Course Outline

segmentGetting Started (Don't Skip This Part)

segmentStatistics and Data Science: A Modeling Approach

segmentPART I: EXPLORING VARIATION

segmentChapter 1  Welcome to Statistics: A Modeling Approach

segmentChapter 2  Understanding Data

segmentChapter 3  Examining Distributions

segmentChapter 4  Explaining Variation

segmentPART II: MODELING VARIATION

segmentChapter 5  A Simple Model

segmentChapter 6  Quantifying Error

segmentChapter 7  Adding an Explanatory Variable to the Model

segmentChapter 8  Models with a Quantitative Explanatory Variable

8.2 Fitting a Regression Model

segmentPART III: EVALUATING MODELS

segmentChapter 9  Distributions of Estimates

segmentChapter 10  Confidence Intervals and Their Uses

segmentChapter 11  Model Comparison with the F Ratio

segmentChapter 12  What You Have Learned

segmentFinishing Up (Don't Skip This Part!)

segmentResources
list Introduction to Statistics: A Modeling Approach
8.2 Fitting a Regression Model
Using lm()
to Fit the Height Model to TinyFingers
Now you can begin to see the power you’ve been granted by the General Linear Model fitting—or estimating the parameters—of the regression model, is accomplished the same way as estimating the parameters of the grouping model. It’s all done using the lm()
function in R.
The lm()
function is smart enough to know that if the explanatory variable is quantitative, the model to estimate is the regression model. If the explanatory variable is categorical (e.g., defined as a factor in R), lm()
will fit a group model.
Modify the code below to fit the regression model using Height as the explanatory variable to predict Thumb length in the TinyFingers data.
require(tidyverse)
require(mosaic)
require(Lock5Data)
require(supernova)
TinyFingers < data.frame(
Sex = as.factor(rep(c("female", "male"), each = 3)),
Thumb = c(56, 60, 61, 63, 64, 68),
Height = c(62, 66, 67, 63, 68, 71)
) %>% mutate(
Height2Group = recode(ntile(Height, 2), '1' = "1Short", '2' = "2Tall"),
Height3Group = recode(ntile(Height, 2), '1' = "1Short", '2' = "2Medium", '3' = "3Tall")
)
# modify this to fit Thumb as a function of Height
TinyHeight.model < lm()
# this prints the bestfitting estimates
TinyHeight.model
TinyHeight.model < lm(Thumb ~ Height, data = TinyFingers)
TinyHeight.model
ex() %>% {
check_object(., "TinyHeight.model") %>% check_equal()
check_output_expr(., "print(TinyHeight.model)")
}
Call:
lm(formula = Thumb ~ Height, data = TinyFingers)
Coefficients:
(Intercept) Height
3.1611 0.9848
Fitting a Regression Model By Accident When You Don’t Want One
Although R is pretty smart about knowing which model to fit, it won’t always do the right thing. If you code the grouping variable with the character strings “short” and “tall,” R will make the right decision because it knows the variable must be categorical. But if you code a grouping variable as 1 and 2, and you forget to make it a factor, R may get confused and fit the model as though the explanatory variable is quantitative.
For example, we’ve added a new variable to our TinyFingers data called GroupNum. Here is what the data look like.
Thumb Height Height2Group GroupNum
1 56 62 Short 1
2 60 66 Short 1
3 61 67 Tall 2
4 63 63 Short 1
5 64 68 Tall 2
6 68 71 Tall 2
If you take a look at the variables Height2Group and GroupNum, they have the same information. Students 1, 2, and 4 are in one group and students 3, 5, and 6 are in another group. If we fit a model with Height2Group (and called it the Height2Group.model) or GroupNum (and called it the GroupNum.model), we would expect the same estimates. Let’s try it.
require(tidyverse)
require(mosaic)
require(Lock5Data)
require(supernova)
TinyFingers < data.frame(
Sex = as.factor(rep(c("female", "male"), each = 3)),
Thumb = c(56, 60, 61, 63, 64, 68),
Height = c(62, 66, 67, 63, 68, 71)
) %>% mutate(
Height2Group = recode(ntile(Height, 2), '1' = "1Short", '2' = "2Tall"),
Height3Group = recode(ntile(Height, 2), '1' = "1Short", '2' = "2Medium", '3' = "3Tall"),
GroupNum = ntile(Height, 2)
)
# fit a model of Thumb length based on Height2Group
Height2Group.model < lm()
# fit a model of Thumb length based on GroupNum
GroupNum.model < lm()
# this prints the parameter estimates from the two models
Height2Group.model
GroupNum.model
Height2Group.model < lm(Thumb ~ Height2Group, data = TinyFingers)
GroupNum.model < lm(Thumb ~ GroupNum, data = TinyFingers)
Height2Group.model
GroupNum.model
ex() %>% {
check_object(., "Height2Group.model") %>% check_equal()
check_object(., "GroupNum.model") %>% check_equal()
check_output_expr(., "Height2Group.model\nGroupNum.model")
}
Call:
lm(formula = Thumb ~ Height2Group, data = TinyFingers)
Coefficients:
(Intercept) Height2GroupTall
59.667 4.667
Call:
lm(formula = Thumb ~ GroupNum, data = TinyFingers)
Coefficients:
(Intercept) GroupNum
55.000 4.667
Because Height2Group is a factor (i.e., a categorical variable), lm()
fits a group model. But for GroupNum, lm()
thinks the 1 or 2 coding refers to a quantitative variable because we did not tell R that it was a factor. So it fits a regression line instead of a group model. If it does that, the meaning of the estimates will not be what you expect for the group model.
The slope will be accurate, because it will tell you the increment in thumb length between people coded as 2 versus those coded as 1. But the \(b_{0}\) estimate will be the yintercept—that is, the predicted thumb length when \(X_{i}\) equals 0. This makes no sense when there are only two groups and they are coded 1 and 2. This is an accidental regression model.
Try it here by recoding GroupNum as 0 and 1. See if the results fit your expectations.
require(tidyverse)
require(mosaic)
require(Lock5Data)
require(supernova)
TinyFingers < data.frame(
Sex = as.factor(rep(c("female", "male"), each = 3)),
Thumb = c(56, 60, 61, 63, 64, 68),
Height = c(62, 66, 67, 63, 68, 71)
) %>% mutate(
Height2Group = recode(ntile(Height, 2), '1' = "1Short", '2' = "2Tall"),
Height3Group = recode(ntile(Height, 2), '1' = "1Short", '2' = "2Medium", '3' = "3Tall"),
GroupNum = ntile(Height, 2)
)
Height2Group.model < lm(Thumb ~ Height2Group, data = TinyFingers)
# recode GroupNum from 1 and 2 to 0 and 1
# save it to a new variable Group01 so that nothing is overwritten
TinyFingers$Group01 < recode()
# This will fit an "accidental" regression model
lm(Thumb ~ Group01, data = TinyFingers)
# recode GroupNum from 1 and 2 to 0 and 1
# save it to a new variable Group01 so that nothing is overwritten
TinyFingers$Group01 < recode(TinyFingers$GroupNum, "1" = 0, "2" = 1)
# This will fit an "accidental" regression model
lm(Thumb ~ Group01, data = TinyFingers)
ex() %>% {
check_object(., "TinyFingers") %>% check_column("Group01") %>% check_equal()
check_output_expr(., "lm(Thumb ~ Group01, data = TinyFingers)")
}
recode
like '1' = 0
Fitting the Height Model to the Full Fingers Data Set
Now that you have looked in detail at the tiny set of data, fit the height model to the full Fingers data frame, and save the model in an R object called Height.model.
require(tidyverse)
require(mosaic)
require(Lock5Data)
require(supernova)
Fingers < filter(Fingers, Thumb >= 33 & Thumb <= 100)
# modify this to fit the Height model of Thumb for the Fingers data
Height.model <
# this prints best estimates
Height.model
Height.model < lm(Thumb ~ Height, data = Fingers)
Height.model
ex() %>% {
check_object(., "Height.model") %>% check_equal()
check_output_expr(., "Height.model")
}
Thumb
as a function of Height
Call:
lm(formula = Thumb ~ Height, data = Fingers)
Coefficients:
(Intercept) Height
3.3295 0.9619
Here is the code to make a scatter plot to show the relationship between Height (on the xaxis) and Thumb (on the yaxis) for TinyFingers. Note that the code also overlays the bestfitting regression line on the scatter plot. Edit the code to make this scatter plot for the full Fingers data set.
require(tidyverse)
require(mosaic)
require(Lock5Data)
require(supernova)
Fingers < filter(Fingers, Thumb >= 33 & Thumb <= 100)
# edit this code to create a scatter plot for the FULL Fingers data
gf_point(Thumb ~ Height, data = TinyFingers, size = 4) %>%
gf_lm(color = "orange")
gf_point(Thumb ~ Height, data = Fingers, size = 4) %>%
gf_lm(color = "orange")
ex() %>% check_function("gf_point") %>% check_arg("data") %>% check_equal()
success_msg("You R an R wizard!")
Fingers
data set, not the smaller TinyFingers