user2543622 - 1 year ago 49

R Question

Based upon answers of my question, I am supposed to get same values of intercept and the regression coefficient for below 2 models. But they are not the same. What is going on?

is something wrong with my code? Or is the original answer wrong?

`#linear regression average qty per price point vs all quantities`

x1=rnorm(30,20,1);y1=rep(3,30)

x2=rnorm(30,17,1.5);y2=rep(4,30)

x3=rnorm(30,12,2);y3=rep(4.5,30)

x4=rnorm(30,6,3);y4=rep(5.5,30)

x=c(x1,x2,x3,x4)

y=c(y1,y2,y3,y4)

plot(y,x)

cor(y,x)

fit=lm(x~y)

attributes(fit)

summary(fit)

xdum=c(20,17,12,6)

ydum=c(3,4,4.5,5.5)

plot(ydum,xdum)

cor(ydum,xdum)

fit1=lm(xdum~ydum)

attributes(fit1)

summary(fit1)

> summary(fit)

Call:

lm(formula = x ~ y)

Residuals:

Min 1Q Median 3Q Max

-8.3572 -1.6069 -0.1007 2.0222 6.4904

Coefficients:

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

(Intercept) 40.0952 1.1570 34.65 <2e-16 ***

y -6.1932 0.2663 -23.25 <2e-16 ***

---

Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 2.63 on 118 degrees of freedom

Multiple R-squared: 0.8209, Adjusted R-squared: 0.8194

F-statistic: 540.8 on 1 and 118 DF, p-value: < 2.2e-16

> summary(fit1)

Call:

lm(formula = xdum ~ ydum)

Residuals:

1 2 3 4

-0.9615 1.8077 -0.3077 -0.5385

Coefficients:

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

(Intercept) 38.2692 3.6456 10.497 0.00895 **

ydum -5.7692 0.8391 -6.875 0.02051 *

---

Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.513 on 2 degrees of freedom

Multiple R-squared: 0.9594, Adjusted R-squared: 0.9391

F-statistic: 47.27 on 1 and 2 DF, p-value: 0.02051

Answer Source

You are not calcuting `xdum`

and `ydum`

in a comparable fashion because `rnorm`

will only approximate the mean value you specify, particularly when you are sampling only 30 cases. This is easily fixed however:

```
coef(fit)
#(Intercept) y
# 39.618472 -6.128739
xdum <- c(mean(x1),mean(x2),mean(x3),mean(x4))
ydum <- c(mean(y1),mean(y2),mean(y3),mean(y4))
coef(lm(xdum~ydum))
#(Intercept) ydum
# 39.618472 -6.128739
```