R语言之回归分析

data.lm<- lm(height~weight,women)  计算模型
summary(data.lm)   列出模型详细信息

Call:
lm(formula = height ~ weight, data = women)

Residuals:
     Min       1Q   Median       3Q      Max 
-0.83233 -0.26249  0.08314  0.34353  0.49790 

Coefficients:
             Estimate Std. Error t value Pr(>|t|)    
(Intercept) 25.723456   1.043746   24.64 2.68e-12 ***
weight       0.287249   0.007588   37.85 1.09e-14 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.44 on 13 degrees of freedom
Multiple R-squared:  0.991,     Adjusted R-squared:  0.9903 
F-statistic:  1433 on 1 and 13 DF,  p-value: 1.091e-14


其他信息：
（1）相关系数r、r^2
Multiple R-squared
获取：summary(data.lm)$r.squared

（2）修正相关系数r^2，消除自变量数的影响
Adjusted R-squared
获取：summary(data.lm)$adj.r.squared

（3）回归系数的显著性检验
T检验：检验各个模型参数是否等于0，并计算其等于0时的概率