library(MASS) library(Design) library(psych) library(Rcmdr) library(lmtest) library(robustbase) library(simpleboot) library(MBESS) library(relaimpo) mireault=read.table("http://www.unt.edu:8080/rss/class/mike/data/Mireault.txt", header=T) #Model will only use those who have experienced loss mireault2=na.omit(mireault[,c("DEPRESST","AGEATLOS","PVLOSS","SUPPTOTL")]) attach(mireault2) describe(mireault2) scatterplot.matrix(mireault2) cor(mireault2) cov.rob(mireault2, cor=T)$cor mymodel <- lm(DEPRESST~., data=mireault2) summary(mymodel) plot(mymodel) influencePlot(mymodel) #make sure you 'stop' the graph when you're done identifying outliers (right click on the graph) #Statistical tests of assumptions shapiro.test(mymodel$residuals) vif(mymodel) bptest(mymodel) reset(mymodel) #Robust comparison. myrobmodel=rlm(DEPRESST~., data=mireault2) summary(myrobmodel) myrobmodel$w AIC(mymodel) AIC(myrobmodel) #Robust bootstrapped intervals mybootmod= lm.boot(myrobmodel, R=500) mybootmod perc.lm(mybootmod$rsquare, p = c(0.025, 0.975)) confint(mymodel) #Validate ols model mymodelval <- ols(DEPRESST~AGEATLOS+ PVLOSS + SUPPTOTL, x=T, y=T,data=mireault2) mymodelval validate(mymodelval) #Interval on R2 ci.R2(yourbiasadjR2,p=3,N=135) #Variable Importance varimportance= calc.relimp(mymodel,rela=T) varimportance varimportance2=boot.relimp(DEPRESST~AGEATLOS+ PVLOSS + SUPPTOTL, rela=TRUE, b=500) booteval.relimp(varimportance2,typesel="lmg",bty="bca")