README.md

In wjhlang/myLM: Implementing a Linear Regression Model.

myLM

Implementing Linear Regression Model

Overview

myLM is a package implementing the original lm function, its myLM() function aims to generate the same output as the original lm() function with minimal optimization that can output the model with interaction terms which the originical function can't. Ordinary least squares or weighted least squares can be used in the function depending on your choice, and the current only supported method is QR decomposition.

Installation

devtools::install_github("wjhlang/myLM")
library(myLM)

Usage

library(myLM)
data("iris")

# Output call and coefficients
myLM(Petal.Length~Petal.Width*Sepal.Width,data = iris)

#> Call:
#> myLM(formula = Petal.Length ~ Petal.Width * Sepal.Width, data = iris)
#> 
#> Coefficients:
#>            (Intercept)              Petal.Width              Sepal.Width  Petal.Width:Sepal.Width  
#>               2.281814                 2.132570                -0.362079                 0.007197  

# Output call and coefficients for weighted least squares
myLM(Petal.Length~Petal.Width*Sepal.Width, data = iris, weight = runif(nrow(iris)))

#> Call:
#> myLM(formula = Petal.Length ~ Petal.Width * Sepal.Width, data = iris, 
#>     weights = runif(nrow(iris)))
#> 
#> Coefficients:
#>            (Intercept)              Petal.Width              Sepal.Width  Petal.Width:Sepal.Width  
                   2.7005                   1.7060                  -0.4761                   0.1356 

# Output the summary
lmod = myLM(Petal.Length~Petal.Width*Sepal.Width,data = iris)
summary(lmod)

#> Call:
#> myLM(formula = Petal.Length ~ Petal.Width * Sepal.Width, data = iris)
#> 
#> Residuals:
#>      Min       1Q   Median       3Q      Max 
#> -1.33452 -0.29091 -0.01051  0.21497  1.24780 

#> Coefficients:
#>                          Estimate Std. Error t value Pr(>|t|)    
#> (Intercept)              2.281814   0.583452   3.911  0.00014 ***
#> Petal.Width              2.132570   0.481634   4.428 1.85e-05 ***
#> Sepal.Width             -0.362079   0.173239  -2.090  0.03835 *  
#> Petal.Width:Sepal.Width  0.007197   0.149522   0.048  0.96168    
#> ---
#> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#> 
#> Residual standard error: 0.459 on 146 degrees of freedom
#> Multiple R-squared:  0.9338, Adjusted R-squared:  0.9324 
#> F-statistic: 686.1 on 3 and 146 DF,  p-value: < 2.2e-16

# Output diagnostic plots
par(mfrow=c(2,2))
par(mar=c(2,2,2,2))
plot(myLM(Petal.Length~Petal.Width*Sepal.Width,data = iris))

wjhlang/myLM documentation built on Dec. 23, 2021, 5:16 p.m.