{"id":1273,"date":"2023-07-27T01:26:47","date_gmt":"2023-07-27T01:26:47","guid":{"rendered":"https:\/\/statorials.org\/ko\/r%e1%84%8b%e1%85%b4-%e1%84%86%e1%85%ae%e1%86%ab%e1%84%8c%e1%85%a6\/"},"modified":"2023-07-27T01:26:47","modified_gmt":"2023-07-27T01:26:47","slug":"r%e1%84%8b%e1%85%b4-%e1%84%86%e1%85%ae%e1%86%ab%e1%84%8c%e1%85%a6","status":"publish","type":"post","link":"https:\/\/statorials.org\/ko\/r%e1%84%8b%e1%85%b4-%e1%84%86%e1%85%ae%e1%86%ab%e1%84%8c%e1%85%a6\/","title":{"rendered":"R\uc5d0\uc11c dffits\ub97c \uacc4\uc0b0\ud558\ub294 \ubc29\ubc95"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\ud1b5\uacc4\uc5d0\uc11c \uc6b0\ub9ac\ub294 \ud68c\uadc0 \ubaa8\ub378\uc5d0\uc11c \ub2e4\uc591\ud55c <a href=\"https:\/\/statorials.org\/ko\/\u1110\u1169\u11bc\u1100\u1168\u110b\u1166\u1109\u1165\u110b\u1174-\u1100\u116a\u11ab\u110e\u1161\u11af\/\" target=\"_blank\" rel=\"noopener\">\uad00\ucc30\uc774<\/a> \uc5b4\ub5a4 \uc601\ud5a5\uc744 \ubbf8\uce58\ub294\uc9c0 \uc54c\uace0 \uc2f6\uc5b4\ud558\ub294 \uacbd\uc6b0\uac00 \ub9ce\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uad00\uce21\uce58\uc758 \uc601\ud5a5\uc744 \uacc4\uc0b0\ud558\ub294 \ud55c \uac00\uc9c0 \ubc29\ubc95\uc740 &#8220;\uc801\ud569\uc758 \ucc28\uc774&#8221;\ub97c \uc758\ubbf8\ud558\ub294 <strong>DFFITS<\/strong> \ub77c\ub294 \uce21\uc815\ud56d\ubaa9\uc744 \uc0ac\uc6a9\ud558\ub294 \uac83\uc785\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 \uce21\uc815\ud56d\ubaa9\uc740 \uac1c\ubcc4 \uad00\ucc30\uc744 \uc0dd\ub7b5\ud560 \ub54c \ud68c\uadc0 \ubaa8\ub378\uc5d0 \uc758\ud55c \uc608\uce21\uc774 \uc5bc\ub9c8\ub098 \ubcc0\uacbd\ub418\ub294\uc9c0 \uc54c\ub824\uc90d\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 R \ubaa8\ub378\uc758 \uac01 \uad00\uce21\uac12\uc5d0 \ub300\ud55c DFFITS\ub97c \uacc4\uc0b0\ud558\uace0 \uc2dc\uac01\ud654\ud558\ub294 \ubc29\ubc95\uc5d0 \ub300\ud55c \ub2e8\uacc4\ubcc4 \uc608\ub97c \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>1\ub2e8\uacc4: \ud68c\uadc0 \ubaa8\ub378 \ub9cc\ub4e4\uae30<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\uba3c\uc800 R\uc5d0 \ub0b4\uc7a5\ub41c <strong>mtcars<\/strong> \ub370\uc774\ud130 \uc138\ud2b8\ub97c \uc0ac\uc6a9\ud558\uc5ec <a href=\"https:\/\/statorials.org\/ko\/\u1103\u1161\u110c\u116e\u11bc-\u1109\u1165\u11ab\u1112\u1167\u11bc-\u1112\u116c\u1100\u1171-r\/\" target=\"_blank\" rel=\"noopener\">\ub2e4\uc911 \uc120\ud615 \ud68c\uadc0 \ubaa8\ub378\uc744<\/a> \ub9cc\ub4ed\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load the dataset<\/span>\ndata(mtcars)\n\n<span style=\"color: #008080;\">#fit a regression model<\/span>\nmodel &lt;- lm(mpg~disp+hp, data=mtcars)\n\n<span style=\"color: #008080;\">#view model summary\n<\/span>summary(model)\n\nCoefficients:\n             Estimate Std. Error t value Pr(&gt;|t|)    \n(Intercept) 30.735904 1.331566 23.083 &lt; 2nd-16 ***\navailable -0.030346 0.007405 -4.098 0.000306 ***\nhp -0.024840 0.013385 -1.856 0.073679 .  \n---\nSignificant. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1\n\nResidual standard error: 3.127 on 29 degrees of freedom\nMultiple R-squared: 0.7482, Adjusted R-squared: 0.7309 \nF-statistic: 43.09 on 2 and 29 DF, p-value: 2.062e-09\n<\/strong><\/pre>\n<h3> <span style=\"color: #000000;\"><strong>2\ub2e8\uacc4: \uac01 \uad00\uce21\uce58\uc5d0 \ub300\ud55c DFFITS \uacc4\uc0b0<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c\uc73c\ub85c \ub0b4\uc7a5\ub41c <strong>dffits()<\/strong> \ud568\uc218\ub97c \uc0ac\uc6a9\ud558\uc5ec \ubaa8\ub378\uc758 \uac01 \uad00\uce21\uac12\uc5d0 \ub300\ud55c DFFITS \uac12\uc744 \uacc4\uc0b0\ud569\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#calculate DFFITS for each observation in the model\n<\/span>dffits &lt;- <span style=\"color: #3366ff;\">as<\/span> . <span style=\"color: #3366ff;\">data<\/span> . <span style=\"color: #3366ff;\">frame<\/span> (dffits(model))\n\n<span style=\"color: #008080;\">#display DFFITS for each observation\n<\/span>challenges\n\n                    dffits(model)\nMazda RX4 -0.14633456\nMazda RX4 Wag -0.14633456\nDatsun 710 -0.19956440\nHornet 4 Drive 0.11540062\nHornet Sportabout 0.32140303\nValiant -0.26586716\nDuster 360 0.06282342\nMerc 240D -0.03521572\nMerc 230 -0.09780612\nMerc 280 -0.22680622\nMerc 280C -0.32763355\nMerc 450SE -0.09682952\nMerc 450SL -0.03841129\nMerc 450SLC -0.17618948\nCadillac Fleetwood -0.15860270\nLincoln Continental -0.15567627\nChrysler Imperial 0.39098449\nFiat 128 0.60265798\nHonda Civic 0.35544919\nToyota Corolla 0.78230167\nToyota Corona -0.25804885\nDodge Challenger -0.16674639\nAMC Javelin -0.20965432\nCamaro Z28 -0.08062828\nPontiac Firebird 0.67858692\nFiat X1-9 0.05951528\nPorsche 914-2 0.09453310\nLotus Europa 0.55650363\nFord Pantera L 0.31169050\nFerrari Dino -0.29539098\nMaserati Bora 0.76464932\nVolvo 142E -0.24266054\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\uc77c\ubc18\uc801\uc73c\ub85c \uc6b0\ub9ac\ub294 \uc784\uacc4\uac12 2\u221a <span style=\"text-decoration: overline;\">p\/n\uc744<\/span> \ucd08\uacfc\ud558\ub294 DFFITS \uac12\uc744 \uac16\ub294 \uad00\uce21\uce58\ub97c \uc790\uc138\ud788 \uc0b4\ud3b4\ubd05\ub2c8\ub2e4. \uc5ec\uae30\uc11c:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>p:<\/strong> \ubaa8\ub378\uc5d0 \uc0ac\uc6a9\ub41c \uc608\uce21 \ubcc0\uc218\uc758 \uc218<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>n:<\/strong> \ubaa8\ub378\uc5d0 \uc0ac\uc6a9\ub41c \uad00\uce21\uce58 \uc218<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\uc774 \uc608\uc5d0\uc11c \uc784\uacc4\uac12\uc740 <strong>0.5<\/strong> \uc785\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#find number of predictors in model\n<\/span>p &lt;- <span style=\"color: #3366ff;\">length<\/span> (model$coefficients)-1\n\n<span style=\"color: #008080;\">#find number of observations<\/span>\nn &lt;- <span style=\"color: #3366ff;\">nrow<\/span> (mtcars)\n\n<span style=\"color: #008080;\">#calculate DFFITS threshold value<\/span>\nthresh &lt;- 2* <span style=\"color: #3366ff;\">sqrt<\/span> (p\/n)\n\nthresh\n\n[1] 0.5\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">DFFITS \uac12\uc744 \uae30\uc900\uc73c\ub85c \uad00\uce21\uce58\ub97c \uc815\ub82c\ud558\uc5ec \uc784\uacc4\uac12\uc744 \ucd08\uacfc\ud558\ub294 \uad00\uce21\uce58\uac00 \uc788\ub294\uc9c0 \ud655\uc778\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#sort observations by DFFITS, descending<\/span>\ndffits[ <span style=\"color: #3366ff;\">order<\/span> (-dffits[' <span style=\"color: #008000;\">dffits(model)<\/span> ']), ]\n\n [1] 0.78230167 0.76464932 0.67858692 0.60265798 0.55650363 0.39098449\n [7] 0.35544919 0.32140303 0.31169050 0.11540062 0.09453310 0.06282342\n[13] 0.05951528 -0.03521572 -0.03841129 -0.08062828 -0.09682952 -0.09780612\n[19] -0.14633456 -0.14633456 -0.15567627 -0.15860270 -0.16674639 -0.17618948\n[25] -0.19956440 -0.20965432 -0.22680622 -0.24266054 -0.25804885 -0.26586716\n[31] -0.29539098 -0.32763355\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\ucc98\uc74c 5\uac1c \uad00\uce21\uce58\uc758 DFFITS \uac12\uc774 0.5\ubcf4\ub2e4 \ud06c\ub2e4\ub294 \uac83\uc744 \uc54c \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc774\ub294 \uc774\ub7ec\ud55c \uad00\uce21\uce58\uac00 \ubaa8\ub378\uc5d0 \ud070 \uc601\ud5a5\uc744 \ubbf8\uce58\ub294\uc9c0 \ud655\uc778\ud558\uae30 \uc704\ud574 \ub354 \uc790\uc138\ud788 \uc5f0\uad6c\ud574\uc57c \ud55c\ub2e4\ub294 \uc758\ubbf8\uc785\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>3\ub2e8\uacc4: \uac01 \uad00\uce21\uce58\uc5d0 \ub300\ud55c DFFITS \uc2dc\uac01\ud654<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\ub9c8\uc9c0\ub9c9\uc73c\ub85c \uac01 \uad00\uce21\uac12\uc5d0 \ub300\ud55c DFFITS\ub97c \uc2dc\uac01\ud654\ud558\ub294 \ube60\ub978 \uadf8\ub798\ud504\ub97c \ub9cc\ub4e4 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span> <\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#plot DFFITS values for each observation<\/span>\nplot(dffits(model), type = ' <span style=\"color: #008000;\">h<\/span> ')\n\n<span style=\"color: #008080;\">#add horizontal lines at absolute values for threshold<\/span>\nabline(h = thresh, lty = 2)\nabline(h = -thresh, lty = 2)\n<\/strong><\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-12542 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/dffits1.png\" alt=\"R\uc758 DFFITS\" width=\"451\" height=\"405\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">x\ucd95\uc740 \ub370\uc774\ud130 \uc138\ud2b8\uc758 \uac01 \uad00\uce21\uce58 \uc0c9\uc778\uc744 \ud45c\uc2dc\ud558\uace0 y\uac12\uc740 \uac01 \uad00\uce21\uce58\uc5d0 \ud574\ub2f9\ud558\ub294 DFFITS \uac12\uc744 \ud45c\uc2dc\ud569\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\ucd94\uac00 \ub9ac\uc18c\uc2a4<\/strong><\/span><\/h3>\n<p> <a href=\"https:\/\/statorials.org\/ko\/r\u110b\u1174-\u1103\u1161\u11ab\u1109\u116e\u11ab-\u1109\u1165\u11ab\u1112\u1167\u11bc-\u1112\u116c\u1100\u1171\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c \ub2e8\uc21c \uc120\ud615 \ud68c\uadc0\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/\u1103\u1161\u110c\u116e\u11bc-\u1109\u1165\u11ab\u1112\u1167\u11bc-\u1112\u116c\u1100\u1171-r\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c \ub2e4\uc911 \uc120\ud615 \ud68c\uadc0\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/r\u110b\u1174-\u1105\u1166\u1107\u1165\u1105\u1175\u110c\u1175\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c \ub808\ubc84\ub9ac\uc9c0 \ud1b5\uacc4\ub97c \uacc4\uc0b0\ud558\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/\u110c\u1161\u11ab\u110b\u1167-\u110e\u116e\u110c\u1165\u11a8-r\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c \uc794\ucc28 \ud50c\ub86f\uc744 \ub9cc\ub4dc\ub294 \ubc29\ubc95<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\ud1b5\uacc4\uc5d0\uc11c \uc6b0\ub9ac\ub294 \ud68c\uadc0 \ubaa8\ub378\uc5d0\uc11c \ub2e4\uc591\ud55c \uad00\ucc30\uc774 \uc5b4\ub5a4 \uc601\ud5a5\uc744 \ubbf8\uce58\ub294\uc9c0 \uc54c\uace0 \uc2f6\uc5b4\ud558\ub294 \uacbd\uc6b0\uac00 \ub9ce\uc2b5\ub2c8\ub2e4. \uad00\uce21\uce58\uc758 \uc601\ud5a5\uc744 \uacc4\uc0b0\ud558\ub294 \ud55c \uac00\uc9c0 \ubc29\ubc95\uc740 &#8220;\uc801\ud569\uc758 \ucc28\uc774&#8221;\ub97c \uc758\ubbf8\ud558\ub294 DFFITS \ub77c\ub294 \uce21\uc815\ud56d\ubaa9\uc744 \uc0ac\uc6a9\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \uc774 \uce21\uc815\ud56d\ubaa9\uc740 \uac1c\ubcc4 \uad00\ucc30\uc744 \uc0dd\ub7b5\ud560 \ub54c \ud68c\uadc0 \ubaa8\ub378\uc5d0 \uc758\ud55c \uc608\uce21\uc774 \uc5bc\ub9c8\ub098 \ubcc0\uacbd\ub418\ub294\uc9c0 \uc54c\ub824\uc90d\ub2c8\ub2e4. \uc774 \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 R \ubaa8\ub378\uc758 \uac01 \uad00\uce21\uac12\uc5d0 \ub300\ud55c DFFITS\ub97c \uacc4\uc0b0\ud558\uace0 \uc2dc\uac01\ud654\ud558\ub294 \ubc29\ubc95\uc5d0 \ub300\ud55c \ub2e8\uacc4\ubcc4 \uc608\ub97c \ubcf4\uc5ec\uc90d\ub2c8\ub2e4. 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