分组回归syntax

终于搞定分组回归syntax 留着以后备用

已有 152 次阅读2011-11-25 12:21

> library(alr3)

> library(car)

> mydata<-read.table("clipboard",header=TRUE)

> attach(mydata)

> mydata.female<-mydata[which(mydata$sex=="-1"),]

> mydata.male<-mydata[which(mydata$sex=="1"),]

> lm.sol.female<-lm(mydata.female$DISTRESS~mydata.female$L.Q)

> lm.sol.male<-lm(mydata.male$DISTRESS~mydata.male$L.Q)

> summary(lm.sol.male)$coefficients

                   Estimate Std. Error   t value     Pr(>|t|)

(Intercept)     18.67612830 0.69797738 26.757498 6.830549e-25

mydata.male$L.Q  0.02748604 0.01076621  2.552992 1.519673e-02

> summary(lm.sol.female)$coefficients

                      Estimate Std. Error    t value     Pr(>|t|)

(Intercept)       23.922461343 0.84464952 28.3223525 3.136208e-24

mydata.female$L.Q  0.004005503 0.01188643  0.3369811 7.383314e-01

> mydata$female<-ifelse(mydata$sex=="-1",1,0)

> mydata$femlq<-mydata$female*mydata$L.Q

> mydata

   subject sex       L.Q SUMempa PERS FANTA EMPA DISTRESS female     femlq

1        1  -1 -57.14286      75   15    25   15       20      1 -57.14286

2        2   1 -28.57143      83   24    27   16       16      0   0.00000

3        3   1 100.00000      95   27    24   23       21      0   0.00000

4        4  -1 100.00000     101   21    25   25       30      1 100.00000

5        5   1  85.71429     113   23    31   29       30      0   0.00000

……  

> lm.sol<-lm(mydata$DISTRESS~mydata$female+mydata$L.Q+mydata$femlq)

> summary(lm.sol)$coefficients

                 Estimate Std. Error   t value     Pr(>|t|)

(Intercept)   18.67612830 0.72832892 25.642437 2.340125e-36

mydata$female  5.24633304 1.08877603  4.818560 8.639765e-06

mydata$L.Q     0.02748604 0.01123438  2.446602 1.705139e-02

mydata$femlq  -0.02348054 0.01599752 -1.467761 1.468480e-01