Regression Model Projecct
Hannah Hon
Motor Trend is a magazine about the automobile industry. Looking at a data set of a collection of cars, they are interested in exploring the relationship between a set of variables and miles per gallon (MPG) (outcome). They are particularly interested in the following two questions:
- “Is an automatic or manual transmission better for MPG”
- “Quantify the MPG difference between automatic and manual transmissions”
Data Preparation
data(mtcars)
mtcars$cyl <- factor(mtcars$cyl)
mtcars$vs <- factor(mtcars$vs)
mtcars$gear <- factor(mtcars$gear)
mtcars$carb <- factor(mtcars$carb)
mtcars$am <- factor(mtcars$am,labels=c('Automatic','Manual'))
str(mtcars)## 'data.frame': 32 obs. of 11 variables:
## $ mpg : num 21 21 22.8 21.4 18.7 18.1 14.3 24.4 22.8 19.2 ...
## $ cyl : Factor w/ 3 levels "4","6","8": 2 2 1 2 3 2 3 1 1 2 ...
## $ disp: num 160 160 108 258 360 ...
## $ hp : num 110 110 93 110 175 105 245 62 95 123 ...
## $ drat: num 3.9 3.9 3.85 3.08 3.15 2.76 3.21 3.69 3.92 3.92 ...
## $ wt : num 2.62 2.88 2.32 3.21 3.44 ...
## $ qsec: num 16.5 17 18.6 19.4 17 ...
## $ vs : Factor w/ 2 levels "0","1": 1 1 2 2 1 2 1 2 2 2 ...
## $ am : Factor w/ 2 levels "Automatic","Manual": 2 2 2 1 1 1 1 1 1 1 ...
## $ gear: Factor w/ 3 levels "3","4","5": 2 2 2 1 1 1 1 2 2 2 ...
## $ carb: Factor w/ 6 levels "1","2","3","4",..: 4 4 1 1 2 1 4 2 2 4 ...Exploratory Data Analysis
## As we are interested in which transmission (0 = automatic, 1 = manul) is better for mpg
## I will make a boxplot for comparison
library(ggplot2)
g <- ggplot(mtcars, aes(x = am, y = mpg))
g <- g+ geom_boxplot(aes(color = am, fill = am))
g
## From the plot we can see that manul transmission has a higher overall mpg than automatic.Regression Analysis
fitin <- lm( mpg ~ ., mtcars)
summary(fitin)##
## Call:
## lm(formula = mpg ~ ., data = mtcars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.5087 -1.3584 -0.0948 0.7745 4.6251
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 23.87913 20.06582 1.190 0.2525
## cyl6 -2.64870 3.04089 -0.871 0.3975
## cyl8 -0.33616 7.15954 -0.047 0.9632
## disp 0.03555 0.03190 1.114 0.2827
## hp -0.07051 0.03943 -1.788 0.0939 .
## drat 1.18283 2.48348 0.476 0.6407
## wt -4.52978 2.53875 -1.784 0.0946 .
## qsec 0.36784 0.93540 0.393 0.6997
## vs1 1.93085 2.87126 0.672 0.5115
## amManual 1.21212 3.21355 0.377 0.7113
## gear4 1.11435 3.79952 0.293 0.7733
## gear5 2.52840 3.73636 0.677 0.5089
## carb2 -0.97935 2.31797 -0.423 0.6787
## carb3 2.99964 4.29355 0.699 0.4955
## carb4 1.09142 4.44962 0.245 0.8096
## carb6 4.47757 6.38406 0.701 0.4938
## carb8 7.25041 8.36057 0.867 0.3995
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.833 on 15 degrees of freedom
## Multiple R-squared: 0.8931, Adjusted R-squared: 0.779
## F-statistic: 7.83 on 16 and 15 DF, p-value: 0.000124fitbest <- step(fitin, direction = 'both')## Start: AIC=76.4
## mpg ~ cyl + disp + hp + drat + wt + qsec + vs + am + gear + carb
##
## Df Sum of Sq RSS AIC
## - carb 5 13.5989 134.00 69.828
## - gear 2 3.9729 124.38 73.442
## - am 1 1.1420 121.55 74.705
## - qsec 1 1.2413 121.64 74.732
## - drat 1 1.8208 122.22 74.884
## - cyl 2 10.9314 131.33 75.184
## - vs 1 3.6299 124.03 75.354
## <none> 120.40 76.403
## - disp 1 9.9672 130.37 76.948
## - wt 1 25.5541 145.96 80.562
## - hp 1 25.6715 146.07 80.588
##
## Step: AIC=69.83
## mpg ~ cyl + disp + hp + drat + wt + qsec + vs + am + gear
##
## Df Sum of Sq RSS AIC
## - gear 2 5.0215 139.02 67.005
## - disp 1 0.9934 135.00 68.064
## - drat 1 1.1854 135.19 68.110
## - vs 1 3.6763 137.68 68.694
## - cyl 2 12.5642 146.57 68.696
## - qsec 1 5.2634 139.26 69.061
## <none> 134.00 69.828
## - am 1 11.9255 145.93 70.556
## - wt 1 19.7963 153.80 72.237
## - hp 1 22.7935 156.79 72.855
## + carb 5 13.5989 120.40 76.403
##
## Step: AIC=67
## mpg ~ cyl + disp + hp + drat + wt + qsec + vs + am
##
## Df Sum of Sq RSS AIC
## - drat 1 0.9672 139.99 65.227
## - cyl 2 10.4247 149.45 65.319
## - disp 1 1.5483 140.57 65.359
## - vs 1 2.1829 141.21 65.503
## - qsec 1 3.6324 142.66 65.830
## <none> 139.02 67.005
## - am 1 16.5665 155.59 68.608
## - hp 1 18.1768 157.20 68.937
## + gear 2 5.0215 134.00 69.828
## - wt 1 31.1896 170.21 71.482
## + carb 5 14.6475 124.38 73.442
##
## Step: AIC=65.23
## mpg ~ cyl + disp + hp + wt + qsec + vs + am
##
## Df Sum of Sq RSS AIC
## - disp 1 1.2474 141.24 63.511
## - vs 1 2.3403 142.33 63.757
## - cyl 2 12.3267 152.32 63.927
## - qsec 1 3.1000 143.09 63.928
## <none> 139.99 65.227
## + drat 1 0.9672 139.02 67.005
## - hp 1 17.7382 157.73 67.044
## - am 1 19.4660 159.46 67.393
## + gear 2 4.8033 135.19 68.110
## - wt 1 30.7151 170.71 69.574
## + carb 5 13.0509 126.94 72.095
##
## Step: AIC=63.51
## mpg ~ cyl + hp + wt + qsec + vs + am
##
## Df Sum of Sq RSS AIC
## - qsec 1 2.442 143.68 62.059
## - vs 1 2.744 143.98 62.126
## - cyl 2 18.580 159.82 63.466
## <none> 141.24 63.511
## + disp 1 1.247 139.99 65.227
## + drat 1 0.666 140.57 65.359
## - hp 1 18.184 159.42 65.386
## - am 1 18.885 160.12 65.527
## + gear 2 4.684 136.55 66.431
## - wt 1 39.645 180.88 69.428
## + carb 5 2.331 138.91 72.978
##
## Step: AIC=62.06
## mpg ~ cyl + hp + wt + vs + am
##
## Df Sum of Sq RSS AIC
## - vs 1 7.346 151.03 61.655
## <none> 143.68 62.059
## - cyl 2 25.284 168.96 63.246
## + qsec 1 2.442 141.24 63.511
## - am 1 16.443 160.12 63.527
## + disp 1 0.589 143.09 63.928
## + drat 1 0.330 143.35 63.986
## + gear 2 3.437 140.24 65.284
## - hp 1 36.344 180.02 67.275
## - wt 1 41.088 184.77 68.108
## + carb 5 3.480 140.20 71.275
##
## Step: AIC=61.65
## mpg ~ cyl + hp + wt + am
##
## Df Sum of Sq RSS AIC
## <none> 151.03 61.655
## - am 1 9.752 160.78 61.657
## + vs 1 7.346 143.68 62.059
## + qsec 1 7.044 143.98 62.126
## - cyl 2 29.265 180.29 63.323
## + disp 1 0.617 150.41 63.524
## + drat 1 0.220 150.81 63.608
## + gear 2 1.361 149.66 65.365
## - hp 1 31.943 182.97 65.794
## - wt 1 46.173 197.20 68.191
## + carb 5 5.633 145.39 70.438summary(fitbest)##
## Call:
## lm(formula = mpg ~ cyl + hp + wt + am, data = mtcars)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.9387 -1.2560 -0.4013 1.1253 5.0513
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 33.70832 2.60489 12.940 7.73e-13 ***
## cyl6 -3.03134 1.40728 -2.154 0.04068 *
## cyl8 -2.16368 2.28425 -0.947 0.35225
## hp -0.03211 0.01369 -2.345 0.02693 *
## wt -2.49683 0.88559 -2.819 0.00908 **
## amManual 1.80921 1.39630 1.296 0.20646
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.41 on 26 degrees of freedom
## Multiple R-squared: 0.8659, Adjusted R-squared: 0.8401
## F-statistic: 33.57 on 5 and 26 DF, p-value: 1.506e-10## From the result, the adjusted r-squared is 0.84, which means that 84% the variability can be explained by this model.
## Then, we can use the anova test to compare this model with the original model of only using am as predictor
fitam <- lm(mpg ~ am, mtcars)
anova(fitam, fitbest)## Analysis of Variance Table
##
## Model 1: mpg ~ am
## Model 2: mpg ~ cyl + hp + wt + am
## Res.Df RSS Df Sum of Sq F Pr(>F)
## 1 30 720.90
## 2 26 151.03 4 569.87 24.527 1.688e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1## The anova result has significant p-value, which means that we can reject the null hypothesis that cyl, hp, wt do not contribute to the accuracy of the model.
t.test(mpg ~ am, mtcars)##
## Welch Two Sample t-test
##
## data: mpg by am
## t = -3.7671, df = 18.332, p-value = 0.001374
## alternative hypothesis: true difference in means is not equal to 0
## 95 percent confidence interval:
## -11.280194 -3.209684
## sample estimates:
## mean in group Automatic mean in group Manual
## 17.14737 24.39231## By assuming the normality of the transmission distribution, I conduct a t test with a significant p-value.The t.test shows that the mean in automatic is 17.15 and mean in manual group is 24.39. The difference is signficant.Residual and Diagnostic
plot(fitbest)
## The Residual vs fitted value plots shows that residual are randomly distributed
## The Normal QQ plot shows that standardized residuals are normally distributed
## The scale location plot shows that the square root of standardized residual is in a constant pattern.
## The residual and leverage shows that there is an interesting point at the right
hat <- hatvalues(fitbest)
tail(sort(hat),3)## Toyota Corona Lincoln Continental Maserati Bora
## 0.2777872 0.2936819 0.4713671df <- dfbetas(fitbest)
tail(sort(df[,6]),3)## Chrysler Imperial Fiat 128 Toyota Corona
## 0.3507458 0.4292043 0.7305402