--- title: "ipsRdbs: Introduction to Probability, Statistics and R for Data-Based Sciences" output: BiocStyle::html_document bibliography: REFERENCES.bib number_sections: true date: "`r format(Sys.Date(), format='%B %d, %Y')`" author: - name: Sujit K. Sahu affiliation: University of Southampton email: S.K.Sahu@soton.ac.uk package: ipsRdbs abstract: > This is a vignette for the `R` package `r BiocStyle::CRANpkg("ipsRdbs")`. This package contains data sets, programmes and illustrations discussed in the book, "Introduction to Probability, Statistics and R: Foundations for Data-Based Sciences" by Sahu (2023).
keywords: Anova, butterfly drawing, t-test, Factorial effects, Multiple Regression modelling, Simple linear regression. vignette: > %\VignetteEncoding{UTF-8} %\VignetteIndexEntry{ipsRdbs: Introduction to Probability, Statistics and R for Data-Based Sciences} %\VignetteEngine{knitr::rmarkdown} --- ```{r style, echo = FALSE, results = 'asis'} BiocStyle::markdown() ``` ```{css, echo=FALSE} .watch-out { background-color: lightpurple; border: 3px solid purple; font-weight: bold; } ``` ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, class.source="watch-out", comment = "#>") ``` ```{r setup, eval=TRUE, echo=FALSE, include=FALSE} library(ggplot2) require(ipsRdbs) knitr::opts_chunk$set(eval = FALSE) figpath <- system.file("figures", package = "ipsRdbs") print(figpath) ``` # Introduction This package complements the book, `Introduction to Probability, Statistics and R for Data-Based Sciences' by Sahu (2023). The package distributes the data sets used in the book and provides code illustrating the statistical modeling of the data sets. In addition, the package provides code for illustrating various results in probability and statistics. For example, it provides code to simulate the Monty python game illustrating conditional probability, and gives simulation based examples to illustrate the central limit theorem and the weak law of large numbers. Thus the package helps a beginner reader in enhancing understanding of a few elementary concepts in probability and statistics, and introduces them to perform linear statistical modelling, i.e., regression and ANOVA which are among the key foundational concepts of data science and machine learning, more generally data-based sciences. ```{r coverplot, eval=TRUE, echo=FALSE, fig.cap="ipsRdbs book cover", fig.width =1.5, fig.height=2.5} library(ipsRdbs) figpath <- system.file("figures", package = "ipsRdbs") knitr::include_graphics(paste0(figpath, "/cover.jpg")) ``` ## Installing the required software packages The reader is first instructed to install the `R` software package by searching for `CRAN` in the internet. The reader shoud then go onto the web-page https://cran.r-project.org/ and install the correct and latest version of the package on their own computer. Please note that `R` cannot be installed on a mobile phone. Once `R` has been installed, the next task is to install the frontend software package Rstudio, which provides an easier interface to work with `R`. After installing `R` and `Rstudio`, the reader should launch the `Rstudio` programme in their computer. This will open up a four pane window with one named 'Console' or 'Terminal'. This window accepts commands (or our instructions) and prints results. For example, the reader may type 2+2 and then hit the Enter button to examine the result. The reader is asked to search the internet for gentler introductions and videos. In order to getting started here, thereader is aked to install the add-on `R` package `ipsRdbs` simply by issuing the `R` command ```{r echo=TRUE, eval=FALSE} install.packages("ipsRdbs", dependencies=TRUE) ``` without committing any typing mistakes. If this installation is successful, the reader can issue the following two commands to list all `R` objects (data sets and programmes) included in the package. ```{r} library(ipsRdbs) ls("package:ipsRdbs") ``` Note that this command will only produce the intended results if only the package has been successfully installed in the first place. ## How to learn more about the objects included in the package All the listed objects, as the output of the `ls` command in the previous section, have associated help files. The reader can gain information for each of those object by asking for help by typing the question mark immediately followed by the object name, e.g. `?butterfly` or by issuing the command `help(butterfly)`. The help files provide details about the objects and the user is able to run all the code included as illustrations at the end of the help file. This cam be done either by clicking the `Run Examples` link or simply by copy-pasting all the commands onto the command console in Rstudio. This is a great advantage of `R` as it allows the users to reproduce the results without having to learn all the commands and syntax correctly. After gaining this confidence, a beginner user can examine and experiment with the commands further. More details regarding the objects are provided in the book Sahu (2023). The remainder of this vignette simply elaborates the help files for all the main objects and programmes included in the package. The main intention here is to enable the reader to reproduce all the results by actually running the commands and the code included already included in the help files. Section \@ref(data-sets) discusses all the data sets. All the `R` functions are discussed in \@ref(illustrated-r-functions). Some summary remarks are provided in Section \@ref(discussion). # Data sets ## `beanie`: Age and value of beanie baby toys. This data set contains the age and the value of 50 beanie baby toys. Source: Beanie world magazine. This data set has been used as an example of simple linear regression modellinhg where the exercise is to predict the value of a beanie baby toy by knowing it's age. ```{r, eval=TRUE} head(beanie) summary(beanie) plot(beanie$age, beanie$value, xlab="Age", ylab="Value", pch="*", col="red") ``` ## `bill`: Wealth and age of world billionaires This data set contains wealth, age and region of 225 billionaires in 1992 as reported in the Fortune magazine. This data set can be used to illustrate exploratory data analysis by producing side-by-side box plots of wealth for billionaires from different continents of the world. It can also be used for multiple linear regression models, although such tasks have not been undertaken here. ```{r bill, eval=TRUE} head(bill) summary(bill) library(ggplot2) gg <- ggplot2::ggplot(data=bill, aes(x=age, y=wealth)) + geom_point(aes(col=region, size=wealth)) + geom_smooth(method="loess", se=FALSE) + xlim(c(7, 102)) + ylim(c(1, 37)) + labs(subtitle="Wealth vs Age of Billionaires", y="Wealth (Billion US $)", x="Age", title="Scatterplot", caption = "Source: Fortune Magazine, 1992.") plot(gg) ``` ## `bodyfat` : Body fat percentage and skinfold thickness of athletes This data set contains body fat percentage data for 102 elite male athletes training at the Australian Institute of Sport. This data set has been used to illustrate simple linear regression in Chapter 17 of the book by Sahu (2023). ```{r bodyfat, eval=TRUE} summary(bodyfat) plot(bodyfat$Skinfold, bodyfat$Bodyfat, xlab="Skin", ylab="Fat") plot(bodyfat$Skinfold, log(bodyfat$Bodyfat), xlab="Skin", ylab="log Fat") plot(log(bodyfat$Skinfold), log(bodyfat$Bodyfat), xlab="log Skin", ylab="log Fat") # Keep the transformed variables in the data set bodyfat$logskin <- log(bodyfat$Skinfold) bodyfat$logbfat <- log(bodyfat$Bodyfat) bodyfat$logskin <- log(bodyfat$Skinfold) # Create a grouped variable bodyfat$cutskin <- cut(log(bodyfat$Skinfold), breaks=6) boxplot(data=bodyfat, Bodyfat~cutskin, col=2:7) require(ggplot2) p2 <- ggplot(data=bodyfat, aes(x=cutskin, y=logbfat)) + geom_boxplot(col=2:7) + stat_summary(fun=mean, geom="line", aes(group=1), col="blue", linewidth=1) + labs(x="Skinfold", y="Percentage of log bodyfat", title="Boxplot of log-bodyfat percentage vs grouped log-skinfold") plot(p2) n <- nrow(bodyfat) x <- bodyfat$logskin y <- bodyfat$logbfat xbar <- mean(x) ybar <- mean(y) sx2 <- var(x) sy2 <- var(y) sxy <- cov(x, y) r <- cor(x, y) print(list(n=n, xbar=xbar, ybar=ybar, sx2=sx2, sy2=sy2, sxy=sxy, r=r)) hatbeta1 <- r * sqrt(sy2/sx2) # calculates estimate of the slope hatbeta0 <- ybar - hatbeta1 * xbar # calculates estimate of the intercept rs <- y - hatbeta0 - hatbeta1 * x # calculates residuals s2 <- sum(rs^2)/(n-2) # calculates estimate of sigma2 s2 bfat.lm <- lm(logbfat ~ logskin, data=bodyfat) ### Check the diagnostics plot(bfat.lm$fit, bfat.lm$res, xlab="Fitted values", ylab = "Residuals", pch="*") abline(h=0) ### Should be a random scatter qqnorm(bfat.lm$res, col=2) qqline(bfat.lm$res, col="blue") # All Points should be on the straight line summary(bfat.lm) anova(bfat.lm) plot(bodyfat$logskin, bodyfat$logbfat, xlab="log Skin", ylab="log Fat") abline(bfat.lm, col=7) title("Scatter plot with the fitted Linear Regression line") # 95% CI for beta(1) # 0.88225 + c(-1, 1) * qt(0.975, df=100) * 0.02479 # round(0.88225 + c(-1, 1) * qt(0.975, df=100) * 0.02479, 2) # To test H0: beta1 = 1. tstat <- (0.88225 -1)/0.02479 pval <- 2 * (1- pt(abs(tstat), df=100)) x <- seq(from=-5, to=5, length=500) y <- dt(x, df=100) plot(x, y, xlab="", ylab="", type="l") title("T-density with df=100") abline(v=abs(tstat)) abline(h=0) x1 <- seq(from=abs(tstat), to=10, length=100) y1 <- rep(0, length=100) x2 <- x1 y2 <- dt(x1, df=100) segments(x1, y1, x2, y2) abline(h=0) # Predict at a new value of Skinfold=70 # Create a new data set called new newx <- data.frame(logskin=log(70)) a <- predict(bfat.lm, newdata=newx, se.fit=TRUE) # Confidence interval for the mean of log bodyfat at skinfold=70 a <- predict(bfat.lm, newdata=newx, interval="confidence") # a # fit lwr upr # [1,] 2.498339 2.474198 2.52248 # Prediction interval for a future log bodyfat at skinfold=70 a <- predict(bfat.lm, newdata=newx, interval="prediction") a # fit lwr upr # [1,] 2.498339 2.333783 2.662895 #prediction intervals for the mean pred.bfat.clim <- predict(bfat.lm, data=bodyfat, interval="confidence") #prediction intervals for future observation pred.bfat.plim <- suppressWarnings(predict(bfat.lm, data=bodyfat, interval="prediction")) plot(bodyfat$logskin, bodyfat$logbfat, xlab="log Skin", ylab="log Fat") abline(bfat.lm, col=5) lines(log(bodyfat$Skinfold), pred.bfat.clim[,2], lty=2, col=2) lines(log(bodyfat$Skinfold), pred.bfat.clim[,3], lty=2, col=2) lines(log(bodyfat$Skinfold), pred.bfat.plim[,2], lty=4, col=3) lines(log(bodyfat$Skinfold), pred.bfat.plim[,3], lty=4, col=3) title("Scatter plot with the fitted line and prediction intervals") symb <- c("Fitted line", "95% CI for mean", "95% CI for observation") ## legend(locator(1), legend = symb, lty = c(1, 2, 4), col = c(5, 2, 3)) # Shows where we predicted earlier abline(v=log(70)) summary(bfat.lm) anova(bfat.lm) ``` ## `bombhits`: Number and frequency of bombhits in London This data set contains the number of bomb hits in 576 areas in London during World War II. Data sourced from Shaw and Shaw (2019), see also Hand {\it et al.} (1993). [@Handetal1993] [@bombhits] This data set has been used to illustrate elementary concepts of statistical inference in Chapter 9 of the book Sahu (2023). ```{r bombhits, eval=TRUE} summary(bombhits) # Create a vector of data x <- c(rep(0, 229), rep(1, 211), rep(2, 93), rep(3, 35), rep(4, 7), 5) y <- c(229, 211, 93, 35, 7, 1) # Frequencies rel_freq <- y/576 xbar <- mean(x) pois_prob <- dpois(x=0:5, lambda=xbar) fit_freq <- pois_prob * 576 #Check cbind(x=0:5, obs_freq=y, rel_freq =round(rel_freq, 4), Poisson_prob=round(pois_prob, 4), fit_freq=round(fit_freq, 1)) obs_freq <- y xuniques <- 0:5 a <- data.frame(xuniques=0:5, obs_freq =y, fit_freq=fit_freq) barplot(rbind(obs_freq, fit_freq), args.legend = list(x = "topright"), xlab="No of bomb hits", names.arg = xuniques, beside=TRUE, col=c("darkblue","red"), legend =c("Observed", "Fitted"), main="Observed and Poisson distribution fitted frequencies for the number of bomb hits in London") ``` ## `cement`: Breaking strength of cement Contains data regarding breaking strength of cement. This data set has been used to illustrate analysis of variance in Chapter 19 of the book Sahu (2023). ```{r, eval=TRUE} summary(cement) boxplot(data=cement, strength~gauger, col=1:3) boxplot(data=cement, strength~breaker, col=1:3) ``` ## `cfail`: Number of weekly computer failures This data set contains weekly number of failures of a university computer system over a period of two years. Source: Hand {\it et al.} (1993). [@Handetal1993] Like the `bombhits` example this data set has been used to illustrate elementary concepts of statistical inference in Chapter 9 of the book Sahu (2023). ## `cheese` : Taste of cheese This data set is from a testing of cheese experiment. This data set has been used to illustrate multiple linear regression modeling in Chapter 18 of the book Sahu (2023). ```{r, eval=TRUE, message=FALSE, warning=FALSE} summary(cheese) pairs(cheese) GGally::ggpairs(data=cheese) cheese.lm <- lm(Taste ~ AceticAcid + LacticAcid + logH2S, data=cheese, subset=2:30) # Check the diagnostics plot(cheese.lm$fit, cheese.lm$res, xlab="Fitted values", ylab = "Residuals") abline(h=0) # Should be a random scatter qqnorm(cheese.lm$res, col=2) qqline(cheese.lm$res, col="blue") summary(cheese.lm) cheese.lm2 <- lm(Taste ~ LacticAcid + logH2S, data=cheese) # Check the diagnostics plot(cheese.lm2$fit, cheese.lm2$res, xlab="Fitted values", ylab = "Residuals") abline(h=0) qqnorm(cheese.lm2$res, col=2) qqline(cheese.lm2$res, col="blue") summary(cheese.lm2) # How can we predict? newcheese <- data.frame(AceticAcid = 300, LacticAcid = 1.5, logH2S=4) cheese.pred <- predict(cheese.lm2, newdata=newcheese, se.fit=TRUE) cheese.pred # Obtain confidence interval cheese.pred$fit + c(-1, 1) * qt(0.975, df=27) * cheese.pred$se.fit # Using R to predict cheese.pred.conf.limits <- predict(cheese.lm2, newdata=newcheese, interval="confidence") cheese.pred.conf.limits # How to find prediction interval cheese.pred.pred.limits <- predict(cheese.lm2, newdata=newcheese, interval="prediction") cheese.pred.pred.limits ``` ## `emissions` : Exhaust emissions of cars Data on the nitrous oxide content of exhaust emissions from a set of cars was collected by the Australian Traffic Accident Research Bureau to explore the relationship between several measures of nitrous oxide emissions. Like the `cheese` data set, this has been used to illustrate multiple linear regression modeling in Chapter 18 of the book Sahu (2023). ```{r emissions, eval=TRUE} summary(emissions) rawdata <- emissions[, c(8, 4:7)] pairs(rawdata) # Fit the model on the raw scale raw.lm <- lm(ADR37 ~ ADR27 + CS505 + T867 + H505, data=rawdata) old.par <- par(no.readonly = TRUE) par(mfrow=c(2,1)) plot(raw.lm$fit, raw.lm$res,xlab="Fitted values",ylab="Residuals", main="Anscombe plot") abline(h=0) qqnorm(raw.lm$res,main="Normal probability plot", col=2) qqline(raw.lm$res, col="blue") # summary(raw.lm) logdata <- log(rawdata) # This only logs the values but not the column names! # We can use the following command to change the column names or you can use # fix(logdata) to do it. dimnames(logdata)[[2]] <- c("logADR37", "logCS505", "logT867", "logH505", "logADR27") pairs(logdata) log.lm <- lm(logADR37 ~ logADR27 + logCS505 + logT867 + logH505, data=logdata) plot(log.lm$fit, log.lm$res,xlab="Fitted values",ylab="Residuals", main="Anscombe plot") abline(h=0) qqnorm(log.lm$res,main="Normal probability plot", col=2) qqline(log.lm$res, col="blue") summary(log.lm) log.lm2 <- lm(logADR37 ~ logADR27 + logT867 + logH505, data=logdata) summary(log.lm2) plot(log.lm2$fit, log.lm2$res,xlab="Fitted values",ylab="Residuals", main="Anscombe plot") abline(h=0) qqnorm(log.lm2$res,main="Normal probability plot", col=2) qqline(log.lm2$res, col="blue") par(old.par) ##################################### # Multicollinearity Analysis ###################################### mod.adr27 <- lm(logADR27 ~ logT867 + logCS505 + logH505, data=logdata) summary(mod.adr27) # Multiple R^2 = 0.9936, mod.t867 <- lm(logT867 ~ logADR27 + logH505 + logCS505, data=logdata) summary(mod.t867) # Multiple R^2 = 0.977, mod.cs505 <- lm(logCS505 ~ logADR27 + logH505 + logT867, data=logdata) summary(mod.cs505) # Multiple R^2 = 0.9837, mod.h505 <- lm(logH505 ~ logADR27 + logCS505 + logT867, data=logdata) summary(mod.h505) # Multiple R^2 = 0.5784, # Variance inflation factors vifs <- c(0.9936, 0.977, 0.9837, 0.5784) vifs <- 1/(1-vifs) #Condition numbers X <- logdata # X is a copy of logdata X[,1] <- 1 # the first column of X is 1 # this is for the intercept X <- as.matrix(X) # Coerces X to be a matrix xtx <- t(X) %*% X # Gives X^T X eigenvalues <- eigen(xtx)$values kappa <- max(eigenvalues)/min(eigenvalues) kappa <- sqrt(kappa) # kappa = 244 is much LARGER than 30! ### Validation statistic # Fit the log.lm2 model with the first 45 observations # use the fitted model to predict the remaining 9 observations # Calculate the mean square error validation statistic log.lmsub <- lm(logADR37 ~ logADR27 + logT867 + logH505, data=logdata, subset=1:45) # Now predict all 54 observations using the fitted model mod.pred <- predict(log.lmsub, logdata, se.fit=TRUE) mod.pred$fit # provides all the 54 predicted values logdata$pred <- mod.pred$fit # Get only last 9 a <- logdata[46:54, ] validation.residuals <- a$logADR37 - a$pred validation.stat <- mean(validation.residuals^2) validation.stat ``` ## `err_age` : Error in guessing ages from photographs This data set contains the errors in guessing ages of 10 Southampton mathematicians. This data set has been used as an exercise in obtaining summary statistics and performing exploratory data analysis in Chapter 2 of the book Sahu (2023). ```{r, eval=TRUE} summary(err_age) ``` ## `ffood` : Service times in a fast food restaurant Service (waiting) times (in seconds) of customers at a fast-food restaurant. Source: Unknown. ```{r ffood, eval=TRUE} summary(ffood) # 95% Confidence interval for the mean waiting time usig t-distribution a <- c(ffood$AM, ffood$PM) mean(a) + c(-1, 1) * qt(0.975, df=19) * sqrt(var(a))/sqrt(20) # Two sample t-test for the difference between morning and afternoon times t.test(ffood$AM, ffood$PM) ``` ## `gasmileage` : Gas mileage of cars This data set contains gas mileage obtained from four models of a car. This data set has been used to illustrate the concepts of analysis of variance in Chapter 19 of the book Sahu (2023). ```{r gasmileage , eval=TRUE} summary(gasmileage) y <- c(22, 26, 28, 24, 29, 29, 32, 28, 23, 24) xx <- c(1,1,2,2,2,3,3,3,4,4) # Plot the observations plot(xx, y, col="red", pch="*", xlab="Model", ylab="Mileage") # Method1: Hand calculation ni <- c(2, 3, 3, 2) means <- tapply(y, xx, mean) vars <- tapply(y, xx, var) round(rbind(means, vars), 2) sum(y^2) # gives 7115 totalSS <- sum(y^2) - 10 * (mean(y))^2 # gives 92.5 RSSf <- sum(vars*(ni-1)) # gives 31.17 groupSS <- totalSS - RSSf # gives 61.3331.17/6 meangroupSS <- groupSS/3 # gives 20.44 meanErrorSS <- RSSf/6 # gives 5.194 Fvalue <- meangroupSS/meanErrorSS # gives 3.936 pvalue <- 1-pf(Fvalue, df1=3, df2=6) #### Method 2: Illustrate using dummy variables ################################# #Create the design matrix X for the full regression model g <- 4 n1 <- 2 n2 <- 3 n3 <- 3 n4 <- 2 n <- n1+n2+n3+n4 X <- matrix(0, ncol=g, nrow=n) #Set X as a zero matrix initially X[1:n1,1] <- 1 #Determine the first column of X X[(n1+1):(n1+n2),2] <- 1 #the 2nd column X[(n1+n2+1):(n1+n2+n3),3] <- 1 #the 3rd X[(n1+n2+n3+1):(n1+n2+n3+n4),4] <- 1 #the 4th ################################# ####Fitting the full model#### ################################# #Estimation XtXinv <- solve(t(X)%*%X) betahat <- XtXinv %*%t(X)%*%y #Estimation of the coefficients Yhat <- X%*%betahat #Fitted Y values Resids <- y - Yhat #Residuals SSE <- sum(Resids^2) #Error sum of squares S2hat <- SSE/(n-g) #Estimation of sigma-square; mean square for error Sigmahat <- sqrt(S2hat) ############################################################## ####Fitting the reduced model -- the 4 means are equal ##### ############################################################## Xr <- matrix(1, ncol=1, nrow=n) kr <- dim(Xr)[2] #Estimation Varr <- solve(t(Xr)%*%Xr) hbetar <- solve(t(Xr)%*%Xr)%*%t(Xr)%*% y #Estimation of the coefficients hYr = Xr%*%hbetar #Fitted Y values Resir <- y - hYr #Residuals SSEr <- sum(Resir^2) #Total sum of squares ################################################################### ####F-test for comparing the reduced model with the full model #### ################################################################### FStat <- ((SSEr-SSE)/(g-kr))/(SSE/(n-g)) #The test statistic of the F-test alpha <- 0.05 Critical_value_F <- qf(1-alpha, g-kr,n-g) #The critical constant of F-test pvalue_F <- 1-pf(FStat,g-kr, n-g) #p-value of F-test modelA <- c(22, 26) modelB <- c(28, 24, 29) modelC <- c(29, 32, 28) modelD <- c(23, 24) SSerror = sum( (modelA-mean(modelA))^2 ) + sum( (modelB-mean(modelB))^2 ) + sum( (modelC-mean(modelC))^2 ) + sum( (modelD-mean(modelD))^2 ) SStotal <- sum( (y-mean(y))^2 ) SSgroup <- SStotal-SSerror #### #### Method 3: Use the built-in function lm directly ##################################### aa <- "modelA" bb <- "modelB" cc <- "modelC" dd <- "modelD" Expl <- c(aa,aa,bb,bb,bb,cc,cc,cc,dd,dd) is.factor(Expl) Expl <- factor(Expl) model1 <- lm(y~Expl) summary(model1) anova(model1) ###Alternatively ### xxf <- factor(xx) is.factor(xxf) model2 <- lm(y~xxf) summary(model2) anova(model2) ``` ## `possum` : Body weight and length of possums in Australian regions This data set has been used to illustrate multiple linear regression modeling and analysis of variance in Chapter 19 of the book Sahu (2023). The data set contains body weight and length of possums (tree living furry animals who are mostly nocturnal (marsupial) caught in 7 different regions of Australia. Source: Lindenmayer and Donnelly (1995). [@Lindenmayer1995] ```{r possum, eval=TRUE} head(possum) dim(possum) summary(possum) ## Code lines used in the book ## Create a new data set poss <- possum poss$region <- factor(poss$Location) levels(poss$region) <- c("W.A", "S.A", "N.T", "QuL", "NSW", "Vic", "Tas") colnames(poss)<-c("y","z","Location", "x") head(poss) # Draw side by side boxplots boxplot(y~x, data=poss, col=2:8, xlab="region", ylab="Weight") # Obtain scatter plot # Start with a skeleton plot plot(poss$z, poss$y, type="n", xlab="Length", ylab="Weight") # Add points for the seven regions for (i in 1:7) { points(poss$z[poss$Location==i],poss$y[poss$Location==i],type="p", pch=as.character(i), col=i) } ## Add legends legend(x=76, y=4.2, legend=paste(as.character(1:7), levels(poss$x)), lty=1:7, col=1:7) # Start modelling #Fit the model with interaction. poss.lm1<-lm(y~z+x+z:x,data=poss) summary(poss.lm1) plot(poss$z, poss$y,type="n", xlab="Length", ylab="Weight") for (i in 1:7) { lines(poss$z[poss$Location==i],poss.lm1$fit[poss$Location==i],type="l", lty=i, col=i, lwd=1.8) points(poss$z[poss$Location==i],poss$y[poss$Location==i],type="p", pch=as.character(i), col=i) } poss.lm0 <- lm(y~z,data=poss) abline(poss.lm0, lwd=3, col=9) # Has drawn the seven parallel regression lines legend(x=76, y=4.2, legend=paste(as.character(1:7), levels(poss$x)), lty=1:7, col=1:7) n <- length(possum$Body_Weight) # Wrong model since Location is not a numeric covariate wrong.lm <- lm(Body_Weight~Location, data=possum) summary(wrong.lm) nis <- table(possum$Location) meanwts <- tapply(possum$Body_Weight, possum$Location, mean) varwts <- tapply(possum$Body_Weight, possum$Location, var) datasums <- data.frame(nis=nis, mean=meanwts, var=varwts) datasums <- data.frame(nis=nis, mean=meanwts, var=varwts) modelss <- sum(datasums[,2] * (meanwts - mean(meanwts))^2) residss <- sum( (datasums[,2] - 1) * varwts) fvalue <- (modelss/6) / (residss/94) fcritical <- qf(0.95, df1= 6, df2=94) x <- seq(from=0, to=12, length=200) y <- df(x, df1=6, df2=94) plot(x, y, type="l", xlab="", ylab="Density of F(6, 94)", col=4) abline(v=fcritical, lty=3, col=3) abline(v=fvalue, lty=2, col=2) pvalue <- 1-pf(fvalue, df1=6, df2=94) ### Doing the above in R # Convert the Location column to a factor localpossum <- possum localpossum$Location <- as.factor(localpossum$Location) summary(localpossum) # Now Location is a factor # Put the identifiability constraint: options(contrasts=c("contr.treatment", "contr.poly")) # Change to have easier column names colnames(localpossum) <- c("y", "z", "x") # Fit model M1 possum.lm1 <- lm(y~x, data=localpossum) summary(possum.lm1) anova(possum.lm1) possum.lm2 <- lm(y~z, data=localpossum) summary(possum.lm2) anova(possum.lm2) # Include both location and length but no interaction possum.lm3 <- lm(y~x+z, data=localpossum) summary(possum.lm3) anova(possum.lm3) # Include interaction effect possum.lm4 <- lm(y~x+z+x:z, data=localpossum) summary(possum.lm4) anova(possum.lm4) anova(possum.lm2, possum.lm3) #Check the diagnostics for M3 plot(possum.lm3$fit, possum.lm3$res,xlab="Fitted values",ylab="Residuals", main="Anscombe plot") abline(h=0) qqnorm(possum.lm3$res,main="Normal probability plot", col=2) qqline(possum.lm3$res, col="blue") rm(localpossum) rm(poss) ``` ## `puffin` : Nesting habits of puffins in Newfoundland This object contains data regarding nesting habits of common puffin. Source: Nettleship (1972). [@puffindata] This data set has been used to illustrate multiple linear regression modeling in Chapter 18 of the book Sahu (2023). ```{r puffin, eval=TRUE} head(puffin) dim(puffin) summary(puffin) pairs(puffin) puffin$sqrtfreq <- sqrt(puffin$Nesting_Frequency) puff.sqlm <- lm(sqrtfreq~ Grass_Cover + Mean_Soil_Depth + Slope_Angle +Distance_from_Edge, data=puffin) old.par <- par(no.readonly = TRUE) par(mfrow=c(2,1)) qqnorm(puff.sqlm$res,main="Normal probability plot", col=2) qqline(puff.sqlm$res, col="blue") plot(puff.sqlm$fit, puff.sqlm$res,xlab="Fitted values",ylab="Residuals", main="Anscombe plot", col="red") abline(h=0) summary(puff.sqlm) par(old.par) ##################################### # F test for two betas at the same time: ###################################### puff.sqlm2 <- lm(sqrtfreq~ Mean_Soil_Depth + Distance_from_Edge, data=puffin) anova(puff.sqlm) anova(puff.sqlm2) fval <- 1/2*(14.245-12.756)/0.387 # 1.924 qf(0.95, 2, 33) # 3.28 1-pf(fval, 2, 33) # 0.162 anova(puff.sqlm2, puff.sqlm) ``` ## `rice` : data set on rice yield This data set has been used to illustrate multiple linear regression modeling in Chapter 18 of the book Sahu (2023). This data set has been obtained from the journal research article Bal and Ojha (1975). [@BAL1975353] ```{r rice, eval=TRUE} summary(rice) plot(rice$Days, rice$Yield, pch="*", xlab="Days", ylab="Yield") rice$daymin31 <- rice$Days-31 rice.lm <- lm(Yield ~ daymin31, data=rice) summary(rice.lm) # Check the diagnostics plot(rice.lm$fit, rice.lm$res, xlab="Fitted values", ylab = "Residuals") abline(h=0) # Should be a random scatter # Needs a quadratic term qqnorm(rice.lm$res, col=2) qqline(rice.lm$res, col="blue") rice.lm2 <- lm(Yield ~ daymin31 + I(daymin31^2) , data=rice) old.par <- par(no.readonly = TRUE) par(mfrow=c(1, 2)) plot(rice.lm2$fit, rice.lm2$res, xlab="Fitted values", ylab = "Residuals") abline(h=0) # Should be a random scatter # Much better plot! qqnorm(rice.lm2$res, col=2) qqline(rice.lm2$res, col="blue") summary(rice.lm2) par(old.par) # par(mfrow=c(1,1)) plot(rice$Days, rice$Yield, xlab="Days", ylab="Yield") lines(rice$Days, rice.lm2$fit, lty=1, col=3) rice.lm3 <- lm(Yield ~ daymin31 + I(daymin31^2)+I(daymin31^3) , data=rice) #check the diagnostics summary(rice.lm3) # Will print the summary of the fitted model #### Predict at a new value of Days=31.1465 # Create a new data set called new new <- data.frame(daymin31=32.1465-31) a <- predict(rice.lm2, newdata=new, se.fit=TRUE) # Confidence interval for the mean of rice yield at day=31.1465 a <- predict(rice.lm2, newdata=new, interval="confidence") a # fit lwr upr # [1,] 3676.766 3511.904 3841.628 # Prediction interval for a future yield at day=31.1465 b <- predict(rice.lm2, newdata=new, interval="prediction") b # fit lwr upr #[1,] 3676.766 3206.461 4147.071 ``` ## `wgain`: Weight gain of students starting college This contains weight gain data from 68 first year students during their first 12 weeks in college. Source: Levitsky {\it et al} (2004). [@Levitsky2004] This data set has been used to illustrate confidence intervals and $t$-tests in part I of the book Sahu (2023). ```{r wgain, eval=TRUE} summary(wgain) # 95% Confidence interval for mean weight gain x <- wgain$final - wgain$initial mean(x) + c(-1, 1) * qt(0.975, df=67) * sqrt(var(x)/68) # t-test to test the mean difference equals 0 t.test(x) ``` # Illustrated R functions ## The butterfly function This function draws a butterfly as on the front cover of the book. This is a plot obtained as follows. Initially a sequence of angles denoted by $\theta$ is chosen in the range 0 to 24$\pi$. Then, we specify two parameters $a$ and $b$ and evaluate the following equations. The illustrations show the effect of these two parameters on the shape of the resulting plot obtained by plotting $x-y$ pairs. Successive points on the plot are joined by lines. \begin{equation} r = \exp(\cos(\theta)) - a \cos(b \, \theta) + \sin\left(\frac{\theta}{12}\right) \\ x = r \sin(\theta) \\ y = -r \cos(\theta) \end{equation} ```{r butterfly, eval=TRUE} butterfly(color = 6) old.par <- par(no.readonly = TRUE) par(mfrow=c(2, 2)) butterfly(a=10, b=1.5, color = "seagreen") butterfly(color = 6) butterfly(a=5, b=5, color=2) butterfly(a=20, b=4, color = "blue") par(old.par) # par(mfrow=c(1, 1)) ``` ## Simulation of the Monty Hall game ```{r Montyplot, eval=TRUE, echo=FALSE, fig.cap="Monty Hall game", fig.width =2, fig.height=1} library(ipsRdbs) figpath <- system.file("figures", package = "ipsRdbs") knitr::include_graphics(paste0(figpath, "/monty.png")) ``` The function `?monty` simulates the famous Monty Hall game. This function is written by [@Monty.Corey2012]. The function takes the arguments: `strat`: short form for strategy which can take one of the three choices: * "stay" : Do not change the initial door chosen * "swap" : Swap the door chosen initially. * "random" : Randomly decide to stay or swap. The other parameters are $N$: How many games to play, defaults to 1000 and `print_games`, which is a logical argument that tells whether to print the results of each of the $N$ games. Here are three illustrations of the games. ```{r} monty("stay", print_games = FALSE) monty("switch", print_games = FALSE) monty("random", print_games = FALSE) ``` ## Functions illustrating the Central Limit Theorem (CLT) There are two functions illustrating the CLT. The first one '?see_the_clt_for_Bernoulli' simulates `nrep=10000` samples of size `nsize=10` with probability of success $p=0.8$ by default. It then finds the means of the `nrep` samples and standardises the means by subtracting the overall mean and dividing by the sample standard deviation. It then draws a histogram of the sample means and superimposes the theoretical density of the standard normal distribution. The histogram will closely resemble the density of the standard normal distribution if the CLT approximation is good. The quality of the approximation depends on the sample size `nsize`. This can be observed from the illustrations provided below. ```{r cltforBernoulli, eval=TRUE} a <- see_the_clt_for_Bernoulli() old.par <- par(no.readonly = TRUE) par(mfrow=c(2, 3)) a30 <- see_the_clt_for_Bernoulli(nsize=30) a50 <- see_the_clt_for_Bernoulli(nsize=50) a100 <- see_the_clt_for_Bernoulli(nsize=100) a500 <- see_the_clt_for_Bernoulli(nsize=500) a1000 <- see_the_clt_for_Bernoulli(nsize=1000) a5000 <- see_the_clt_for_Bernoulli(nsize=5000) par(old.par) ``` The second function `?see_the_clt_for_uniform` demonstrates the CLT for sampling from the uniform distribution in the interval (0,1). As in the previous function for the Bernoulli distribution, this also takes two similar arguments and behaves very similarly as demonstrated below. But the sampling is done from the uniform distribution. ```{r, seethecltforuniform, eval=TRUE} a <- see_the_clt_for_uniform() old.par <- par(no.readonly = TRUE) par(mfrow=c(2, 3)) a1 <- see_the_clt_for_uniform(nsize=1) a2 <- see_the_clt_for_uniform(nsize=2) a3 <- see_the_clt_for_uniform(nsize=5) a4 <- see_the_clt_for_uniform(nsize=10) a5 <- see_the_clt_for_uniform(nsize=20) a6 <- see_the_clt_for_uniform(nsize=50) par(old.par) ybars <- see_the_clt_for_uniform(nsize=12) zbars <- (ybars - mean(ybars))/sd(ybars) k <- 100 u <- seq(from=min(zbars), to= max(zbars), length=k) ecdf <- rep(NA, k) for(i in 1:k) ecdf[i] <- length(zbars[zbars is also available. --> # References