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Back to the forum  Query: 2017-10-21 03:09 CEST (UTC+2h)
 

just y=ax+b [General Sta­tis­tics]

posted by Helmut Homepage - Vienna, Austria, 2017-10-10 18:15  - Posting: # 17885
Views: 338

Hi ElMaestro,

» I would like to know how to judge if the correlation is quantitatively appearing to be best for the first line or for the second line.

Sumfink along this?

x1  <- c(1, 2, 3, 4, 5)
y1  <- c(10.5, 11.4, 12.6, 13.3, 14.6)
n1  <- length(x1)
x2  <- c(1, 2, 3, 4, 5)
y2  <- c(10.5, 11.4, NA, 13.3, 14.6)
n2  <- length(x2)
x3  <- c(1, 2, 4, 5)
y3  <- c(10.5, 11.4, 13.3, 14.6)
n3  <- length(x3)
raw <- matrix(c(rep(1, n1), rep(2, n2), rep(3, n3),
              x1, x2, x3, y1, y2, y3,
              rep(n1, each=n1), rep(n2, each=n2), rep(n3, each=n3)),
              nrow=n1+n2+n3, ncol=4, byrow=FALSE,
              dimnames=list(NULL, c("set", "x", "y", "n")))
raw <- as.data.frame(raw); attach(raw)
set <- unique(set)
res <- data.frame(set=set, n=c(n1, n2, n3), NAs=NA,
                  int=NA, slope=NA, RSE=NA, R2.adj=NA)
for (j in seq_along(set)) {
  mod              <- lm(y ~ x, data=raw, set==j)
  sum.mod          <- summary(mod)
  res[j, "NAs"]    <- sum(is.na(raw$y[raw$set==j]))
  res[j, "int"]    <- coef(mod)[[1]]
  res[j, "slope"]  <- coef(mod)[[2]]
  res[j, "RSE"]    <- sum.mod$sigma
  res[j, "R2.adj"] <- sum.mod$adj.r.squared
}
print(raw, row.names=FALSE)
print(res[with(res, order(-R2.adj, +n)), ], row.names=FALSE)
detach(raw)


Fits linear models to the sets and gives results sorted by R²adj (descending) and n (ascending). y-values of set 2 and 3 are identical. Shows that NA gives the same result as a completely missing row due to the default na.action=na.omit in lm().

 set n NAs  int slope       RSE    R2.adj
   3 4   0 9.42  1.01 0.1565248 0.9928293
   2 5   1 9.42  1.01 0.1565248 0.9928293
   1 5   0 9.45  1.01 0.1494434 0.9912998



Edit: Toys for boys:

a    <- 9.45
b    <- 1.01
sets <- 16
n    <- 5
x    <- 1:n
sd   <- 0.25
pct  <- 20 # percentage of NAs
y    <- NULL
for (j in 1:sets) {
  y <- c(y, a + b*x + rnorm(n, 0, sd))
}
raw  <- matrix(c(rep(1:sets, each=n), rep(x, sets), y,
                 rep(n, n*sets)), nrow=n*sets, ncol=4, byrow=FALSE,
               dimnames=list(NULL, c("set", "x", "y", "n")))
loc  <- floor(runif(as.integer(pct*sets*n/100), min=1, max=n*sets))
raw[loc, "y"] <- NA
raw  <- as.data.frame(raw); attach(raw)
set  <- 1:sets
res  <- data.frame(set=set, n=rep(n, sets), NAs=NA, used=NA,
                  int=NA, slope=NA, RSE=NA, R2.adj=NA)
op   <- par(no.readonly=TRUE)
split.screen(c(4, 4)) # adjust for the number of sets!
for (j in seq_along(set)) {
  mod              <- lm(y ~ x, data=raw, set==j)
  sum.mod          <- summary(mod)
  res[j, "NAs"]    <- sum(is.na(raw$y[raw$set==j]))
  res[j, "used"]   <- res[j, "n"] - res[j, "NAs"]
  res[j, "int"]    <- coef(mod)[[1]]
  res[j, "slope"]  <- coef(mod)[[2]]
  res[j, "RSE"]    <- sum.mod$sigma
  res[j, "R2.adj"] <- sum.mod$adj.r.squared
  screen(j)
  par(mar=c(1.5, 1.5, 1, 0.1), mgp=c(2, 0.5, 0), line=2, tcl=-0.25)
  if (res[j, "used"] >= 2) {
    plot(raw$x[raw$set==j], raw$y[raw$set==j], las=1, xlab="", ylab="",
         ylim=c((a+b*x[1])*0.95, (a+b*x[n])/0.95), cex.axis=0.65,
         cex.main=0.65, font.main=1,
         main=paste("Rsq.adj =", signif(res[j, "R2.adj"], 6)))
    ifelse (res[j, "used"] == 2, col <- "red", col <- "blue")
    abline(coef=coef(mod), col=col)
    legend("topleft", cex=0.65, box.lty=0, x.intersp=0,
      legend=paste0("set ", j, ": ", res[j, "used"], " used"))
  }
}
res <- res[with(res, order(-R2.adj, +n)), ]
screen(head(res$set, 1))
par(mar=c(1.5, 1.5, 1, 0.1))
legend("right", cex=0.75, box.lty=0, x.intersp=0, legend="\"best\"")
screen(tail(res$set, 1))
par(mar=c(1.5, 1.5, 1, 0.1))
legend("right", cex=0.75, box.lty=0, x.intersp=0, legend="\"worst\"")
close.screen(all=TRUE)
par(op)
detach(raw)
print(res, row.names=FALSE)


[image]All the best,
Helmut Schütz 
[image]

The quality of responses received is directly proportional to the quality of the question asked. ☼
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