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add statistical analysis section with general linear models
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r.html.markdown
@ -3,6 +3,7 @@ language: R
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contributors:
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- ["e99n09", "http://github.com/e99n09"]
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- ["isomorphismes", "http://twitter.com/isomorphisms"]
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- ["kalinn", "http://github.com/kalinn"]
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filename: learnr.r
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---
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@ -196,6 +197,14 @@ class(NaN) # "numeric"
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# You can do arithmetic on two vectors with length greater than 1,
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# so long as the larger vector's length is an integer multiple of the smaller
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c(1,2,3) + c(1,2,3) # 2 4 6
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# Since a single number is a vector of length one, scalars are applied
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# elementwise to vectors
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(4 * c(1,2,3) - 2) / 2 # 1 3 5
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# Except for scalars, use caution when performing arithmetic on vectors with
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# different lengths. Although it can be done,
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c(1,2,3,1,2,3) * c(1,2) # 1 4 3 2 2 6
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# Matching lengths is better practice and easier to read
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c(1,2,3,1,2,3) * c(1,2,1,2,1,2)
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# CHARACTERS
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# There's no difference between strings and characters in R
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@ -234,6 +243,9 @@ class(NA) # "logical"
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TRUE | FALSE # TRUE
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# AND
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TRUE & FALSE # FALSE
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# Applying | and & to vectors returns elementwise logic operations
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c(TRUE,FALSE,FALSE) | c(FALSE,TRUE,FALSE) # TRUE TRUE FALSE
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c(TRUE,FALSE,TRUE) & c(FALSE,TRUE,TRUE) # FALSE FALSE TRUE
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# You can test if x is TRUE
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isTRUE(TRUE) # TRUE
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# Here we get a logical vector with many elements:
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@ -663,6 +675,95 @@ write.csv(pets, "pets2.csv") # to make a new .csv file
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#########################
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# Statistical Analysis
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#########################
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# Linear regression!
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linearModel <- lm(price ~ time, data = list1)
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linearModel # outputs result of regression
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# =>
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# Call:
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# lm(formula = price ~ time, data = list1)
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#
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# Coefficients:
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# (Intercept) time
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# 0.1453 0.4943
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summary(linearModel) # more verbose output from the regression
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# =>
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# Call:
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# lm(formula = price ~ time, data = list1)
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#
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# Residuals:
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# Min 1Q Median 3Q Max
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# -8.3134 -3.0131 -0.3606 2.8016 10.3992
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#
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# Coefficients:
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# Estimate Std. Error t value Pr(>|t|)
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# (Intercept) 0.14527 1.50084 0.097 0.923
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# time 0.49435 0.06379 7.749 2.44e-09 ***
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# ---
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# Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
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#
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# Residual standard error: 4.657 on 38 degrees of freedom
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# Multiple R-squared: 0.6124, Adjusted R-squared: 0.6022
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# F-statistic: 60.05 on 1 and 38 DF, p-value: 2.44e-09
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coef(linearModel) # extract estimated parameters
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# =>
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# (Intercept) time
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# 0.1452662 0.4943490
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summary(linearModel)$coefficients # another way to extract results
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# =>
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# Estimate Std. Error t value Pr(>|t|)
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# (Intercept) 0.1452662 1.50084246 0.09678975 9.234021e-01
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# time 0.4943490 0.06379348 7.74920901 2.440008e-09
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summary(linearModel)$coefficients[,4] # the p-values
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# =>
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# (Intercept) time
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# 9.234021e-01 2.440008e-09
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# GENERAL LINEAR MODELS
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# Logistic regression
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set.seed(1)
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list1$success = rbinom(length(list1$time), 1, .5) # random binary
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glModel <- glm(success ~ time, data = list1,
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family=binomial(link="logit"))
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glModel # outputs result of logistic regression
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# =>
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# Call: glm(formula = success ~ time,
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# family = binomial(link = "logit"), data = list1)
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#
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# Coefficients:
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# (Intercept) time
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# 0.17018 -0.01321
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#
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# Degrees of Freedom: 39 Total (i.e. Null); 38 Residual
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# Null Deviance: 55.35
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# Residual Deviance: 55.12 AIC: 59.12
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summary(glModel) # more verbose output from the regression
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# =>
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# Call:
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# glm(formula = success ~ time,
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# family = binomial(link = "logit"), data = list1)
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# Deviance Residuals:
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# Min 1Q Median 3Q Max
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# -1.245 -1.118 -1.035 1.202 1.327
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#
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# Coefficients:
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# Estimate Std. Error z value Pr(>|z|)
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# (Intercept) 0.17018 0.64621 0.263 0.792
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# time -0.01321 0.02757 -0.479 0.632
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#
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# (Dispersion parameter for binomial family taken to be 1)
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#
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# Null deviance: 55.352 on 39 degrees of freedom
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# Residual deviance: 55.121 on 38 degrees of freedom
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# AIC: 59.121
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#
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# Number of Fisher Scoring iterations: 3
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#########################
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# Plots
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#########################
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@ -670,9 +771,6 @@ write.csv(pets, "pets2.csv") # to make a new .csv file
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# BUILT-IN PLOTTING FUNCTIONS
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# Scatterplots!
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plot(list1$time, list1$price, main = "fake data")
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# Regressions!
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linearModel <- lm(price ~ time, data = list1)
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linearModel # outputs result of regression
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# Plot regression line on existing plot
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abline(linearModel, col = "red")
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# Get a variety of nice diagnostics
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@ -696,7 +794,6 @@ pp + geom_point()
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# ggplot2 has excellent documentation (available http://docs.ggplot2.org/current/)
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```
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## How do I get R?
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