{"id":1326,"date":"2023-07-26T21:09:28","date_gmt":"2023-07-26T21:09:28","guid":{"rendered":"https:\/\/statorials.org\/cn\/r%e4%b8%ad%e7%9a%84%e5%88%86%e4%bd%8d%e6%95%b0%e5%9b%9e%e5%bd%92\/"},"modified":"2023-07-26T21:09:28","modified_gmt":"2023-07-26T21:09:28","slug":"r%e4%b8%ad%e7%9a%84%e5%88%86%e4%bd%8d%e6%95%b0%e5%9b%9e%e5%bd%92","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/r%e4%b8%ad%e7%9a%84%e5%88%86%e4%bd%8d%e6%95%b0%e5%9b%9e%e5%bd%92\/","title":{"rendered":"\u5982\u4f55\u5728 r \u4e2d\u6267\u884c\u5206\u4f4d\u6570\u56de\u5f52"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u7ebf\u6027\u56de\u5f52\u662f\u4e00\u79cd\u6211\u4eec\u53ef\u4ee5\u7528\u6765\u7406\u89e3\u4e00\u4e2a\u6216\u591a\u4e2a\u9884\u6d4b\u53d8\u91cf\u4e0e<a href=\"https:\/\/statorials.org\/cn\/\u53d8\u91cf\u89e3\u91ca\u6027\u53cd\u5e94\/\" target=\"_blank\" rel=\"noopener\">\u54cd\u5e94\u53d8\u91cf<\/a>\u4e4b\u95f4\u5173\u7cfb\u7684\u65b9\u6cd5\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u901a\u5e38\uff0c\u5f53\u6211\u4eec\u6267\u884c\u7ebf\u6027\u56de\u5f52\u65f6\uff0c\u6211\u4eec\u60f3\u8981\u4f30\u8ba1\u54cd\u5e94\u53d8\u91cf\u7684\u5e73\u5747\u503c\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4f46\u662f\uff0c\u6211\u4eec\u53ef\u4ee5\u4f7f\u7528\u4e00\u79cd\u79f0\u4e3a<strong>\u5206\u4f4d\u6570\u56de\u5f52\u7684<\/strong>\u65b9\u6cd5\u6765\u4f30\u8ba1\u54cd\u5e94\u503c\u7684<em>\u4efb\u4f55<\/em>\u5206\u4f4d\u6570\u6216\u767e\u5206\u4f4d\u6570\uff0c\u4f8b\u5982\u7b2c 70 \u4e2a\u767e\u5206\u4f4d\u6570\u3001\u7b2c 90 \u4e2a\u767e\u5206\u4f4d\u6570\u3001\u7b2c 98 \u4e2a\u767e\u5206\u4f4d\u6570\u7b49\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8981\u5728 R \u4e2d\u6267\u884c\u5206\u4f4d\u6570\u56de\u5f52\uff0c\u6211\u4eec\u53ef\u4ee5\u4f7f\u7528<a href=\"https:\/\/cran.r-project.org\/web\/packages\/quantreg\/quantreg.pdf\" target=\"_blank\" rel=\"noopener\">quantreg<\/a>\u5305\u4e2d\u7684<strong>rq()<\/strong>\u51fd\u6570\uff0c\u8be5\u51fd\u6570\u4f7f\u7528\u4ee5\u4e0b\u8bed\u6cd5\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #993300;\">library<\/span> (quantreg)\n\nmodel &lt;- rq(y ~ x, data = dataset, tau = <span style=\"color: #008000;\">0.5<\/span> )\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>y\uff1a<\/strong>\u54cd\u5e94\u53d8\u91cf<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>x\uff1a<\/strong>\u9884\u6d4b\u53d8\u91cf<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>data\uff1a<\/strong>\u6570\u636e\u96c6\u7684\u540d\u79f0<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>tau\uff1a<\/strong>\u8981\u67e5\u627e\u7684\u767e\u5206\u4f4d\u6570\u3002\u9ed8\u8ba4\u503c\u4e3a\u4e2d\u4f4d\u6570 (tau = 0.5)\uff0c\u4f46\u60a8\u53ef\u4ee5\u5c06\u5176\u8bbe\u7f6e\u4e3a 0 \u5230 1 \u4e4b\u95f4\u7684\u4efb\u4f55\u6570\u5b57\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u672c\u6559\u7a0b\u63d0\u4f9b\u4e86\u5982\u4f55\u4f7f\u7528\u6b64\u51fd\u6570\u5728 R \u4e2d\u6267\u884c\u5206\u4f4d\u6570\u56de\u5f52\u7684\u5206\u6b65\u793a\u4f8b\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u7b2c 1 \u6b65\uff1a\u8f93\u5165\u6570\u636e<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u5728\u6b64\u793a\u4f8b\u4e2d\uff0c\u6211\u4eec\u5c06\u521b\u5efa\u4e00\u4e2a\u6570\u636e\u96c6\uff0c\u5176\u4e2d\u5305\u542b\u5927\u5b66 100 \u540d\u4e0d\u540c\u5b66\u751f\u7684\u5b66\u4e60\u65f6\u95f4\u548c\u8003\u8bd5\u6210\u7ee9\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#make this example reproducible\n<\/span>set.seed(0)\n\n<span style=\"color: #008080;\">#create data frame<\/span> \nhours &lt;- runif(100, 1, 10)\nscore &lt;- 60 + 2*hours + rnorm(100, mean=0, sd=.45*hours)\ndf &lt;- data.frame(hours, score)\n\n<span style=\"color: #008080;\">#view first six rows<\/span>\nhead(df)\n\n     hours score\n1 9.070275 79.22682\n2 3.389578 66.20457\n3 4.349115 73.47623\n4 6.155680 70.10823\n5 9.173870 78.12119\n6 2.815137 65.94716\n<\/strong><\/pre>\n<h2><span style=\"color: #000000;\"><strong>\u7b2c 2 \u6b65\uff1a\u6267\u884c\u5206\u4f4d\u6570\u56de\u5f52<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u63a5\u4e0b\u6765\uff0c\u6211\u4eec\u5c06\u4f7f\u7528\u5b66\u4e60\u65f6\u95f4\u4f5c\u4e3a\u9884\u6d4b\u53d8\u91cf\u548c\u8003\u8bd5\u6210\u7ee9\u4f5c\u4e3a\u54cd\u5e94\u53d8\u91cf\u6765\u62df\u5408\u5206\u4f4d\u6570\u56de\u5f52\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6211\u4eec\u5c06\u4f7f\u7528\u8be5\u6a21\u578b\u6839\u636e\u5b66\u4e60\u5c0f\u65f6\u6570\u6765\u9884\u6d4b\u9884\u671f\u7684 90% \u8003\u8bd5\u6210\u7ee9\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #993300;\">library<\/span> (quantreg)\n\n<span style=\"color: #008080;\">#fit model\n<\/span>model &lt;- rq(score ~ hours, data = df, tau = <span style=\"color: #008000;\">0.9<\/span> )\n\n<span style=\"color: #008080;\">#view summary of model\n<\/span>summary(model)\n\nCall: rq(formula = score ~ hours, tau = 0.9, data = df)\n\ntau: [1] 0.9\n\nCoefficients:\n            coefficients lower bd upper bd\n(Intercept) 60.25185 59.27193 62.56459\nhours 2.43746 1.98094 2.76989\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u4ece\u7ed3\u679c\u4e2d\u6211\u4eec\u53ef\u4ee5\u770b\u5230\u4f30\u8ba1\u7684\u56de\u5f52\u65b9\u7a0b\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\">90% \u8003\u8bd5\u6210\u7ee9 = 60.25 + 2.437*\uff08\u5c0f\u65f6\uff09<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4f8b\u5982\uff0c\u6240\u6709\u5b66\u4e60 8 \u5c0f\u65f6\u7684\u5b66\u751f\u7684\u7b2c 90 \u4e2a\u767e\u5206\u4f4d\u6570\u5206\u6570\u5e94\u4e3a 79.75\uff1a<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8003\u8bd5\u6210\u7ee9\u7684\u7b2c 90 \u4e2a\u767e\u5206\u4f4d\u6570 = 60.25 + 2.437*(8) = <strong>79.75<\/strong> \u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8f93\u51fa\u8fd8\u663e\u793a\u9884\u6d4b\u53d8\u91cf\u7684\u622a\u8ddd\u548c\u65f6\u95f4\u7684\u7f6e\u4fe1\u4e0a\u9650\u548c\u4e0b\u9650\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u7b2c 3 \u6b65\uff1a\u53ef\u89c6\u5316\u7ed3\u679c<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u6211\u4eec\u8fd8\u53ef\u4ee5\u901a\u8fc7\u521b\u5efa\u6563\u70b9\u56fe\u6765\u53ef\u89c6\u5316\u56de\u5f52\u7ed3\u679c\uff0c\u5e76\u5c06\u62df\u5408\u7684\u5206\u4f4d\u6570\u56de\u5f52\u65b9\u7a0b\u53e0\u52a0\u5728\u56fe\u8868\u4e0a\uff1a<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #993300;\">library<\/span> (ggplot2)\n\n<span style=\"color: #008080;\">#create scatterplot with quantile regression line\n<\/span>ggplot(df, aes(hours,score)) +\n  geom_point() + \n  geom_abline(intercept= <span style=\"color: #3366ff;\">coef<\/span> (model)[1], slope= <span style=\"color: #3366ff;\">coef<\/span> (model)[2])<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-12951 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/quantileregr1.png\" alt=\"R \u4e2d\u5206\u4f4d\u6570\u56de\u5f52\u7684\u793a\u4f8b\" width=\"444\" height=\"449\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u4e0e\u4f20\u7edf\u7684\u7ebf\u6027\u56de\u5f52\u7ebf\u4e0d\u540c\uff0c\u8bf7\u6ce8\u610f\uff0c\u8fd9\u6761\u62df\u5408\u7ebf\u4e0d\u4f1a\u7a7f\u8fc7\u6570\u636e\u7684\u6838\u5fc3\u3002\u76f8\u53cd\uff0c\u5b83\u4f1a\u901a\u8fc7\u9884\u6d4b\u53d8\u91cf\u6bcf\u4e2a\u6c34\u5e73\u7684\u4f30\u8ba1\u7b2c 90 \u4e2a\u767e\u5206\u4f4d\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u901a\u8fc7\u6dfb\u52a0<strong>geom_smooth()<\/strong>\u53c2\u6570\uff0c\u6211\u4eec\u53ef\u4ee5\u770b\u5230\u62df\u5408\u5206\u4f4d\u6570\u56de\u5f52\u65b9\u7a0b\u548c\u7b80\u5355\u7ebf\u6027\u56de\u5f52\u65b9\u7a0b\u4e4b\u95f4\u7684\u5dee\u5f02\uff1a<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #993300;\">library<\/span> (ggplot2)\n\n<span style=\"color: #008080;\">#create scatterplot with quantile regression line <em>and<\/em> simple linear regression line\n<\/span>ggplot(df, aes(hours,score)) +\n  geom_point() + \n  geom_abline(intercept= <span style=\"color: #3366ff;\">coef<\/span> (model)[1], slope= <span style=\"color: #3366ff;\">coef<\/span> (model)[2]) +\n  geom_smooth(method=\" <span style=\"color: #008000;\">lm<\/span> \", se= <span style=\"color: #008000;\">F<\/span> )<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-12952 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/quantileregr2.png\" alt=\"\u5206\u4f4d\u6570\u56de\u5f52\u4e0e\u7b80\u5355\u7ebf\u6027\u56de\u5f52\u56fe\" width=\"457\" height=\"439\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u9ed1\u7ebf\u663e\u793a\u9488\u5bf9\u7b2c 90 \u4e2a\u767e\u5206\u4f4d\u6570\u8c03\u6574\u7684\u5206\u4f4d\u6570\u56de\u5f52\u7ebf\uff0c\u84dd\u7ebf\u663e\u793a\u7b80\u5355\u7ebf\u6027\u56de\u5f52\u7ebf\uff0c\u7528\u4e8e\u4f30\u8ba1\u54cd\u5e94\u53d8\u91cf\u7684\u5e73\u5747\u503c\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b63\u5982\u9884\u671f\u7684\u90a3\u6837\uff0c\u7b80\u5355\u7ebf\u6027\u56de\u5f52\u7ebf\u8d2f\u7a7f\u6570\u636e\u5e76\u5411\u6211\u4eec\u663e\u793a\u6bcf\u4e2a\u5c0f\u65f6\u7ea7\u522b\u7684\u8003\u8bd5\u6210\u7ee9\u7684\u4f30\u8ba1\u5e73\u5747\u503c\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u5176\u4ed6\u8d44\u6e90<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u6559\u7a0b\u89e3\u91ca\u4e86\u5982\u4f55\u5728 R \u4e2d\u6267\u884c\u5176\u4ed6\u5e38\u89c1\u4efb\u52a1\uff1a<\/span><\/p>\n<p><a href=\"https:\/\/statorials.org\/cn\/r-\u4e2d\u7684\u7b80\u5355\u7ebf\u6027\u56de\u5f52\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u5728 R \u4e2d\u6267\u884c\u7b80\u5355\u7ebf\u6027\u56de\u5f52<\/a><br \/><a href=\"https:\/\/statorials.org\/cn\/\u591a\u5143\u7ebf\u6027\u56de\u5f52\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u5728 R \u4e2d\u6267\u884c\u591a\u5143\u7ebf\u6027\u56de\u5f52<\/a><br \/><a href=\"https:\/\/statorials.org\/cn\/\u4e8c\u6b21\u56de\u5f52-r\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u5728 R \u4e2d\u6267\u884c\u4e8c\u6b21\u56de\u5f52<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u7ebf\u6027\u56de\u5f52\u662f\u4e00\u79cd\u6211\u4eec\u53ef\u4ee5\u7528\u6765\u7406\u89e3\u4e00\u4e2a\u6216\u591a\u4e2a\u9884\u6d4b\u53d8\u91cf\u4e0e\u54cd\u5e94\u53d8\u91cf\u4e4b\u95f4\u5173\u7cfb\u7684\u65b9\u6cd5\u3002 \u901a\u5e38\uff0c\u5f53\u6211\u4eec\u6267\u884c\u7ebf\u6027\u56de\u5f52\u65f6\uff0c\u6211\u4eec\u60f3 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-1326","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ 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