Rによる計量分析:データ解析と可視化 - 第3回 Rの基礎とデータ操作・管理

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1 R 3 R gito@eco.u-toyama.ac.jp October 23, 2017 (Toyama/NIHU) R ( 3 ) October 23, / 34

2 Agenda R 5 RStudio (Toyama/NIHU) R ( 3 ) October 23, / 34

3 10/30 (Mon.) 12/11 (Mon.) New! 1/9 (Tue.) New! (Toyama/NIHU) R ( 3 ) October 23, / 34

4 (regression analysis) (OLS) (GLM) (inferential statistics) = ( ) ( ) ( ) (Toyama/NIHU) R ( 3 ) October 23, / 34

5 50% 30% Google ( R ( ) (Toyama/NIHU) R ( 3 ) October 23, / 34

6 (Toyama/NIHU) R ( 3 ) October 23, / 34

7 ( ) ( ) ( ) (Toyama/NIHU) R ( 3 ) October 23, / 34

8 datum ( ) (1) (2) ( ( ) ) ( ( ) ( ) ( ) GDP (Toyama/NIHU) R ( 3 ) October 23, / 34

9 (unit of observation) (unit of analysis) (variable) GDP, 2 GDP (constant) ( ) (Toyama/NIHU) R ( 3 ) October 23, / 34

10 4 1 (nominal scale): 2 ( ) 2 (ordinal scale): ( ) 1 2 ( ) 3 (interval scale): ( ) (2 ) (0 ) 4 (ratio scale): (0) (0 ) 50kg 100kg 50kg 2 ( ) > > > (Toyama/NIHU) R ( 3 ) October 23, / 34

11 (statistic) ( ) ( ) ( ) ( ) ( ) (Toyama/NIHU) R ( 3 ) October 23, / 34

12 (mean, average) n ( ) x = (x 1, x 2,..., x n ) x x = n i=1 n = (x 1 + x x n ) n (1) (median) n x m m df(x) 1 2 and m df(x) 1 2 (2) m n 2 (Toyama/NIHU) R ( 3 ) October 23, / 34

13 (mode) ( ) x = (1, 1, 1, 1, 1, 2, 3, 4, 5, 6) 1 3 (outlier) (e.g., ) (e.g., ) (Toyama/NIHU) R ( 3 ) October 23, / 34

14 500, 100, n = 10, 000 ( x = 500, m = 500) Median Mean Frequency ( x = 594, m = 501) Frequency /10, 000 = 1/100 ( robust) (Toyama/NIHU) R ( 3 ) October 23, / 34

15 (IQR) (unbiased variance) n x = (x 1, x 2,..., x n ) x σ 2 x n σx 2 i=1 = (x i x) 2 n 1 (3) σ 2 x σ x (standard deviation, sd) ( ) (3) ( ) n 1 n ( ) ( ) x x (Toyama/NIHU) R ( 3 ) October 23, / 34

16 (IQR) (inter-quartile range, IQR) ( ) (1 ) n x = (x 1, x 2,..., x n ) x x 4 IQR 3 Q 3/4 (upper quartile) 1 Q 1/4 (lower quartile) Q 3/4 Q 1/4 m = Q 2/4 = Q 1/2 Q 0/4 Q 4/4 ( ) IQR 50% [Q 1/4 1.5IQR, Q 3/ IQR] (outlier) (box-and-whisker plot) ( ) q/10 q (Toyama/NIHU) R ( 3 ) October 23, / 34

17 (population) ( ) ( ) 2 (data generating process) (sample) (sampling) ( ) (statistical inference) ( ) (error) ( ) ( ) (Toyama/NIHU) R ( 3 ) October 23, / 34

18 (sample size): ( ) N (number of samples): ( ) ,500 2, ,500 ( ) 2,000 ( ) (Toyama/NIHU) R ( 3 ) October 23, / 34

19 ( ) (parameter) (parameter) (e.g., ) % ( ( ) ( standard error) 1 ( ) 2 (Toyama/NIHU) R ( 3 ) October 23, / 34

20 (Central Limit Theorem, CLT) ( ) n X 1, X 2,..., X n X n, σ 2 X X E[X] n Z n (X n E[X] ) 0, 1 ( ) N (0, 1) ( ) Z n = n(xn E[X]) n(xn E[X]) = (4) σ 2 X σ X X n E[X] N (0, σx 2 /n) ( ) n X n E[X] µ, σ ( σ 2 ) N (µ, σ 2 ) (Toyama/NIHU) R ( 3 ) October 23, / 34

21 ( ) ( ) n X 1, X 2,..., X n X n, σx 2 X E[X] ( ) n 95% X n 1.96 σx 2 /n E[X] X n /n (5) X n N (E[X], σx 2 /n) 95% ( ) = σ 2 X (Toyama/NIHU) R ( 3 ) October 23, / 34

22 (5) E[X] 95% (confidence interval, CI) (standard error, SE): σx 2 /n = σ X/ n ( ) σx n ( n ) 95% CI [X n 1.96SE, X n SE] 95% (X n E[X]) n ( ) t t 1.96 (Toyama/NIHU) R ( 3 ) October 23, / 34

23 ( ) α% α (confidence coefficient) 95%, 90%, 99% ( 94%, 96%, etc. ) 5% 10% 1% p < 0.05, p < 0.1, p < 0.01 ( (Type I/α error) ( ) 5%, 10%, 1%) (Type I/α error) H 0 (e.g., ) H 0 (interval estimation) 100 ( ) 95% 95 95% 1 (point estimation) (Toyama/NIHU) R ( 3 ) October 23, / 34

24 SD = σ X, SE = σ X / n SD > SE n (n 2) n n ( ) n SE = σx/ n SE 95% [Xn 1.96SE, X n SE] (Toyama/NIHU) R ( 3 ) October 23, / 34

25 α% 1 1 α% α% ( ) 100 ( ) 95% 95 95% % % % 0 1 (Toyama/NIHU) R ( 3 ) October 23, / 34

26 (file) path: URL PC URL education_2017/r_2017/ sample ( ) path /Users/Gaku/Desktop/sample sample.csv path /Users/Gaku/Desktop/sample.csv path OS (Win 10 ) Google!. sample.csv.csv, sample.xls.xls OS (Win 10 ) Google! (Toyama/NIHU) R ( 3 ) October 23, / 34

27 R (R path, encoding ) R /. R ( ) (1) (2) ( ) Mac Macintosh HD ( / ) Windows C (Toyama/NIHU) R ( 3 ) October 23, / 34

28 R R a ( ) ( ) a A R (Toyama/NIHU) R ( 3 ) October 23, / 34

29 R R A A A A A A R Google Error: object x not found (1) (2) (Toyama/NIHU) R ( 3 ) October 23, / 34

30 R (object) R R x 1 > x < <- ( = ) R ( ) ( ) vector, matrix, data.frame (tibble), list (e.g., ) 1 > x2 <- x/2 2 > x2 3 [1] 1 (Toyama/NIHU) R ( 3 ) October 23, / 34

31 R R double ( ), integer ( ), logical ( ), character ( ), factor ( ) 1 > x_num < > x_num 3 [1] 2 4 > x_chr <- "2" 5 > x_chr 6 [1] "2" 7 > class(x_num) 8 [1] "numeric" 9 > class(x_chr) 10 [1] "character" (Toyama/NIHU) R ( 3 ) October 23, / 34

32 R ( ) (5 8 ) x_chr 2 2 (9 10 ) 1 > num_vec <- c(1, 2, 3, 4, 5, 6) 2 > mean(num_vec) 3 [1] > chr_vec <- c("1", "2", "3", "4", "5", "6") 5 > mean(chr_vec) 6 [1] NA 7 Warning message: 8 In mean.default(chr_vec) : argument is not numeric or logical: returning NA 9 > mean(as.numeric(chr_vec)) 10 [1] 3.5 (Toyama/NIHU) R ( 3 ) October 23, / 34

33 R 1 (URL: /r_2017/rcode_fall2017/) 2 R 2. R R R (Toyama/NIHU) R ( 3 ) October 23, / 34

34 ( ) (1 ) R R 1 3, 6 ( ) Gelman & Hill. Data analysis. Chap. 1 2 ( ) Stata 5 ( ) 1 2 ( ) R R (Toyama/NIHU) R ( 3 ) October 23, / 34

k2 ( :35 ) ( k2) (GLM) web web 1 :

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