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Statistics LibreTexts

3.2: The Linear Model Function

  • Page ID
    4410
  • We use regression models to predict a system’s behavior by extrapolating from previously measured output values when the system is tested with known input parameter values. The simplest regression model is a straight line. It has the mathematical form:

    y = a0 + a1x1

    where x1 is the input to the system, a0 is the y-intercept of the line, a1 is the slope, and y is the output value the model predicts.

    R provides the function lm() that generates a linear model from the data contained in a data frame. For this one-factor model, R computes the values of a0 and ausing the method of least squares. This method finds the line that most closely fits the measured data by minimizing the distances between the line and the individual data points. For the data frame int00.dat, we compute the model as follows:

    > attach(int00.dat)
    > int00.lm <lm(perf ~ clock)

    The first line in this example attaches the int00.dat data frame to the current workspace. The next line calls the lm() function and assigns the resulting linear model object to the variable int00.lm. We use the suffix .lm to emphasize that this variable contains a linear model. The argument in the lm() function, (perf ~ clock), says that we want to find a model where the predictor clock explains the output perf.

    Typing the variable’s name, int00.lm, by itself causes R to print the argument with which the function lm() was called, along with the computed coefficients for the regression model.

    > int00.lm
    Call:
    lm(formula = perf ~ clock)
    Coefficients:
    (Intercept)        clock
    
    51.7871            0.5863
    

     In this case, the y-intercept is a0 = 51.7871 and the slope is a1 = 0.5863. Thus, the final regression model is:

    Screen Shot 2020-01-08 at 11.25.27 AM.png

    Figure 3.2: The one-factor linear regression model superimposed on the data from Figure 3.1.

    perf = 51.7871 + 0.5863 ∗ clock.

    The following code plots the original data along with the fitted line, as shown in Figure 3.2. The function abline() is short for (a,b)-line. It plots a line on the active plot window, using the slope and intercept of the linear model given in its argument.

    > plot(clock,perf) 
    > abline(int00.lm)