如何在基本 R 中將變數新增到模型?


如果我們想在基本 R 中將變數新增到模型,那麼可以使用 update 函式。update 函式將透過新增新變數來更新之前的模型,並且該變數可以是單個變數,也可以是兩個或更多變數的互動,甚至是現有變數的任何可能變換。

示例

考慮以下資料框架 -

 演示

x1<-rnorm(20)
x2<-rnorm(20,5,1.14)
x3<-rnorm(20,5,0.58)
y1<-rnorm(20,20,2.25)
df1<-data.frame(x1,x2,x3,y1)
df1

輸出

      x1       x2          x3    y1
1 0.23523969 7.577512 5.443941 19.76642
2 0.11106994 7.504542 3.897426 19.65692
3 -0.09726361 7.277049 5.335444 19.27655
4 0.26056059 3.933092 4.203294 22.50656
5 -0.78472270 5.375368 5.480062 19.56555
6 -0.14489152 4.310053 5.704146 17.52129
7 -0.96409135 5.145660 4.753728 22.70288
8 -1.04832947 3.954133 4.820469 21.58309
9 -0.65659070 3.994727 4.791794 19.09328
10 0.88016095 6.480780 4.364470 18.50680
11 0.93215306 4.410714 4.664997 14.50948
12 1.49864968 5.172408 5.121840 21.58837
13 1.63126398 4.313327 4.389091 16.06222
14 0.33486400 4.756670 5.012716 16.63648
15 1.20832732 5.942533 6.097934 24.82682
16 1.27126998 6.753667 3.977962 22.59800
17 -0.42438014 4.766934 4.684150 19.70354
18 0.18121480 6.760182 5.444401 25.38505
19 -2.73192870 5.247787 5.305925 20.75227
20 -0.44498078 5.203272 5.877478 19.10085

建立一個線性迴歸模型,使用 x1 和 x2 預測 y1 -

示例

Model_1<-lm(y1~x1+x2,data=df1)
summary(Model_1)

輸出

Call:
lm(formula = y1 ~ x1 + x2, data = df1)
Residuals:
   Min 1   Q       Median 3Q    Max
-4.4836 -1.8695 -0.5435 2.1606 4.8678
Coefficients:
            Estimate Std.  Error t value Pr(>|t|)
(Intercept) 16.2664 2.9395 5.534 3.64e-05 ***
x1          -0.4001 0.6179 -0.647 0.526
x2          0.7027  0.5289 1.329 0.202
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2.776 on 17 degrees of freedom
Multiple R-squared: 0.1029, Adjusted R-squared: -0.002624
F-statistic: 0.9751 on 2 and 17 DF, p-value: 0.3973

透過新增 x3 建立模型 -

示例

Model_1<-lm(update(y1~x1+x2,~.+x3,data=df1))
summary(Model_1)

輸出

Call:
lm(formula = update(y1 ~ x1 + x2, ~. + x3, data = df1))
Residuals:
   Min       1Q    Median 3Q    Max
-4.4014 -2.0418 -0.6401 2.3419 4.1880
Coefficients:
            Estimate Std. Error t value Pr(>|t|)
(Intercept) 13.5651 5.9847 2.267 0.0376 *
x1          -0.3204 0.6498 -0.493 0.6287
x2          0.6838 0.5418 1.262 0.2251
x3          0.5635 1.0796 0.522 0.6089
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2.838 on 16 degrees of freedom
Multiple R-squared: 0.1179, Adjusted R-squared: -0.04746
F-statistic: 0.7131 on 3 and 16 DF, p-value: 0.5584

透過新增 x3 和 x1 與 x2 之間的互動建立模型 -

示例

Model_2<-lm(update(y1~x1+x2,~.+x1*x2+x3,data=df1))
summary(Model_2)

輸出

Call:
lm(formula = update(y1 ~ x1 + x2, ~. + x1 * x2 + x3, data = df1))
Residuals:
   Min    1Q     Median    3Q    Max
-3.1970 -1.5739 -0.1827 0.9408 4.5058
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 13.9974 5.5099 2.540 0.0226 *
x1          -8.9403 4.4024 -2.031 0.0604 .
x2          0.3321 0.5293 0.627 0.5398
x3          0.7861 0.9996 0.786 0.4439
x1:x2       1.6809 0.8505 1.976 0.0668 .
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2.611 on 15 degrees of freedom
Multiple R-squared: 0.3002, Adjusted R-squared: 0.1135
F-statistic: 1.608 on 4 and 15 DF, p-value: 0.2236

更新於:07-Dec-2020

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