[R] regression analysis in R

[Rui Barradas]

Hello,

Using the same example, at the end, add the following lines to have the 
models ordered by AIC.


aic <- lapply(res2, AIC)
idx <- order(unlist(aic))
lapply(list1[idx], names)

And if there are more than 10 models, if you want the 10 best,

best10 <- idx[1:10]
lapply(list1[best10], names)

Hope this helps,

Rui Barradas
Em 26-10-2012 22:47, arun escreveu:
> HI,
> May be this helps.
> set.seed(8)
> mat1<-matrix(sample(150,90,replace=FALSE),ncol=9,nrow=10)
> dat1<-data.frame(mat1)
> set.seed(10)
> B<-sample(150:190,10,replace=FALSE)
>
> res1<-lapply(dat1,function(x) lm(B~as.matrix(x)))
> #or
> res1<-lapply(dat1,function(x) lm(B~x))
>
> res1Summary<-lapply(res1,summary)
> #to get the coefficients
> res1SummaryCoef<-lapply(res1,function(x) summary(x)$coefficients)
> res1SummaryCoef[1:3]
> #$X1
> #                Estimate Std. Error   t value     Pr(>|t|)
> #(Intercept)  150.1303702 8.45536736 17.755630 1.035959e-07
> #as.matrix(x)   0.2126583 0.09304937  2.285436 5.163141e-02
> #
> #$X2
> #                  Estimate Std. Error     t value     Pr(>|t|)
> #(Intercept)  168.219302287  6.9904434 24.06418202 9.479720e-09
> #as.matrix(x)  -0.002386046  0.1146838 -0.02080544 9.839104e-01
> #
> #$X3
> #               Estimate Std. Error   t value     Pr(>|t|)
> #(Intercept)  180.303999  8.6675156 20.802270 2.990115e-08
> #as.matrix(x)  -0.157268  0.1021179 -1.540064 1.621101e-01
>
>
> #to get pvalue of Fstatistic
> res1pvalueF<-lapply(res1,function(x) pf(summary(x)$fstatistic[1],summary(x)$fstatistic[2],summary(x)$fstatistic[3],lower.tail=FALSE))
> #to get r.squared value
> res1rSquare<-lapply(res1,function(x) summary(x)$r.squared)
>   
> #2nd part
> #Create some new datasets using random combination of columns from dat1
> dat2<-dat1[,sample(names(dat1),4)]
>   dat3<-dat1[,sample(names(dat1),4)]
>   dat4<-dat1[,sample(names(dat1),4)]
>   dat5<-dat1[,sample(names(dat1),4)]
>   dat6<-dat1[,sample(names(dat1),4)]
> head(dat2)
> #  X7  X3  X8  X5
> #1 85  30 113 100
> #2 89  53 115  32
> #3 74  79  63  54
> #4 57  28  52  94
> #5  6  84 135 132
> #6  5 123 146 127
>   head(dat3)
> #   X8  X2  X6  X3
> #1 113  64  14  30
> #2 115  13   7  53
> #3  63  60  15  79
> #4  52  75  34  28
> #5 135  19 107  84
> #6 146 126  27 123
>
> #create a list of dataframes
> list1<-list(dat2,dat3,dat4,dat5,dat6)
> res2<-lapply(list1,function(x) lm(B~as.matrix(x)))
> res2rSquare<-lapply(res2,function(x) summary(x)$r.squared)
> unlist(res2rSquare)
> #[1] 0.8444332 0.6316695 0.6971695 0.7322519 0.4328805
>
> For selection of the best model based on combination of descriptors, you can also look for step-wise elimination, or based on AIC or BIC values.
>
> A.K.
>
>
>
>
>
>
>
> ----- Original Message -----
> From: eliza botto <eliza_botto at hotmail.com>
> To: "r-help at r-project.org" <r-help at r-project.org>
> Cc:
> Sent: Friday, October 26, 2012 4:00 PM
> Subject: [R] regression analysis in R
>
>
> Dear useRs,
> i have vectors of about 27 descriptors, each having 703 elements. what i want to do is the following 1. i want to do regression analysis of these 27 vectors individually, against a dependent vector, say B, having same number of elements.2. i would like to know best 10 regression results, if i do regression analysis of dependent vector against the random combination of any 4 descriptors. more precisely, in the first step we did regression of dependent vector against individual vector of each descriptor, but now we want R to randomly combine descriptors in a set of 4 and does regression analysis with B to see what are top 10 combination of descriptors giving good regression results with B? i hope i am clear. i know 2nd part is more tricky, but i will be extremely happy if you can answer any one of the above questions.
> thanks in advanceeliza
>                            
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> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.