delivery.dat<-scan(what=list(y=0,x1=0,x2=0)) 16.68 7 560 11.50 3 220 12.03 3 340 14.88 4 80 13.75 6 150 18.11 7 330 8.00 2 110 17.83 7 210 79.24 30 1460 21.50 5 605 40.33 16 688 21.00 10 215 13.50 4 255 19.75 6 462 24.00 9 448 29.00 10 776 15.35 6 200 19.00 7 132 9.50 3 36 35.10 17 770 17.90 10 140 52.32 26 810 18.75 9 450 19.83 8 635 10.75 4 150 attach(delivery.dat) y<-delivery.dat$y x1<-delivery.dat$x1 x2<-delivery.dat$x2 X<-cbind(1,x1,x2) Y<-cbind(y,x1,x2) pairs(Y) delivery<-data.frame(y,x1,x2) fit.model<-lm(y~1+x1+x2) fit.model lms<-summary(fit.model) lms anova(fit.model) p<-2 n<-length(y) s<-lms$sigma r<-resid(lms) h<-lm.influence(fit.model)$hat ti<-r/(s*sqrt(1-h)) tsi<-ti*sqrt((n-p-1)/(n-p-ti^2)) yh<-fitted(fit.model) ###envelope#### ###envelope#### form=y~1+x1+x2 envelope.normal(form,k=20,alfa=0.05) win.graph() par(mfrow=c(2,2)) #####grafico do residuos plot(tsi,xlab="indice",ylab="Residuo Studentizado") abline(-2,0,lty=2) abline(2,0,lty=2) identify(tsi) plot(yh,tsi,xlab="Valores ajustados",ylab="Residuo Studentizado") abline(-2,0,lty=2) abline(2,0,lty=2) identify(tsi,yh) plot(x1,tsi,xlab="x1",ylab="Residuo Studentizado") abline(-2,0,lty=2) abline(2,0,lty=2) identify(x1,tsi) plot(x2,tsi,xlab="x2",ylab="Residuo Studentizado") abline(-2,0,lty=2) abline(2,0,lty=2) identify(x2,tsi) #####graficos de diagnosticos win.graph() par(mfrow=c(2,2)) plot(h,xlab="indice",ylab="Leverage") abline(2*p/n,0,lty=2) abline(3*p/n,0,lty=3) identify(h,n=2) di<-(ti^2)*h/(p*(1-h)) plot(di,xlab="indice",ylab="DCook") dfit<-abs(tsi)*sqrt(h/(1-h)) plot(dfit,xlab="indice",ylab="DFFITS") abline(2*sqrt(p/(n-p)),0,lty=2) identify(dfit) #########Influencia Local r<-resid(fit.model) R<-diag(r) X<-model.matrix(fit.model) H<-X%*%solve(t(X)%*%X)%*%t(X) A<-R%*%H%*%R Lmax<-eigen(A)$val[1] dmax<-eigen(A)$vec[,1] dmax<-dmax/sqrt(Lmax) dmax<-abs(dmax) plot(dmax,xlab="indice",ylab="dmax") identify(dmax) #################grafico da variavel adicionada fit<-lm(y~x2) r<-resid(fit) fit1<-lm(x1~x2) v<-resid(fit1) plot(v,r,xlab="residuo v",ylab="residuo r",main="var. adic x1") abline(lm(r~v-1),lty=2) #################grafico da variavel adicionada fit<-lm(y~x1) r<-resid(fit) fit1<-lm(x2~x1) v<-resid(fit1) plot(v,r,xlab="residuo v",ylab="residuo r",main="var. adic x2") abline(lm(r~v-1),lty=2) ###Calculando a variacao (%) quando retiramos o ponto fit<-lm(y~x1+x2) fit1<-lm(y~x1+x2,subset=-c(22)) sa<-100*((coef(fit1)-coef(fit)) /coef(fit) ) sfit<-summary(fit) sfit1<-summary(fit1) sa1<-100*(sfit1$sigma*sqrt(diag(sfit1$cov.unscaled))-sfit$sigma*sqrt(diag(sfit$cov.unscaled)))/(sfit$sigma*sqrt(diag(sfit$cov.unscaled))) round(sa,digits=2) round(sa1,digits=2)