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R Statistical Application Development by Example Beginner's Guide by Prabhanjan Narayanachar Tattar

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Time for action – averaging k simple linear regression models

We will build three models here. We have a vector of regressand y and two covariates: x1 and x2.

  1. Enter the dependent variable and the independent variables with y <- c(1, 5,3,8,5,3,10,7), x1 = c(2,4,5,6,8,10,11,13), and x2 <- c(1,2, 2,4,4,4,6,6).
  2. Visualize the relationships among the variables with:
    par(mfrow=c(1,3))
    plot(x1,y)
    plot(x2,y)
    plot(x1,x2)
  3. Build the individual simple linear regression model and our first multiple regression model with:
    summary(lm(y~x1))
    summary(lm(y~x2))
    summary(lm(y~x1+x2)) # Our first multiple regression model
    Time for action – averaging k simple linear regression models

    Figure 6: Averaging k simple linear regression models ...

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