- Models relationship between a response variable \(Y\) and predictor \(X\)
- Used for explanation and prediction \[ Y = \beta_0 + \beta_1 X + \varepsilon \]
\[
E(Y \mid X) = \beta_0 + \beta_1 X
\] - \(\beta_0\): intercept
- \(\beta_1\): slope
s$call
## lm(formula = mpg ~ wt, data = df)
s$residuals
## Mazda RX4 Mazda RX4 Wag Datsun 710 Hornet 4 Drive ## -2.2826106 -0.9197704 -2.0859521 1.2973499 ## Hornet Sportabout Valiant Duster 360 Merc 240D ## -0.2001440 -0.6932545 -3.9053627 4.1637381 ## Merc 230 Merc 280 Merc 280C Merc 450SE ## 2.3499593 0.2998560 -1.1001440 0.8668731 ## Merc 450SL Merc 450SLC Cadillac Fleetwood Lincoln Continental ## -0.0502472 -1.8830236 1.1733496 2.1032876 ## Chrysler Imperial Fiat 128 Honda Civic Toyota Corolla ## 5.9810744 6.8727113 1.7461954 6.4219792 ## Toyota Corona Dodge Challenger AMC Javelin Camaro Z28 ## -2.6110037 -2.9725862 -3.7268663 -3.4623553 ## Pontiac Firebird Fiat X1-9 Porsche 914-2 Lotus Europa ## 2.4643670 0.3564263 0.1520430 1.2010593 ## Ford Pantera L Ferrari Dino Maserati Bora Volvo 142E ## -4.5431513 -2.7809399 -3.2053627 -1.0274952
s$coefficients
## Estimate Std. Error t value Pr(>|t|) ## (Intercept) 37.285126 1.877627 19.857575 8.241799e-19 ## wt -5.344472 0.559101 -9.559044 1.293959e-10
c( r_squared = s$r.squared, adj_r_squared = s$adj.r.squared, residual_se = s$sigma, f_statistic = s$fstatistic[1] )
## r_squared adj_r_squared residual_se f_statistic.value ## 0.7528328 0.7445939 3.0458821 91.3753250
\[ \hat{\beta}_1 = \frac{\sum (x_i - \bar{x})(y_i - \bar{y})} {\sum (x_i - \bar{x})^2} \] \[ \hat{y}_i = \hat{\beta}_0 + \hat{\beta}_1 x_i \]
\[ H_0: \beta_1 = 0 \quad\text{vs}\quad H_A: \beta_1 \ne 0 \]
s$coefficients["wt", ]
## Estimate Std. Error t value Pr(>|t|) ## -5.344472e+00 5.591010e-01 -9.559044e+00 1.293959e-10
new_car <- data.frame(wt = 3) predict(fit, new_car, interval = "confidence")
## fit lwr upr ## 1 21.25171 20.12444 22.37899