计算二元线性回归系数

Question

Question to be answered

有谁知道如何在两行代码中解决附加问题？我相信as.matrix可以创建矩阵X，然后使用X %*% X，t(X)和solve(X)来获得答案。但是，它似乎没有起作用。任何答案都会有所帮助，谢谢。

Answer 1

我建议使用read.csv代替read.table

在这个帖子中查看两个函数的区别对你有用：read.csv vs. read.table

df <- read.csv("http://pengstats.macssa.com/download/rcc/lmdata.csv")
model1 <- lm(y ~ x1 + x2, data = df)
coefficients(model1) # get the coefficients of your regression model1
summary(model1) # get the summary of model1 

Answer 2

根据@kon_u的答案，这是一个用手做的例子：

df <- read.csv("http://pengstats.macssa.com/download/rcc/lmdata.csv")
model1 <- lm(y ~ x1 + x2, data = df)
coefficients(model1) # get the coefficients of your regression model1
summary(model1) # get the summary of model1 

### Based on the formula
X <- cbind(1, df$x1, df$x2) # the column of 1 is to consider the intercept
Y <- df$y
bhat <- solve(t(X) %*% X) %*% t(X) %*% Y # coefficients 
bhat # Note that we got the same coefficients with the lm function