• R语言对回归模型进行协方差分析


    原文链接:http://tecdat.cn/?p=9529


     

    目录

     

    怎么做测试

    协方差分析

    拟合线的简单图解

    模型的p值和R平方

    检查模型的假设

    具有三类和II型平方和的协方差示例分析

    协方差分析

    拟合线的简单图解

    组合模型的p值和R平方

    检查模型的假设


    怎么做测试

    具有两个类别和II型平方和的协方差示例的分析

    本示例使用II型平方和 。参数估计值在R中的计算方式不同, 

    
    
    Data = read.table(textConnection(Input),header=TRUE)

     

    plot(x   = Data$Temp, 
         y   = Data$Pulse, 
         col = Data$Species, 
         pch = 16,
         xlab = "Temperature",
         ylab = "Pulse")
    
    legend('bottomright', 
           legend = levels(Data$Species), 
           col = 1:2, 
           cex = 1,    
           pch = 16)

    协方差分析

    
    
     
    
    Anova Table (Type II tests)
    
     
    
                 Sum Sq Df  F value    Pr(>F)   
    
    Temp         4376.1  1 1388.839 < 2.2e-16 ***
    
    Species       598.0  1  189.789 9.907e-14 ***
    
    Temp:Species    4.3  1    1.357    0.2542    
    
     
    
    ### Interaction is not significant, so the slope across groups
    
    ### is not different. 
    
     
    
     
    
    model.2 = lm (Pulse ~ Temp + Species,
                  data = Data)
    
    library(car)
    
    Anova(model.2, type="II")
    
     
    
    Anova Table (Type II tests)
    
     
    
              Sum Sq Df F value    Pr(>F)   
    
    Temp      4376.1  1  1371.4 < 2.2e-16 ***
    
    Species    598.0  1   187.4 6.272e-14 ***
    
     
    
    ### The category variable (Species) is significant,
    
    ### so the intercepts among groups are different
    
     
    
     
    
    Coefficients:
    
                 Estimate Std. Error t value Pr(>|t|)   
    
    (Intercept)  -7.21091    2.55094  -2.827  0.00858 **
    
    Temp          3.60275    0.09729  37.032  < 2e-16 ***
    
    Speciesniv  -10.06529    0.73526 -13.689 6.27e-14 ***
    
     
    
    
    ###   but the calculated results will be identical.
    
    ### The slope estimate is the same.
    
    ### The intercept for species 1 (ex) is (intercept).
    
    ### The intercept for species 2 (niv) is (intercept) + Speciesniv.
    
    ### This is determined from the contrast coding of the Species
    
    ### variable shown below, and the fact that Speciesniv is shown in
    
    ### coefficient table above.
    
     
    
     
    
        niv
    
    ex    0
    
    niv   1

    拟合线的简单图解

    
    plot(x   = Data$Temp, 
         y   = Data$Pulse, 
         col = Data$Species, 
         pch = 16,
         xlab = "Temperature",
         ylab = "Pulse")
    

     

    模型的p值和R平方

    
    
    Multiple R-squared:  0.9896,  Adjusted R-squared:  0.9888
    
    F-statistic:  1331 on 2 and 28 DF,  p-value: < 2.2e-16

    检查模型的假设

     

    线性模型中残差的直方图。这些残差的分布应近似正态。

     

    残差与预测值的关系图。残差应无偏且均等。 

    ### additional model checking plots with: plot(model.2)
    ### alternative: library(FSA); residPlot(model.2) 

     

    具有三类和II型平方和的协方差示例分析

    本示例使用II型平方和,并考虑具有三个组的情况。 

    ### --------------------------------------------------------------
    ### Analysis of covariance, hypothetical data
    ### --------------------------------------------------------------
    
    
    Data = read.table(textConnection(Input),header=TRUE)
    plot(x   = Data$Temp, 
         y   = Data$Pulse, 
         col = Data$Species, 
         pch = 16,
         xlab = "Temperature",
         ylab = "Pulse")
    
    legend('bottomright', 
           legend = levels(Data$Species), 
           col = 1:3, 
           cex = 1,    
           pch = 16)

    协方差分析

    options(contrasts = c("contr.treatment", "contr.poly"))
       
       ### These are the default contrasts in R
    
     
    Anova(model.1, type="II")
    
     
    
                 Sum Sq Df   F value Pr(>F)   
    
    Temp         7026.0  1 2452.4187 <2e-16 ***
    
    Species      7835.7  2 1367.5377 <2e-16 ***
    
    Temp:Species    5.2  2    0.9126 0.4093   
    
      
    
    ### Interaction is not significant, so the slope among groups
    
    ### is not different. 
    
     
    
     
    
     
    
    Anova(model.2, type="II")
    
     
    
              Sum Sq Df F value    Pr(>F)   
    
    Temp      7026.0  1  2462.2 < 2.2e-16 ***
    
    Species   7835.7  2  1373.0 < 2.2e-16 ***
    
    Residuals  125.6 44 
    
     
    
    ### The category variable (Species) is significant,
    
    ### so the intercepts among groups are different
    
     
    
     
    
    summary(model.2)
    
     
    
    Coefficients:
    
                 Estimate Std. Error t value Pr(>|t|)   
    
    (Intercept)  -6.35729    1.90713  -3.333  0.00175 **
    
    Temp          3.56961    0.07194  49.621  < 2e-16 ***
    
    Speciesfake  19.81429    0.66333  29.871  < 2e-16 ***
    
    Speciesniv  -10.18571    0.66333 -15.355  < 2e-16 ***
    
     
    
    ### The slope estimate is the Temp coefficient.
    
    ### The intercept for species 1 (ex) is (intercept).
    
    ### The intercept for species 2 (fake) is (intercept) + Speciesfake.
    
    ### The intercept for species 3 (niv) is (intercept) + Speciesniv.
    
    ### This is determined from the contrast coding of the Species
    
    ### variable shown below.
    
     
    
     
    
    contrasts(Data$Species)
    
     
    
         fake niv
    
    ex      0   0
    
    fake    1   0
    
    niv     0   1

    拟合线的简单图解

     

    组合模型的p值和R平方

    
     
    
    Multiple R-squared:  0.9919,  Adjusted R-squared:  0.9913
    
    F-statistic:  1791 on 3 and 44 DF,  p-value: < 2.2e-16

    检查模型的假设

    hist(residuals(model.2), 
         col="darkgray")

     

    线性模型中残差的直方图。这些残差的分布应近似正态。

    plot(fitted(model.2), 
         residuals(model.2))

     

    残差与预测值的关系图。残差应无偏且均等。 

     
    
    ### additional model checking plots with: plot(model.2)
    ### alternative: library(FSA); residPlot(model.2) 
    
     

    如果您有任何疑问,请在下面发表评论。 

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  • 原文地址:https://www.cnblogs.com/tecdat/p/12051523.html
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