simon sheater book data

http://www.stat.tamu.edu/~sheather/book/r_code.php
http://dist.stat.tamu.edu/pub/rvideos/
http://www.stat.tamu.edu/~sheather/book/data_sets.php

MetroArea PriceChange LoanPaymentsOverdue

Atlanta 1.2 4.55
Boston -3.4 3.31
Chicago -0.9 2.99
Dallas 0.8 4.26
Denver -0.7 3.56
Detroit -9.7 4.71
LasVegas -6.1 4.9
LosAngeles -4.8 3.05
MiamiFt.Lauderdale -6.4 5.63
MinneapolisStPaul -3.4 3.01
NewYork -3.8 3.29
Phoenix -7.3 3.26
Portland 3.8 1.93
SanDiego -7.8 3.45
SanFrancisco -4.1 2.29
Seattle 6.9 1.65
Tampa -8.8 4.6
WashingtonDC -7.2 3.14

Day Invoices Time

1 149 2.1
2 60 1.8
3 188 2.3
4 23 0.8
5 201 2.7
6 58 1
7 77 1.7
8 222 3.1
9 181 2.8
10 30 1
11 110 1.5
12 83 1.2
13 60 0.8
14 25 1
15 173 2
16 169 2.5
17 190 2.9
18 233 3.4
19 289 4.1
20 45 1.2
21 193 2.5
22 70 1.8
23 241 3.8
24 103 1.5
25 163 2.8
26 120 2.5
27 201 3.3
28 135 2
29 80 1.7
30 29 1.5
#March 17, 2009

#Please change the file path in the command below to coincide with where you have
stored the data files
setwd("C:/Users/sheather.ADSTAT/Documents/docs/AModernApproachToRegression/Data")

kicker <- read.csv("FieldGoals2003to2006.csv",header=T)

attach(kicker)

#Figure 1.1 on page 2

plot(kicker$FGtM1,kicker$FGt,
main="Unadjusted Correlation = -0.139",
xlab="Field Goal Percentage in Year t-1",ylab="Field Goal Percentage in Year t")

#p-values on page 3
fit.1 <- lm(FGt~FGtM1 +Name +FGtM1:Name,data=kicker)
anova(fit.1)

#slope and interecepts of lines in Figure 1.2 on page 3

fit.2 <- lm(FGt ~ Name + FGtM1,data=kicker)
fit.2

#Figure 1.2 on page 3

plot(kicker$FGtM1,kicker$FGt,
main="Slope of each line = -0.504",
xlab="Field Goal Percentage in Year t-1",
ylab="Field Goal Percentage in Year t")
tt <- seq(60,100,length=1001)
slope.piece <- summary(fit.2)$coef[20]*tt
lines(tt,summary(fit.2)$coef[1]+slope.piece,lty=2)
for (i in 2:19)
{lines(tt,summary(fit.2)$coef[1]+summary(fit.2)$coef[i]+slope.piece,lty=2)}

detach(kicker)

circulation <- read.table("circulation.txt", header=TRUE, sep="\t")

attach(circulation)

#Figure 1.3 on page 5

plot(Weekday,Sunday,xlab="Weekday Circulation",ylab="Sunday Circulation",
pch=Tabloid.with.a.Serious.Competitor+1,col=Tabloid.with.a.Serious.Competitor+1)
legend(110000, 1600000,legend=c("0","1"),
pch=1:2,col=1:2,title="Tabloid dummy variable")

#Figure 1.4 on page 5

plot(log(Weekday),log(Sunday),xlab="log(Weekday Circulation)",ylab="log(Sunday
Circulation)",
pch=Tabloid.with.a.Serious.Competitor+1,
col=Tabloid.with.a.Serious.Competitor+1)
legend(11.6, 14.1,legend=c("0","1"),pch=1:2,col=1:2,
title="Tabloid dummy variable")

detach(circulation)

nyc <- read.csv("nyc.csv",header=TRUE)

attach(nyc)

#Figure 1.5 on page 7

pairs(Price~Food+Decor+Service,data=nyc,gap=0.4,
cex.labels=1.5)

#Figure 1.6 on page 10

boxplot(Price~East,ylab="Price",
xlab="East (1 = East of Fifth Avenue)")

detach(nyc)

Bordeaux <- read.csv("Bordeaux.csv", header=TRUE)

attach(Bordeaux)

#Figure 1.7 on page 10

pairs(Price~ParkerPoints+CoatesPoints,data=Bordeaux,gap=0.4,cex.labels=1.5)

#Figure 1.8 on page 11

par(mfrow=c(2,3))
boxplot(Price~P95andAbove,ylab="Price",xlab="P95andAbove")
boxplot(Price~FirstGrowth,ylab="Price",xlab="First Growth")
boxplot(Price~CultWine,ylab="Price",xlab="Cult Wine")
boxplot(Price~Pomerol,ylab="Price",xlab="Pomerol")
boxplot(Price~VintageSuperstar,ylab="Price",xlab="Vintage Superstar")

#Figure 1.9 on page 12

par(mfrow=c(1,1))
pairs(log(Price)~log(ParkerPoints)
+log(CoatesPoints),data=Bordeaux,gap=0.4,cex.labels=1.5)

#Figure 1.10 on page 13

par(mfrow=c(2,3))
boxplot(log(Price)~P95andAbove,ylab="log(Price)",
xlab="P95andAbove")
boxplot(log(Price)~FirstGrowth,ylab="log(Price)",
xlab="First Growth")
boxplot(log(Price)~CultWine,ylab="log(Price)",
xlab="Cult Wine")
boxplot(log(Price)~Pomerol,ylab="log(Price)",
xlab="Pomerol")
boxplot(log(Price)~VintageSuperstar,ylab="log(Price)",
xlab="Vintage Superstar")

detach(Bordeaux)

==========================
#March 17, 2009

#Please change the file path in the command below to coincide with where you have
stored the data files
setwd("C:/Users/sheather.ADSTAT/Documents/docs/AModernApproachToRegression/Data")

production <- read.table("production.txt",header=TRUE)

attach(production)

#Figure 2.1 on page 16

par(mfrow=c(1,1))
plot(production$RunSize,production$RunTime,xlab="Run Size", ylab="Run Time")

#R output on page 19
m1 <- lm(RunTime~RunSize)
summary(m1)

#Figure 2.3 on page 20

plot(production$RunSize,production$RunTime,xlab="Run Size", ylab="Run Time")
abline(lsfit(production$RunSize,production$RunTime))

#t-value on page 23
tval <- qt(1-0.05/2,18)
tval

#95% confidence intervals on page 24

round(confint(m1,level=0.95),3)

#R output on page 27
predict(m1,newdata=data.frame(RunSize=c(50,100,150,200,250,300,350)),interval="conf
idence",level=0.95)
predict(m1,newdata=data.frame(RunSize=c(50,100,150,200,250,300,350)),interval="pred
iction",level=0.95)

#R output on page 30
anova(m1)
detach(production)

changeover_times <- read.table("changeover_times.txt",header=TRUE)

attach(changeover_times)

#R output on page 31
m1 <- lm(Changeover~New)
summary(m1)

#Figure 2.5 on page 32

par(mfrow=c(2,2))
plot(New,Changeover,xlab="Dummy variable, New",ylab="Change Over Time")
abline(lsfit(New,Changeover))
boxplot(Changeover~New,xlab="Dummy variable, New",ylab="Change Over Time")
boxplot(Changeover~Method,ylab="Change Over Time",xlab="Method")

#t-value on page 33
tval <- qt(1-0.05/2,118)
tval

detach(changeover_times)

#################EXERCISES

#Exercise 2.8.1

playbill <- read.csv("C:playbill.csv",header=TRUE)

attach(playbill)
#Figure 2.6 on page 38
par(mfrow=c(1,1))
plot(LastWeek,CurrentWeek,xlab="Gross box office results previous week",
ylab="Gross box office results current week")

detach(playbill)

#Exercise 2.8.3

invoice <- read.table("invoices.txt",header=TRUE)

attach(invoice)

#Figure 2.7 on page 40

par(mfrow=c(1,1))
plot(Invoices,Time,xlab="Number of Invoices",ylab="Processing Time")
abline(lsfit(Invoices,Time))

#Output from R on page 40

m1 <- lm(Time~Invoices)
summary(m1)
mean(Time)
median(Time)
mean(Invoices)
median(Invoices)

detach(invoice)

#Exercise 2.8.5
problem5 <- read.table("Ch2Problem5.txt",header=TRUE)
attach(problem5)

#Figure 2.8 on page 42

par(mfrow=c(1,2))
plot(x1,y,main="Model 1")
abline(lsfit(x1,y))
plot(x2,y,main="Model 2")
abline(lsfit(x2,y))

detach(problem5)

======================================

#March 17, 2009

#Please change the file path in the command below to coincide with where you have
stored the data files
setwd("C:/Users/sheather.ADSTAT/Documents/docs/AModernApproachToRegression/Data")

anscombe <- read.table("anscombe.txt",header=TRUE)

attach(anscombe)

#Figure 3.1 on page 46

par(mfrow=c(2,2))
plot(x1,y1,xlim=c(4,20),ylim=c(3,14),main="Data Set 1")
abline(lsfit(x1,y1))
plot(x2,y2,xlim=c(4,20),ylim=c(3,14),main="Data Set 2")
abline(lsfit(x2,y2))
plot(x3,y3,xlim=c(4,20),ylim=c(3,14),main="Data Set 3")
abline(lsfit(x3,y3))
plot(x4,y4,xlim=c(4,20),ylim=c(3,14),main="Data Set 4")
abline(lsfit(x4,y4))

#Regression output on page 47

m1 <- lm(y1~x1)
summary(m1)
m2 <- lm(y2~x2)
summary(m2)
m3 <- lm(y3~x3)
summary(m3)
m4 <- lm(y4~x4)
summary(m4)

#Figure 3.2 on page 48

par(mfrow=c(2,2))
plot(x1,m1$residuals,ylab="Residuals",xlim=c(4,20),ylim=c(-3.5,3.5),main="Data Set
1")
plot(x2,m2$residuals,ylab="Residuals",xlim=c(4,20),ylim=c(-3.5,3.5),main="Data Set
2")
plot(x3,m3$residuals,ylab="Residuals",xlim=c(4,20),ylim=c(-3.5,3.5),main="Data Set
3")
plot(x4,m4$residuals,ylab="Residuals",xlim=c(4,20),ylim=c(-3.5,3.5),main="Data Set
4")

#Figure 3.3 on page 50

par(mfrow=c(1,2))
plot(x2,y2,,ylim=c(3,10))
abline(lsfit(x2,y2))
plot(x2,m2$residuals,ylab="Residuals",ylim=c(-2,2),main="Data Set 2")

detach(anscombe)

huber <- read.table("huber.txt",header=TRUE)

attach(huber)

#Regression output on page 54

mBad <- lm(YBad~x)
summary(mBad)
mGood <- lm(YGood~x)
summary(mGood)

#Figure 3.7 on page 55

par(mfrow=c(1,2))
plot(x,YBad,ylim=c(-12,3))
abline(lsfit(x,YBad))
plot(x,YGood,ylim=c(-12,3))
abline(lsfit(x,YGood))

#Leverage values in Table 3.3 on page 57

lm.influence(mBad)$hat
lm.influence(mGood)$hat

#Regression output and Figure 3.8 on page 58

xq <- x^2
mBadq <- lm(YBad~x+I(x^2))
summary(mBadq)
xx <- c(-4:10)
yy <- summary(mBadq)$coef[1] + summary(mBadq)$coef[2]*xx + summary(mBadq)
$coef[3]*xx^2
par(mfrow=c(1,1))
plot(xx,yy,ylim=c(-3,3),type="l",ylab="YBad",xlab="x")
points(x,YBad)

detach(huber)

bonds <- read.table("bonds.txt",header=TRUE)

attach(bonds)

#Figure 3.9 on page 63

par(mfrow=c(1,1))
plot(CouponRate,BidPrice,xlab="Coupon Rate (%)", ylab="Bid Price
($)",ylim=c(85,120),xlim=c(2,14))
abline(lsfit(CouponRate,BidPrice))

#Regression output on page 63

m1 <- lm(BidPrice~CouponRate)
summary(m1)

#95% confidence intervals on page 63

round(confint(m1,level=0.95),3)

#Table 3.4 on page 62

leverage1 <- hatvalues(m1)
StanRes1 <- rstandard(m1)
residual1 <- m1$residuals
cbind(Case,CouponRate,BidPrice,round(leverage1,3),round(residual1,3),round(StanRes1
,3))

#Figure 3.10 on page 64

plot(CouponRate,StanRes1,xlab="Coupon Rate (%)", ylab="Standardized
Residuals",xlim=c(2,14))
abline(h=2,lty=2)
abline(h=-2,lty=2)
identify(CouponRate,StanRes1,Case)
# Click near a point to identify its Case.
# This continues until you select "Stop" after clicking the right mouse button.

#Regression output on page 66

m2 <- update(m1, subset=(1:35)[-c(4,13,35)])
summary(m2)

#Figure 3.11 on page 65

plot(CouponRate[-c(4,13,35)],BidPrice[-c(4,13,35)],xlab="Coupon Rate (%)",
ylab="Bid Price ($)",ylim=c(85,120),xlim=c(2,14),main="Regular Bonds")
abline(m2)

#Figure 3.12 on page 67

StanRes2 <- rstandard(m2)
plot(CouponRate[-c(4,13,35)],StanRes2,xlab="Coupon Rate (%)", ylab="Standardized
Residuals",xlim=c(2,14),main="Regular Bonds")
abline(h=2,lty=2)
abline(h=-2,lty=2)

#Figure 3.13 on page 68

cd1 <- cooks.distance(m1)
plot(CouponRate,cd1,xlab="Coupon Rate (%)", ylab="Cook's Distance")
abline(h=4/(35-2),lty=2)
identify(CouponRate,cd1,Case)
# Click near a point to identify its Case.
# This continues until you select "Stop" after clicking the right mouse button.

detach(bonds)

production <- read.table("production.txt",header=TRUE)

attach(production)

m1 <- lm(RunTime~RunSize)

#Figure 3.14 on page 70

par(mfrow=c(2,2))
plot(m1)

detach(production)

cleaning <- read.table("cleaning.txt",header=TRUE)

attach(cleaning)

#Figure 3.15 on page 71

par(mfrow=c(1,1))
plot(Crews,Rooms,xlab="Number of Crews",ylab="Number of Rooms Cleaned")
abline(lsfit(Crews,Rooms))

#Regression output on pages 72 and 73

m1 <- lm(Rooms~Crews)
summary(m1)
predict(m1,newdata=data.frame(Crews=c(4,16)),interval="prediction",level=0.95)

#Figure 3.16 on page 73

StanRes1 <- rstandard(m1)
plot(Crews,StanRes1,xlab="Number of Crews", ylab="Standardized Residuals")

#Figure 3.17 on page 74

sabs <- sqrt(abs(StanRes1))
plot(Crews,sabs,xlab="Number of Crews", ylab="Square Root(|Standardized
Residuals|)")
abline(lsfit(Crews,sabs))

#Figure 3.18 on page 75

par(mfrow=c(2,2))
plot(m1)

#Figure 3.19 on page 75

sqrt(tapply(Rooms,Crews,var))
sds <- c(3.000000,4.966555,4.690416,6.642665,7.927123,7.28991,12.000463)
xx <- c(2,4,6,8,10,12,16)
par(mfrow=c(1,1))
plot(xx,sds,xlab="Number of Crews", ylab="Standard deviation(Rooms Cleaned)")
abline(lsfit(xx,sds))

#Regression output on page 77

sqrtcrews <- sqrt(Crews)
sqrtrooms <- sqrt(Rooms)
m2 <- lm(sqrtrooms~sqrtcrews)
summary(m2)
predict(m2,newdata=data.frame(sqrtcrews=c(2,4)),interval="prediction",level=0.95)

#Figure 3.20 on page 78

par(mfrow=c(1,2))
plot(sqrt(Crews),sqrt(Rooms),xlab="Square Root(Number of Crews)",ylab="Square
Root(Number of Rooms Cleaned)")
abline(lsfit(sqrt(Crews),sqrt(Rooms)))
StanRes2 <- rstandard(m2)
plot(sqrtcrews,StanRes2,xlab="Square Root(Number of Crews)", ylab="Standardized
Residuals")

#Figure 3.21 on page 78

par(mfrow=c(2,2))
plot(m2)

detach(cleaning)

confood1 <- read.table("confood1.txt",header=TRUE)

attach(confood1)

#Figure 3.22 on page 80

par(mfrow=c(1,1))
plot(Price,Sales)
abline(lsfit(Price,Sales))

#Figure 3.23 on page 81

plot(log(Price),log(Sales),xlab="log(Price)",ylab="log(Sales)")
abline(lsfit(log(Price),log(Sales)))

#Regression output on page 82

m1 <- lm(log(Sales)~log(Price))
summary(m1)

#Figure 3.24 on page 82

StanRes1 <- rstandard(m1)
plot(log(Price),StanRes1,xlab="log(Price)", ylab="Standardized Residuals")

detach(confood1)

responsetransformation <- read.table("responsetransformation.txt",header=TRUE)

attach(responsetransformation)

#Figure 3.25 on page 84

plot(x,y)

#Figure 3.26 on page 85

plot(x,y)
m1 <- lm(y~x)
par(mfrow=c(1,2))
StanRes1 <- rstandard(m1)
absrtsr1 <- sqrt(abs(StanRes1))
plot(x,StanRes1,ylab="Standardized Residuals")
plot(x,absrtsr1,ylab="Square Root(|Standardized Residuals|)")

#Figure 3.27 on page 86

par(mfrow=c(3,2))
plot(density(y,bw="SJ",kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab="y")
rug(y)
boxplot(y,ylab="Y")
qqnorm(y, ylab = "Y")
qqline(y, lty = 2, col=2)
sj <- bw.SJ(x,lower = 0.05, upper = 100)
plot(density(x,bw=sj,kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab="x")
rug(x)
boxplot(x,ylab="x")
qqnorm(x, ylab = "x")
qqline(x, lty = 2, col=2)

#Figure 3.28 on page 87

install.packages("alr3")
#You will be asked to
#--- Please select a CRAN mirror for use in this session ---
library(alr3)
par(mfrow=c(1,1))
inverse.response.plot(m1,key=TRUE)
# Click on the section of the plot that you wish to put the figure legend

#Figure 3.29 on page 88

inverse.response.plot(m1,lam=c(-1,-0.5, -0.33, -0.25, 0, 0.25, 0.33, 0.5,1))
lambda <- c(-1,-0.5, -0.33, -0.25, 0, 0.25, 0.33, 0.5,1)
RSS <- c(46673.9,24090.7,15264.2,11637.1,3583.8,440,266,880.2,7136.9)
plot(lambda,RSS,type="l",ylab=expression(RSS(lambda)),xlab=expression(lambda))

#Figure 3.30 on page 92

library(MASS)
par(mfrow=c(1,2))
boxcox(m1,lambda=seq(0.28,0.39,length=20))
boxcox(m1,lambda=seq(0.325,0.34,length=20))

#Regression output & Figure 3.31 on page 93

ty <- y^(1/3)
par(mfrow=c(2,2))
sj <- bw.SJ(ty,lower = 0.05, upper = 100)
plot(density(ty,bw=sj,kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab=expression(Y^(1/3)))
rug(ty)
boxplot(ty,ylab=expression(Y^(1/3)))
qqnorm(ty, ylab = expression(Y^(1/3)))
qqline(ty, lty = 2, col=2)
m2 <- lm(ty~x)
plot(x,ty,ylab=expression(Y^(1/3)))
abline(m2)
summary(m2)

detach(responsetransformation)

library(alr3)
data(salarygov)
attach(salarygov)

#Figure 3.32 on page 96

m1 <- lm(MaxSalary~Score)
par(mfrow=c(2,2))
plot(Score,MaxSalary)
abline(m1,lty=2,col=2)
StanRes1 <- rstandard(m1)
absrtsr1 <- sqrt(abs(StanRes1))
plot(Score,StanRes1,ylab="Standardized Residuals")
plot(Score,absrtsr1,ylab="Square Root(|Standardized Residuals|)")
abline(lsfit(Score,absrtsr1),lty=2,col=2)

#Output from R on page 96

summary(tranxy <- bctrans(~MaxSalary + Score))

#Figure 3.33 on page 97

par(mfrow=c(3,2))
plot(density(MaxSalary,bw="SJ",kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab="MaxSalary")
rug(MaxSalary)
boxplot(MaxSalary,ylab="MaxSalary")
qqnorm(MaxSalary, ylab = "MaxSalary")
qqline(MaxSalary, lty = 2, col=2)
plot(density(Score,bw="SJ",kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab="Score")
rug(Score)
boxplot(Score,ylab="Score")
qqnorm(Score, ylab = "Score")
qqline(Score, lty = 2, col=2)

#Figure 3.34 on page 97

par(mfrow=c(1,1))
plot(sqrt(Score),log(MaxSalary),xlab=expression(sqrt(Score)))
abline(lsfit(sqrt(Score),log(MaxSalary)),lty=2,col=2)

#Figure 3.35 on page 98

par(mfrow=c(3,2))
plot(density(log(MaxSalary),bw="SJ",kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab="log(MaxSalary)")
rug(log(MaxSalary))
boxplot(log(MaxSalary),ylab="log(MaxSalary)")
qqnorm(log(MaxSalary), ylab = "log(MaxSalary)")
qqline(log(MaxSalary), lty = 2, col=2)
sj <- bw.SJ(sqrt(Score),lower = 0.05, upper = 100)
plot(density(sqrt(Score),bw=sj,kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab=expression(sqrt(Score)))
rug(sqrt(Score))
boxplot(sqrt(Score),ylab=expression(sqrt(Score)))
qqnorm(sqrt(Score), ylab=expression(sqrt(Score)))
qqline(sqrt(Score), lty = 2, col=2)

#Figure 3.36 on page 99

m2 <- lm(log(MaxSalary)~sqrt(Score))
par(mfrow=c(1,2))
StanRes2 <- rstandard(m2)
absrtsr2 <- sqrt(abs(StanRes2))
plot(sqrt(Score),StanRes2,ylab="Standardized
Residuals",xlab=expression(sqrt(Score)))
plot(sqrt(Score),absrtsr2,ylab="Square Root(|Standardized
Residuals|)",xlab=expression(sqrt(Score)))
abline(lsfit(sqrt(Score),absrtsr2),lty=2,col=2)
#R output on page 99
summary(tranx <- bctrans(~Score))

#Figure 3.37 on page 100

m3 <- lm(MaxSalary~sqrt(Score))
par(mfrow=c(1,1))
inverse.response.plot(m3,key=TRUE)
#Click on the plot where you want to put the legend

#Figure 3.38 on page 101

par(mfrow=c(2,2))
plot(density(MaxSalary^-0.25,bw="SJ",kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab=expression(MaxSalary^-0.25))
rug(MaxSalary^-0.25)
boxplot(MaxSalary^-0.25,ylab=expression(MaxSalary^-0.25))
qqnorm(MaxSalary^-0.25,ylab=expression(MaxSalary^-0.25))
qqline(MaxSalary^-0.25,lty=2, col=2)

#Figure 3.39 on page 102

par(mfrow=c(2,2))
plot(sqrt(Score),MaxSalary^-
0.25,xlab=expression(sqrt(Score)),ylab=expression(MaxSalary^-0.25))
abline(lsfit(sqrt(Score),MaxSalary^-0.25),lty=2,col=2)
m3 <- lm(MaxSalary^-0.25~sqrt(Score))
StanRes3 <- rstandard(m3)
absrtsr3 <- sqrt(abs(StanRes3))
plot(sqrt(Score),StanRes3,ylab="Standardized
Residuals",xlab=expression(sqrt(Score)))
plot(sqrt(Score),absrtsr3,ylab="Square Root(|Standardized
Residuals|)",xlab=expression(sqrt(Score)))
abline(lsfit(sqrt(Score),absrtsr3),lty=2,col=2)

detach(salarygov)

#################EXERCISES

#Exercise 3.5.1
airfares <- read.table("airfares.txt",header=TRUE)
attach(airfares)

#R output on page 104

m1 <- lm(Fare~Distance)
summary(m1)

#Figure 3.41 on page 104

par(mfrow=c(1,2))
plot(Distance,Fare)
abline(lsfit(Distance,Fare))
leverage1 <- hatvalues(m1)
StanRes1 <- rstandard(m1)
residual1 <- m1$residuals
plot(Distance,StanRes1, ylab="Standardized Residuals")
abline(h=2,lty=2)
abline(h=-2,lty=2)

detach(airfares)

#Exercise 3.5.4
glakes <- read.table("glakes.txt",header=TRUE)
attach(glakes)

#R output on page 107

m1 <- lm(Time~Tonnage)
summary(m1)

#Figure 3.42 on page 106

par(mfrow=c(2,2))
plot(Tonnage,Time)
abline(lsfit(Tonnage,Time))
leverage1 <- hatvalues(m1)
StanRes1 <- rstandard(m1)
absrtsr1 <- sqrt(abs(StanRes1))
residual1 <- m1$residuals
plot(Tonnage,StanRes1, ylab="Standardized Residuals")
abline(h=2,lty=2)
abline(h=-2,lty=2)
plot(Tonnage,absrtsr1,ylab="Square Root(|Standardized Residuals|)")
abline(lsfit(Tonnage,absrtsr1),lty=2,col=1)
qqnorm(StanRes1, ylab = "Standardized Residuals")
qqline(StanRes1, lty = 2, col=1)

#Figure 3.43 on page 107

par(mfrow=c(3,2))
plot(density(Time,bw="SJ",kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab="Time")
rug(Time)
boxplot(Time,ylab="Time")
qqnorm(Time, ylab = "Time")
qqline(Time, lty = 2, col=1)
sj <- bw.SJ(Tonnage,lower = 0.1, upper = 1000)
plot(density(Tonnage,bw=sj,kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab="Tonnage")
rug(Tonnage)
boxplot(Tonnage,ylab="Tonnage")
qqnorm(Tonnage, ylab = "Tonnage")
qqline(Tonnage, lty = 2, col=1)

#R output on page 108

library(alr3)
summary(tranxy <- bctrans(~Time+Tonnage))

#R output on page 108

m2 <- lm(log(Time)~I(Tonnage^0.25))
summary(m2)

#Figure 3.44 on page 108

tTime <- log(Time)
tTonnage <- Tonnage^0.25
par(mfrow=c(2,2))
plot(tTonnage,tTime,xlab=expression(Tonnage^0.25),ylab="log(Time)")
abline(lsfit(tTonnage,tTime))
leverage2 <- hatvalues(m2)
StanRes2 <- rstandard(m2)
absrtsr2 <- sqrt(abs(StanRes2))
residual2 <- m2$residuals
plot(tTonnage,StanRes2, ylab="Standardized
Residuals",xlab=expression(Tonnage^0.25))
abline(h=2,lty=2)
abline(h=-2,lty=2)
plot(tTonnage,absrtsr2,ylab="Square Root(|Standardized
Residuals|)",xlab=expression(Tonnage^0.25))
abline(lsfit(tTonnage,absrtsr2),lty=2,col=1)
qqnorm(StanRes2, ylab = "Standardized Residuals")
qqline(StanRes2, lty = 2, col=1)

#Figure 3.45 on page 109

par(mfrow=c(3,2))
plot(density(tTime,bw="SJ",kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab="log(Time)")
rug(tTime)
boxplot(tTime,ylab="log(Time)")
qqnorm(tTime, ylab = "log(Time)")
qqline(tTime, lty = 2, col=1)
sj <- bw.SJ(tTonnage,lower = 0.1, upper = 1000)
plot(density(tTonnage,bw=sj,kern="gaussian"),type="l",
main="Gaussian kernel density estimate",xlab=expression(Tonnage^0.25))
rug(tTonnage)
boxplot(tTonnage,ylab=expression(Tonnage^0.25))
qqnorm(tTonnage, ylab=expression(Tonnage^0.25))
qqline(tTonnage, lty = 2, col=1)

detach(glakes)

#Exercise 3.5.5
cars04 <- read.csv("cars04.csv",header=TRUE)
attach(cars04)

#Output from R on pages 110 and 111

m1 <- lm(SuggestedRetailPrice~DealerCost)
summary(m1)

#Figure 3.46 on page 110

par(mfrow=c(2,2))
plot(DealerCost,SuggestedRetailPrice)
abline(lsfit(DealerCost,SuggestedRetailPrice),lty = 2, col=1)
leverage1 <- hatvalues(m1)
StanRes1 <- rstandard(m1)
absrtsr1 <- sqrt(abs(StanRes1))
residual1 <- m1$residuals
plot(DealerCost,StanRes1, ylab="Standardized Residuals")
abline(h=2,lty=2)
abline(h=-2,lty=2)
plot(DealerCost,absrtsr1,ylab="Square Root(|Standardized Residuals|)")
abline(lsfit(DealerCost,absrtsr1),lty=2,col=1)
qqnorm(StanRes1, ylab = "Standardized Residuals")
qqline(StanRes1, lty = 2, col=1)

#Output from R on page 111

m2 <- lm(log(SuggestedRetailPrice)~log(DealerCost))
summary(m2)

#Figure 3.47 on page 111

par(mfrow=c(2,2))
plot(log(DealerCost),log(SuggestedRetailPrice))
abline(lsfit(log(DealerCost),log(SuggestedRetailPrice)),lty = 1, col=1)
leverage2 <- hatvalues(m2)
StanRes2 <- rstandard(m2)
absrtsr2 <- sqrt(abs(StanRes2))
residual2 <- m2$residuals
plot(log(DealerCost),StanRes2, ylab="Standardized Residuals")
abline(h=2,lty=2)
abline(h=-2,lty=2)
plot(log(DealerCost),absrtsr2,ylab="Square Root(|Standardized Residuals|)")
abline(lsfit(log(DealerCost),absrtsr2),lty=2,col=1)
qqnorm(StanRes2, ylab = "Standardized Residuals")
qqline(StanRes2, lty = 2, col=1)

detach(cars04)

#Exercise 3.5.6 based on a different set of generated data

n<-500
x <- runif(n,0,1)^3
e <- rnorm(n,0,0.1)
y <- exp(+2.5 + 1*x + e)

#Figure 3.48 on page 112

m1 <- lm(y~x)
library(alr3)
par(mfrow=c(1,1))
inverse.response.plot(m1,key=TRUE)