--- /dev/null
+---
+title: "Week 10 R tutorial"
+author: "Aaron Shaw"
+date: "November 10, 2020"
+output:
+ html_document:
+ toc: yes
+ toc_depth: 3
+ toc_float:
+ collapsed: true
+ smooth_scroll: true
+ theme: readable
+ pdf_document:
+ toc: yes
+ toc_depth: '3'
+ header-includes:
+ - \newcommand{\lt}{<}
+ - \newcommand{\gt}{>}
+---
+
+```{r setup, include=FALSE}
+knitr::opts_chunk$set(echo = TRUE)
+```
+
+This week's R tutorial focuses on the basics of correlations and linear regression. I'll work with the `mtcars` dataset that comes built-in with R.
+```{r}
+data(mtcars)
+
+```
+
+## Correlations and covariance
+
+Calculating correlation coefficients is straightforward: use the `cor()` function:
+```{r}
+with(mtcars, cor(mpg, hp))
+```
+All you prius drivers out there will be shocked to learn that miles-per-gallon is negatively correlated with horsepower.
+
+The `cor()` function works with two variables or with more—the following generates a correlation matrix for the whole dataset!
+```{r}
+cor(mtcars)
+```
+
+Note that if you are calculating correlations with variables that are not distributed normally you should use `cor(method="spearman")` because it calculates rank-based correlations (look it up online for more details).
+
+To calculate covariance, you use the `cov()` function:
+```{r}
+with(mtcars, cov(mpg, hp))
+```
+
+While *OpenIntro* does not spend much time on either covariance or correlation, I highly recommend taking the time to review at least the corresponding Wikipedia articles and ideally another statistics textbook) to understand what goes into each one. [^1] A key point to notice/understand is that covariance is calculated in such a way that the magnitude may vary depending on the scale of the variables involved. Correlation is not (every correlation coefficient falls between -1 and 1).
+
+[^1]: Here are those corresponding Wikipedia articles: [correlation](https://en.wikipedia.org/wiki/Correlation_and_dependence) and [covariance](https://en.wikipedia.org/wiki/Covariance).
+
+## Fitting a linear model
+
+Linear models are fit using the `lm()` command. As with `aov()`, the `lm()` function requires a formula as an input and is usually presented with a call to `summary()`. You can enter the formula directly in the call to `lm()` or define it separately. For this example, I'll regress `mpg` on a single predictor, `hp`:
+```{r}
+model1 <- lm(mpg ~ hp, data=mtcars)
+
+summary(model1)
+```
+Notice how much information the output of `summary()` gives you for a linear model! You have details about the residuals, the usual information about the coefficients, standard errors, t-values, etc., little stars corresponding to conventional significance levels, $R^2$ values, degrees of freedom, F-statistics (remember those?) and p-values for the overall model fit.
+
+There's even more under the hood. Try looking at all the different things in the model object R has created:
+```{r}
+names(model1)
+
+```
+You can directly inspect the residuals using `model1$residuals`. This makes plotting and other diagnostic activities pretty straightforward:
+```{r}
+summary(model1$residuals)
+```
+
+More on that in a moment. In the meantime, you can also use the items generated by the call to `summary()` as well:
+```{r}
+names(summary(model1))
+summary(model1)$coefficients
+```
+
+### CIs around coefficients and predicted values
+
+There are also functions to help you do things with the model such as predict the fitted values for new (unobserved) data. For example, if I found some new cars with horsepowers ranging from 90-125, what would this model predict for the corresponding mpg for each car?
+```{r}
+new.data <- data.frame(hp=seq(90,125,5))
+predict(model1, new.data, type="response")
+```
+A call to predict can also provide standard errors around these predictions (which you could use, for example, to construct a 95% confidence interval around the model-predicted values):
+```{r}
+predict(model1, new.data, type="response", se.fit = TRUE)
+```
+Linear model objects also have a built-in method for generating confidence intervals around the values of $\beta$:
+```{r}
+confint(model1, "hp", level=0.95) # Note that I provide the variable name in quotes
+```
+Feeling old-fashioned? You can always calculate residuals or confidence intervals (or anything else) "by hand":
+```{r}
+# Residuals
+mtcars$mpg - model1$fitted.values
+
+# 95% CI for the coefficient on horsepower
+est <- model1$coefficients["hp"]
+se <- summary(model1)$coefficients[2,2]
+
+est + 1.96 * c(-1,1) * se
+```
+
+### Plotting residuals
+
+You can generate diagnostic plots of residuals in various ways:
+
+```{r}
+hist(residuals(model1))
+hist(model1$residuals)
+```
+
+Plot the residuals against the original predictor variable:
+
+```{r}
+library(ggplot2)
+
+qplot(x=mtcars$hp, y=residuals(model1), geom="point")
+```
+
+
+Quantile-quantile plots can be done using `qqnorm()` on the residuals:
+```{r}
+qqnorm(residuals(model1))
+```
+The easiest way to generate a few generic diagnostic plots in ggplot is documented pretty well on StackExchange and elsewhere:
+```{r}
+library(ggfortify)
+
+autoplot(model1)
+```
+
+### Adding additional variables (multiple regression—really useful next week)
+
+You can, of course, have models with many variables. This might happen by creating a brand new formula or using a command `update.formula()` to...well, you probably guessed it:
+```{r}
+f1 <- formula(mpg ~ hp)
+
+f2 <- formula(mpg ~ hp + disp + cyl + vs)
+
+f2a <- update.formula(f1, . ~ . + disp + cyl + vs) ## Same as f2 above
+
+model2 <- lm(f2, data=mtcars)
+
+summary(model2)
+```
+Estimating linear models with predictor variables that are not continuous (numeric or integers) is no problem. Just go for it:
+```{r}
+mtcars$cyl <- factor(mtcars$cyl)
+mtcars$vs <- as.logical(mtcars$vs)
+
+## Refit the same model:
+model2 <- lm(f2, data=mtcars)
+summary(model2)
+```
+We'll talk more about how to interpret these results with categorical predictors next week, but for now you can see that R has no trouble handling multiple types or classes of variables in a regression model.
+
+## Producing nice regression tables
+Generating regression tables directly from your statistical software is very important for preventing mistakes and typos. There are many ways to do this and a variety of packages that may be helpful (LaTex users: see [this StackExchange post](https://stackoverflow.com/questions/5465314/tools-for-making-latex-tables-in-r) for a big list).
+
+One especially easy-to-use package that can output text and html (both eminently paste-able into a variety of typesetting/word-processing systems) is called `stargazer`. Here I use it to generate an ASCII table summarizing the two models we've fit in this tutorial.
+```{r}
+library(stargazer)
+
+stargazer(model1, model2, type="text")
+```
+
+## Back to ANOVAs for a moment
+
+You may recall that I mentioned that R actually calls `lm()` when it estimates an ANOVA. As I said before, I'm not going to walk through the details, but an important thing to note is that the F-statistics and the p-values for those F-statistics are identical when you use `aov()` and when you use `lm()`. That means that you already know what hypothesis is being tested there and how to interpret that part of the regression model output.
+
+```{r}
+summary(aov(data=mtcars, mpg ~ factor(cyl)))
+
+summary(lm(data=mtcars, mpg ~ factor(cyl)))
+```
+
+
projects / stats_class_2020.git / blobdiff