Interval Estimation
Use the confint function to estimate the confidence interval
## Estimate the confidence interval for the variable Ozone in "airquality" data (R built-in data)
fit <- lm(Ozone ~ 1, data = airquality)
summary(fit)
##
## Call:
## lm(formula = Ozone ~ 1, data = airquality)
##
## Residuals:
## Min 1Q Median 3Q Max
## -41.13 -24.13 -10.63 21.12 125.87
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 42.129 3.063 13.76 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 32.99 on 115 degrees of freedom
## (37 observations deleted due to missingness)
## Calculate the confidence interval when alpha = 0.05 (confidence level of 95%)
confint(fit, level=0.95)
## 2.5 % 97.5 %
## (Intercept) 36.0624 48.19622
## Calculate the confidence interval when alpha = 0.01 (confidence level of 99%)
confint(fit, level=0.99)
## 0.5 % 99.5 %
## (Intercept) 34.10692 50.1517
We can achieve the same results by individually calculating the
lower and upper bounds
## Confidence level of 95%
mean_Ozone <- mean(airquality$Ozone, na.rm = TRUE) # mean
sd_Ozone <- sd(airquality$Ozone, na.rm = TRUE) # standard deviation
n_Ozone <- length(airquality$Ozone[!is.na(airquality$Ozone)]) # sample size
se_Ozone <- sd_Ozone / sqrt(n_Ozone) # standard error
ci_Ozone <- mean_Ozone + c(-1, 1) * qt(0.975, df = n_Ozone - 1) * se_Ozone # confidence interval at alpha/2
ci_Ozone
## [1] 36.06240 48.19622
Visualize the results
library(tidyverse)
## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ dplyr 1.1.4 ✔ readr 2.1.5
## ✔ forcats 1.0.0 ✔ stringr 1.5.1
## ✔ ggplot2 3.5.1 ✔ tibble 3.2.1
## ✔ lubridate 1.9.3 ✔ tidyr 1.3.1
## ✔ purrr 1.0.2
## ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
## ✖ dplyr::filter() masks stats::filter()
## ✖ dplyr::lag() masks stats::lag()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
ggplot(airquality, aes(x = factor(1), y = Ozone)) +
geom_point() +
geom_errorbar(aes(ymin = ci_Ozone[1], ymax = ci_Ozone[2]), width = 0.1) +
theme_minimal() +
labs(title = "95% Confidence Interval for Mean Zone",
x = "",
y = "Ozone")
## Warning: Removed 37 rows containing missing values or values outside the scale range
## (`geom_point()`).

Hypothesis Testing
Create a model including both IV(s) and DV, then interpret the
results
## Assume that the level of Ozone (DV) can be predicted by Solar.R and Temp (IVs)
fit <- lm(Ozone ~ Solar.R + Temp, data = airquality)
summary(fit)
##
## Call:
## lm(formula = Ozone ~ Solar.R + Temp, data = airquality)
##
## Residuals:
## Min 1Q Median 3Q Max
## -36.610 -15.976 -2.928 12.371 115.555
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -145.70316 18.44672 -7.899 2.53e-12 ***
## Solar.R 0.05711 0.02572 2.221 0.0285 *
## Temp 2.27847 0.24600 9.262 2.22e-15 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 23.5 on 108 degrees of freedom
## (42 observations deleted due to missingness)
## Multiple R-squared: 0.5103, Adjusted R-squared: 0.5012
## F-statistic: 56.28 on 2 and 108 DF, p-value: < 2.2e-16
T-test
vs0 <- mtcars %>%
filter(vs==0)
vs1 <- mtcars %>%
filter(vs==1)
t.test(vs0, vs1)
##
## Welch Two Sample t-test
##
## data: vs0 and vs1
## t = 2.9373, df = 285.75, p-value = 0.003581
## alternative hypothesis: true difference in means is not equal to 0
## 95 percent confidence interval:
## 7.986944 40.434537
## sample estimates:
## mean of x mean of y
## 50.20073 25.98999