{"id":1605,"date":"2023-07-25T16:27:13","date_gmt":"2023-07-25T16:27:13","guid":{"rendered":"https:\/\/statorials.org\/ja\/r-%e3%81%ae%e3%83%ad%e3%83%8f%e3%82%99%e3%82%b9%e3%83%88%e5%9b%9e%e5%b8%b0\/"},"modified":"2023-07-25T16:27:13","modified_gmt":"2023-07-25T16:27:13","slug":"r-%e3%81%ae%e3%83%ad%e3%83%8f%e3%82%99%e3%82%b9%e3%83%88%e5%9b%9e%e5%b8%b0","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/r-%e3%81%ae%e3%83%ad%e3%83%8f%e3%82%99%e3%82%b9%e3%83%88%e5%9b%9e%e5%b8%b0\/","title":{"rendered":"R \u3067\u30ed\u30d0\u30b9\u30c8\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5 (\u30b9\u30c6\u30c3\u30d7\u30d0\u30a4\u30b9\u30c6\u30c3\u30d7)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>\u30ed\u30d0\u30b9\u30c8\u56de\u5e30\u306f\u3001<\/strong>\u4f5c\u696d\u3057\u3066\u3044\u308b\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306b\u5916\u308c\u5024\u3084<a href=\"https:\/\/statorials.org\/ja\/\u5f71\u97ff\u529b\u306e\u3042\u308b\u89b3\u5bdf\/\" target=\"_blank\" rel=\"noopener\">\u5f71\u97ff\u529b\u306e\u3042\u308b\u89b3\u6e2c\u5024<\/a>\u304c\u3042\u308b\u5834\u5408\u306b\u3001\u901a\u5e38\u306e\u6700\u5c0f\u4e8c\u4e57\u56de\u5e30\u306e\u4ee3\u66ff\u3068\u3057\u3066\u4f7f\u7528\u3067\u304d\u308b\u65b9\u6cd5\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">R \u3067\u5805\u7262\u306a\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u306b\u306f\u3001 <strong>MASS<\/strong>\u30d1\u30c3\u30b1\u30fc\u30b8\u306e<strong>rlm()<\/strong>\u95a2\u6570\u3092\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002\u3053\u306e\u95a2\u6570\u306f\u6b21\u306e\u69cb\u6587\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30b9\u30c6\u30c3\u30d7\u30d0\u30a4\u30b9\u30c6\u30c3\u30d7\u306e\u4f8b\u306f\u3001\u7279\u5b9a\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306b\u5bfe\u3057\u3066 R \u3067\u30ed\u30d0\u30b9\u30c8\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 1: \u30c7\u30fc\u30bf\u3092\u4f5c\u6210\u3059\u308b<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u307e\u305a\u3001\u64cd\u4f5c\u3059\u308b\u507d\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u3092\u4f5c\u6210\u3057\u307e\u3057\u3087\u3046\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#create data<\/span>\ndf &lt;- data. <span style=\"color: #3366ff;\">frame<\/span> (x1=c(1, 3, 3, 4, 4, 6, 6, 8, 9, 3,\n                      11, 16, 16, 18, 19, 20, 23, 23, 24, 25),\n                 x2=c(7, 7, 4, 29, 13, 34, 17, 19, 20, 12,\n                      25, 26, 26, 26, 27, 29, 30, 31, 31, 32),\n                  y=c(17, 170, 19, 194, 24, 2, 25, 29, 30, 32,\n                      44, 60, 61, 63, 63, 64, 61, 67, 59, 70))\n\n<span style=\"color: #008080;\">#view first six rows of data\n<\/span>head(df)\n\n  x1 x2 y\n1 1 7 17\n2 3 7 170\n3 3 4 19\n4 4 29 194\n5 4 13 24\n6 6 34 2\n<\/strong><\/pre>\n<h3><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 2: \u901a\u5e38\u306e\u6700\u5c0f\u4e8c\u4e57\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u6b21\u306b\u3001\u901a\u5e38\u306e\u6700\u5c0f\u4e8c\u4e57\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u5f53\u3066\u306f\u3081\u3066\u3001<a href=\"https:\/\/statorials.org\/ja\/\u6a19\u6e96\u5316\u3055\u308c\u305f\u6b8b\u57fa\/\" target=\"_blank\" rel=\"noopener\">\u6a19\u6e96\u5316\u3055\u308c\u305f\u6b8b\u5dee<\/a>\u306e\u30d7\u30ed\u30c3\u30c8\u3092\u4f5c\u6210\u3057\u307e\u3057\u3087\u3046\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5b9f\u969b\u306b\u306f\u3001\u7d76\u5bfe\u5024\u304c 3 \u3088\u308a\u5927\u304d\u3044\u6a19\u6e96\u5316\u6b8b\u5dee\u3092\u5916\u308c\u5024\u3068\u898b\u306a\u3059\u3053\u3068\u304c\u3088\u304f\u3042\u308a\u307e\u3059\u3002<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#fit ordinary least squares regression model<\/span>\nols &lt;- lm(y~x1+x2, data=df)\n\n<span style=\"color: #008080;\">#create plot of y-values vs. standardized residuals\n<\/span>plot(df$y, rstandard(ols), ylab=' <span style=\"color: #ff0000;\">Standardized Residuals<\/span> ', xlab=' <span style=\"color: #ff0000;\">y<\/span> ') \nabline(h= <span style=\"color: #008000;\">0<\/span> )<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-15957 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/robusteregr1.png\" alt=\"\" width=\"411\" height=\"361\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u30b0\u30e9\u30d5\u304b\u3089\u3001\u6a19\u6e96\u5316\u6b8b\u5dee\u304c\u7d04 3 \u3067\u3042\u308b\u89b3\u6e2c\u5024\u304c 2 \u3064\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u308c\u306f\u3001\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u5185\u306b 2 \u3064\u306e\u6f5c\u5728\u7684\u306a\u5916\u308c\u5024\u304c\u5b58\u5728\u3059\u308b\u305f\u3081\u3001\u4ee3\u308f\u308a\u306b\u30ed\u30d0\u30b9\u30c8\u56de\u5e30\u306e\u6069\u6075\u3092\u53d7\u3051\u308b\u53ef\u80fd\u6027\u304c\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 3: \u30ed\u30d0\u30b9\u30c8\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u6b21\u306b\u3001 <strong>rlm()<\/strong>\u95a2\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001\u5805\u7262\u306a\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u5f53\u3066\u306f\u3081\u3066\u307f\u307e\u3057\u3087\u3046\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\"><span style=\"color: #000000;\"><span style=\"color: #993300;\">library<\/span> (MASS)<\/span>\n\n#fit robust regression model<\/span>\nrobust &lt;- rlm(y~x1+x2, data=df)<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30ed\u30d0\u30b9\u30c8\u306a\u56de\u5e30\u30e2\u30c7\u30eb\u304c OLS \u30e2\u30c7\u30eb\u3068\u6bd4\u8f03\u3057\u3066\u30c7\u30fc\u30bf\u306b\u3088\u308a\u3088\u304f\u9069\u5408\u3059\u308b\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3059\u308b\u306b\u306f\u3001\u5404\u30e2\u30c7\u30eb\u306e\u6b8b\u5dee\u6a19\u6e96\u8aa4\u5dee\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b8b\u5dee\u6a19\u6e96\u8aa4\u5dee (RSE) \u306f\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u6b8b\u5dee\u306e\u6a19\u6e96\u504f\u5dee\u3092\u6e2c\u5b9a\u3059\u308b\u65b9\u6cd5\u3067\u3059\u3002 CSR \u5024\u304c\u4f4e\u3044\u307b\u3069\u3001\u30e2\u30c7\u30eb\u306f\u30c7\u30fc\u30bf\u306b\u9069\u5408\u3057\u3084\u3059\u304f\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30b3\u30fc\u30c9\u306f\u3001\u5404\u30e2\u30c7\u30eb\u306e RSE \u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#find residual standard error of ols model\n<\/span>summary(ols)$sigma\n\n[1] 49.41848\n\n<span style=\"color: #008080;\">#find residual standard error of ols model\n<\/span>summary(robust)$sigma\n\n[1] 9.369349\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u30ed\u30d0\u30b9\u30c8\u56de\u5e30\u30e2\u30c7\u30eb\u306e RSE \u306f\u3001\u901a\u5e38\u306e\u6700\u5c0f\u4e8c\u4e57\u56de\u5e30\u30e2\u30c7\u30eb\u306e RSE \u3088\u308a\u3082\u306f\u308b\u304b\u306b\u4f4e\u3044\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u30ed\u30d0\u30b9\u30c8\u56de\u5e30\u30e2\u30c7\u30eb\u304c\u30c7\u30fc\u30bf\u306b\u3088\u308a\u3088\u304f\u9069\u5408\u3057\u3066\u3044\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u8ffd\u52a0\u30ea\u30bd\u30fc\u30b9<\/strong><\/span><\/h3>\n<p><a href=\"https:\/\/statorials.org\/ja\/r-\u3066\u3099\u306e\u5358\u7d14\u306a\u7dda\u5f62\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\">R \u3067\u5358\u7d14\u306a\u7dda\u5f62\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/\u91cd\u7dda\u5f62\u56de\u5e30r\/\" target=\"_blank\" rel=\"noopener\">R \u3067\u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/\u591a\u9805\u5f0f\u56de\u5e30-r\/\" target=\"_blank\" rel=\"noopener\">R \u3067\u591a\u9805\u5f0f\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u30ed\u30d0\u30b9\u30c8\u56de\u5e30\u306f\u3001\u4f5c\u696d\u3057\u3066\u3044\u308b\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306b\u5916\u308c\u5024\u3084\u5f71\u97ff\u529b\u306e\u3042\u308b\u89b3\u6e2c\u5024\u304c\u3042\u308b\u5834\u5408\u306b\u3001\u901a\u5e38\u306e\u6700\u5c0f\u4e8c\u4e57\u56de\u5e30\u306e\u4ee3\u66ff\u3068\u3057\u3066\u4f7f\u7528\u3067\u304d\u308b\u65b9\u6cd5\u3067\u3059\u3002 R \u3067\u5805\u7262\u306a\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u306b\u306f\u3001 MASS\u30d1\u30c3\u30b1\u30fc\u30b8\u306erlm()\u95a2\u6570\u3092\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002\u3053 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[16],"tags":[],"class_list":["post-1605","post","type-post","status-publish","format-standard","hentry","category-16"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>R \u3067\u30ed\u30d0\u30b9\u30c8\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5 (\u30b9\u30c6\u30c3\u30d7\u30d0\u30a4\u30b9\u30c6\u30c3\u30d7)<\/title>\n<meta name=\"description\" content=\"\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067\u30ed\u30d0\u30b9\u30c8\u306a\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u3092\u3001\u30b9\u30c6\u30c3\u30d7\u30d0\u30a4\u30b9\u30c6\u30c3\u30d7\u306e\u4f8b\u3092\u542b\u3081\u3066\u8aac\u660e\u3057\u307e\u3059\u3002\" \/>\n<meta name=\"robots\" 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