如何在R中找到回归线斜率的95%置信区间?


回归线斜率是回归分析中非常重要的部分,通过求解斜率,我们可以估算因变量的预期增减值。但是,置信区间提供了我们期望在样本量相同的情况下95%的时间内出现的斜率值的范围。为了找到回归线斜率的95%置信区间,我们可以使用带有回归模型对象的`confint`函数。

示例

考虑以下数据框:

set.seed(1)
x <-rnorm(20)
y <-rnorm(20,2.5)
df <-data.frame(x,y)
df

输出

      x       y
1 -0.62645381 3.4189774
2 0.18364332 3.2821363
3 -0.83562861 2.5745650
4 1.59528080 0.5106483
5 0.32950777 3.1198257
6 -0.82046838 2.4438713
7 0.48742905 2.3442045
8 0.73832471 1.0292476
9 0.57578135 2.0218499
10 -0.30538839 2.9179416
11 1.51178117 3.8586796
12 0.38984324 2.3972123
13 -0.62124058 2.8876716
14 -2.21469989 2.4461950
15 1.12493092 1.1229404
16 -0.04493361 2.0850054
17 -0.01619026 2.1057100
18 0.94383621 2.4406866
19 0.82122120 3.6000254
20 0.59390132 3.2631757

创建回归模型以根据x预测y:

示例

RegressionModel <-lm(y~x,data=df)
summary(RegressionModel)

输出

Call:
lm(formula = y ~ x, data = df)

Residuals:
Min 1Q Median 3Q Max
-1.69133 -0.43739 -0.07132 0.68033 1.63937

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2.5331 0.1998 12.677 2.08e-10 ***
x -0.2075 0.2195 -0.946 0.357
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.8738 on 18 degrees of freedom
Multiple R-squared: 0.04732, Adjusted R-squared: -0.00561
F-statistic: 0.894 on 1 and 18 DF, p-value: 0.3569

找到回归线斜率的95%置信区间:

示例

confint(RegressionModel,'x',level=0.95)
2.5 % 97.5 %
x -0.6687129 0.2536177
Lets’ have a look at another example:
BloodPressure <-c(165,170,190,195,220)
Weight <-c(50,75,64,60,62)
data <-data.frame(BloodPressure,Weight)
data

输出

BloodPressure Weight
1 165 50
2 170 75
3 190 64
4 195 60
5 220 62

示例

RegM <-lm(BloodPressure~Weight,data=data)
summary(RegM)

输出

Call:
lm(formula = BloodPressure ~ Weight, data = data)
Residuals:
1 2 3 4 5
-21.783 -19.277 1.820 7.219 32.020
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 181.79551 88.73672 2.049 0.133
Weight 0.09975 1.41495 0.070 0.948
Residual standard error: 25.34 on 3 degrees of freedom
Multiple R-squared: 0.001654, Adjusted R-squared: -0.3311
F-statistic: 0.00497 on 1 and 3 DF, p-value: 0.9482

示例

confint(RegM,'Weight',level=0.95)
2.5 % 97.5 %
Weight -4.403255 4.602756

输出

2.5 % 97.5 %
Weight -4.403255 4.602756

更新于:2020年8月24日

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