Regression is to build a function of independent variables (also known as predictors, regressors, explanatory variables, and features) to predict a dependent variable (also called a response, target, and regressand). Here we will focus on performing linear regression in R Language.
Linear regression is to predict response with a linear function of predictors as $$y=\beta_0+\beta_1x_1+\beta_2x_2+\cdots + \beta_kx_k,$$ where $x_1, x_2, \cdots, x_k$ are predictors and $y$ is the response to predict.
Before performing the regression analysis it will be very helpful to computer the coefficient of correlation between dependent variable and independent variable and also better to draw the scatter diagram.
Performing Linear Regression in R:
mtcars data, and check the data structure using
You have data stored in some external file such as CSV, then you can use
read.csv() function to load the data in R. To learn about importing data files in R follow the link: Import Data files in R
Let us want to check the impact of weight (
wt) on miles per gallon (
mpg) and test the significance of regression coefficient and other statistics to see the goodness of our fitted model
mod <- lm(mpg ~ wt, data = mtcars) summary(mod)
Now look at the objects of results stored in
Let us get the coefficients of the fitted regression model
To obtain the confidence intervals of the estimated coefficients, one can use the
Fitted values from the regression model can be obtained by using
The residuals can be obtained for the regression model using
One can check the formula used to perform the simple/ multiple regression. It will tell you which one variable is used as response and others a explanatory variables.
To graphically visualize the relationship between variables or pairs of variables one can use
pair() functions. Let us draw the scatter diagram between the dependent variable
mpg and the explanatory variable
wt using the
plot(mpg ~ wt, data = mtcars)
One can add a best-fitted line to the scatter plot. For this purpose use
abline() with an object having the class
lm such as
mod in this case
There are many other functions and R packages to perform linear regression models in R Language.
Learn more about
lm() function, click the link lm() function in R