractional numbers. For example, the count of number of births or number of wins in a football match series. Also the values of the response variables follow a Poisson distribution.

In math, it can interpreted as **log(y) = a + b1x1 + b2x2 + bnxn.....**:

- y: dependent variable.
- a and b: the coefficients (numeric constants).
- x: independent variable.

In R, function **glm(formula,data,family) **can be used to fit a Poisson regression model. Parameter ** family **represents a R object to specify the details of the model. Its value is ‘Poisson’ for Poisson regression.

model <-glm(formula = breaks ~ wool+tension, data = warpbreaks, family = poisson) (summary(model))

*info*Last modified by Raymond 2 years ago

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