Problems 6 and 10 from Chapter 7 of ISLR2

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Problem 6

In this exercise, you will further analyze the Wage data set considered throughout this chapter.

attach(Wage)

#####(a) Perform polynomial regression to predict wage using age. Use cross-validation to select the optimal degree d for the polynomial. What degree was chosen, and how does this compare to the results of hypothesis testing using ANOVA? Make a plot of the resulting polynomial fit to the data.

ctrl = trainControl(method = "cv", number = 10)

cv_rsme = c()

set.seed(23)
for (i in 1:10) {
  model = train(y = Wage$wage,
                x = poly(Wage$age, i, raw = TRUE, simple = TRUE), 
                trControl = ctrl,
                method = "lm",
                metric = "RMSE")
  cv_rsme[i] = model$results$RMSE
}

which.min(cv_rsme)
## [1] 10

According to our CV we should pick a tenth-order polynomial however the small range of RMSE for 2nd-10th order polynomials suggests that a different seed may produce different results.

fit.1 = lm(wage ~ age, data = Wage)
fit.2 = lm(wage ~ poly(age, 2, raw = T), data = Wage)
fit.3 = lm(wage ~ poly(age, 3, raw = T), data = Wage)
fit.4 = lm(wage ~ poly(age, 4, raw = T), data = Wage)
fit.5 = lm(wage ~ poly(age, 5, raw = T), data = Wage)
fit.6 = lm(wage ~ poly(age, 6, raw = T), data = Wage)
fit.7 = lm(wage ~ poly(age, 7, raw = T), data = Wage)
fit.8 = lm(wage ~ poly(age, 8, raw = T), data = Wage)
fit.9 = lm(wage ~ poly(age, 9, raw = T), data = Wage)
fit.10 = lm(wage ~ poly(age, 10, raw = T), data = Wage)

anova(fit.1, fit.2, fit.3, fit.4, fit.5, fit.6, fit.7, fit.8, fit.9, fit.10)
## Analysis of Variance Table
## 
## Model  1: wage ~ age
## Model  2: wage ~ poly(age, 2, raw = T)
## Model  3: wage ~ poly(age, 3, raw = T)
## Model  4: wage ~ poly(age, 4, raw = T)
## Model  5: wage ~ poly(age, 5, raw = T)
## Model  6: wage ~ poly(age, 6, raw = T)
## Model  7: wage ~ poly(age, 7, raw = T)
## Model  8: wage ~ poly(age, 8, raw = T)
## Model  9: wage ~ poly(age, 9, raw = T)
## Model 10: wage ~ poly(age, 10, raw = T)
##    Res.Df     RSS Df Sum of Sq        F    Pr(>F)    
## 1    2998 5022216                                    
## 2    2997 4793430  1    228786 143.7638 < 2.2e-16 ***
## 3    2996 4777674  1     15756   9.9005  0.001669 ** 
## 4    2995 4771604  1      6070   3.8143  0.050909 .  
## 5    2994 4770322  1      1283   0.8059  0.369398    
## 6    2993 4766389  1      3932   2.4709  0.116074    
## 7    2992 4763834  1      2555   1.6057  0.205199    
## 8    2991 4763707  1       127   0.0796  0.777865    
## 9    2990 4756703  1      7004   4.4014  0.035994 *  
## 10   2989 4756701  1         3   0.0017  0.967529    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

According to ANOVA we would be wise to select a third or fourth-order polynomial.

I am going to plot the third-order

ggplot(Wage, aes(x = age, y = wage)) + 
  geom_point(alpha = 0.3) + 
  geom_smooth(method = "lm", formula = "y ~ poly(x, 3, raw = T)") + 
  labs(title = "Predicting Wage from Age") +
  theme_minimal()

#####(b) Fit a step function to predict wage using age, and perform cross-validation to choose the optimal number of cuts. Make a plot of the fit obtained.

ctrl = trainControl(method = "cv", number = 10)

cv_rsme = c()

set.seed(23)
for (i in 2:20) {
  model = train(y = Wage$wage,
                x = data.frame(cut(Wage$age, i)), 
                trControl = ctrl,
                method = "lm",
                metric = "RMSE")
  cv_rsme[i - 1] = model$results$RMSE
}

which.min(cv_rsme)
## [1] 10
data.frame(cuts = 1:19, cv_rsme = cv_rsme) %>% 
  mutate(min_rmse = as.numeric(min(cv_rsme) == cv_rsme)) %>% 
  ggplot(aes(x = cuts, y = cv_rsme)) +
  geom_point(aes(col = factor(min_rmse))) +
  geom_line() +
  theme(legend.position = "none")

The optimal number of cuts suggested by this seed is 10.

Problem 10

This question relates to the College data set.

#####(a) Split the data into a training set and a test set. Using out-of-state tuition as the response and the other variables as the predictors, perform forward stepwise selection on the training set in order to identify a satisfactory model that uses just a subset of the predictors.

set.seed(23)

split = 0.7
train_index = createDataPartition(College$Outstate, p=split, list = F)

data_train = College[train_index, ]
data_test = College[-train_index, ]
ctrl = trainControl(method = "repeatedcv", number = 10, repeats = 1, selectionFunction = "oneSE")

set.seed(23)
model_fwd = train(Outstate ~ .,
              data = data_train,
              method = "leapForward",
              metric = "RMSE",
              maximize = FALSE,
              trControl = ctrl, 
              tuneGrid = data.frame(nvmax = 1:17)
              )

model_fwd
## Linear Regression with Forward Selection 
## 
## 546 samples
##  17 predictor
## 
## No pre-processing
## Resampling: Cross-Validated (10 fold, repeated 1 times) 
## Summary of sample sizes: 492, 491, 492, 490, 490, 493, ... 
## Resampling results across tuning parameters:
## 
##   nvmax  RMSE      Rsquared   MAE     
##    1     2875.282  0.4982617  2313.522
##    2     2460.366  0.6228309  1870.279
##    3     2224.090  0.6865013  1724.053
##    4     2104.315  0.7167507  1660.630
##    5     2110.847  0.7140454  1659.339
##    6     2057.734  0.7288053  1603.378
##    7     2072.987  0.7262976  1616.131
##    8     2047.841  0.7336333  1605.737
##    9     2064.515  0.7289002  1619.793
##   10     2032.352  0.7360141  1603.916
##   11     2001.610  0.7431730  1579.785
##   12     1984.742  0.7475637  1565.904
##   13     1984.232  0.7476007  1564.288
##   14     1972.563  0.7510243  1553.099
##   15     1967.176  0.7521733  1549.432
##   16     1966.326  0.7524733  1544.208
##   17     1965.317  0.7527371  1542.906
## 
## RMSE was used to select the optimal model using  the one SE rule.
## The final value used for the model was nvmax = 11.

An 11 variable model was selected.

#####(b) Fit a GAM on the training data, using out-of-state tuition as the response and the features selected in the previous step as the predictors. Plot the results, and explain your findings.

coef(model_fwd$finalModel, id = 11)
##   (Intercept)    PrivateYes          Apps        Accept   F.Undergrad 
## -1866.2830727  2018.3923381    -0.2280087     0.7872454    -0.2437704 
##    Room.Board      Personal      Terminal     S.F.Ratio   perc.alumni 
##     0.8028060    -0.1399407    34.6515954   -40.3704251    48.1484652 
##        Expend     Grad.Rate 
##     0.2682705    24.9459292
model_gam = gam(Outstate ~ Private + s(Apps) + s(Accept) + s(F.Undergrad) + s(Room.Board) + s(Personal) + s(Terminal) + s(S.F.Ratio) + s(perc.alumni) + s(Expend) + s(Grad.Rate), data = data_train)

plot(model_gam, se = T, col = "red")

There seems to be a linear relationship between outstate and Accept, room.board and f.undergrad while the rest of the predictors seem to have a non-linear relationship with outstate.

#####(c) Evaluate the model obtained on the test set, and explain the results obtained.

mean((predict(model_gam, newdata = data_test) - data_test$Outstate)^2)
## [1] 3871826
mean((predict(model_fwd, newdata = data_test) - data_test$Outstate)^2)
## [1] 4435419

According to the MSE the GAM model is better.

#####(d) For which variables, if any, is there evidence of a non-linear relationship with the response?

summary(model_gam)
## 
## Call: gam(formula = Outstate ~ Private + s(Apps) + s(Accept) + s(F.Undergrad) + 
##     s(Room.Board) + s(Personal) + s(Terminal) + s(S.F.Ratio) + 
##     s(perc.alumni) + s(Expend) + s(Grad.Rate), data = data_train)
## Deviance Residuals:
##      Min       1Q   Median       3Q      Max 
## -6574.75 -1031.37    89.46  1147.98  7619.39 
## 
## (Dispersion Parameter for gaussian family taken to be 3092029)
## 
##     Null Deviance: 8394827575 on 545 degrees of freedom
## Residual Deviance: 1558381570 on 503.9997 degrees of freedom
## AIC: 9751.386 
## 
## Number of Local Scoring Iterations: NA 
## 
## Anova for Parametric Effects
##                 Df     Sum Sq    Mean Sq  F value    Pr(>F)    
## Private          1 2196286815 2196286815 710.3061 < 2.2e-16 ***
## s(Apps)          1  906801108  906801108 293.2706 < 2.2e-16 ***
## s(Accept)        1  186236849  186236849  60.2313 4.728e-14 ***
## s(F.Undergrad)   1  309860358  309860358 100.2126 < 2.2e-16 ***
## s(Room.Board)    1  689855812  689855812 223.1078 < 2.2e-16 ***
## s(Personal)      1   27058794   27058794   8.7511  0.003239 ** 
## s(Terminal)      1  381714849  381714849 123.4513 < 2.2e-16 ***
## s(S.F.Ratio)     1  204916134  204916134  66.2724 3.100e-15 ***
## s(perc.alumni)   1  231161321  231161321  74.7604 < 2.2e-16 ***
## s(Expend)        1  588408340  588408340 190.2985 < 2.2e-16 ***
## s(Grad.Rate)     1   54089497   54089497  17.4932 3.401e-05 ***
## Residuals      504 1558381570    3092029                       
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Anova for Nonparametric Effects
##                Npar Df  Npar F     Pr(F)    
## (Intercept)                                 
## Private                                     
## s(Apps)              3  1.6628  0.174090    
## s(Accept)            3  5.0620  0.001836 ** 
## s(F.Undergrad)       3  2.4207  0.065283 .  
## s(Room.Board)        3  1.8922  0.129911    
## s(Personal)          3  2.3193  0.074587 .  
## s(Terminal)          3  2.2654  0.080049 .  
## s(S.F.Ratio)         3  4.3255  0.005031 ** 
## s(perc.alumni)       3  1.9523  0.120228    
## s(Expend)            3 17.6269 6.775e-11 ***
## s(Grad.Rate)         3  3.4428  0.016676 *  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

According to the model summary, Accept, S.F.Ratio, Expend, and Grad.Rate have non-linear effects.

model_gam2 = gam(Outstate ~ Private + Apps + s(Accept) + F.Undergrad + Room.Board + Personal + Terminal + s(S.F.Ratio) + perc.alumni + s(Expend) + s(Grad.Rate), data = data_train)

mean((predict(model_gam, newdata = data_test) - data_test$Outstate)^2)
## [1] 3871826
mean((predict(model_fwd, newdata = data_test) - data_test$Outstate)^2)
## [1] 4435419
mean((predict(model_gam2, newdata = data_test) - data_test$Outstate)^2)
## [1] 3505134

By only smoothing the predictors with evidence of a non-linear effect we are able to improve and simplify the model.