#R-help to exercise 12 in BSS

 

 

# Read the data into a dataframe, give names to the variables, and inspect the data:

rock<-read.table("http://www.math.uio.no/avdc/kurs/STK4900/data/rock.dat", col.names=c("area","peri","shape","perm"))

rock

 

# Check that the data correspond to those given in the exercise.

 

# Attach the dataframe

attach(rock)

 

 

# QUESTION a)

 

# Descriptive statistics, histogram and boxplot of "perm" (make one plot at a time):

summary(perm)

hist(perm)

boxplot(perm)

 

# How is the distribution of "perm"? Symetric or skewed?

 

 

# Try a log-transform:

summary(log(perm))

hist(log(perm))

boxplot(log(perm))

 

# How is the distribution of "log(perm)"? Symetric or skewed?

# (We choose to use "log(perm)" in question c.)

 

 

 

# QUESTION b)

 

# Compute the correlation between the three covariates and make scatterplots of the covariates:

cor(rock[,1:3])

plot(rock[,1:3])

 

# Is there a strong correlation between some of the covariates? # How could this affect the regression analysis?

 

 

 

# QUESTION c)

 

# Plot "log(perm)" versus the other covariates (make one plot at a time):

plot(area, log(perm))

plot(peri, log(perm))

plot(shape, log(perm))

 

# Which of the covariates seem to be of importance?

 

 

# Linear regression of ?log(perm)? using all three covariates:

# (the options "x=T" and "y=T" are included because of the computations in question d)

pfit1<-lm(log(perm)~area+peri+shape, x=T, y=T)

summary(pfit1)

 

# Which of the covariates seem to be of importance?

# Is this in agreement with what you could see from the scatterplots?

 

 

 

# QUESTION d)

 

# According to their t-values the order of the covariates is: peri > area > shape

 

# Fit simpler regression models (according to the given order):

pfit2<-lm(log(perm)~area+peri, x=T, y=T)

pfit3<-lm(log(perm)~peri, x=T, y=T)

 

 

# Compute cross-validated R2:

kryssvalidR2(pfit3)

kryssvalidR2(pfit2)

kryssvalidR2(pfit1)

 

# Which of the three models give the best prediction?

# Compare the cross-validated R2 with R2 from question c. What do you see?

 

 

 

# QUESTION e)

 

# Fit a model with second order terms and interactions:

pfit1<-lm(log(perm)~area+peri+shape+I(area^2)+I(peri^2)+I(shape^2)+area:peri+area:shape+peri:shape, x=T, y=T)

summary(pfit1)

 

# Which variables seem to be most important?

# According to their t-values the variables are ordered as: area:peri > area^2 > peri > area > peri^2 > area:shape > peri:shape > shape^2 > shape

 

# Fit models according to this ordering:

pfit2<-lm(log(perm)~area+peri+I(area^2)+I(peri^2)+I(shape^2)+area:peri+area:shape+peri:shape,x=T,y=T)

pfit3<-lm(log(perm)~area+peri+I(area^2)+I(peri^2)+area:peri+area:shape+peri:shape,x=T,y=T)

pfit4<-lm(log(perm)~area+peri+I(area^2)+I(peri^2)+area:peri+area:shape,x=T,y=T)

pfit5<-lm(log(perm)~area+peri+I(area^2)+I(peri^2)+area:peri,x=T,y=T)

pfit6<-lm(log(perm)~area+peri+I(area^2)+area:peri,x=T,y=T)

pfit7<-lm(log(perm)~peri+I(area^2)+area:peri,x=T,y=T)

pfit8<-lm(log(perm)~I(area^2)+area:peri,x=T,y=T)

pfit9<-lm(log(perm)~area:peri,x=T,y=T)

 

# Compute cross-validated R2 for the models:

kryssvalidR2(pfit9)

kryssvalidR2(pfit8)

kryssvalidR2(pfit7)

kryssvalidR2(pfit6)

kryssvalidR2(pfit5)

kryssvalidR2(pfit4)

kryssvalidR2(pfit3)

kryssvalidR2(pfit2)

kryssvalidR2(pfit1)

 

 

# Which model gives the best prediction?

 

 

 

# QUESTION f)

 

# Use the same "recipe" as in question e

# Which model gives the best prediction? Is it the same one as in question e?

 

 

 

# QUESTION g)

 

# Make various plots of the residuals.

# See exercise 5c for help with R-commands.