Câu 1:
mtcars, dự đoán biến
mpg bằng hồi quy tuyến tính dựa vào hai biến
disp và qsec.Cau 2: - Dùng tập dữ liệu iris, dự đoán biến Species (chỉ xét hai loài: versicolor và virginica) bằng hồi quy logistic. - Vẽ đường ROC và tính AUC.
mydata<-mtcars
mydata
## mpg cyl disp hp drat wt qsec vs am gear carb
## Mazda RX4 21.0 6 160.0 110 3.90 2.620 16.46 0 1 4 4
## Mazda RX4 Wag 21.0 6 160.0 110 3.90 2.875 17.02 0 1 4 4
## Datsun 710 22.8 4 108.0 93 3.85 2.320 18.61 1 1 4 1
## Hornet 4 Drive 21.4 6 258.0 110 3.08 3.215 19.44 1 0 3 1
## Hornet Sportabout 18.7 8 360.0 175 3.15 3.440 17.02 0 0 3 2
## Valiant 18.1 6 225.0 105 2.76 3.460 20.22 1 0 3 1
## Duster 360 14.3 8 360.0 245 3.21 3.570 15.84 0 0 3 4
## Merc 240D 24.4 4 146.7 62 3.69 3.190 20.00 1 0 4 2
## Merc 230 22.8 4 140.8 95 3.92 3.150 22.90 1 0 4 2
## Merc 280 19.2 6 167.6 123 3.92 3.440 18.30 1 0 4 4
## Merc 280C 17.8 6 167.6 123 3.92 3.440 18.90 1 0 4 4
## Merc 450SE 16.4 8 275.8 180 3.07 4.070 17.40 0 0 3 3
## Merc 450SL 17.3 8 275.8 180 3.07 3.730 17.60 0 0 3 3
## Merc 450SLC 15.2 8 275.8 180 3.07 3.780 18.00 0 0 3 3
## Cadillac Fleetwood 10.4 8 472.0 205 2.93 5.250 17.98 0 0 3 4
## Lincoln Continental 10.4 8 460.0 215 3.00 5.424 17.82 0 0 3 4
## Chrysler Imperial 14.7 8 440.0 230 3.23 5.345 17.42 0 0 3 4
## Fiat 128 32.4 4 78.7 66 4.08 2.200 19.47 1 1 4 1
## Honda Civic 30.4 4 75.7 52 4.93 1.615 18.52 1 1 4 2
## Toyota Corolla 33.9 4 71.1 65 4.22 1.835 19.90 1 1 4 1
## Toyota Corona 21.5 4 120.1 97 3.70 2.465 20.01 1 0 3 1
## Dodge Challenger 15.5 8 318.0 150 2.76 3.520 16.87 0 0 3 2
## AMC Javelin 15.2 8 304.0 150 3.15 3.435 17.30 0 0 3 2
## Camaro Z28 13.3 8 350.0 245 3.73 3.840 15.41 0 0 3 4
## Pontiac Firebird 19.2 8 400.0 175 3.08 3.845 17.05 0 0 3 2
## Fiat X1-9 27.3 4 79.0 66 4.08 1.935 18.90 1 1 4 1
## Porsche 914-2 26.0 4 120.3 91 4.43 2.140 16.70 0 1 5 2
## Lotus Europa 30.4 4 95.1 113 3.77 1.513 16.90 1 1 5 2
## Ford Pantera L 15.8 8 351.0 264 4.22 3.170 14.50 0 1 5 4
## Ferrari Dino 19.7 6 145.0 175 3.62 2.770 15.50 0 1 5 6
## Maserati Bora 15.0 8 301.0 335 3.54 3.570 14.60 0 1 5 8
## Volvo 142E 21.4 4 121.0 109 4.11 2.780 18.60 1 1 4 2
model <- lm(mpg ~ disp + qsec, data = mydata) #du doan so dam di dc dua tren dung tich xi lanh va tg chay dc 1/4 dam
summary(model)
##
## Call:
## lm(formula = mpg ~ disp + qsec, data = mydata)
##
## Residuals:
## Min 1Q Median 3Q Max
## -5.0316 -2.0491 -0.9206 1.8265 7.0070
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 25.504508 7.184094 3.550 0.00134 **
## disp -0.039888 0.005288 -7.543 2.58e-08 ***
## qsec 0.212288 0.366776 0.579 0.56720
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.288 on 29 degrees of freedom
## Multiple R-squared: 0.7216, Adjusted R-squared: 0.7024
## F-statistic: 37.58 on 2 and 29 DF, p-value: 8.884e-09
data(iris)
iris2 <- subset(iris, Species != "setosa")
iris2$Species <- factor(iris2$Species) #chuyen species thanh bien phan loai
model_log <- glm(Species ~ Sepal.Length + Sepal.Width +
Petal.Length + Petal.Width,
data = iris2,
family = binomial) #bao cho R biet day la mo hinh hoi quy tt logistic(ko du doan ttiep species, du doan 1 bong hoa la virginica)
summary(model_log)
##
## Call:
## glm(formula = Species ~ Sepal.Length + Sepal.Width + Petal.Length +
## Petal.Width, family = binomial, data = iris2)
##
## Coefficients:
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) -42.638 25.707 -1.659 0.0972 .
## Sepal.Length -2.465 2.394 -1.030 0.3032
## Sepal.Width -6.681 4.480 -1.491 0.1359
## Petal.Length 9.429 4.737 1.991 0.0465 *
## Petal.Width 18.286 9.743 1.877 0.0605 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for binomial family taken to be 1)
##
## Null deviance: 138.629 on 99 degrees of freedom
## Residual deviance: 11.899 on 95 degrees of freedom
## AIC: 21.899
##
## Number of Fisher Scoring iterations: 10
library(pROC)
prob <- predict(model_log, type = "response")
roc_obj <- roc(iris2$Species, prob)
plot(roc_obj, col="blue")
auc(roc_obj)
## Area under the curve: 0.9972