library(tidyverse)
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## ✔ forcats 1.0.1 ✔ stringr 1.6.0
## ✔ ggplot2 4.0.3 ✔ tibble 3.3.1
## ✔ lubridate 1.9.5 ✔ tidyr 1.3.2
## ✔ purrr 1.2.2
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## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
library(haven)
library(readxl)
library(readr)
#Assignment 1. Find a data set of which you can fit multiple linear regression and interpret your results
### Let's load and explore the dataset
##The `mtcars` dataset contains fuel consumption and 10 aspects of car design for 32 car models from 1974. We use it to predict “mpg”(Miles Per Gallon) from horsepower, weight, and number of cylinders.
# The below is to l oad the mtcars dataset into the environment
# head() is going to show the first 6 rows;
## summary() shows basic statistics for each variable
data(mtcars)
head(mtcars)
## mpg cyl disp hp drat wt qsec vs am gear carb
## Mazda RX4 21.0 6 160 110 3.90 2.620 16.46 0 1 4 4
## Mazda RX4 Wag 21.0 6 160 110 3.90 2.875 17.02 0 1 4 4
## Datsun 710 22.8 4 108 93 3.85 2.320 18.61 1 1 4 1
## Hornet 4 Drive 21.4 6 258 110 3.08 3.215 19.44 1 0 3 1
## Hornet Sportabout 18.7 8 360 175 3.15 3.440 17.02 0 0 3 2
## Valiant 18.1 6 225 105 2.76 3.460 20.22 1 0 3 1
summary(mtcars)
## mpg cyl disp hp
## Min. :10.40 Min. :4.000 Min. : 71.1 Min. : 52.0
## 1st Qu.:15.43 1st Qu.:4.000 1st Qu.:120.8 1st Qu.: 96.5
## Median :19.20 Median :6.000 Median :196.3 Median :123.0
## Mean :20.09 Mean :6.188 Mean :230.7 Mean :146.7
## 3rd Qu.:22.80 3rd Qu.:8.000 3rd Qu.:326.0 3rd Qu.:180.0
## Max. :33.90 Max. :8.000 Max. :472.0 Max. :335.0
## drat wt qsec vs
## Min. :2.760 Min. :1.513 Min. :14.50 Min. :0.0000
## 1st Qu.:3.080 1st Qu.:2.581 1st Qu.:16.89 1st Qu.:0.0000
## Median :3.695 Median :3.325 Median :17.71 Median :0.0000
## Mean :3.597 Mean :3.217 Mean :17.85 Mean :0.4375
## 3rd Qu.:3.920 3rd Qu.:3.610 3rd Qu.:18.90 3rd Qu.:1.0000
## Max. :4.930 Max. :5.424 Max. :22.90 Max. :1.0000
## am gear carb
## Min. :0.0000 Min. :3.000 Min. :1.000
## 1st Qu.:0.0000 1st Qu.:3.000 1st Qu.:2.000
## Median :0.0000 Median :4.000 Median :2.000
## Mean :0.4062 Mean :3.688 Mean :2.812
## 3rd Qu.:1.0000 3rd Qu.:4.000 3rd Qu.:4.000
## Max. :1.0000 Max. :5.000 Max. :8.000
sum(is.na(mtcars))
## [1] 0
ggplot(mtcars, aes(x = wt, y = mpg)) +
geom_point(color = "brown", size = 3) +
geom_smooth(method = "lm", se = FALSE, color = "lightblue") +
labs(title = "Weight vs MPG", x = "Weight (1000 lbs)", y = "Miles Per Gallon")
## `geom_smooth()` using formula = 'y ~ x'
ggplot(mtcars, aes(x = hp, y = mpg)) +
geom_point(color = "lightpink", size = 3) +
geom_smooth(method = "lm", se = FALSE, color = "lightgreen") +
labs(title = "Horsepower vs MPG", x = "Horsepower", y = "Miles Per Gallon")
## `geom_smooth()` using formula = 'y ~ x'
ggplot(mtcars, aes(x = cyl, y = mpg)) +
geom_point(color = "skyblue", size = 3) +
geom_smooth(method = "lm", se = FALSE, color = "darkblue") +
labs(title = "Cylinders vs MPG", x = "Number of Cylinders", y = "Miles Per Gallon")
## `geom_smooth()` using formula = 'y ~ x'
model <- lm(mpg ~ hp + wt + cyl, data = mtcars)
model
##
## Call:
## lm(formula = mpg ~ hp + wt + cyl, data = mtcars)
##
## Coefficients:
## (Intercept) hp wt cyl
## 38.75179 -0.01804 -3.16697 -0.94162
summary(model)
##
## Call:
## lm(formula = mpg ~ hp + wt + cyl, data = mtcars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.9290 -1.5598 -0.5311 1.1850 5.8986
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 38.75179 1.78686 21.687 < 2e-16 ***
## hp -0.01804 0.01188 -1.519 0.140015
## wt -3.16697 0.74058 -4.276 0.000199 ***
## cyl -0.94162 0.55092 -1.709 0.098480 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.512 on 28 degrees of freedom
## Multiple R-squared: 0.8431, Adjusted R-squared: 0.8263
## F-statistic: 50.17 on 3 and 28 DF, p-value: 2.184e-11
par(mfrow = c(2, 2))
plot(model)
Residuals vs Fitted :The red line is fairly flat and close to zero,
which means that the linearity assumption holds. The spread of points
looks even. Three cars are labelled (Chrysler Imperial, Toyota Corolla,
Fiat 128) as slight outliers but nothing alarming.
Q-Q Residuals:Most points follow the dashed diagonal line closely. This means the residuals are approximately normally distributed , a key assumption of linear regression is satisfied. The same three cars deviate at the tail ends, but this is acceptable for a dataset of 32 observations.
Scale-Location:The red line is relatively flat with points spread fairly evenly above and below. This suggests homoscedasticity ,this means the variance of residuals is roughly constant across fitted values. The assumption of equal variance is reasonably met.
Residuals vs Leverage:No points fall outside the Cook’s distance dashed lines (0.5 boundary). This means there are no highly influential outliers that would distort the model. Chrysler Imperial has slightly higher leverage but is still within acceptable range.
# R-squared: how much variance in mpg is explained by the model
# Coefficients: direction and size of each predictor's effect
# p-values: which predictors are statistically significant
cat("Model R-squared:", summary(model)$r.squared, "\n")
## Model R-squared: 0.84315
cat("Adjusted R-squared:", summary(model)$adj.r.squared, "\n")
## Adjusted R-squared: 0.8263446
cat("Residual Standard Error:", summary(model)$sigma, "\n")
## Residual Standard Error: 2.511548
new_car <- data.frame(hp = 150, wt = 3.0, cyl = 6)
predicted_mpg <- predict(model, newdata = new_car)
cat("Predicted MPG for new car:", round(predicted_mpg, 2), "\n")
## Predicted MPG for new car: 20.9
#Assignment 2: read about variable selection methods
Variable selection is the process of choosing the most relevant predictor variables to include in a regression model. When building a multiple linear regression model, including too many variables can cause what we call overfitting ,which means that the model fits the training data too well but performs poorly on new data. Including too few variables causes underfitting , the model misses important patterns.
The goal of variable selection is to find the easiest model that still elaborate the data well.
The variable Selection is important due to the below reason: -Removes irrelevant or redundant predictors - Decrease model complexity -Improves prediction accuracy on new data.
The three main methods are as below :
AIC (Akaike Information Criterion) measures model quality , lower AIC = better model.
Forward Selection. Start with no variables ,it means it intercept only. At each step, add the variable that most improves the model (lowest AIC). Stop when adding more variables no longer helps.
Stepwise Selection ,for both directions. A combination of forward and backward. Variables can be added or removed at each step depending on which action improves AIC the most. This is the most flexible and widely used method.
The below codes will help understand more, the variable selection methods.
#Let’s use mtcars (built-in R dataset)
data(mtcars)
full_model <- lm(mpg ~ ., data = mtcars)
summary(full_model)
##
## Call:
## lm(formula = mpg ~ ., data = mtcars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.4506 -1.6044 -0.1196 1.2193 4.6271
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 12.30337 18.71788 0.657 0.5181
## cyl -0.11144 1.04502 -0.107 0.9161
## disp 0.01334 0.01786 0.747 0.4635
## hp -0.02148 0.02177 -0.987 0.3350
## drat 0.78711 1.63537 0.481 0.6353
## wt -3.71530 1.89441 -1.961 0.0633 .
## qsec 0.82104 0.73084 1.123 0.2739
## vs 0.31776 2.10451 0.151 0.8814
## am 2.52023 2.05665 1.225 0.2340
## gear 0.65541 1.49326 0.439 0.6652
## carb -0.19942 0.82875 -0.241 0.8122
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.65 on 21 degrees of freedom
## Multiple R-squared: 0.869, Adjusted R-squared: 0.8066
## F-statistic: 13.93 on 10 and 21 DF, p-value: 3.793e-07
backward_model <- step(full_model, direction = "backward")
## Start: AIC=70.9
## mpg ~ cyl + disp + hp + drat + wt + qsec + vs + am + gear + carb
##
## Df Sum of Sq RSS AIC
## - cyl 1 0.0799 147.57 68.915
## - vs 1 0.1601 147.66 68.932
## - carb 1 0.4067 147.90 68.986
## - gear 1 1.3531 148.85 69.190
## - drat 1 1.6270 149.12 69.249
## - disp 1 3.9167 151.41 69.736
## - hp 1 6.8399 154.33 70.348
## - qsec 1 8.8641 156.36 70.765
## <none> 147.49 70.898
## - am 1 10.5467 158.04 71.108
## - wt 1 27.0144 174.51 74.280
##
## Step: AIC=68.92
## mpg ~ disp + hp + drat + wt + qsec + vs + am + gear + carb
##
## Df Sum of Sq RSS AIC
## - vs 1 0.2685 147.84 66.973
## - carb 1 0.5201 148.09 67.028
## - gear 1 1.8211 149.40 67.308
## - drat 1 1.9826 149.56 67.342
## - disp 1 3.9009 151.47 67.750
## - hp 1 7.3632 154.94 68.473
## <none> 147.57 68.915
## - qsec 1 10.0933 157.67 69.032
## - am 1 11.8359 159.41 69.384
## - wt 1 27.0280 174.60 72.297
##
## Step: AIC=66.97
## mpg ~ disp + hp + drat + wt + qsec + am + gear + carb
##
## Df Sum of Sq RSS AIC
## - carb 1 0.6855 148.53 65.121
## - gear 1 2.1437 149.99 65.434
## - drat 1 2.2139 150.06 65.449
## - disp 1 3.6467 151.49 65.753
## - hp 1 7.1060 154.95 66.475
## <none> 147.84 66.973
## - am 1 11.5694 159.41 67.384
## - qsec 1 15.6830 163.53 68.200
## - wt 1 27.3799 175.22 70.410
##
## Step: AIC=65.12
## mpg ~ disp + hp + drat + wt + qsec + am + gear
##
## Df Sum of Sq RSS AIC
## - gear 1 1.565 150.09 63.457
## - drat 1 1.932 150.46 63.535
## <none> 148.53 65.121
## - disp 1 10.110 158.64 65.229
## - am 1 12.323 160.85 65.672
## - hp 1 14.826 163.35 66.166
## - qsec 1 26.408 174.94 68.358
## - wt 1 69.127 217.66 75.350
##
## Step: AIC=63.46
## mpg ~ disp + hp + drat + wt + qsec + am
##
## Df Sum of Sq RSS AIC
## - drat 1 3.345 153.44 62.162
## - disp 1 8.545 158.64 63.229
## <none> 150.09 63.457
## - hp 1 13.285 163.38 64.171
## - am 1 20.036 170.13 65.466
## - qsec 1 25.574 175.67 66.491
## - wt 1 67.572 217.66 73.351
##
## Step: AIC=62.16
## mpg ~ disp + hp + wt + qsec + am
##
## Df Sum of Sq RSS AIC
## - disp 1 6.629 160.07 61.515
## <none> 153.44 62.162
## - hp 1 12.572 166.01 62.682
## - qsec 1 26.470 179.91 65.255
## - am 1 32.198 185.63 66.258
## - wt 1 69.043 222.48 72.051
##
## Step: AIC=61.52
## mpg ~ hp + wt + qsec + am
##
## Df Sum of Sq RSS AIC
## - hp 1 9.219 169.29 61.307
## <none> 160.07 61.515
## - qsec 1 20.225 180.29 63.323
## - am 1 25.993 186.06 64.331
## - wt 1 78.494 238.56 72.284
##
## Step: AIC=61.31
## mpg ~ wt + qsec + am
##
## Df Sum of Sq RSS AIC
## <none> 169.29 61.307
## - am 1 26.178 195.46 63.908
## - qsec 1 109.034 278.32 75.217
## - wt 1 183.347 352.63 82.790
summary(backward_model)
##
## Call:
## lm(formula = mpg ~ wt + qsec + am, data = mtcars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.4811 -1.5555 -0.7257 1.4110 4.6610
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 9.6178 6.9596 1.382 0.177915
## wt -3.9165 0.7112 -5.507 6.95e-06 ***
## qsec 1.2259 0.2887 4.247 0.000216 ***
## am 2.9358 1.4109 2.081 0.046716 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.459 on 28 degrees of freedom
## Multiple R-squared: 0.8497, Adjusted R-squared: 0.8336
## F-statistic: 52.75 on 3 and 28 DF, p-value: 1.21e-11
null_model <- lm(mpg ~ 1, data = mtcars)
forward_model <- step(null_model,
scope = list(upper = full_model),
direction = "forward")
## Start: AIC=115.94
## mpg ~ 1
##
## Df Sum of Sq RSS AIC
## + wt 1 847.73 278.32 73.217
## + cyl 1 817.71 308.33 76.494
## + disp 1 808.89 317.16 77.397
## + hp 1 678.37 447.67 88.427
## + drat 1 522.48 603.57 97.988
## + vs 1 496.53 629.52 99.335
## + am 1 405.15 720.90 103.672
## + carb 1 341.78 784.27 106.369
## + gear 1 259.75 866.30 109.552
## + qsec 1 197.39 928.66 111.776
## <none> 1126.05 115.943
##
## Step: AIC=73.22
## mpg ~ wt
##
## Df Sum of Sq RSS AIC
## + cyl 1 87.150 191.17 63.198
## + hp 1 83.274 195.05 63.840
## + qsec 1 82.858 195.46 63.908
## + vs 1 54.228 224.09 68.283
## + carb 1 44.602 233.72 69.628
## + disp 1 31.639 246.68 71.356
## <none> 278.32 73.217
## + drat 1 9.081 269.24 74.156
## + gear 1 1.137 277.19 75.086
## + am 1 0.002 278.32 75.217
##
## Step: AIC=63.2
## mpg ~ wt + cyl
##
## Df Sum of Sq RSS AIC
## + hp 1 14.5514 176.62 62.665
## + carb 1 13.7724 177.40 62.805
## <none> 191.17 63.198
## + qsec 1 10.5674 180.60 63.378
## + gear 1 3.0281 188.14 64.687
## + disp 1 2.6796 188.49 64.746
## + vs 1 0.7059 190.47 65.080
## + am 1 0.1249 191.05 65.177
## + drat 1 0.0010 191.17 65.198
##
## Step: AIC=62.66
## mpg ~ wt + cyl + hp
##
## Df Sum of Sq RSS AIC
## <none> 176.62 62.665
## + am 1 6.6228 170.00 63.442
## + disp 1 6.1762 170.44 63.526
## + carb 1 2.5187 174.10 64.205
## + drat 1 2.2453 174.38 64.255
## + qsec 1 1.4010 175.22 64.410
## + gear 1 0.8558 175.76 64.509
## + vs 1 0.0599 176.56 64.654
summary(forward_model)
##
## Call:
## lm(formula = mpg ~ wt + cyl + hp, data = mtcars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.9290 -1.5598 -0.5311 1.1850 5.8986
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 38.75179 1.78686 21.687 < 2e-16 ***
## wt -3.16697 0.74058 -4.276 0.000199 ***
## cyl -0.94162 0.55092 -1.709 0.098480 .
## hp -0.01804 0.01188 -1.519 0.140015
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.512 on 28 degrees of freedom
## Multiple R-squared: 0.8431, Adjusted R-squared: 0.8263
## F-statistic: 50.17 on 3 and 28 DF, p-value: 2.184e-11
stepwise_model <- step(null_model, scope = list(upper = full_model),
direction = "both")
## Start: AIC=115.94
## mpg ~ 1
##
## Df Sum of Sq RSS AIC
## + wt 1 847.73 278.32 73.217
## + cyl 1 817.71 308.33 76.494
## + disp 1 808.89 317.16 77.397
## + hp 1 678.37 447.67 88.427
## + drat 1 522.48 603.57 97.988
## + vs 1 496.53 629.52 99.335
## + am 1 405.15 720.90 103.672
## + carb 1 341.78 784.27 106.369
## + gear 1 259.75 866.30 109.552
## + qsec 1 197.39 928.66 111.776
## <none> 1126.05 115.943
##
## Step: AIC=73.22
## mpg ~ wt
##
## Df Sum of Sq RSS AIC
## + cyl 1 87.15 191.17 63.198
## + hp 1 83.27 195.05 63.840
## + qsec 1 82.86 195.46 63.908
## + vs 1 54.23 224.09 68.283
## + carb 1 44.60 233.72 69.628
## + disp 1 31.64 246.68 71.356
## <none> 278.32 73.217
## + drat 1 9.08 269.24 74.156
## + gear 1 1.14 277.19 75.086
## + am 1 0.00 278.32 75.217
## - wt 1 847.73 1126.05 115.943
##
## Step: AIC=63.2
## mpg ~ wt + cyl
##
## Df Sum of Sq RSS AIC
## + hp 1 14.551 176.62 62.665
## + carb 1 13.772 177.40 62.805
## <none> 191.17 63.198
## + qsec 1 10.567 180.60 63.378
## + gear 1 3.028 188.14 64.687
## + disp 1 2.680 188.49 64.746
## + vs 1 0.706 190.47 65.080
## + am 1 0.125 191.05 65.177
## + drat 1 0.001 191.17 65.198
## - cyl 1 87.150 278.32 73.217
## - wt 1 117.162 308.33 76.494
##
## Step: AIC=62.66
## mpg ~ wt + cyl + hp
##
## Df Sum of Sq RSS AIC
## <none> 176.62 62.665
## - hp 1 14.551 191.17 63.198
## + am 1 6.623 170.00 63.442
## + disp 1 6.176 170.44 63.526
## - cyl 1 18.427 195.05 63.840
## + carb 1 2.519 174.10 64.205
## + drat 1 2.245 174.38 64.255
## + qsec 1 1.401 175.22 64.410
## + gear 1 0.856 175.76 64.509
## + vs 1 0.060 176.56 64.654
## - wt 1 115.354 291.98 76.750
summary(stepwise_model)
##
## Call:
## lm(formula = mpg ~ wt + cyl + hp, data = mtcars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.9290 -1.5598 -0.5311 1.1850 5.8986
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 38.75179 1.78686 21.687 < 2e-16 ***
## wt -3.16697 0.74058 -4.276 0.000199 ***
## cyl -0.94162 0.55092 -1.709 0.098480 .
## hp -0.01804 0.01188 -1.519 0.140015
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.512 on 28 degrees of freedom
## Multiple R-squared: 0.8431, Adjusted R-squared: 0.8263
## F-statistic: 50.17 on 3 and 28 DF, p-value: 2.184e-11
final_model <- lm(mpg ~ wt + cyl + hp, data = mtcars)
summary(final_model)
##
## Call:
## lm(formula = mpg ~ wt + cyl + hp, data = mtcars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.9290 -1.5598 -0.5311 1.1850 5.8986
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 38.75179 1.78686 21.687 < 2e-16 ***
## wt -3.16697 0.74058 -4.276 0.000199 ***
## cyl -0.94162 0.55092 -1.709 0.098480 .
## hp -0.01804 0.01188 -1.519 0.140015
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.512 on 28 degrees of freedom
## Multiple R-squared: 0.8431, Adjusted R-squared: 0.8263
## F-statistic: 50.17 on 3 and 28 DF, p-value: 2.184e-11
mtcars$predicted <- predict(final_model)
ggplot(mtcars, aes(x = predicted, y = mpg)) +
geom_point(color = "steelblue", size = 3) + geom_abline(slope = 1, intercept = 0, color = "red", linetype = "dashed") +
labs(title = "Actual vs Predicted MPG", x = "Predicted MPG", y = "Actual MPG")