daviddoji/summerschool_simtech_2023
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

further update on multiple regression

Browse Source
This commit is contained in:
Marco Oesting
2023-10-09 16:07:42 +02:00
parent 905aea7546
commit 08951f610d
2 changed files with 339 additions and 343 deletions
Download Patch File Download Diff File Expand all files Collapse all files

18
material/3_wed/regression/Code_Snippets.jl
View File

@@ -1,34 +1,30 @@
############################################################################
#### Execute code chunks separately in VSCODE by pressing 'Alt + Enter' ####
############################################################################
using Statistics using Statistics
using Plots using Plots
using RDatasets using RDatasets
using GLM using GLM
## #---
trees = dataset("datasets", "trees") trees = dataset("datasets", "trees")
scatter(trees.Girth, trees.Volume, scatter(trees.Girth, trees.Volume,
legend=false, xlabel="Girth", ylabel="Volume") legend=false, xlabel="Girth", ylabel="Volume")
## #---
scatter(trees.Girth, trees.Volume, scatter(trees.Girth, trees.Volume,
legend=false, xlabel="Girth", ylabel="Volume") legend=false, xlabel="Girth", ylabel="Volume")
plot!(x -> -37 + 5*x) plot!(x -> -37 + 5*x)
## #---
linmod1 = lm(@formula(Volume ~ Girth), trees) linmod1 = lm(@formula(Volume ~ Girth), trees)
## #---
linmod2 = lm(@formula(Volume ~ Girth + Height), trees) linmod2 = lm(@formula(Volume ~ Girth + Height), trees)
## #---
r2(linmod1) r2(linmod1)
r2(linmod2) r2(linmod2)
@@ -37,7 +33,7 @@ linmod3 = lm(@formula(Volume ~ Girth + Height + Girth*Height), trees)
r2(linmod3) r2(linmod3)
## #---
using CSV using CSV
using HTTP using HTTP
@@ -47,6 +43,6 @@ SwissLabor = DataFrame(CSV.File(http_response.body))
SwissLabor[!,"participation"] .= (SwissLabor.participation .== "yes") SwissLabor[!,"participation"] .= (SwissLabor.participation .== "yes")
## #---
model = glm(@formula(participation ~ age), SwissLabor, Binomial(), ProbitLink()) model = glm(@formula(participation ~ age), SwissLabor, Binomial(), ProbitLink())

10
material/3_wed/regression/MultipleRegressionBasics.qmd
View File

@@ -10,7 +10,7 @@ editor:
### Introductory Example: tree dataset from R ### Introductory Example: tree dataset from R
```{julia} ``` julia
using Statistics using Statistics
using Plots using Plots
using RDatasets using RDatasets
@@ -25,7 +25,7 @@ scatter(trees.Volume, trees.Girth,
the *explanatory variable/covariate* `girth`? Can we predict the volume the *explanatory variable/covariate* `girth`? Can we predict the volume
of a tree given its girth? of a tree given its girth?
```{julia} ``` julia
scatter(trees.Girth, trees.Volume, scatter(trees.Girth, trees.Volume,
legend=false, xlabel="Girth", ylabel="Volume") legend=false, xlabel="Girth", ylabel="Volume")
plot!(x -> -37 + 5*x) plot!(x -> -37 + 5*x)
@@ -68,7 +68,7 @@ rather use Julia to solve the problem.
\[use Julia code (existing package) to perform linear regression for \[use Julia code (existing package) to perform linear regression for
`volume ~ girth`\] `volume ~ girth`\]
```{julia} ``` julia
lm(@formula(Volume ~ Girth), trees) lm(@formula(Volume ~ Girth), trees)
``` ```
@@ -183,7 +183,7 @@ the corresponding standard errors and the $t$-statistics. Test your
functions with the \`\`\`tree''' data set and try to reproduce the functions with the \`\`\`tree''' data set and try to reproduce the
output above. output above.
```{julia} ``` julia
r2(linmod1) r2(linmod1)
r2(linmod2) r2(linmod2)
@@ -274,7 +274,7 @@ $$
In the Gaussian case, the maximum likelihood estimator is identical to In the Gaussian case, the maximum likelihood estimator is identical to
the least squares estimator considered above. the least squares estimator considered above.
```{julia} ``` julia
using CSV using CSV
using HTTP using HTTP