1. Data :
# Load necessary libraries
library(tidyverse) # Data manipulation
## Warning: package 'tidyverse' was built under R version 4.4.3
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## Warning: package 'readr' was built under R version 4.4.3
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## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
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## ✔ ggplot2   3.5.2     ✔ tibble    3.2.1
## ✔ lubridate 1.9.4     ✔ 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
library(broom)     # For model diagnostics
## Warning: package 'broom' was built under R version 4.4.3
library(datarium)  # For dataset
## Warning: package 'datarium' was built under R version 4.4.3
library(ggplot2)   # For visualization

# Load the dataset
data("marketing")

# Inspect the data
head(marketing, 3)
##   youtube facebook newspaper sales
## 1  276.12    45.36     83.04 26.52
## 2   53.40    47.16     54.12 12.48
## 3   20.64    55.08     83.16 11.16
tail(marketing, 3)
##     youtube facebook newspaper sales
## 198  212.40    11.16      7.68 15.36
## 199  340.32    50.40     79.44 30.60
## 200  278.52    10.32     10.44 16.08
  1. LInier Model (LM) :
model <- lm(sales ~ youtube, data = marketing)
model
## 
## Call:
## lm(formula = sales ~ youtube, data = marketing)
## 
## Coefficients:
## (Intercept)      youtube  
##     8.43911      0.04754
model.diag.metrics <- augment(model)
ggplot(model.diag.metrics, aes(youtube, sales)) +
  geom_point() +
  stat_smooth(method = lm, se = FALSE) +
  geom_segment(aes(xend = youtube, yend = .fitted), color = "maroon", size = 0.3)+
  theme_bw()
## Warning: Using `size` aesthetic for lines was deprecated in ggplot2 3.4.0.
## ℹ Please use `linewidth` instead.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.
## `geom_smooth()` using formula = 'y ~ x'

plot(model, 1)

plot(model, 3)

  1. Breush - Pagan Test :
error2 <- residuals(model)^2
model.error <- lm(error2 ~ marketing$youtube)
chi_stat <- dim(marketing)[1]*summary(model.error)$r.square
p_value <- 1 - pchisq(chi_stat, df = 1)
cat("BP =",chi_stat, "; p-value =", p_value)
## BP = 48.03797 ; p-value = 4.180434e-12
library(lmtest)
## Warning: package 'lmtest' was built under R version 4.4.3
## Loading required package: zoo
## Warning: package 'zoo' was built under R version 4.4.3
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
bptest(model)
## 
##  studentized Breusch-Pagan test
## 
## data:  model
## BP = 48.038, df = 1, p-value = 4.18e-12
p_value <- 1 - pchisq(chi_stat, df = 1)
cat("BP =",chi_stat, "; p-value =", p_value)
## BP = 48.03797 ; p-value = 4.180434e-12
  1. Transpormation :
log.model <- lm(log(sales) ~ youtube, data = marketing)
log.model
## 
## Call:
## lm(formula = log(sales) ~ youtube, data = marketing)
## 
## Coefficients:
## (Intercept)      youtube  
##    2.189514     0.003156
bptest(log.model)
## 
##  studentized Breusch-Pagan test
## 
## data:  log.model
## BP = 1.1959, df = 1, p-value = 0.2742
  1. Normalitas :
plot(log.model, 2)

# Mengambil residual dari model log-transformed
error <- residuals(log.model)

# Fungsi distribusi kumulatif empiris (ECDF)
e_cdf <- ecdf(error)

# Distribusi normal teoritis
t_cdf <- pnorm(error, mean = 0, sd = sd(error))

# Menghitung nilai D (statistik KS)
D <- max(abs(e_cdf(error) - t_cdf))
print(D)
## [1] 0.0658037
ks.test(error, "pnorm", 0, sd(error))
## 
##  Asymptotic one-sample Kolmogorov-Smirnov test
## 
## data:  error
## D = 0.070804, p-value = 0.2686
## alternative hypothesis: two-sided
ks.test(error, "pnorm", 0, sd(residuals(model)))
## 
##  Asymptotic one-sample Kolmogorov-Smirnov test
## 
## data:  error
## D = 0.45656, p-value < 2.2e-16
## alternative hypothesis: two-sided
  1. Autokorelasi :
plot(log.model, 1)

n <- dim(marketing)[1]
r <- cor(error[-1], error[-n])
DW <- 2*(1-r)
DW
## [1] 1.819105
dU <- 1.778
if(DW > dU && DW < 4-dU){
  cat("No Autocorrelation, DW = ", DW)
} else {
  cat("Autocorrelation exists, DW = ", DW)
}
## No Autocorrelation, DW =  1.819105
dwtest(log.model)
## 
##  Durbin-Watson test
## 
## data:  log.model
## DW = 1.81, p-value = 0.08847
## alternative hypothesis: true autocorrelation is greater than 0
dwtest(model)
## 
##  Durbin-Watson test
## 
## data:  model
## DW = 1.9347, p-value = 0.3213
## alternative hypothesis: true autocorrelation is greater than 0
  1. Multiple Linear Regression (MLR)
model.mlr <- lm(sales ~ youtube + facebook + newspaper, data = marketing)
model.mlr
## 
## Call:
## lm(formula = sales ~ youtube + facebook + newspaper, data = marketing)
## 
## Coefficients:
## (Intercept)      youtube     facebook    newspaper  
##    3.526667     0.045765     0.188530    -0.001037

Linearity :

library(reshape2)
## Warning: package 'reshape2' was built under R version 4.4.3
## 
## Attaching package: 'reshape2'
## The following object is masked from 'package:tidyr':
## 
##     smiths
marketing$fit.r <- model.mlr$residuals
marketing$fit.p <- model.mlr$fitted.values
marketing %>%
  melt(measure.vars = c("youtube", "facebook", "newspaper", "fit.p")) %>%
  ggplot(aes(value, fit.r, group = variable)) +
  geom_point(shape = 1) +
  geom_smooth(method = loess) +
  geom_hline(yintercept = 0) +
  facet_wrap(~ variable, scales = "free")
## `geom_smooth()` using formula = 'y ~ x'

Heatmap :

library(corrplot)
## Warning: package 'corrplot' was built under R version 4.4.3
## corrplot 0.95 loaded
corrplot.mixed(cor(marketing[,1:4]), upper = "square")

Multikolinear :

m_youtube <- lm(youtube ~ facebook + newspaper, data = marketing)
m_facebook <- lm(facebook ~ youtube + newspaper, data = marketing)
m_newspaper <- lm(newspaper ~ youtube + facebook, data = marketing)

R2_youtube <- summary(m_youtube)$r.sq
R2_facebook <- summary(m_facebook)$r.sq
R2_newspaper <- summary(m_newspaper)$r.sq

VIF_y <- 1 / (1 - R2_youtube)
VIF_f <- 1 / (1 - R2_facebook)
VIF_n <- 1 / (1 - R2_newspaper)

data.frame(Youtube = VIF_y,
           Facebook = VIF_f,
           Newspaper = VIF_n)
##    Youtube Facebook Newspaper
## 1 1.004611 1.144952  1.145187
# Compare with vif from 'car' package
library(car)
## Warning: package 'car' was built under R version 4.4.3
## Loading required package: carData
## 
## Attaching package: 'car'
## The following object is masked from 'package:dplyr':
## 
##     recode
## The following object is masked from 'package:purrr':
## 
##     some
vif(model.mlr)
##   youtube  facebook newspaper 
##  1.004611  1.144952  1.145187

Variabel Kolinear :

marketing$X4 <- 0.5*marketing$facebook + marketing$newspaper + rnorm(n,0,2)
model.update <- lm(sales ~ youtube + facebook + newspaper + X4, data = marketing)
model.update
## 
## Call:
## lm(formula = sales ~ youtube + facebook + newspaper + X4, data = marketing)
## 
## Coefficients:
## (Intercept)      youtube     facebook    newspaper           X4  
##     3.52323      0.04578      0.19445      0.01055     -0.01164
m_x4 <- lm(X4 ~ newspaper + youtube + facebook, data = marketing)
R2_x4 <- summary(m_x4)$r.square
1/(1- R2_x4)
## [1] 225.4237
vif(model.update)
##    youtube   facebook  newspaper         X4 
##   1.008114  21.021427 165.140257 225.423740