R FUNCTIONS FOR REGRESSION ANALYSIS

R FUNCTIONS FOR REGRESSION ANALYSIS

Here are some helpful R functions for regression analysis grouped by their goal. The name of package is in parentheses.

 

Linear model

Anova: Anova Tables for Linear and Generalized Linear Models (car)

anova: Compute an analysis of variance table for one or more linear model fits (stasts)

coef: is a generic function which extracts model coefficients from objects returned by modeling functions. coefficients is an alias for it (stasts)

coeftest: Testing Estimated Coefficients (lmtest)

confint: Computes confidence intervals for one or more parameters in a fitted model. Base has a method for objects inheriting from class “lm” (stasts)

deviance: Returns the deviance of a fitted model object (stats)

effects: Returns (orthogonal) effects from a fitted model, usually a linear model. This is a generic function, but currently only has a methods for objects inheriting from classes “lm” and “glm” (stasts)

fitted: is a generic function which extracts fitted values from objects returned by modeling functions fitted. Values is an alias for it (stasts)

formula: provide a way of extracting formulae which have been included in other objects (stasts)

linear.hypothesis: Test Linear Hypothesis (car)

lm: is used to fit linear models. It can be used to carry out regression, single stratum analysis of variance and analysis of covariance (stasts)

model.matrix: creates a design matrix (stasts)

predict: Predicted values based on linear model object (stasts)

residuals: is a generic function which extracts model residuals from objects returned by modeling functions (stasts)

summary.lm: summary method for class “lm” (stats)

vcov: Returns the variance-covariance matrix of the main parameters of a fitted model object (stasts)

 

Model – Variables selection

add1: Compute all the single terms in the scope argument that can be added to or dropped from the model, fit those models and compute a table of the changes in fit (stats)

AIC: Generic function calculating the Akaike information criterion for one or several fitted model objects for which a log-likelihood value can be obtained, according to the formula -2*log-likelihood + k*npar, where npar represents the number of parameters in the fitted model, and k = 2 for the usual AIC, or k = log(n) (n the number of observations) for the so-called BIC or SBC (Schwarz’s Bayesian criterion) (stats)

Cpplot: Cp plot (faraway)

drop1: Compute all the single terms in the scope argument that can be added to or dropped from the model, fit those models and compute a table of the changes in fit (stats)

extractAIC: Computes the (generalized) Akaike An Information Criterion for a fitted parametric model (stats)

leaps: Subset selection by `leaps and bounds’ (leaps)

maxadjr: Maximum Adjusted R-squared (faraway)

offset: An offset is a term to be added to a linear predictor, such as in a generalised linear model, with known coefficient 1 rather than an estimated coefficient (stats)

step: Select a formula-based model by AIC (stats)

update.formula: is used to update model formulae. This typically involves adding or dropping terms, but updates can be more general (stats)

 

Diagnostics

cookd: Cook’s Distances for Linear and Generalized Linear Models (car)

cooks.distance: Cook’s distance (stats)

covratio: covariance ratio (stats)

dfbeta: DBETA (stats)

dfbetas: DBETAS (stats)

dffits: DFFTITS (stats)

hat: diagonal elements of the hat matrix (stats)

hatvalues: diagonal elements of the hat matrix (stats)

influence.measures: This suite of functions can be used to compute some of the regression (leave-one-out deletion) diagnostics for linear and generalized linear models (stats)

lm.influence: This function provides the basic quantities which are used in forming a wide variety of diagnostics for checking the quality of regression fits (stats)

ls.diag: Computes basic statistics, including standard errors, t- and p-values for the regression coefficients (stats)

outlier.test: Bonferroni Outlier Test (car)

rstandard: standardized residuals (stats)

rstudent: studentized residuals (stats)

vif: Variance Inflation Factor (car)

 

Graphics

ceres.plots: Ceres Plots (car)

cr.plots: Component+Residual (Partial Residual) Plots (car)

influence.plot: Regression Influence Plot (car)

leverage.plots: Regression Leverage Plots (car)

panel.car: Panel Function Coplots (car)

plot.lm: Four plots (selectable by which) are currently provided: a plot of residuals against fitted values, a Scale-Location plot of sqrt{| residuals |} against fitted values, a Normal Q-Q plot, and a plot of Cook’s distances versus row labels (stats)

prplot: Partial Residual Plot (faraway)

qq.plot: Quantile-Comparison Plots (car)

qqline: adds a line to a normal quantile-quantile plot which passes through the first and third quartiles (stats)

qqnorm: is a generic function the default method of which produces a normal QQ plot of the values in y (stats)

reg.line: Plot Regression Line (car)

scatterplot.matrix: Scatterplot Matrices (car)

scatterplot: Scatterplots with Boxplots (car)

spread.level.plot: Spread-Level Plots (car)

 

Tests

ad.test: Anderson-Darling test for normality (nortest)

bartlett.test: Performs Bartlett’s test of the null that the variances in each of the groups (samples) are the same (stats) bgtest: Breusch-Godfrey Test (lmtest) bptest: Breusch-Pagan Test (lmtest)

cvm.test: Cramer-von Mises test for normality (nortest)

durbin.watson: Durbin-Watson Test for Autocorrelated Errors (car)

dwtest: Durbin-Watson Test (lmtest)

levene.test: Levene’s Test (car)

lillie.test: Lilliefors (Kolmogorov-Smirnov) test for normality (nortest)

ncv.test: Score Test for Non-Constant Error Variance (car)

pearson.test: Pearson chi-square test for normality (nortest)

sf.test: Shapiro-Francia test for normality (nortest)

shapiro.test: Performs the Shapiro-Wilk test of normality (stats)

 

Variables transformations

box.cox: Box-Cox Family of Transformations (car)

boxcox: Box-Cox Transformations for Linear Models (MASS)

box.cox.powers: Multivariate Unconditional Box-Cox  Transformations (car)

box.tidwell: Box-Tidwell Transformations (car)

box.cox.var: Constructed Variable for Box-Cox Transformation (car)

 

Ridge regression

lm.ridge: Ridge Regression (MASS)

 

Segmented regression

segmented: Segmented relationships in regression models (segmented)

slope.segmented: Summary for slopes of segmented relationships (segmented)

 

Generalized Least Squares (GLS)

ACF.gls: Autocorrelation Function for gls Residuals (nlme)

anova.gls: Compare Likelihoods of Fitted Objects (nlme)

gls: Fit Linear Model Using Generalized Least Squares (nlme)

intervals.gls: Confidence Intervals on gls Parameters (nlme)

lm.gls: fit Linear Models by Generalized Least Squares (MASS)

plot.gls: Plot a gls Object (nlme)

predict.gls: Predictions from a gls Object (nlme)

qqnorm.gls: Normal Plot of Residuals from a gls Object (nlme)

residuals.gls: Extract gls Residuals (nlme) summary.gls: Summarize a gls Object (nlme)

 

Generalized Linear Models (GLM)

family: Family objects provide a convenient way to specify the details of the models used by functions such as glm (stats)

glm.nb:  fit a Negative Binomial Generalized Linear Model (MASS)

glm: is used to fit generalized linear models, specified by giving a symbolic description of the linear predictor and a description of the error distribution (stats)

polr:  Proportional Odds Logistic Regression (MASS)

 

Non linear Least Squares (NLS)

nlm: This function carries out a minimization of the function f using a Newton-type algorithm (stats)

nls: Determine the nonlinear least-squares estimates of the nonlinear model parameters and return a class nls object (stats)

nlscontrol: Allow the user to set some characteristics of the nls nonlinear least squares algorithm (stats)

nlsModel: This is the constructor for nlsModel objects, which are function closures for several functions in a list. The closure includes a nonlinear model formula, data values for the formula, as well as parameters and their values (stats)

 

Generalized Non linear Least Squares (GNLS)

coef.gnls: Extract gnls Coefficients (nlme)

gnls: Fit Nonlinear Model Using Generalized Least Squares (nlme)

predict.gnls: Predictions from a gnls Object (nlme)

 

Loess regression 

loess: Fit a polynomial surface determined by one or more numerical predictors, using local fitting (stats)

loess.control:Set control parameters for loess fits (stats)

predict.loess:Predictions from a loess fit, optionally with standard errors (stats)

scatter.smooth: Plot and add a smooth curve computed by loess to a scatter plot (stats)

 

Splines regression

bs: B-Spline Basis for Polynomial Splines (splines)

ns: Generate a Basis Matrix for Natural Cubic  Splines (splines)

periodicSpline: Create a Periodic Interpolation Spline (splines)

polySpline: Piecewise Polynomial Spline Representation (splines)

predict.bSpline: Evaluate a Spline at New Values of x (splines)

predict.bs: Evaluate a Spline Basis (splines)

splineDesign: Design Matrix for B-splines (splines)

splineKnots: Knot Vector from a Spline (splines)

splineOrder: Determine the Order of a Spline (splines)

 

Robust regression

lqs: Resistant Regression (MASS)

rlm:  Robust Fitting of Linear Models (MASS)

 

Structural equation models

sem: General Structural Equation Models (sem)

tsls: Two-Stage Least Squares (sem)

 

Simultaneous Equation Estimation 

systemfit: Fits a set of linear structural equations using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Seemingly Unrelated Regression (SUR), TwoStage Least Squares (2SLS), Weighted Two-Stage Least Squares (W2SLS) or Three-Stage Least Squares (3SLS)  (systemfit)

 

Partial Least Squares Regression (PLSR) and Principal Component Regression (PCR) 

biplot.mvr: Biplots of PLSR and PCR Models (pls)

coefplot: Plot Regression Coefficients of PLSR and PCR models (pls)

crossval: Cross-validation of PLSR and PCR models (pls)

cvsegments: Generate segments for cross-validation (pls)

kernelpls.fit: Kernel PLS (Dayal and MacGregor) (pls)

msc: Multiplicative Scatter Correction (pls)

mvr: Partial Least Squares and Principal Components Regression (pls)

mvrCv: Cross-validation (pls)

oscorespls.fit: Orthogonal scores PLSR (pls)

predplot: Prediction Plots (pls)

scoreplot: Plots of Scores and Loadings (pls)

scores: Extract Scores and Loadings from PLSR and PCR Models (pls)

svdpc.fit: Principal Components Regression (pls)

validationplot: Validation Plots (pls)

 

Quantile regression

anova.rq: Anova function for quantile regression fits (quantreg)

boot.rq: Bootstrapping Quantile Regression (quantreg)

lprq: locally polynomial quantile regression (quantreg)

nlrq: Function to compute nonlinear quantile regression estimates (quantreg)

qss: Additive Nonparametric Terms for rqss Fitting (quantreg)

ranks: Quantile Regression Ranks (quantreg)

rq: Quantile Regression (quantreg)

rqss: Additive Quantile Regression Smoothing (quantreg)

rrs.test: Quantile Regression Rankscore Test (quantreg)

standardize: Function to standardize the quantile regression process (quantreg)

 

Linear and nonlinear mixed effects models 

ACF: Autocorrelation Function (nlme)

ACF.lme: Autocorrelation Function for lme Residuals (nlme)

anova.lme: compare Likelihoods of Fitted Objects (nlme)

fitted.lme: Extract lme Fitted Values (nlme)

fixed.effects: Extract Fixed Effects (nlme)

intervals: Confidence Intervals on Coefficients (nlme)

intervals.lme: Confidence Intervals on lme Parameters (nlme)

lme: Linear Mixed-Effects Models (nlme)

nlme: Nonlinear Mixed-Effects Models (nlme)

predict.lme: Predictions from an lme Object (nlme)

predict.nlme: Predictions from an nlme Obj (nlme)

qqnorm.lme: Normal Plot of Residuals or Random Effects from an lme object (nlme)

random.effects: Extract Random Effects (nlme)

ranef.lme: Extract lme Random Effects (nlme)

residuals.lme: Extract lme Residuals (nlme)

simulate.lme: simulate lme models (nlme)

summary.lme: Summarize an lme Object (nlme)

glmmPQL: fit Generalized Linear Mixed Models via PQL (MASS)

 

Generalized Additive Model (GAM)

anova.gam: compare the fits of a number of gam models (gam)

gam.control: control parameters for fitting gam models (gam)

gam: Fit a generalized additive model (gam)

na.gam.replace: a missing value method that is helpful with gams (gam)

plot.gam: an interactive plotting function for gams (gam)

predict.gam: make predictions from a gam object (gam)

preplot.gam: extracts the components from a gam in a plot-ready form (gam)

step.gam: stepwise model search with gam (gam) summary.gam: summary method for gam (gam)

 

Survival analysis 

anova.survreg: ANOVA tables for survreg objects (survival)

clogit: Conditional logistic regression (survival)

cox.zph: Test the proportional hazards assumption of a Cox regression (survival)

coxph: Proportional Hazards Regression (survival)

coxph.detail: Details of a cox model fit (survival)

coxph.rvar: Robust variance for a Cox model (survival)

ridge: ridge regression (survival)

survdiff: Test Survival Curve Differences (survival)

survexp: Compute Expected Survival (survival)

survfit: Compute a survival Curve for Censored Data (survival)

survreg: Regression for a parametric survival model (survival)

 

Classification and Regression Trees

cv.tree: Cross-validation for Choosing tree Complexity (tree)

deviance.tree: Extract Deviance from a tree Object (tree)

labels.rpart: Create Split Labels for an rpart Object (rpart)

meanvar.rpart: Mean-Variance Plot for an rpart Object (rpart)

misclass.tree:  Misclassifications by a Classification tree (tree)

na.rpart:  Handles Missing Values in an rpart Object (rpart)

partition.tree:   Plot the Partitions of a simple Tree Model (tree)

path.rpart: Follow Paths to Selected Nodes of an rpart Object (rpart)

plotcp: Plot a Complexity Parameter Table for an rpart Fit (rpart)

printcp:  Displays CP table for Fitted rpart Object (rpart)

prune.misclass:  Cost-complexity Pruning of Tree by error rate (tree)

prune.rpart: Cost-complexity Pruning of an rpart Object (rpart)

prune.tree:  Cost-complexity Pruning of tree Object (tree)

rpart: Recursive Partitioning and Regression Trees (rpart)

rpconvert:  Update an rpart object (rpart)

rsq.rpart:  Plots the Approximate R-Square for the Different Splits (rpart)

snip.rpart: Snip Subtrees of an rpart Object (rpart)

solder:  Soldering of Components on Printed-Circuit Boards (rpart)

text.tree: Annotate a Tree Plot (tree)

tile.tree:  Add Class Barplots to a Classification Tree Plot (tree)

tree.control:  Select Parameters for Tree (tree)

tree.screens:  Split Screen for Plotting Trees (tree)

tree:  Fit a Classification or Regression Tree (tree)

 

Beta regression

betareg: Fitting beta regression models (betareg)

plot.betareg: Plot Diagnostics for a betareg Object (betareg)

predict.betareg: Predicted values from beta regression model (betareg)

residuals.betareg: Residuals function for beta regression models (betareg)

summary.betareg:  Summary method for Beta Regression (betareg)

 

Download

Leave a Reply

Close Menu