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Model

Jan Kowalski

Wstp

Raz, dwa, trzy, prba klawiatury....


> model = lm(Y ~ X1 + X2 + X3 + X4 + X5, data = Dane)
> summary(model)
Call:
lm(formula = Y ~ X1 + X2 + X3 + X4 + X5, data = Dane)
Residuals:
Min
1Q
-1.135114 -0.230754

Median
0.001487

3Q
0.339407

Coefficients:
Estimate Std. Error t value
(Intercept) 1.25801
0.26248
4.793
X1
0.18987
0.02455
7.735
X2
0.69442
0.03002 23.131
X3
0.70548
0.05647 12.494
X4
-0.01231
0.04111 -0.299
X5
-0.02082
0.11714 -0.178
--Signif. codes: 0 *** 0.001 ** 0.01

Max
0.759905

Pr(>|t|)
1.91e-05
9.72e-10
< 2e-16
4.55e-16
0.766
0.860

***
***
***
***

* 0.05 . 0.1 1

Residual standard error: 0.4622 on 44 degrees of freedom


Multiple R-squared: 0.9454,
Adjusted R-squared: 0.9392
F-statistic: 152.3 on 5 and 44 DF, p-value: < 2.2e-16
Jak widac, ...

Residuals vs Fitted

19

0.5

0.0

0.5

16

1.0

Residuals

29

Fitted values
lm(Y ~ X1 + X2 + X3 + X4 + X5)

Figure 1: Bjutiful rysunek.

10

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