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SPLUS Textbook Examples
Computer-Aided Multivariate Analysis by Afifi and Clark
Chapter 7: Multiple Regression and Correlation

The SPLUS program

In this chapter we will mainly be using the lung data set so we will use the attach function.

attach(lung)

Regression equation from regressing ffev1a on fheight, bottom of p. 125.
First we create the variable ffev1a = ffev1/100.

ffev1a <- ffev1/100

lm1 <- lm(ffev1a ~ fheight, lung)
summary(lm1)

<output omitted>

Coefficients:
              Value Std. Error t value Pr(>|t|) 
(Intercept) -4.0867  1.1520    -3.5475  0.0005 
    fheight  0.1181  0.0166     7.1065  0.0000 

Descriptive statistics, middle of p. 127.

subset.male <- data.frame(fage, fheight, ffev1a)

apply(subset.male, 2, mean)
apply(subset.male, 2, stdev)
apply(subset.male, 2, range) 

     fage fheight   ffev1a 
 40.13333   69.26 4.093267
 
     fage  fheight    ffev1a 
 6.889995 2.779189 0.6507523

     fage fheight ffev1a 
[1,]   26      61   2.50
[2,]   59      76   5.85

Regression equation from regressing ffev1a on fheight and fage, bottom p. 127.

lm2 <- lm(ffev1a ~ fage+fheight, lung)
summary(lm2)

Residuals:
    Min      1Q   Median     3Q   Max 
 -1.347 -0.3414 0.009172 0.3717 1.419

Coefficients:
              Value Std. Error t value Pr(>|t|) 
(Intercept) -2.7607  1.1377    -2.4265  0.0165 
       fage -0.0266  0.0064    -4.1828  0.0000 
    fheight  0.1144  0.0158     7.2454  0.0000 

Residual standard error: 0.5348 on 147 degrees of freedom
Multiple R-Squared: 0.3337 
F-statistic: 36.81 on 2 and 147 degrees of freedom, the p-value is 1.094e-013 

Correlation of Coefficients:
        (Intercept)    fage 
   fage -0.2786            
fheight -0.9738      0.0561

Covariance matrix, middle p. 133.

subset2 <- data.frame(fage, fheight, fweight, ffev1a)
var(subset2, na.method="omit")

              fage     fheight     fweight     ffev1a 
   fage  47.472036  -1.0751678   -3.649217 -1.3876197
fheight  -1.075168   7.7238926   34.695436  0.9122322
fweight  -3.649217  34.6954362  573.797808  2.0671647
 ffev1a  -1.387620   0.9122322    2.067165  0.4234785

Correlation matrix, middle p. 133.

cor(subset2, na.method="omit")

               fage     fheight     fweight     ffev1a 
   fage  1.00000000 -0.05614863 -0.02211064 -0.3094823
fheight -0.05614863  1.00000000  0.52116447  0.5043960
fweight -0.02211064  0.52116447  1.00000000  0.1326111
 ffev1a -0.30948231  0.50439596  0.13261112  1.0000000

Table 7.2, p. 138.
Anova table corresping to the regression of ffev1a on fheight and fage.

aov2 <- aov(ffev1a ~ fage+fheight, lung)
summary(aov2)

           Df Sum of Sq  Mean Sq  F Value         Pr(F) 
     fage   1   6.04351  6.04351 21.13149 9.165832e-006
  fheight   1  15.01346 15.01346 52.49544 2.300000e-011
Residuals 147  42.04133  0.28600

Table 7.5, p. 150.
Regressing fev1a on age and height for the subsets of males only.

apply(subset.male, 2, mean)
apply(subset.male, 2, stdev)

male.lm <- lm(ffev1a ~ fage+fheight, lung)
summary(male.lm)

     fage fheight   ffev1a 
 40.13333   69.26 4.093267

     fage  fheight    ffev1a 
 6.889995 2.779189 0.6507523

Coefficients:
              Value Std. Error t value Pr(>|t|) 
(Intercept) -2.7607  1.1377    -2.4265  0.0165 
       fage -0.0266  0.0064    -4.1828  0.0000 
    fheight  0.1144  0.0158     7.2454  0.0000 

Residual standard error: 0.5348 on 147 degrees of freedom
Multiple R-Squared: 0.3337 
F-statistic: 36.81 on 2 and 147 degrees of freedom, the p-value is 1.094e-013 

Table 7.5, p. 150.
Regressing fev1a on age and height for the subsets of females only.

mfev1a <- mfev1/100
subset.female <- data.frame(mage, mheight, mfev1a)

apply(subset.female, 2, mean)
apply(subset.female, 2, stdev)

female.lm <- lm(mfev1a ~ mage+mheight, lung)
summary(female.lm)

  mage  mheight   mfev1a 
 37.56 64.09333 2.973133

     mage  mheight    mfev1a 
 6.714184 2.469537 0.4874136

Coefficients:
              Value Std. Error t value Pr(>|t|) 
(Intercept) -2.2112  0.8961    -2.4676  0.0147 
       mage -0.0200  0.0050    -3.9630  0.0001 
    mheight  0.0926  0.0137     6.7565  0.0000 

Residual standard error: 0.413 on 147 degrees of freedom
Multiple R-Squared: 0.2915 
F-statistic: 30.24 on 2 and 147 degrees of freedom, the p-value is 1e-011 

Table 7.5, p. 150.
Regressing fev1a on age and height for both males and females using the data set lung.long.

apply(lung.long, 2, mean)
apply(lung.long, 2, stdev)

lm.all <- lm(fev1a ~ age+height, lung.long)
summary(lm.all)

      age   height  fev1a 
 38.84667 66.67667 3.5332

      age   height     fev1a 
 6.912484 3.685657 0.8025856

Coefficients:
               Value Std. Error  t value Pr(>|t|) 
(Intercept)  -6.7370   0.5633   -11.9601   0.0000
        age  -0.0186   0.0044    -4.1860   0.0000
     height   0.1649   0.0083    19.7853   0.0000

Residual standard error: 0.5275 on 297 degrees of freedom
Multiple R-Squared: 0.5709 
F-statistic: 197.6 on 2 and 297 degrees of freedom, the p-value is 0 

Unless you plan to continue to use the data set lung is a good idea to detach it.

detach(lung)


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