学习笔记 | 回归模型 | 04 残差波动
观测值与预测值之间的差就是残差,残差符合正态分布
计算结果表明:
Total Variation = Residual Variation + Regression Variation
总波动(Y与Y均值的平方和[方差]) = 残差波动(Y与Y观测值的差的平方和) + 回归波动(Y观测值与Y均值的差的平方和)
summary(fit) 中看到的R平方 = cor(Y,X)的平方
给模型加入一个完全不相关的(cor=0)的元素,模型不变
函数predict
Description
predict is a generic function for predictions from the results of various model fitting functions. The function invokes particular methods which depend on the class of the first argument.
根据线性模型给出三个预测值,基本值,最低值,最高值
课程中使用的例子:predict(fit, data.frame(x=mean(x)), interval='confidence')
自定义函数eliminate
# Eliminate the specified predictor from the dataframe by
# regressing all other variables on that predictor
# and returning a data frame containing the residuals
# of those regressions.
eliminate <- function(predictor, dataframe){
# Find the names of all columns except the predictor.
others <- setdiff(names(dataframe), predictor)
# Calculate the residuals of each when regressed against the given predictor
temp <- sapply(others, function(other)regressOneOnOne(predictor, other, dataframe))
# sapply returns a matrix of residuals; convert to a data frame and return.
as.data.frame(temp)
}
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