- •brief contents
- •contents
- •preface
- •acknowledgments
- •about this book
- •What’s new in the second edition
- •Who should read this book
- •Roadmap
- •Advice for data miners
- •Code examples
- •Code conventions
- •Author Online
- •About the author
- •about the cover illustration
- •1 Introduction to R
- •1.2 Obtaining and installing R
- •1.3 Working with R
- •1.3.1 Getting started
- •1.3.2 Getting help
- •1.3.3 The workspace
- •1.3.4 Input and output
- •1.4 Packages
- •1.4.1 What are packages?
- •1.4.2 Installing a package
- •1.4.3 Loading a package
- •1.4.4 Learning about a package
- •1.5 Batch processing
- •1.6 Using output as input: reusing results
- •1.7 Working with large datasets
- •1.8 Working through an example
- •1.9 Summary
- •2 Creating a dataset
- •2.1 Understanding datasets
- •2.2 Data structures
- •2.2.1 Vectors
- •2.2.2 Matrices
- •2.2.3 Arrays
- •2.2.4 Data frames
- •2.2.5 Factors
- •2.2.6 Lists
- •2.3 Data input
- •2.3.1 Entering data from the keyboard
- •2.3.2 Importing data from a delimited text file
- •2.3.3 Importing data from Excel
- •2.3.4 Importing data from XML
- •2.3.5 Importing data from the web
- •2.3.6 Importing data from SPSS
- •2.3.7 Importing data from SAS
- •2.3.8 Importing data from Stata
- •2.3.9 Importing data from NetCDF
- •2.3.10 Importing data from HDF5
- •2.3.11 Accessing database management systems (DBMSs)
- •2.3.12 Importing data via Stat/Transfer
- •2.4 Annotating datasets
- •2.4.1 Variable labels
- •2.4.2 Value labels
- •2.5 Useful functions for working with data objects
- •2.6 Summary
- •3 Getting started with graphs
- •3.1 Working with graphs
- •3.2 A simple example
- •3.3 Graphical parameters
- •3.3.1 Symbols and lines
- •3.3.2 Colors
- •3.3.3 Text characteristics
- •3.3.4 Graph and margin dimensions
- •3.4 Adding text, customized axes, and legends
- •3.4.1 Titles
- •3.4.2 Axes
- •3.4.3 Reference lines
- •3.4.4 Legend
- •3.4.5 Text annotations
- •3.4.6 Math annotations
- •3.5 Combining graphs
- •3.5.1 Creating a figure arrangement with fine control
- •3.6 Summary
- •4 Basic data management
- •4.1 A working example
- •4.2 Creating new variables
- •4.3 Recoding variables
- •4.4 Renaming variables
- •4.5 Missing values
- •4.5.1 Recoding values to missing
- •4.5.2 Excluding missing values from analyses
- •4.6 Date values
- •4.6.1 Converting dates to character variables
- •4.6.2 Going further
- •4.7 Type conversions
- •4.8 Sorting data
- •4.9 Merging datasets
- •4.9.1 Adding columns to a data frame
- •4.9.2 Adding rows to a data frame
- •4.10 Subsetting datasets
- •4.10.1 Selecting (keeping) variables
- •4.10.2 Excluding (dropping) variables
- •4.10.3 Selecting observations
- •4.10.4 The subset() function
- •4.10.5 Random samples
- •4.11 Using SQL statements to manipulate data frames
- •4.12 Summary
- •5 Advanced data management
- •5.2 Numerical and character functions
- •5.2.1 Mathematical functions
- •5.2.2 Statistical functions
- •5.2.3 Probability functions
- •5.2.4 Character functions
- •5.2.5 Other useful functions
- •5.2.6 Applying functions to matrices and data frames
- •5.3 A solution for the data-management challenge
- •5.4 Control flow
- •5.4.1 Repetition and looping
- •5.4.2 Conditional execution
- •5.5 User-written functions
- •5.6 Aggregation and reshaping
- •5.6.1 Transpose
- •5.6.2 Aggregating data
- •5.6.3 The reshape2 package
- •5.7 Summary
- •6 Basic graphs
- •6.1 Bar plots
- •6.1.1 Simple bar plots
- •6.1.2 Stacked and grouped bar plots
- •6.1.3 Mean bar plots
- •6.1.4 Tweaking bar plots
- •6.1.5 Spinograms
- •6.2 Pie charts
- •6.3 Histograms
- •6.4 Kernel density plots
- •6.5 Box plots
- •6.5.1 Using parallel box plots to compare groups
- •6.5.2 Violin plots
- •6.6 Dot plots
- •6.7 Summary
- •7 Basic statistics
- •7.1 Descriptive statistics
- •7.1.1 A menagerie of methods
- •7.1.2 Even more methods
- •7.1.3 Descriptive statistics by group
- •7.1.4 Additional methods by group
- •7.1.5 Visualizing results
- •7.2 Frequency and contingency tables
- •7.2.1 Generating frequency tables
- •7.2.2 Tests of independence
- •7.2.3 Measures of association
- •7.2.4 Visualizing results
- •7.3 Correlations
- •7.3.1 Types of correlations
- •7.3.2 Testing correlations for significance
- •7.3.3 Visualizing correlations
- •7.4 T-tests
- •7.4.3 When there are more than two groups
- •7.5 Nonparametric tests of group differences
- •7.5.1 Comparing two groups
- •7.5.2 Comparing more than two groups
- •7.6 Visualizing group differences
- •7.7 Summary
- •8 Regression
- •8.1 The many faces of regression
- •8.1.1 Scenarios for using OLS regression
- •8.1.2 What you need to know
- •8.2 OLS regression
- •8.2.1 Fitting regression models with lm()
- •8.2.2 Simple linear regression
- •8.2.3 Polynomial regression
- •8.2.4 Multiple linear regression
- •8.2.5 Multiple linear regression with interactions
- •8.3 Regression diagnostics
- •8.3.1 A typical approach
- •8.3.2 An enhanced approach
- •8.3.3 Global validation of linear model assumption
- •8.3.4 Multicollinearity
- •8.4 Unusual observations
- •8.4.1 Outliers
- •8.4.3 Influential observations
- •8.5 Corrective measures
- •8.5.1 Deleting observations
- •8.5.2 Transforming variables
- •8.5.3 Adding or deleting variables
- •8.5.4 Trying a different approach
- •8.6 Selecting the “best” regression model
- •8.6.1 Comparing models
- •8.6.2 Variable selection
- •8.7 Taking the analysis further
- •8.7.1 Cross-validation
- •8.7.2 Relative importance
- •8.8 Summary
- •9 Analysis of variance
- •9.1 A crash course on terminology
- •9.2 Fitting ANOVA models
- •9.2.1 The aov() function
- •9.2.2 The order of formula terms
- •9.3.1 Multiple comparisons
- •9.3.2 Assessing test assumptions
- •9.4 One-way ANCOVA
- •9.4.1 Assessing test assumptions
- •9.4.2 Visualizing the results
- •9.6 Repeated measures ANOVA
- •9.7 Multivariate analysis of variance (MANOVA)
- •9.7.1 Assessing test assumptions
- •9.7.2 Robust MANOVA
- •9.8 ANOVA as regression
- •9.9 Summary
- •10 Power analysis
- •10.1 A quick review of hypothesis testing
- •10.2 Implementing power analysis with the pwr package
- •10.2.1 t-tests
- •10.2.2 ANOVA
- •10.2.3 Correlations
- •10.2.4 Linear models
- •10.2.5 Tests of proportions
- •10.2.7 Choosing an appropriate effect size in novel situations
- •10.3 Creating power analysis plots
- •10.4 Other packages
- •10.5 Summary
- •11 Intermediate graphs
- •11.1 Scatter plots
- •11.1.3 3D scatter plots
- •11.1.4 Spinning 3D scatter plots
- •11.1.5 Bubble plots
- •11.2 Line charts
- •11.3 Corrgrams
- •11.4 Mosaic plots
- •11.5 Summary
- •12 Resampling statistics and bootstrapping
- •12.1 Permutation tests
- •12.2 Permutation tests with the coin package
- •12.2.2 Independence in contingency tables
- •12.2.3 Independence between numeric variables
- •12.2.5 Going further
- •12.3 Permutation tests with the lmPerm package
- •12.3.1 Simple and polynomial regression
- •12.3.2 Multiple regression
- •12.4 Additional comments on permutation tests
- •12.5 Bootstrapping
- •12.6 Bootstrapping with the boot package
- •12.6.1 Bootstrapping a single statistic
- •12.6.2 Bootstrapping several statistics
- •12.7 Summary
- •13 Generalized linear models
- •13.1 Generalized linear models and the glm() function
- •13.1.1 The glm() function
- •13.1.2 Supporting functions
- •13.1.3 Model fit and regression diagnostics
- •13.2 Logistic regression
- •13.2.1 Interpreting the model parameters
- •13.2.2 Assessing the impact of predictors on the probability of an outcome
- •13.2.3 Overdispersion
- •13.2.4 Extensions
- •13.3 Poisson regression
- •13.3.1 Interpreting the model parameters
- •13.3.2 Overdispersion
- •13.3.3 Extensions
- •13.4 Summary
- •14 Principal components and factor analysis
- •14.1 Principal components and factor analysis in R
- •14.2 Principal components
- •14.2.1 Selecting the number of components to extract
- •14.2.2 Extracting principal components
- •14.2.3 Rotating principal components
- •14.2.4 Obtaining principal components scores
- •14.3 Exploratory factor analysis
- •14.3.1 Deciding how many common factors to extract
- •14.3.2 Extracting common factors
- •14.3.3 Rotating factors
- •14.3.4 Factor scores
- •14.4 Other latent variable models
- •14.5 Summary
- •15 Time series
- •15.1 Creating a time-series object in R
- •15.2 Smoothing and seasonal decomposition
- •15.2.1 Smoothing with simple moving averages
- •15.2.2 Seasonal decomposition
- •15.3 Exponential forecasting models
- •15.3.1 Simple exponential smoothing
- •15.3.3 The ets() function and automated forecasting
- •15.4 ARIMA forecasting models
- •15.4.1 Prerequisite concepts
- •15.4.2 ARMA and ARIMA models
- •15.4.3 Automated ARIMA forecasting
- •15.5 Going further
- •15.6 Summary
- •16 Cluster analysis
- •16.1 Common steps in cluster analysis
- •16.2 Calculating distances
- •16.3 Hierarchical cluster analysis
- •16.4 Partitioning cluster analysis
- •16.4.2 Partitioning around medoids
- •16.5 Avoiding nonexistent clusters
- •16.6 Summary
- •17 Classification
- •17.1 Preparing the data
- •17.2 Logistic regression
- •17.3 Decision trees
- •17.3.1 Classical decision trees
- •17.3.2 Conditional inference trees
- •17.4 Random forests
- •17.5 Support vector machines
- •17.5.1 Tuning an SVM
- •17.6 Choosing a best predictive solution
- •17.7 Using the rattle package for data mining
- •17.8 Summary
- •18 Advanced methods for missing data
- •18.1 Steps in dealing with missing data
- •18.2 Identifying missing values
- •18.3 Exploring missing-values patterns
- •18.3.1 Tabulating missing values
- •18.3.2 Exploring missing data visually
- •18.3.3 Using correlations to explore missing values
- •18.4 Understanding the sources and impact of missing data
- •18.5 Rational approaches for dealing with incomplete data
- •18.6 Complete-case analysis (listwise deletion)
- •18.7 Multiple imputation
- •18.8 Other approaches to missing data
- •18.8.1 Pairwise deletion
- •18.8.2 Simple (nonstochastic) imputation
- •18.9 Summary
- •19 Advanced graphics with ggplot2
- •19.1 The four graphics systems in R
- •19.2 An introduction to the ggplot2 package
- •19.3 Specifying the plot type with geoms
- •19.4 Grouping
- •19.5 Faceting
- •19.6 Adding smoothed lines
- •19.7 Modifying the appearance of ggplot2 graphs
- •19.7.1 Axes
- •19.7.2 Legends
- •19.7.3 Scales
- •19.7.4 Themes
- •19.7.5 Multiple graphs per page
- •19.8 Saving graphs
- •19.9 Summary
- •20 Advanced programming
- •20.1 A review of the language
- •20.1.1 Data types
- •20.1.2 Control structures
- •20.1.3 Creating functions
- •20.2 Working with environments
- •20.3 Object-oriented programming
- •20.3.1 Generic functions
- •20.3.2 Limitations of the S3 model
- •20.4 Writing efficient code
- •20.5 Debugging
- •20.5.1 Common sources of errors
- •20.5.2 Debugging tools
- •20.5.3 Session options that support debugging
- •20.6 Going further
- •20.7 Summary
- •21 Creating a package
- •21.1 Nonparametric analysis and the npar package
- •21.1.1 Comparing groups with the npar package
- •21.2 Developing the package
- •21.2.1 Computing the statistics
- •21.2.2 Printing the results
- •21.2.3 Summarizing the results
- •21.2.4 Plotting the results
- •21.2.5 Adding sample data to the package
- •21.3 Creating the package documentation
- •21.4 Building the package
- •21.5 Going further
- •21.6 Summary
- •22 Creating dynamic reports
- •22.1 A template approach to reports
- •22.2 Creating dynamic reports with R and Markdown
- •22.3 Creating dynamic reports with R and LaTeX
- •22.4 Creating dynamic reports with R and Open Document
- •22.5 Creating dynamic reports with R and Microsoft Word
- •22.6 Summary
- •afterword Into the rabbit hole
- •appendix A Graphical user interfaces
- •appendix B Customizing the startup environment
- •appendix C Exporting data from R
- •Delimited text file
- •Excel spreadsheet
- •Statistical applications
- •appendix D Matrix algebra in R
- •appendix E Packages used in this book
- •appendix F Working with large datasets
- •F.1 Efficient programming
- •F.2 Storing data outside of RAM
- •F.3 Analytic packages for out-of-memory data
- •F.4 Comprehensive solutions for working with enormous datasets
- •appendix G Updating an R installation
- •G.1 Automated installation (Windows only)
- •G.2 Manual installation (Windows and Mac OS X)
- •G.3 Updating an R installation (Linux)
- •references
- •index
- •Symbols
- •Numerics
- •23.1 The lattice package
- •23.2 Conditioning variables
- •23.3 Panel functions
- •23.4 Grouping variables
- •23.5 Graphic parameters
- •23.6 Customizing plot strips
- •23.7 Page arrangement
- •23.8 Going further
418 CHAPTER 18 Advanced methods for missing data
These functions return an object that’s the same size as its argument, with each element replaced by TRUE if the element is of the type being tested or FALSE otherwise. For example, let y <- c(1, 2, 3, NA). Then is.na(y) will return the vector
c(FALSE, FALSE, FALSE, TRUE).
The function complete.cases() can be used to identify the rows in a matrix or data frame that don’t contain missing data. It returns a logical vector with TRUE for every row that contains complete cases and FALSE for every row that has one or more missing values.
Let’s apply this to the sleep dataset:
#load the dataset data(sleep, package="VIM")
#list the rows that do not have missing values sleep[complete.cases(sleep),]
#list the rows that have one or more missing values sleep[!complete.cases(sleep),]
Examining the output reveals that 42 cases have complete data and 20 cases have one or more missing values.
Because the logical values TRUE and FALSE are equivalent to the numeric values 1 and 0, the sum() and mean() functions can be used to obtain useful information about missing data. Consider the following:
>sum(is.na(sleep$Dream)) [1] 12
>mean(is.na(sleep$Dream)) [1] 0.19
>mean(!complete.cases(sleep)) [1] 0.32
The results indicate that 12 values are missing for the variable Dream. Nineteen percent of the cases have a missing value on this variable. In addition, 32% of the cases in the dataset have one or more missing values.
There are two things to keep in mind when identifying missing values. First, the complete.cases() function only identifies NA and NaN as missing. Infinite values (Inf and –Inf) are treated as valid values. Second, you must use missing-values functions, like those in this section, to identify the missing values in R data objects. Logical comparisons such as myvar == NA are never true.
Now that you know how to identify missing values programmatically, let’s look at tools that help you explore possible patterns in the occurrence of missing data.
18.3 Exploring missing-values patterns
Before deciding how to deal with missing data, you’ll find it useful to determine which variables have missing values, in what amounts, and in what combinations. In this section, we’ll review tabular, graphical, and correlational methods for exploring missing
Exploring missing-values patterns |
419 |
values patterns. Ultimately, you want to understand why the data are missing. The answer will have implications for how you proceed with further analyses.
18.3.1Tabulating missing values
You’ve already seen a rudimentary approach to identifying missing values. You can use the complete.cases() function from section 18.2 to list cases that are complete or, conversely, list cases that have one or more missing values. As the size of a dataset grows, though, it becomes a less attractive approach. In this case, you can turn to other R functions.
The md.pattern() function in the mice package produces a tabulation of the missing data patterns in a matrix or data frame. Applying this function to the sleep dataset, you get the following:
>library(mice)
>data(sleep, package="VIM")
>md.pattern(sleep)
|
BodyWgt BrainWgt Pred Exp Danger Sleep Span Gest Dream NonD |
|
|||||||||
42 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
0 |
2 |
1 |
1 |
1 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
1 |
3 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
9 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
0 |
0 |
2 |
2 |
1 |
1 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
0 |
2 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
0 |
0 |
1 |
1 |
2 |
2 |
1 |
1 |
1 |
1 |
1 |
0 |
1 |
1 |
0 |
0 |
3 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
0 |
1 |
0 |
0 |
3 |
|
0 |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
12 |
14 38 |
The 1s and 0s in the body of the table indicate the missing-values patterns, with a 0 indicating a missing value for a given column variable and a 1 indicating a nonmissing value. The first row describes the pattern of “no missing values” (all elements are 1). The second row describes the pattern “no missing values except for Span.” The first column indicates the number of cases in each missing data pattern, and the last column indicates the number of variables with missing values present in each pattern. Here you can see that there are 42 cases without missing data and 2 cases that are missing Span alone. Nine cases are missing both NonD and Dream values. The dataset has a total of (42 × 0) + (2 × 1) + … + (1 × 3) = 38 missing values. The last row gives the total number of missing values on each variable.
18.3.2Exploring missing data visually
Although the tabular output from the md.pattern() function is compact, I often find it easier to discern patterns visually. Luckily, the VIM package provides numerous functions for visualizing missing-values patterns in datasets. In this section, we’ll review several, including aggr(), matrixplot(), and scattMiss().
The aggr() function plots the number of missing values for each variable alone and for each combination of variables. For example, the code
library("VIM")
aggr(sleep, prop=FALSE, numbers=TRUE)
420 |
|
|
|
|
CHAPTER 18 Advanced methods for missing data |
|
|
14 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
|
12 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
|
10 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
MissingsofNumber |
68 |
|
|
|
|
|
|
|
|
|
Combinations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
|
4 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9 |
|
2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42 |
|
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BodyWgt |
BrainWgt |
NonD |
Dream |
Sleep |
Span |
Gest |
Pred |
Exp |
Danger |
BodyWgt |
BrainWgt |
NonD |
Dream |
Sleep |
Span |
Gest |
Pred |
Exp |
Danger |
Figure 18.2 aggr()-produced plot of missing-values patterns for the sleep dataset
produces the graph in figure 18.2. (The VIM package opens a GUI interface. You can close it; you’ll be using code to accomplish the tasks in this chapter.)
You can see that the variable NonD has the largest number of missing values (14), and that two mammals are missing NonD, Dream, and Sleep scores. Forty-two mammals have no missing data.
The statement aggr(sleep, prop=TRUE, numbers=TRUE) produces the same plot, but proportions are displayed instead of counts. The option numbers=FALSE (the default) suppresses the numeric labels.
The matrixplot() function produces a plot displaying the data for each case. A graph created using matrixplot(sleep) is displayed in figure 18.3. Here, the numeric data are rescaled to the interval [0, 1] and represented by grayscale colors, with lighter colors representing lower values and darker colors representing larger values. By default, missing values are represented in red. Note that in figure 18.3, red has been replaced with crosshatching by hand, so that the missing values are viewable in grayscale. It will look different when you create the graph yourself.
The graph is interactive: clicking a column re-sorts the matrix by that variable. The rows in figure 18.3 are sorted in descending order by BodyWgt. A matrix plot allows
Exploring missing-values patterns |
421 |
Figure 18.3 Matrix plot of actual and missing values by case (row) for the sleep dataset. The matrix is sorted by BodyWgt.
you to see if the fact that values are missing on one or more variables is related to the actual values of other variables. Here, you can see that there are no missing values on sleep variables (Dream, NonD, Sleep) for low values of body or brain weight (BodyWgt, BrainWgt).
The marginplot() function produces a scatter plot between two variables with information about missing values shown in the plot’s margins. Consider the relationship between the amount of dream sleep and the length of a mammal’s gestation. The statement
marginplot(sleep[c("Gest","Dream")], pch=c(20), col=c("darkgray", "red", "blue"))
produces the graph in figure 18.4. The pch and col parameters are optional and provide control over the plotting symbols and colors used.
The body of the graph displays the scatter plot between Gest and Dream (based on complete cases for the two variables). In the left margin, box plots display the distribution of Dream for mammals with (dark gray) and without (red) Gest values. (Note that in grayscale, red is the darker shade.) Four red dots represent the values of Dream for mammals missing Gest scores. In the bottom margin, the roles of Gest and Dream are