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1、AppliedRegressionAnalysisLectureNotesXuKeSchoolofStatisticsandManagementShanghaiUniversityofFinanceandEconomicsxuke@mail.shufe.edu.cnAugust10,2011HomeworkHWDueProblemsRnotesMatricesandVectorsMultipleLinearRegressionTranformationResidualAnalysisandModelSelectionOutline1Rnotes2
2、MatricesandVectors3MultipleLinearRegression4Tranformation5ResidualAnalysisandModelSelectionXKAppliedRegressionAnalysisRnotesMatricesandVectorsMultipleLinearRegressionTranformationResidualAnalysisandModelSelectionIntroductiontoRAtitsmostbasiclevel,Rcanbeviewedasafancycalculato
3、r.Riscase-sensitive.Anobjectcanbecreatedusingan"assign"operator,<-or=Allobjectshavetwointrinsicattributes:modeandlength.Therearethreemainmodes:numeric,character,andlogical.MissingvaluesarerepresentedbyNAMainobjects:vector,factor,matrix,list,data.frameTolisttheobjectsinthework
4、space,usels()Todeleteobjectsfrommemory,userm(),eg,rm(x)Toaccesshelp?les,usehelp(),eg,help(read.csv)ToexitfromR,typeq()XKAppliedRegressionAnalysisRnotesMatricesandVectorsMultipleLinearRegressionTranformationResidualAnalysisandModelSelectionVectorsTocreateavector,usec()eg,c(2,5
5、,7),c("red","blue"),c(TRUE,FALSE)Patternedvectorcanbecreatedusingseq()aswellasrep(),eg,seq(1,100,by=2),rep(c("red","blue"),3)Toextractelementsfromavector,usesquarebrackets[]eg,x[2],x[c(1,3)],x[-(1:2)],x[x<10]ArithmeticcanbedoneonRvectors.Forexample,wecanmultipleallelementsofx
6、by3:x*3XKAppliedRegressionAnalysisRnotesMatricesandVectorsMultipleLinearRegressionTranformationResidualAnalysisandModelSelectionLogicalVectorsandRelationalOperatorsComparisonoperators:<,>,<=,>=,==,!=Logicaloperators:!x,x&y,x
7、yXKAppliedRegressionAnalysisRnotesMatricesandVector
8、sMultipleLinearRegressionTranformationResidualAnalysisandModelSelectionMatrixTocreateamatrix,usematrix(),egx=matrix(1:24,nrow=4,ncol=6)dim(x)Toextractasubset:x[1,2],x[1,],x[,2],x[c(1,3),],x[,-c(2,3)]XKAppliedRegressionAnalysisRnotesMatricesandVectorsMultipleLinearRegressionTr
9、anformationResidualAnalysisandModelSelectionFactorTocreateafactor,us
