Lab 9: Multiple linear regression

library(tidyverse)
library(openintro)
library(GGally)

The data

glimpse(evals)

## Rows: 463
## Columns: 23
## $ course_id     <int> 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 1…
## $ prof_id       <int> 1, 1, 1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4, 5, 5,…
## $ score         <dbl> 4.7, 4.1, 3.9, 4.8, 4.6, 4.3, 2.8, 4.1, 3.4, 4.5, 3.8, 4…
## $ rank          <fct> tenure track, tenure track, tenure track, tenure track, …
## $ ethnicity     <fct> minority, minority, minority, minority, not minority, no…
## $ gender        <fct> female, female, female, female, male, male, male, male, …
## $ language      <fct> english, english, english, english, english, english, en…
## $ age           <int> 36, 36, 36, 36, 59, 59, 59, 51, 51, 40, 40, 40, 40, 40, …
## $ cls_perc_eval <dbl> 55.81395, 68.80000, 60.80000, 62.60163, 85.00000, 87.500…
## $ cls_did_eval  <int> 24, 86, 76, 77, 17, 35, 39, 55, 111, 40, 24, 24, 17, 14,…
## $ cls_students  <int> 43, 125, 125, 123, 20, 40, 44, 55, 195, 46, 27, 25, 20, …
## $ cls_level     <fct> upper, upper, upper, upper, upper, upper, upper, upper, …
## $ cls_profs     <fct> single, single, single, single, multiple, multiple, mult…
## $ cls_credits   <fct> multi credit, multi credit, multi credit, multi credit, …
## $ bty_f1lower   <int> 5, 5, 5, 5, 4, 4, 4, 5, 5, 2, 2, 2, 2, 2, 2, 2, 2, 7, 7,…
## $ bty_f1upper   <int> 7, 7, 7, 7, 4, 4, 4, 2, 2, 5, 5, 5, 5, 5, 5, 5, 5, 9, 9,…
## $ bty_f2upper   <int> 6, 6, 6, 6, 2, 2, 2, 5, 5, 4, 4, 4, 4, 4, 4, 4, 4, 9, 9,…
## $ bty_m1lower   <int> 2, 2, 2, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3, 3, 3, 3, 7, 7,…
## $ bty_m1upper   <int> 4, 4, 4, 4, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 6, 6,…
## $ bty_m2upper   <int> 6, 6, 6, 6, 3, 3, 3, 3, 3, 2, 2, 2, 2, 2, 2, 2, 2, 6, 6,…
## $ bty_avg       <dbl> 5.000, 5.000, 5.000, 5.000, 3.000, 3.000, 3.000, 3.333, …
## $ pic_outfit    <fct> not formal, not formal, not formal, not formal, not form…
## $ pic_color     <fct> color, color, color, color, color, color, color, color, …

?evals

## starting httpd help server ... done

Exercise 1

Is this an observational study or an experiment? The original research question posed in the paper is whether beauty leads directly to the differences in course evaluations. Given the study design, is it possible to answer this question as it is phrased? If not, rephrase the question.

To better reflect the study’s design and its limitations, the question can be rephrased as: “Is there an association between instructors’ physical attractiveness and their course evaluation scores?”

Exercise 2

Describe the distribution of score. Is the distribution skewed? What does that tell you about how students rate courses? Is this what you expected to see? Why, or why not?

hist(evals$score)

The distribution is left-skewed and multimodal. Ideally, one might anticipate a more normal distribution, but it appears that students tend to be generous with their ratings. This pattern aligns with my expectations unless the course or professor is unpopular, in which case I would expect a right-skewed distribution.

Exercise 3

Excluding score, select two other variables and describe their relationship with each other using an appropriate visualization.

plot(evals$rank, evals$age)

Teachers on the tenure track are generally younger than those who are already tenured or teaching.

Simple linear regression

ggplot(data = evals, aes(x = bty_avg, y = score)) +
  geom_point()

There are 463 rows in this dataset set but it does not seem to be plotted.

nrow(evals)

## [1] 463

Exercise 4

Replot the scatterplot, but this time use geom_jitter as your layer. What was misleading about the initial scatterplot?

ggplot(data = evals, aes(x = bty_avg, y = score)) +
  geom_jitter()

Exercise 5

Let’s see if the apparent trend in the plot is something more than natural variation. Fit a linear model called m_bty to predict average professor score by average beauty rating. Write out the equation for the linear model and interpret the slope. Is average beauty score a statistically significant predictor? Does it appear to be a practically significant predictor?

m_bty <- lm(evals$score ~ evals$bty_avg)
summary(m_bty)

## 
## Call:
## lm(formula = evals$score ~ evals$bty_avg)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -1.9246 -0.3690  0.1420  0.3977  0.9309 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept)    3.88034    0.07614   50.96  < 2e-16 ***
## evals$bty_avg  0.06664    0.01629    4.09 5.08e-05 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.5348 on 461 degrees of freedom
## Multiple R-squared:  0.03502,    Adjusted R-squared:  0.03293 
## F-statistic: 16.73 on 1 and 461 DF,  p-value: 5.083e-05

The slope of the line is 0.0664, indicating a positive upward correlation, where higher average beauty ratings are associated with higher scores. However, with an r-squared value of 3.3%, this suggests that the average beauty rating explains only a small portion of the variation, making it a weak predictor of statistical significance.

plot(jitter(evals$score) ~ evals$bty_avg)
abline(m_bty)

ggplot(data = evals, aes(x = bty_avg, y = score)) +
  geom_jitter() +
  geom_smooth(method = "lm")

## `geom_smooth()` using formula = 'y ~ x'

The blue line is the model. The shaded gray area around the line tells you about the variability you might expect in your predictions. To turn that off, use se = FALSE.

ggplot(data = evals, aes(x = bty_avg, y = score)) +
  geom_jitter() +
  geom_smooth(method = "lm", se = FALSE)

## `geom_smooth()` using formula = 'y ~ x'

Exercise 6

Use residual plots to evaluate whether the conditions of least squares regression are reasonable. Provide plots and comments for each one (see the Simple Regression Lab for a reminder of how to make these).

plot(m_bty$residuals ~ evals$bty_avg)

#Horizontal dashed line 
abline(h = 0, lty = 4)

#Histogram
hist(m_bty$residuals)

#Normal probability plot of residual
qqnorm(m_bty$residuals)
qqline(m_bty$residuals)

Multiple linear regression

ggplot(data = evals, aes(x = bty_f1lower, y = bty_avg)) +
  geom_point()

evals %>% 
  summarise(cor(bty_avg, bty_f1lower))

## # A tibble: 1 × 1
##   `cor(bty_avg, bty_f1lower)`
##                         <dbl>
## 1                       0.844

As expected, the relationship is quite strong—after all, the average score is calculated using the individual scores. You can actually look at the relationships between all beauty variables (columns 13 through 19) using the following command:

evals %>%
  select(contains("bty")) %>%
  ggpairs()

These variables are collinear (correlated), and adding more than one of these variables to the model would not add much value to the model. In this application and with these highly-correlated predictors, it is reasonable to use the average beauty score as the single representative of these variables.

In order to see if beauty is still a significant predictor of professor score after you’ve accounted for the professor’s gender, you can add the gender term into the model.

m_bty_gen <- lm(score ~ bty_avg + gender, data = evals)
summary(m_bty_gen)

## 
## Call:
## lm(formula = score ~ bty_avg + gender, data = evals)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -1.8305 -0.3625  0.1055  0.4213  0.9314 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  3.74734    0.08466  44.266  < 2e-16 ***
## bty_avg      0.07416    0.01625   4.563 6.48e-06 ***
## gendermale   0.17239    0.05022   3.433 0.000652 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.5287 on 460 degrees of freedom
## Multiple R-squared:  0.05912,    Adjusted R-squared:  0.05503 
## F-statistic: 14.45 on 2 and 460 DF,  p-value: 8.177e-07

Exercise 7

P-values and parameter estimates should only be trusted if the conditions for the regression are reasonable. Verify that the conditions for this model are reasonable using diagnostic plots.

plot(m_bty_gen)

plot(evals$score ~ evals$gender)

Exercise 8

Is bty_avg still a significant predictor of score? Has the addition of gender to the model changed the parameter estimate for bty_avg?

The variable bty_avg remains a significant predictor of the score, and by incorporating gender into the model, the model’s performance improves, while also altering the parameter estimate for bty_avg.

Note that the estimate for gender is now called gendermale. You’ll see this name change whenever you introduce a categorical variable. The reason is that R recodes gender from having the values of male and female to being an indicator variable called gendermale that takes a value of 0 for female professors and a value of 1 for male professors. (Such variables are often referred to as “dummy” variables.)

ggplot(data = evals, aes(x = bty_avg, y = score, color = pic_color)) +
 geom_smooth(method = "lm", formula = y ~ x, se = FALSE)

Exercise 9

What is the equation of the line corresponding to those with color pictures? (Hint: For those with color pictures, the parameter estimate is multiplied by 1.) For two professors who received the same beauty rating, which color picture tends to have the higher course evaluation score?

The choice to label the indicator variable as gendermale rather than genderfemale has no particular significance. R automatically codes the category that appears first alphabetically as 0. (You can change the reference level of a categorical variable, which is the one coded as 0, using the relevel() function. Use ?relevel for more information.)

The equation is: score = (3.74734 + 0.17239) + 0.07416(bty_avg)

Exercise 10

Create a new model called m_bty_rank with gender removed and rank added in. How does R appear to handle categorical variables that have more than two levels? Note that the rank variable has three levels: teaching, tenure track, tenured.

m_bty_rank <- lm(score ~ bty_avg + rank, data = evals)
summary(m_bty_rank)

## 
## Call:
## lm(formula = score ~ bty_avg + rank, data = evals)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -1.8713 -0.3642  0.1489  0.4103  0.9525 
## 
## Coefficients:
##                  Estimate Std. Error t value Pr(>|t|)    
## (Intercept)       3.98155    0.09078  43.860  < 2e-16 ***
## bty_avg           0.06783    0.01655   4.098 4.92e-05 ***
## ranktenure track -0.16070    0.07395  -2.173   0.0303 *  
## ranktenured      -0.12623    0.06266  -2.014   0.0445 *  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.5328 on 459 degrees of freedom
## Multiple R-squared:  0.04652,    Adjusted R-squared:  0.04029 
## F-statistic: 7.465 on 3 and 459 DF,  p-value: 6.88e-05

Exercise 11

Which variable would you expect to have the highest p-value in this model? Why? Hint: Think about which variable would you expect to not have any association with the professor score.

m_full <- lm(score ~ rank + gender + ethnicity + language + age + cls_perc_eval 
             + cls_students + cls_level + cls_profs + cls_credits + bty_avg 
             + pic_outfit + pic_color, data = evals)
summary(m_full)

## 
## Call:
## lm(formula = score ~ rank + gender + ethnicity + language + age + 
##     cls_perc_eval + cls_students + cls_level + cls_profs + cls_credits + 
##     bty_avg + pic_outfit + pic_color, data = evals)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1.77397 -0.32432  0.09067  0.35183  0.95036 
## 
## Coefficients:
##                         Estimate Std. Error t value Pr(>|t|)    
## (Intercept)            4.0952141  0.2905277  14.096  < 2e-16 ***
## ranktenure track      -0.1475932  0.0820671  -1.798  0.07278 .  
## ranktenured           -0.0973378  0.0663296  -1.467  0.14295    
## gendermale             0.2109481  0.0518230   4.071 5.54e-05 ***
## ethnicitynot minority  0.1234929  0.0786273   1.571  0.11698    
## languagenon-english   -0.2298112  0.1113754  -2.063  0.03965 *  
## age                   -0.0090072  0.0031359  -2.872  0.00427 ** 
## cls_perc_eval          0.0053272  0.0015393   3.461  0.00059 ***
## cls_students           0.0004546  0.0003774   1.205  0.22896    
## cls_levelupper         0.0605140  0.0575617   1.051  0.29369    
## cls_profssingle       -0.0146619  0.0519885  -0.282  0.77806    
## cls_creditsone credit  0.5020432  0.1159388   4.330 1.84e-05 ***
## bty_avg                0.0400333  0.0175064   2.287  0.02267 *  
## pic_outfitnot formal  -0.1126817  0.0738800  -1.525  0.12792    
## pic_colorcolor        -0.2172630  0.0715021  -3.039  0.00252 ** 
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.498 on 448 degrees of freedom
## Multiple R-squared:  0.1871, Adjusted R-squared:  0.1617 
## F-statistic: 7.366 on 14 and 448 DF,  p-value: 6.552e-14

I anticipate that the cls_profs will show the weakest correlation with the professor score.

Exercise 12

Check your suspicions from the previous exercise. Include the model output in your response.

The cls_profs variable shows the weakest association, with a maximum p-value of 0.77806, while language and age were found to be significant.

Exercise 13

Interpret the coefficient associated with the ethnicity variable.

Interpretation: Professors who are not minorities score 0.123 points higher than those who are minorities.

Exercise 14

Drop the variable with the highest p-value and re-fit the model. Did the coefficients and significance of the other explanatory variables change? (One of the things that makes multiple regression interesting is that coefficient estimates depend on the other variables that are included in the model.) If not, what does this say about whether or not the dropped variable was collinear with the other explanatory variables?

m_full_1 <- lm(score ~ rank + ethnicity + gender + language + age + cls_perc_eval 
             + cls_students + cls_level + cls_credits + bty_avg 
             + pic_outfit + pic_color, data = evals)
summary(m_full_1)

## 
## Call:
## lm(formula = score ~ rank + ethnicity + gender + language + age + 
##     cls_perc_eval + cls_students + cls_level + cls_credits + 
##     bty_avg + pic_outfit + pic_color, data = evals)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -1.7836 -0.3257  0.0859  0.3513  0.9551 
## 
## Coefficients:
##                         Estimate Std. Error t value Pr(>|t|)    
## (Intercept)            4.0872523  0.2888562  14.150  < 2e-16 ***
## ranktenure track      -0.1476746  0.0819824  -1.801 0.072327 .  
## ranktenured           -0.0973829  0.0662614  -1.470 0.142349    
## ethnicitynot minority  0.1274458  0.0772887   1.649 0.099856 .  
## gendermale             0.2101231  0.0516873   4.065 5.66e-05 ***
## languagenon-english   -0.2282894  0.1111305  -2.054 0.040530 *  
## age                   -0.0089992  0.0031326  -2.873 0.004262 ** 
## cls_perc_eval          0.0052888  0.0015317   3.453 0.000607 ***
## cls_students           0.0004687  0.0003737   1.254 0.210384    
## cls_levelupper         0.0606374  0.0575010   1.055 0.292200    
## cls_creditsone credit  0.5061196  0.1149163   4.404 1.33e-05 ***
## bty_avg                0.0398629  0.0174780   2.281 0.023032 *  
## pic_outfitnot formal  -0.1083227  0.0721711  -1.501 0.134080    
## pic_colorcolor        -0.2190527  0.0711469  -3.079 0.002205 ** 
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.4974 on 449 degrees of freedom
## Multiple R-squared:  0.187,  Adjusted R-squared:  0.1634 
## F-statistic: 7.943 on 13 and 449 DF,  p-value: 2.336e-14

Well, the coefficients and significance of the other explanatory variables changed, indicating that the removal of the variable depends on the presence of the other variables.

Exercise 15

Using backward-selection and p-value as the selection criterion, determine the best model. You do not need to show all steps in your answer, just the output for the final model. Also, write out the linear model for predicting score based on the final model you settle on.

m_full_best <- lm(score ~ ethnicity + gender + language + age + cls_perc_eval 
             +   cls_credits + bty_avg + pic_color, data = evals)
summary(m_full_best)

## 
## Call:
## lm(formula = score ~ ethnicity + gender + language + age + cls_perc_eval + 
##     cls_credits + bty_avg + pic_color, data = evals)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1.85320 -0.32394  0.09984  0.37930  0.93610 
## 
## Coefficients:
##                        Estimate Std. Error t value Pr(>|t|)    
## (Intercept)            3.771922   0.232053  16.255  < 2e-16 ***
## ethnicitynot minority  0.167872   0.075275   2.230  0.02623 *  
## gendermale             0.207112   0.050135   4.131 4.30e-05 ***
## languagenon-english   -0.206178   0.103639  -1.989  0.04726 *  
## age                   -0.006046   0.002612  -2.315  0.02108 *  
## cls_perc_eval          0.004656   0.001435   3.244  0.00127 ** 
## cls_creditsone credit  0.505306   0.104119   4.853 1.67e-06 ***
## bty_avg                0.051069   0.016934   3.016  0.00271 ** 
## pic_colorcolor        -0.190579   0.067351  -2.830  0.00487 ** 
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.4992 on 454 degrees of freedom
## Multiple R-squared:  0.1722, Adjusted R-squared:  0.1576 
## F-statistic:  11.8 on 8 and 454 DF,  p-value: 2.58e-15

Exercise 16

Verify that the conditions for this model are reasonable using diagnostic plots.

par(mfrow = c(2, 2))
plot(m_full)

The residuals appear satisfactory, the linear model fits well, and there are no issues with the leverage points.

#Normal Probability Plot
qqnorm(m_full_best$residuals)
qqline(m_full_best$residuals)

#Histogram plot
hist(m_full_best$residuals) 

Exercise 17

The original paper describes how these data were gathered by taking a sample of professors from the University of Texas at Austin and including all courses that they have taught. Considering that each row represents a course, could this new information have an impact on any of the conditions of linear regression?

No, since the class courses are independent of one another, the scores would also be independent.

Exercise 18

Based on your final model, describe the characteristics of a professor and course at University of Texas at Austin that would be associated with a high evaluation score.

The professor would be a young, male, non-minority instructor teaching one class. They would have graduated from a university where English is the primary language, and their photo would be in black and white.

Exercise 19

Would you be comfortable generalizing your conclusions to apply to professors generally (at any university)? Why or why not?

No, this was an observational study, not an experiment. Other universities might yield different results, particularly over time.