Rによる計量統計学（オーム社） - R入門

目次

定数項ダミー（pp.235-237）

データをテキストファイルk0901.csvに保存。

i,  x,  y, d
 1,  1,  2, 0
 2,  2,  5, 1
 3,  3,  7, 1
 4,  4,  3, 0
 5,  5,  7, 1
 6,  6,  5, 0
 7,  7,  9, 1
 8,  8,  5, 0
 9,  9,  7, 0
10, 10, 10, 1

> dtf <- read.csv("k0901.csv", header = TRUE)
> r1 <- lm(y ~ x, data = dtf)
> r2 <- lm(y ~ x + d, data = dtf)
> summary(r1)
Call:
lm(formula = y ~ x, data = dtf)
Residuals:
   Min     1Q Median     3Q    Max 
-2.394 -1.438  0.000  1.438  2.394 
Coefficients:
            Estimate Std. Error t value Pr(>|t|)  
(Intercept)   2.9333     1.3306   2.205   0.0586 .
x             0.5576     0.2144   2.600   0.0316 *
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 1.948 on 8 degrees of freedom
Multiple R-squared:  0.458,     Adjusted R-squared:  0.3903 
F-statistic:  6.76 on 1 and 8 DF,  p-value: 0.03161
> summary(r2)
Call:
lm(formula = y ~ x + d, data = dtf)
Residuals:
    Min      1Q  Median      3Q     Max 
-0.7864 -0.4490  0.0000  0.4490  0.7864 
Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  1.16505    0.49068   2.374   0.0493 *  
x            0.57767    0.07094   8.143 8.14e-05 ***
d            3.31553    0.40753   8.136 8.19e-05 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.644 on 7 degrees of freedom
Multiple R-squared:  0.9482,    Adjusted R-squared:  0.9334 
F-statistic: 64.02 on 2 and 7 DF,  p-value: 3.171e-05
> plot(dtf$x, dtf$y, type = "n")
> lines(dtf$x, fitted(r1), col = "orange")
> idx <- which(dtf$d == 0)
> lines(dtf$x[idx], fitted(r2)[idx], col = "blue")
> idx <- which(dtf$d == 1)
> lines(dtf$x[idx], fitted(r2)[idx], col = "green")
> points(dtf$x, dtf$y, pch = 20, col = "black")

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