2025-02-07

Introduction

  • Simple Linear Regression is a method for modeling the relationship between two variables.
  • It assumes a linear relationship between an independent variable (X) and a dependent variable (Y).

Equation

\[ Y = \beta_0 + \beta_1 X + \varepsilon \] where: - \(\beta_0\) is the intercept - \(\beta_1\) is the slope - \(\varepsilon\) is the error term

Data Example

##                    mpg cyl disp  hp drat    wt  qsec vs am gear carb
## Mazda RX4         21.0   6  160 110 3.90 2.620 16.46  0  1    4    4
## Mazda RX4 Wag     21.0   6  160 110 3.90 2.875 17.02  0  1    4    4
## Datsun 710        22.8   4  108  93 3.85 2.320 18.61  1  1    4    1
## Hornet 4 Drive    21.4   6  258 110 3.08 3.215 19.44  1  0    3    1
## Hornet Sportabout 18.7   8  360 175 3.15 3.440 17.02  0  0    3    2
## Valiant           18.1   6  225 105 2.76 3.460 20.22  1  0    3    1

Scatter Plot

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

3D Plot

Model Fitting

## 
## Call:
## lm(formula = mpg ~ wt, data = mtcars)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4.5432 -2.3647 -0.1252  1.4096  6.8727 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  37.2851     1.8776  19.858  < 2e-16 ***
## wt           -5.3445     0.5591  -9.559 1.29e-10 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 3.046 on 30 degrees of freedom
## Multiple R-squared:  0.7528, Adjusted R-squared:  0.7446 
## F-statistic: 91.38 on 1 and 30 DF,  p-value: 1.294e-10

Interpretation

  • The slope tells us how much Y (mpg) changes for a one-unit change in X (wt).
  • The intercept represents the predicted value of Y when X = 0.

Conclusion

  • Simple Linear Regression is useful for understanding relationships between variables.
  • Assumptions include linearity, independence, homoscedasticity, and normality of residuals.

References

  • “ggplot2: Elegant Graphics for Data Analysis” by Hadley Wickham
  • R Documentation: https://r-project.org