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Introduction To R Program and Output

The document introduces R and provides examples of using R for data analysis tasks such as reading data, descriptive statistics, correlations, regressions, and plotting. It loads automobile data and performs analyses to understand relationships between variables like mpg, price, weight and foreign.

Uploaded by

alexgamaqs
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
107 views

Introduction To R Program and Output

The document introduces R and provides examples of using R for data analysis tasks such as reading data, descriptive statistics, correlations, regressions, and plotting. It loads automobile data and performs analyses to understand relationships between variables like mpg, price, weight and foreign.

Uploaded by

alexgamaqs
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 6

# Introduction to R

# Copyright 2013 by Ani Katchova

# Set working directory to where csv file is located


setwd("C:/Econometrics/Data")

# Read the data


mydata<- read.csv("C:/Econometrics/Data/intro_auto.csv")
attach(mydata)

# List the variables


names(mydata)

# Show first lines of data


head(mydata)
mydata[1:10,]

# Descriptive statistics
summary(mpg)
sd(mpg)
length(mpg)
summary(price)
sd(price)

# Sort the data


sort(make)

# Frequency tables
table(make)
table (make, foreign)

# Correlation among variables


cor(price, mpg)

# T-test for mean of one group


t.test(mpg, mu=20)

# ANOVA for equality of means for two groups


anova(lm(mpg ~ factor(foreign)))

# OLS regression - mpg (dependent variable) and weight, length and foreign
(independent variables)
olsreg <- lm(mpg ~ weight + length + foreign)
summary(olsreg)
# summary(lm(mpg ~ weight + length + foreign))

# Plotting data
plot (mpg ~ weight)
olsreg1 <- lm(mpg ~ weight)
abline(olsreg1)

# Redefining variables
Y <- cbind(mpg)
X <- cbind(weight, length, foreign)
summary(Y)
summary(X)
olsreg <- lm(Y ~ X)
summary(olsreg)

# Install and use packages


# install.packages("plm")
# library(plm)
> # Introduction to R
> # Copyright 2013 by Ani Katchova
>
> # Set working directory to where csv file is located
> setwd("C:/Econometrics/Data")
>
> # Read the data
> mydata<- read.csv("C:/Econometrics/Data/intro_auto.csv")
> attach(mydata)
>
> # List the variables
> names(mydata)
[1] "make" "price" "mpg" "repairs" "weight" "length" "foreign"
>
> # Show first lines of data
> head(mydata)
make price mpg repairs weight length foreign
1 AMC 4099 22 3 2930 186 0
2 AMC 4749 17 3 3350 173 0
3 AMC 3799 22 3 2640 168 0
4 Audi 9690 17 5 2830 189 1
5 Audi 6295 23 3 2070 174 1
6 BMW 9735 25 4 2650 177 1
> mydata[1:10,]
make price mpg repairs weight length foreign
1 AMC 4099 22 3 2930 186 0
2 AMC 4749 17 3 3350 173 0
3 AMC 3799 22 3 2640 168 0
4 Audi 9690 17 5 2830 189 1
5 Audi 6295 23 3 2070 174 1
6 BMW 9735 25 4 2650 177 1
7 Buick 4816 20 3 3250 196 0
8 Buick 7827 15 4 4080 222 0
9 Buick 5788 18 3 3670 218 0
10 Buick 4453 26 3 2230 170 0
>
> # Descriptive statistics
> summary(mpg)
Min. 1st Qu. Median Mean 3rd Qu. Max.
14.00 17.25 21.00 20.92 23.00 35.00
> sd(mpg)
[1] 4.757504
> length(mpg)
[1] 26
> summary(price)
Min. 1st Qu. Median Mean 3rd Qu. Max.
3299 4466 5146 6652 8054 15910
> sd(price)
[1] 3371.12
>
> # Sort the data
> sort(make)
[1] AMC AMC AMC Audi Audi BMW Buick
[8] Buick Buick Buick Buick Buick Buick Cadillac
[15] Cadillac Cadillac Chevrolet Chevrolet Chevrolet Chevrolet Chevrolet
[22] Chevrolet Datsun Datsun Datsun Datsun
Levels: AMC Audi BMW Buick Cadillac Chevrolet Datsun
>
> # Frequency tables
> table(make)
make
AMC Audi BMW Buick Cadillac Chevrolet Datsun
3 2 1 7 3 6 4
> table (make, foreign)
foreign
make 0 1
AMC 3 0
Audi 0 2
BMW 0 1
Buick 7 0
Cadillac 3 0
Chevrolet 6 0
Datsun 0 4
>
> # Correlation among variables
> cor(price, mpg)
[1] -0.4384618
>
> # T-test for mean of one group
> t.test(mpg, mu=20)

One Sample t-test

data: mpg
t = 0.9893, df = 25, p-value = 0.332
alternative hypothesis: true mean is not equal to 20
95 percent confidence interval:
19.00148 22.84467
sample estimates:
mean of x
20.92308

>
> # ANOVA for equality of means for two groups
> anova(lm(mpg ~ factor(foreign)))
Analysis of Variance Table

Response: mpg
Df Sum Sq Mean Sq F value Pr(>F)
factor(foreign) 1 90.69 90.688 4.5806 0.0427 *
Residuals 24 475.16 19.798
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
> # OLS regression - mpg (dependent variable) and weight, length and foreign
(independent variables)
> olsreg <- lm(mpg ~ weight + length + foreign)
> summary(olsreg)

Call:
lm(formula = mpg ~ weight + length + foreign)

Residuals:
Min 1Q Median 3Q Max
-4.3902 -1.2734 -0.2991 0.7241 8.5203

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 44.968582 9.322678 4.824 8.08e-05 ***
weight -0.005008 0.002188 -2.289 0.032 *
length -0.043056 0.076926 -0.560 0.581
foreign -1.269211 1.632134 -0.778 0.445
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 2.917 on 22 degrees of freedom


Multiple R-squared: 0.6693, Adjusted R-squared: 0.6242
F-statistic: 14.84 on 3 and 22 DF, p-value: 1.673e-05

> # summary(lm(mpg ~ weight + length + foreign))


>
> # Plotting data
> plot (mpg ~ weight)
> olsreg1 <- lm(mpg ~ weight)
> abline(olsreg1)
>
> # Redefining variables
> Y <- cbind(mpg)
> X <- cbind(weight, length, foreign)
> summary(Y)
mpg
Min. :14.00
1st Qu.:17.25
Median :21.00
Mean :20.92
3rd Qu.:23.00
Max. :35.00
> summary(X)
weight length foreign
Min. :2020 Min. :163.0 Min. :0.0000
1st Qu.:2642 1st Qu.:173.2 1st Qu.:0.0000
Median :3200 Median :191.0 Median :0.0000
Mean :3099 Mean :190.1 Mean :0.2692
3rd Qu.:3610 3rd Qu.:203.0 3rd Qu.:0.7500
Max. :4330 Max. :222.0 Max. :1.0000
> olsreg <- lm(Y ~ X)
> summary(olsreg)

Call:
lm(formula = Y ~ X)

Residuals:
Min 1Q Median 3Q Max
-4.3902 -1.2734 -0.2991 0.7241 8.5203
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 44.968582 9.322678 4.824 8.08e-05 ***
Xweight -0.005008 0.002188 -2.289 0.032 *
Xlength -0.043056 0.076926 -0.560 0.581
Xforeign -1.269211 1.632134 -0.778 0.445
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 2.917 on 22 degrees of freedom


Multiple R-squared: 0.6693, Adjusted R-squared: 0.6242
F-statistic: 14.84 on 3 and 22 DF, p-value: 1.673e-05

>
> # Install and use packages
> # install.packages("plm")
> # library(plm)

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