Ordinary Least Squares Regression
regress(object, ...) # S3 method for lm regress(object, ...)
regress
returns an object of class "regress"
. An object
of class "regress"
is a list containing the following
components:
regress(mpg ~ disp + hp + wt, data = mtcars)#> Model Summary #> -------------------------------------------------------------- #> R 0.909 RMSE 2.639 #> R-Squared 0.827 Coef. Var 13.135 #> Adj. R-Squared 0.808 MSE 6.964 #> Pred R-Squared 0.768 MAE 1.907 #> -------------------------------------------------------------- #> RMSE: Root Mean Square Error #> MSE: Mean Square Error #> MAE: Mean Absolute Error #> #> ANOVA #> ---------------------------------------------------------------- #> Sum of #> Squares DF Mean Square F Sig. #> ---------------------------------------------------------------- #> Regression 931.056 3 310.352 44.565 0.0000 #> Residual 194.991 28 6.964 #> Total 1126.047 31 #> ---------------------------------------------------------------- #> #> Parameter Estimates #> ---------------------------------------------------------------------------------------- #> model Beta Std. Error Std. Beta t Sig lower upper #> ---------------------------------------------------------------------------------------- #> (Intercept) 37.106 2.111 17.579 0.000 32.782 41.429 #> disp -0.001 0.010 -0.019 -0.091 0.929 -0.022 0.020 #> hp -0.031 0.011 -0.354 -2.724 0.011 -0.055 -0.008 #> wt -3.801 1.066 -0.617 -3.565 0.001 -5.985 -1.617 #> ----------------------------------------------------------------------------------------