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Регрессия в R

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alexvonhamburg, 08.04.2016 15:55
Здравствуйте!

Здесь я новенький, относительно недавно начал работать в R, жажду общения.
Речь о (пошаговой) регрессии:

my_reg = lm(dep_var ~ . , data = myDF)
my_reg_step <- step(my_reg, direction="both", trace=FALSE)

1. summary(my_reg_step) и coef(my_reg_step) выводит нормированные коэффициенты. А где ненормированные?
2. Хочу заменить 2-3% выбросов на высчитанные регрессионные значения и заново пересчитать модель. Это автоматически реализованно в к.-л. пакете/функции или надо все вручную считать?
3. В R наверняка есть устойчивые методы регрессии, т.е. методы, не чувствительные к выбросам. Можете подсказать, какие?

Спасибо заранее за помощь в суровом деле ликбеза. Да будет свет! .)

алекс
alexvonhamburg, 08.04.2016 17:10
Сразу хочу задать попутный вопрос: какие есть графические возможности для (простой) визуализации результатов регрессии в R?
Прикрепляю вручную сделанную в PowerPoint картинку, какой бы мне виделся результат.
Желательные возможности такого рода представления:
- линии подписаны значениями нормированных коэффициентов регрессии
- толщина и цвет линии соответствуют силе и направленности действия значимо вошедшего в регрессию фактора на зависимую переменную
- вывод самых главных характеристик модели (R2, SOY etc.)

Есть что-либо подобное, кто-нибудь в курсе?

Спасибо заранее,
алекс


Картинки:
картинка: img_regression.png
img_regression.png — (90.1)   

PS2004R, 08.04.2016 20:09
Ваши представления о диагностических диаграммах идут ортогонально мировой научной мысли в области регрессионного анализа smile.gif

Вот что то такое используется как по ссылке. http://rpubs.com/sinhrks/plot_lm http://www.r-bloggers.com/plotting-lm-and-...-ggplot-rstats/

Я думаю надо просто почитать руководство по регрессионному анализу в R.
Например в классической "R Book" хорошо рассказано.
alexvonhamburg, 12.04.2016 14:11
Речь здесь идет не о статистически релевантном представлении результатов (диогнастических диаграммах), а о представлении результатов на бэйсик-уровне для руководства и виде стандартизированных "reporting".

В любом случае, спасибо за фидбеэк, ибо не был уверен, что мне вообще ответят, обязательно посмотрю ссылки и книгу. Кстати, вы имеете в виду эту: Michael J. Crawley (2007). The R Book или к.-л. другую с подобным названием?

алекс
PS2004R, 13.04.2016 15:12
(alexvonhamburg @ 12.04.2016 14:11)
Ссылка на исходное сообщение  Речь здесь идет не о статистически релевантном представлении результатов (диогнастических диаграммах), а о представлении результатов на бэйсик-уровне для руководства и виде стандартизированных "reporting".

В любом случае, спасибо за фидбеэк, ибо не был уверен, что мне вообще ответят, обязательно посмотрю ссылки и книгу. Кстати, вы имеете в виду эту: Michael J. Crawley (2007). The R Book или к.-л. другую с подобным названием?

алекс


1) А вот показывать кому либо (тому же "руководству") регрессионные модели вообще не рекомендую. "Руководство" интересуют совершенно другие вещи, для отражения которых в чистом виде регрессионный анализ мало подходит.

2) Да, книга именно эта, другой с таким названием не существует.
bf109xxl, 13.04.2016 15:54
(PS2004R @ 13.04.2016 14:12)
Ссылка на исходное сообщение
2) Да, книга именно эта, другой с таким названием не существует.
Ну, вааще-то, в 2013-м таки-вышло второе издание со своим ISBN... shuffle.gif
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