- Topic: Simple linear regression
- Example: Predict MPG from Weight (
mtcars) - We will show 2 ggplots, 1 plotly (3D), 2 LaTeX math slides, and one code slide.
mtcars)We model a response \(Y\) with a predictor \(X\): \[ Y_i = \beta_0 + \beta_1 X_i + \varepsilon_i, \quad \varepsilon_i \stackrel{iid}{\sim} N(0,\sigma^2) \] Interpretation: \(\beta_1\) is the expected change in \(Y\) for a 1‑unit increase in \(X\).
We use built‑in mtcars and keep the columns we need.
df <- dplyr::select(mtcars, mpg, wt, hp) head(df)
## mpg wt hp ## Mazda RX4 21.0 2.620 110 ## Mazda RX4 Wag 21.0 2.875 110 ## Datsun 710 22.8 2.320 93 ## Hornet 4 Drive 21.4 3.215 110 ## Hornet Sportabout 18.7 3.440 175 ## Valiant 18.1 3.460 105
class: smaller
mod <- lm(mpg ~ wt, data = df) summary(mod)
## ## Call: ## lm(formula = mpg ~ wt, data = df) ## ## 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(mod)
## (Intercept) wt ## 37.285126 -5.344472
confint(mod)
## 2.5 % 97.5 % ## (Intercept) 33.450500 41.119753 ## wt -6.486308 -4.202635
class: smaller