Академический Документы
Профессиональный Документы
Культура Документы
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
############################################################################
1. A qualitative response variable violates what assumption that we make in linear regression?
A. The distribution of the response variable is Gaussian.
2. What is the key insight we make to model a categorical response variable with two levels?
A. We model the event occurrence as a {0,1} dummy variable.
3. A categorical response means the Gaussian assumption is not satisfied. What is the impact of this?
A. All inferential results are questionable.
4. Which of the following are properties of the logistic function?
V5
Min.
: 0.0000
: 0.3122
:10.0000
V11
Min.
:0.00000
1st Qu.:0.00000
Median :0.00000
Mean
:0.05982
3rd Qu.:0.00000
Max.
:2.61000
V17
Min.
:0.0000
1st Qu.:0.00000
1st Qu.: 0.00000
1st Qu.:0.0000
1st Qu.: 0.0000
1st Qu.:0.0000
1st Qu.:0.0000
Median :0.00000
Median : 0.00000
Median :0.0000
Median : 0.0000
Median :0.0000
Median :0.0000
Mean
:0.09393
Mean
: 0.05863
Mean
:0.0492
Mean
: 0.2488
Mean
:0.1426
Mean
:0.1847
3rd Qu.:0.00000
3rd Qu.: 0.00000
3rd Qu.:0.0000
3rd Qu.: 0.1000
3rd Qu.:0.0000
3rd Qu.:0.0000
Max.
:5.55000
Max.
:10.00000
Max.
:4.4100
Max.
:20.0000
Max.
:7.1400
Max.
:9.0900
V19
V20
V21
V22
V23
V24
Min.
: 0.000
Min.
: 0.00000
Min.
: 0.0000
Min.
: 0.0000
Min.
:0.0000
Min.
: 0.00000
1st Qu.: 0.000
1st Qu.: 0.00000
1st Qu.: 0.0000
1st Qu.: 0.0000
1st Qu.:0.0000
1st Qu.: 0.00000
Median : 1.310
Median : 0.00000
Median : 0.2200
Median : 0.0000
Median :0.0000
Median : 0.00000
Mean
: 1.662
Mean
: 0.08558
Mean
: 0.8098
Mean
: 0.1212
Mean
:0.1016
Mean
: 0.09427
3rd Qu.: 2.640
3rd Qu.: 0.00000
3rd Qu.: 1.2700
3rd Qu.: 0.0000
3rd Qu.:0.0000
3rd Qu.: 0.00000
Max.
:18.750
Max.
:18.18000
Max.
:11.1100
Max.
:17.1000
Max.
:5.4500
Max.
:12.50000
V25
V26
V27
V28
V29
V30
Min.
: 0.0000
Min.
: 0.0000
Min.
: 0.0000
Min.
:0.0000
Min.
: 0.00000
Min.
:0.0000
1st Qu.: 0.0000
1st Qu.: 0.0000
1st Qu.: 0.0000
1st Qu.:0.0000
1st Qu.: 0.00000
1st Qu.:0.0000
Median : 0.0000
Median : 0.0000
Median : 0.0000
Median :0.0000
Median : 0.00000
Median :0.0000
Mean
: 0.5495
Mean
: 0.2654
Mean
: 0.7673
Mean
:0.1248
Mean
: 0.09892
Mean
:0.1029
3rd Qu.: 0.0000
3rd Qu.: 0.0000
3rd Qu.: 0.0000
3rd Qu.:0.0000
3rd Qu.: 0.00000
3rd Qu.:0.0000
Max.
:20.8300
Max.
:16.6600
Max.
:33.3300
Max.
:9.0900
Max.
:14.28000
Max.
:5.8800
V31
V32
V33
V34
V35
V36
Min.
: 0.00000
Min.
:0.00000
Min.
: 0.00000
Min.
:0.00000
Min.
:
0.0000
Min.
:0.00000
1st Qu.: 0.00000
1st Qu.:0.00000
1st Qu.: 0.00000
1st Qu.:0.00000
1st Qu.:
0.0000
1st Qu.:0.00000
Median : 0.00000
Median :0.00000
Median : 0.00000
Median :0.00000
Median :
0.0000
Median :0.00000
Mean
: 0.06475
Mean
:0.04705
Mean
: 0.09723
Mean
:0.04784
Mean
:
0.1054
Mean
:0.09748
3rd Qu.: 0.00000
3rd Qu.:0.00000
3rd Qu.: 0.00000
3rd Qu.:0.00000
3rd Qu.:
0.0000
3rd Qu.:0.00000
Max.
:12.50000
Max.
:4.76000
Max.
:18.18000
Max.
:4.76000
Max.
:20.0000
Max.
:7.69000
V37
V38
V39
V40
V41
V42
Min.
:0.000
Min.
:0.0000
Min.
: 0.00000
Min.
:0.00000
Min.
:0.00000
Min.
: 0.0000
1st Qu.:0.000
1st Qu.:0.0000
1st Qu.: 0.00000
1st Qu.:0.00000
1st Qu.:0.00000
1st Qu.: 0.0000
Median :0.000
Median :0.0000
Median : 0.00000
Median :0.00000
Median :0.00000
Median : 0.0000
Mean
:0.137
Mean
:0.0132
Mean
: 0.07863
Mean
:0.06483
Mean
:0.04367
Mean
: 0.1323
3rd Qu.:0.000
3rd Qu.:0.0000
3rd Qu.: 0.00000
3rd Qu.:0.00000
3rd Qu.:0.00000
3rd Qu.: 0.0000
Max.
Max.
:6.890
:14.2800
V43
V48
Min.
:0.0000
Min.
: 0.00000
1st Qu.:0.0000
1st Qu.: 0.00000
Median :0.0000
Median : 0.00000
Mean
:0.0461
Mean
: 0.03187
3rd Qu.:0.0000
3rd Qu.: 0.00000
Max.
:3.5700
Max.
:10.00000
V49
V54
Min.
:0.00000
Min.
: 0.00000
1st Qu.:0.00000
1st Qu.: 0.00000
Median :0.00000
Median : 0.00000
Mean
:0.03857
Mean
: 0.04424
3rd Qu.:0.00000
3rd Qu.: 0.00000
Max.
:4.38500
Max.
:19.82900
V55
Min.
:
1.000
1st Qu.:
1.588
Median :
2.276
Mean
:
5.191
3rd Qu.:
3.706
Max.
:1102.500
Max.
:8.3300
Max.
:11.11000
V44
Min.
Max.
:4.76000
V45
: 0.0000
Min.
Max.
V46
: 0.0000
Min.
: 0.0000
:7.14000
V47
Min.
:0.000000
1st Qu.:0.000000
Median : 0.0000
Median : 0.0000
Median : 0.0000
Median :0.000000
Mean
Mean
Mean
Mean
: 0.0792
: 0.3012
: 0.1798
:0.005444
3rd Qu.:0.000000
Max.
Max.
Max.
Max.
:20.0000
V50
Min.
:21.4200
:0.000
V51
Min.
:0.00000
:22.0500
V52
Min.
: 0.0000
:2.170000
V53
Min.
:0.00000
1st Qu.:0.000
1st Qu.:0.00000
1st Qu.:0.00000
Median :0.065
Median :0.00000
Median : 0.0000
Median :0.00000
Mean
Mean
Mean
Mean
:0.139
:0.01698
: 0.2691
:0.07581
3rd Qu.:0.188
3rd Qu.:0.00000
3rd Qu.:0.05200
Max.
Max.
Max.
Max.
:9.752
V56
Min.
:
1.00
1st Qu.:
6.00
Median : 15.00
Mean
: 52.17
3rd Qu.: 43.00
Max.
:9989.00
:4.08100
V57
Min.
:
1.0
1st Qu.:
35.0
Median :
95.0
Mean
: 283.3
3rd Qu.: 266.0
Max.
:15841.0
:32.4780
V58
Min.
:0.000
1st Qu.:0.000
Median :0.000
Mean
:0.394
3rd Qu.:1.000
Max.
:1.000
:6.00300
spamreduced.glm<-glm(V58~.,data=spam.transform[,c(1:47,58)])
anova(spamreduced.glm, spam.glm, test = "Chi")
summary(spam.glm)
Analysis of Deviance Table
Model 1: V58 ~ V1 + V2 + V3 + V4 + V5 + V6 + V7 +
V12 + V13 + V14 + V15 + V16 + V17 + V18 + V19
V22 + V23 + V24 + V25 + V26 + V27 + V28 + V29
V32 + V33 + V34 + V35 + V36 + V37 + V38 + V39
V42 + V43 + V44 + V45 + V46 + V47
Model 2: V58 ~ V1 + V2 + V3 + V4 + V5 + V6 + V7 +
V12 + V13 + V14 + V15 + V16 + V17 + V18 + V19
V22 + V23 + V24 + V25 + V26 + V27 + V28 + V29
V32 + V33 + V34 + V35 + V36 + V37 + V38 + V39
V42 + V43 + V44 + V45 + V46 + V47 + V48 + V49
V52 + V53 + V54 + V55 + V56 + V57
Resid. Df Resid. Dev Df Deviance Pr(>Chi)
1
4553
375.94
2
4543
1362.78 10 -986.84
> summary(spam.glm)
V8 + V9
+ V20 +
+ V30 +
+ V40 +
+ V10 + V11 +
V21 +
V31 +
V41 +
V8 + V9
+ V20 +
+ V30 +
+ V40 +
+ V50 +
+ V10 + V11 +
V21 +
V31 +
V41 +
V51 +
Call:
glm(formula = V58 ~ ., family = binomial, data = spam.transform)
Deviance Residuals:
Min
1Q
Median
-4.2571 -0.1599 -0.0027
3Q
0.0827
Max
3.8159
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -26.454477
9.823892 -2.693 0.007084 **
V1
-0.134745
0.059038 -2.282 0.022469 *
V2
-0.041912
0.051712 -0.810 0.417654
V3
-0.110085
0.042267 -2.605 0.009200 **
V4
0.154184
0.179899
0.857 0.391415
V5
0.265274
0.040389
6.568 5.10e-11 ***
V6
0.076853
0.060057
1.280 0.200663
V7
0.519041
0.065965
7.868 3.59e-15 ***
V8
0.194667
0.060615
3.212 0.001320 **
V9
0.023939
0.071789
0.333 0.738788
V10
0.040651
0.044427
0.915 0.360191
V11
-0.095394
0.069185 -1.379 0.167947
V12
-0.094412
0.035459 -2.663 0.007754 **
V13
-0.208426
0.063848 -3.264 0.001097 **
V14
0.209835
0.076827
2.731 0.006310 **
V15
0.296183
0.152815
1.938 0.052602 .
V16
0.273367
0.041746
6.548 5.82e-11 ***
V17
0.253624
0.060092
4.221 2.44e-05 ***
V18
-0.124757
0.049028 -2.545 0.010940 *
V19
0.017058
0.035207
0.485 0.628026
V20
0.156699
0.102193
1.533 0.125188
V21
0.113396
0.037274
3.042 0.002349 **
V22
0.052410
0.088306
0.594 0.552840
V23
0.214966
0.080983
2.654 0.007943 **
V24
0.335243
0.069675
4.812 1.50e-06 ***
V25
-0.760413
0.084451 -9.004 < 2e-16 ***
V26
-0.060826
0.092791 -0.656 0.512137
V27
-1.304266
0.197912 -6.590 4.39e-11 ***
V28
0.369562
0.085567
4.319 1.57e-05 ***
V29
-0.201463
0.148312 -1.358 0.174347
V30
0.008074
0.106451
0.076 0.939538
V31
-0.152699
0.268874 -0.568 0.570090
V32
-0.344677
0.390195 -0.883 0.377049
V33
-0.164589
0.083647 -1.968 0.049107 *
V34
-0.003287
0.359179 -0.009 0.992698
V35
-0.469932
0.161016
V36
0.159342
0.079098
V37
-0.222701
0.065705
V38
0.303385
0.167478
V39
-0.154907
0.086075
V40
-0.064607
0.126832
V41
-2.027127
1.946524
V42
-0.573184
0.120578
V43
-0.345693
0.149838
V44
-0.387622
0.115830
V45
-0.250956
0.045212
V46
-0.462600
0.070816
V47
-0.020737
0.266011
V48
-0.475513
0.158137
V49
-0.146023
0.077857
V50
-0.071762
0.053900
V51
-0.085938
0.133503
V52
0.379690
0.040212
V53
0.553207
0.072855
V54
-0.248230
0.105959
V55
0.621813
0.223583
V56
0.098703
0.150473
V57
0.526103
0.123163
--Signif. codes: 0 *** 0.001 **
-2.919
2.014
-3.389
1.811
-1.800
-0.509
-1.041
-4.754
-2.307
-3.346
-5.551
-6.532
-0.078
-3.007
-1.876
-1.331
-0.644
9.442
7.593
-2.343
2.781
0.656
4.272
0.003517
0.043957
0.000700
0.070064
0.071911
0.610481
0.297686
2.00e-06
0.021049
0.000818
2.85e-08
6.47e-11
0.937864
0.002639
0.060720
0.183059
0.519762
< 2e-16
3.12e-14
0.019145
0.005417
0.511854
1.94e-05
**
*
***
.
.
***
*
***
***
***
**
.
***
***
*
**
***
on 4600
on 4543
degrees of freedom
degrees of freedom
2
4600
--Signif. codes:
6170.2 -10
Df Deviance
3915.2
1
3922.5
1
3930.5
1
3934.2
1
3942.2
1
3947.4
1
3950.2
AIC
3937.2
3942.5
3950.5
3954.2
3962.2
3967.4
3970.2
- V3
1
3963.6 3983.6
- V8
1
4025.2 4045.2
- V5
1
4036.7 4056.7
- V7
1
4571.7 4591.7
> anova(small.step, spamtrans.glm, test = "Chi")
Analysis of Deviance Table
Model 1: V58 ~ V1 + V2 + V3 + V4 + V5 + V6 + V7 + V8 + V9 + V10
Model 2: V58 ~ V1 + V2 + V3 + V4 + V5 + V6 + V7 + V8 + V9 + V10
Resid. Df Resid. Dev Df Deviance Pr(>Chi)
1
4590
3915.2
2
4590
3915.2 0
0
.5)
0
1
2581 207
630 1183
var.comp(spam.pca, 98)
> spam.pca <- princomp(spam[,-c(11:58)], cor = T)
> var.comp(spam.pca, 98)
[1] 9