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anscombe data that is part of the library(datasets) in R. And assign that data to a new object called data.data<-anscombe
x1<-data[,1]
x2<-data[,2]
x3<-data[,3]
x4<-data[,4]
y1<-data[,5]
y2<-data[,6]
y3<-data[,7]
y4<-data[,8]
fBasics() package!)library("fBasics")
## Loading required package: timeDate
## Warning in as.POSIXlt.POSIXct(Sys.time()): unknown timezone 'default/
## America/New_York'
## Loading required package: timeSeries
##
## Rmetrics Package fBasics
## Analysing Markets and calculating Basic Statistics
## Copyright (C) 2005-2014 Rmetrics Association Zurich
## Educational Software for Financial Engineering and Computational Science
## Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
## https://www.rmetrics.org --- Mail to: info@rmetrics.org
mean(x1)
## [1] 9
var(x1)
## [1] 11
mean(x2)
## [1] 9
var(x2)
## [1] 11
mean(x3)
## [1] 9
var(x3)
## [1] 11
mean(x4)
## [1] 9
var(x4)
## [1] 11
mean(y1)
## [1] 7.500909
var(y1)
## [1] 4.127269
mean(y2)
## [1] 7.500909
var(y2)
## [1] 4.127629
mean(y3)
## [1] 7.5
var(y3)
## [1] 4.12262
mean(y4)
## [1] 7.500909
var(y4)
## [1] 4.123249
correlationTest(x1,y1)
##
## Title:
## Pearson's Correlation Test
##
## Test Results:
## PARAMETER:
## Degrees of Freedom: 9
## SAMPLE ESTIMATES:
## Correlation: 0.8164
## STATISTIC:
## t: 4.2415
## P VALUE:
## Alternative Two-Sided: 0.00217
## Alternative Less: 0.9989
## Alternative Greater: 0.001085
## CONFIDENCE INTERVAL:
## Two-Sided: 0.4244, 0.9507
## Less: -1, 0.9388
## Greater: 0.5113, 1
##
## Description:
## Mon Nov 13 01:40:37 2017
correlationTest(x2,y2)
##
## Title:
## Pearson's Correlation Test
##
## Test Results:
## PARAMETER:
## Degrees of Freedom: 9
## SAMPLE ESTIMATES:
## Correlation: 0.8162
## STATISTIC:
## t: 4.2386
## P VALUE:
## Alternative Two-Sided: 0.002179
## Alternative Less: 0.9989
## Alternative Greater: 0.001089
## CONFIDENCE INTERVAL:
## Two-Sided: 0.4239, 0.9506
## Less: -1, 0.9387
## Greater: 0.5109, 1
##
## Description:
## Mon Nov 13 01:40:37 2017
correlationTest(x3,y3)
##
## Title:
## Pearson's Correlation Test
##
## Test Results:
## PARAMETER:
## Degrees of Freedom: 9
## SAMPLE ESTIMATES:
## Correlation: 0.8163
## STATISTIC:
## t: 4.2394
## P VALUE:
## Alternative Two-Sided: 0.002176
## Alternative Less: 0.9989
## Alternative Greater: 0.001088
## CONFIDENCE INTERVAL:
## Two-Sided: 0.4241, 0.9507
## Less: -1, 0.9387
## Greater: 0.511, 1
##
## Description:
## Mon Nov 13 01:40:37 2017
correlationTest(x4,y4)
##
## Title:
## Pearson's Correlation Test
##
## Test Results:
## PARAMETER:
## Degrees of Freedom: 9
## SAMPLE ESTIMATES:
## Correlation: 0.8165
## STATISTIC:
## t: 4.243
## P VALUE:
## Alternative Two-Sided: 0.002165
## Alternative Less: 0.9989
## Alternative Greater: 0.001082
## CONFIDENCE INTERVAL:
## Two-Sided: 0.4246, 0.9507
## Less: -1, 0.9388
## Greater: 0.5115, 1
##
## Description:
## Mon Nov 13 01:40:37 2017
plot(x1, y1, main="Scatterplot between x1,y1")
plot(x2, y2, main="Scatterplot between x2,y2")
plot(x3, y3, main="Scatterplot between x3,y3")
plot(x4, y4, main="Scatterplot between x4,y4")
par(mfrow=c(2,2))
plot(x1,y1, main="Scatterplot between x1,y1",pch=19)
plot(x2,y2, main="Scatterplot between x2,y2",pch=19)
plot(x3,y3, main="Scatterplot between x3,y3",pch=19)
plot(x4,y4, main="Scatterplot between x4,y4",pch=19)
lm() function.fit1<-lm(y1~x1)
fit2<-lm(y2~x2)
fit3<-lm(y3~x3)
fit4<-lm(y4~x4)
par(mfrow=c(2,2))
plot(x1,y1, main="Scatterplot between x1,y1",pch=19)
abline(fit1, col="red") # regression line (y~x)
plot(x2,y2, main="Scatterplot between x2,y2",pch=19)
abline(fit2, col="red") # regression line (y~x)
plot(x3,y3, main="Scatterplot between x3,y3",pch=19)
abline(fit3, col="red") # regression line (y~x)
plot(x4,y4, main="Scatterplot between x4,y4",pch=19)
anova(fit1)
## Analysis of Variance Table
##
## Response: y1
## Df Sum Sq Mean Sq F value Pr(>F)
## x1 1 27.510 27.5100 17.99 0.00217 **
## Residuals 9 13.763 1.5292
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
anova(fit2)
## Analysis of Variance Table
##
## Response: y2
## Df Sum Sq Mean Sq F value Pr(>F)
## x2 1 27.500 27.5000 17.966 0.002179 **
## Residuals 9 13.776 1.5307
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
anova(fit3)
## Analysis of Variance Table
##
## Response: y3
## Df Sum Sq Mean Sq F value Pr(>F)
## x3 1 27.470 27.4700 17.972 0.002176 **
## Residuals 9 13.756 1.5285
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
anova(fit4)
## Analysis of Variance Table
##
## Response: y4
## Df Sum Sq Mean Sq F value Pr(>F)
## x4 1 27.490 27.4900 18.003 0.002165 **
## Residuals 9 13.742 1.5269
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Anscombe’s quartet is a classic example of why summary statistics are not sufficient to analyze data and tell the whole story about the data. Anscombe’s Quartet consists of four data set of similar kind of data. Each data set consists of eleven pairs of values for x and y. The summary statistics are almost similar foe each column values and correlations.
The mean of x = 9 The Variance of x = 11 The mean of y = 7.5 The variance of y = 4.12 Correlation between x and y = .816 Linear regression equation - y = 3 + 0.5x
The four data set appear to be identical. But, when we plot the four data sets on x, y plane we find the data sets are not similar. Each data set tells a different story. Dataset1 consists of a set of follows a rough linear relationship. Dataset2 does not show linear relationship, rather y has a smooth curve relation with x and with little residual variability. Dataset III looks like a tight linear relationship between x and y, except for one large outlier. Dataset IV looks like x remains constant, except for one outlier as well. From Anscombe’s Quartet we can conclude that, summary statists may not tell us all the story about the data whereas the graphical representation or visualization of data can give us a clear picture about what’s going on with the data. abline(fit4, col=“red”) # regression line (y~x)