Simple Linear Regression models the relationship between two quantitative variables using a straight line. We will model MPG (miles per gallon) as a function of Weight using the built-in mtcars dataset.
Simple Linear Regression models the relationship between two quantitative variables using a straight line. We will model MPG (miles per gallon) as a function of Weight using the built-in mtcars dataset.
\[
Y_i = \beta_0 + \beta_1 X_i + \epsilon_i, \quad \epsilon_i \sim \mathcal{N}(0, \sigma^2)
\] - \(\beta_0\): intercept
- \(\beta_1\): slope (change in \(Y\) per one-unit change in \(X\))
library(ggplot2) library(plotly) # for interactive 3D plot data(mtcars) # Global chunk options to avoid overflowing slides knitr::opts_chunk$set( fig.width = 6.5, # wide but not too tall fig.height = 4.2, out.width = "100%", dpi = 96, message = FALSE, warning = FALSE )
model <- lm(mpg ~ wt, data = mtcars)
summary(model)
## ## 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
coef(model)
## (Intercept) wt ## 37.285126 -5.344472
The fitted line is \[
\hat{Y} = \hat{\beta}_0 + \hat{\beta}_1 X.
\] - If \(\hat{\beta}_1 < 0\): as weight increases, MPG decreases.
- \(R^2\) quantifies goodness-of-fit.