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如何创建一个显示R中预测模型,数据和残差的图表

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给定两个变量 xy ,我对变量运行dynlm回归,并希望根据其中一个变量绘制拟合模型,底部残差显示实际数据线与预测线的差异 . 我之前已经完成了它,但对于我的生活,我不记得该怎么做或找到任何解释它的东西 .

这让我进入了我有模型和两个变量的球场,但我无法得到我想要的图形类型 .

library(dynlm)
x <- rnorm(100)
y <- rnorm(100)
model <- dynlm(x ~ y)

plot(x, type="l", col="red")
lines(y, type="l", col="blue")

我想生成一个看起来像这样的图形,您可以看到模型和实际数据相互重叠,残差作为底部的单独图形绘制,显示实际数据和模型如何偏离 .
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2 回答

  • 9

    这应该是诀窍:

    library(dynlm)
    set.seed(771104)
    x <- 5 + seq(1, 10, len=100) + rnorm(100)
    y <- x + rnorm(100)
    model <- dynlm(x ~ y)
    
    par(oma=c(1,1,1,2))
    plotModel(x, model) # works with models which accept 'predict' and 'residuals'
    

    这是 plotModel 的代码,

    plotModel =  function(x, model) {
      ymodel1 = range(x, fitted(model), na.rm=TRUE)
      ymodel2 = c(2*ymodel1[1]-ymodel1[2], ymodel1[2])
      yres1   = range(residuals(model), na.rm=TRUE)
      yres2   = c(yres1[1], 2*yres1[2]-yres1[1])
      plot(x, type="l", col="red", lwd=2, ylim=ymodel2, axes=FALSE,
           ylab="", xlab="")
      axis(1)
      mtext("residuals", 1, adj=0.5, line=2.5)
      axis(2, at=pretty(ymodel1))
      mtext("observed/modeled", 2, adj=0.75, line=2.5)
      lines(fitted(model), col="green", lwd=2)
      par(new=TRUE)
      plot(residuals(model), col="blue", type="l", ylim=yres2, axes=FALSE, 
           ylab="", xlab="")
      axis(4, at=pretty(yres1))
      mtext("residuals", 4, adj=0.25, line=2.5)
      abline(h=quantile(residuals(model), probs=c(0.1,0.9)), lty=2, col="gray")
      abline(h=0)
      box()  
    }
    

    enter image description here

  • 7

    你要找的是 resid(model) . 试试这个:

    library(dynlm)
    x <- 10+rnorm(100)
    y <- 10+rnorm(100)
    model <- dynlm(x ~ y)
    
    plot(x, type="l", col="red", ylim=c(min(c(x,y,resid(model))), max(c(x,y,resid(model)))))
    lines(y, type="l", col="green")
    lines(resid(model), type="l", col="blue")
    

    enter image description here

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