II型平方和是否给出线性回归的不同r2、斜率和截距？

Question

如果有，R包车不提供r2、斜率和截距的结果。如何提取它们？

df <- data.frame(x = c(1, 2, 3, 4, 5),
                   y = c(2, 4, 6, 8, 10.5))
model <- lm(y~x, data = df)
Anova(model, type="II")

Answer 1

线性模型参数和r2可以用标准的

summary

函数提取：

df <- data.frame(x = c(1, 2, 3, 4, 5),
                   y = c(2, 4, 6, 8, 10.5))
model <- lm(y~x, data = df)
summary(model)

Call:
lm(formula = y ~ x, data = df)

Residuals:
         1          2          3          4          5 
 1.000e-01  1.443e-15 -1.000e-01 -2.000e-01  2.000e-01 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept) -0.20000    0.19149  -1.044    0.373    
x            2.10000    0.05774  36.373 4.57e-05 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.1826 on 3 degrees of freedom
Multiple R-squared:  0.9977,    Adjusted R-squared:  0.997 
F-statistic:  1323 on 1 and 3 DF,  p-value: 4.57e-05

包

car

中的Anova函数打印II型和III型方差分析的方差分析（Wald检验）表，而标准

anova

打印I型。但是，如果你只有一个自变量，I型和II型本质上是一样的：

 Anova(model, type="II")
Anova Table (Type II tests)

Response: y
          Sum Sq Df F value   Pr(>F)    
x           44.1  1    1323 4.57e-05 ***
Residuals    0.1  3                     
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> anova(model) # standard anova, type I
Analysis of Variance Table

Response: y
          Df Sum Sq Mean Sq F value   Pr(>F)    
x          1   44.1  44.100    1323 4.57e-05 ***
Residuals  3    0.1   0.033                     
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

有关此的更多信息，请参阅统计教科书或例如 www.r-bloggers.com.