HSI
From: Bayesian Models for Astrophysical Data, Cambridge Univ. Press
(c) 2017, Joseph M. Hilbe, Rafael S. de Souza and Emille E. O. Ishida
you are kindly asked to include the complete citation if you used this material in a publication
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Code 3.1 Basic linear model in R.
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# Data
set.seed(1056) # set seed to replicate example
nobs = 250 # number of obs in model
x1 <- runif(nobs) # random uniform variable
alpha = 2 # intercept
beta = 3 # angular coefficient
xb <- alpha + beta* x1 # linear predictor, xb
y <- rnorm(nobs, xb, sd=1) # create y as adjusted random normal variate
# Fit
summary(mod <- lm(y ~ x1)) # model of the synthetic data.
# Output
ypred <- predict(mod, type="response") # prediction from the model
plot(x1, y, pch=19,col="red") # plot scatter
lines(x1,ypred,col='grey40',lwd=2) # plot regression line
segments(x1, fitted(mod), x1, y, lwd=1, col="gray70") # add the residuals
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Output on screen:
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Call:
lm(formula = y ~ x1)
Residuals:
Min 1Q Median 3Q Max
-3.2599 -0.7708 -0.0026 0.7888 3.9575
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.9885 0.1379 14.42 <2e-16 ***
x1 2.8935 0.2381 12.15 <2e-16 ***
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Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 1.068 on 248 degrees of freedom
Multiple R-squared: 0.3732, Adjusted R-squared: 0.3707
F-statistic: 147.7 on 1 and 248 DF, p-value: < 2.2e-16
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