- •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
236 |
CHAPTER 9 Analysis of variance |
the rrcov package. The adonis() function in the vegan package can provide the equivalent of a nonparametric MANOVA. The following listing applies Wilks.test() to the example.
Listing 9.10 Robust one-way MANOVA
library(rrcov)
> Wilks.test(y,shelf,method="mcd")
Robust One-way MANOVA (Bartlett Chi2)
data: |
x |
|
|
Wilks' |
Lambda = 0.511, Chi2-Value = 23.96, DF = 4.98, p-value = |
||
0.0002167 |
|
|
|
sample |
estimates: |
|
|
calories |
fat |
sugars |
|
1 |
120 |
0.701 |
5.66 |
2 |
128 |
1.185 |
12.54 |
3 |
161 |
1.652 |
10.35 |
From the results, you can see that using a robust test that’s insensitive to both outliers and violations of MANOVA assumptions still indicates that the cereals on the top, middle, and bottom store shelves differ in their nutritional profiles.
9.8ANOVA as regression
In section 9.2, we noted that ANOVA and regression are both special cases of the same general linear model. As such, the designs in this chapter could have been analyzed using the lm() function. But in order to understand the output, you need to understand how R deals with categorical variables when fitting models.
Consider the one-way ANOVA problem in section 9.3, which compares the impact of five cholesterol-reducing drug regimens (trt):
>library(multcomp)
>levels(cholesterol$trt)
[1] "1time" "2times" "4times" "drugD" "drugE"
First, let’s fit the model using the aov() function:
>fit.aov <- aov(response ~ trt, data=cholesterol)
>summary(fit.aov)
|
Df |
Sum Sq |
Mean Sq |
F value |
Pr(>F) |
|
trt |
4 |
1351.37 |
337.84 |
32.433 |
9.819e-13 |
*** |
Residuals |
45 |
468.75 |
10.42 |
|
|
|
Now, let’s fit the same model using lm(). In this case, you get the results shown in the next listing.
Listing 9.11 A regression approach to the ANOVA problem in section 9.3
>fit.lm <- lm(response ~ trt, data=cholesterol)
>summary(fit.lm)
|
|
ANOVA as regression |
237 |
||
Coefficients: |
|
|
|
|
|
|
Estimate Std. Error t value |
Pr(>|t|) |
|
||
(Intercept) |
5.782 |
1.021 |
5.665 |
9.78e-07 |
*** |
trt2times |
3.443 |
1.443 |
2.385 |
0.0213 |
* |
trt4times |
6.593 |
1.443 |
4.568 |
3.82e-05 |
*** |
trtdrugD |
9.579 |
1.443 |
6.637 |
3.53e-08 |
*** |
trtdrugE |
15.166 |
1.443 |
10.507 |
1.08e-13 |
*** |
Residual standard error: 3.227 on 45 degrees of freedom
Multiple R-squared: 0.7425, Adjusted R-squared: 0.7196
F-statistic: 32.43 on 4 and 45 DF, p-value: 9.819e-13
What are you looking at? Because linear models require numeric predictors, when the lm() function encounters a factor, it replaces that factor with a set of numeric variables representing contrasts among the levels. If the factor has k levels, k – 1 contrast variables are created. R provides five built-in methods for creating these contrast variables (see table 9.6). You can also create your own (we won’t cover that here). By default, treatment contrasts are used for unordered factors, and orthogonal polynomials are used for ordered factors.
Table 9.6 Built-in contrasts
Contrast |
Description |
|
|
contr.helmert |
Contrasts the second level with the first, the third level with the average of the |
|
first two, the fourth level with the average of the first three, and so on. |
contr.poly |
Contrasts are used for trend analysis (linear, quadratic, cubic, and so on) based |
|
on orthogonal polynomials. Use for ordered factors with equally spaced levels. |
contr.sum |
Contrasts are constrained to sum to zero. Also called deviation contrasts, they |
|
compare the mean of each level to the overall mean across levels. |
contr.treatment |
Contrasts each level with the baseline level (first level by default). Also called |
|
dummy coding. |
contr.SAS |
Similar to contr.treatment, but the baseline level is the last level. This pro- |
|
duces coefficients similar to contrasts used in most SAS procedures. |
|
|
With treatment contrasts, the first level of the factor becomes the reference group, and each subsequent level is compared with it. You can see the coding scheme via the contrasts() function:
> contrasts(cholesterol$trt) |
|
|||
|
2times |
4times |
drugD |
drugE |
1time |
0 |
0 |
0 |
0 |
2times |
1 |
0 |
0 |
0 |
4times |
0 |
1 |
0 |
0 |
drugD |
0 |
0 |
1 |
0 |
drugE |
0 |
0 |
0 |
1 |
If a patient is in the drugD condition, then the variable drugD equals 1, and the variables 2times, 4times, and drugE each equal zero. You don’t need a variable for the first
238 |
CHAPTER 9 Analysis of variance |
group, because a zero on each of the four indicator variables uniquely determines that the patient is in the 1times condition.
In listing 9.11, the variable trt2times represents a contrast between the levels 1time and 2time. Similarly, trt4times is a contrast between 1time and 4times, and so on. You can see from the probability values in the output that each drug condition is significantly different from the first (1time).
You can change the default contrasts used in lm() by specifying a contrasts option. For example, you can specify Helmert contrasts by using
fit.lm <- lm(response ~ trt, data=cholesterol, contrasts="contr.helmert")
You can change the default contrasts used during an R session via the options() function. For example,
options(contrasts = c("contr.SAS", "contr.helmert"))
would set the default contrast for unordered factors to contr.SAS and for ordered factors to contr.helmert. Although we’ve limited our discussion to the use of contrasts in linear models, note that they’re applicable to other modeling functions in R. This includes the generalized linear models covered in chapter 13.
9.9Summary
In this chapter, we reviewed the analysis of basic experimental and quasi-experimental designs using ANOVA/ANCOVA/MANOVA methodology. We reviewed the basic terminology used and looked at examples of betweenand within-groups designs, including the one-way ANOVA, one-way ANCOVA, two-way factorial ANOVA, repeated measures ANOVA, and one-way MANOVA.
In addition to the basic analyses, we reviewed methods of assessing model assumptions and applying multiple comparison procedures following significant omnibus tests. Finally, we explored a wide variety of methods for displaying the results visually. If you’re interested in learning more about the design of experiments (DOE) using R, be sure to see the CRAN View provided by Groemping (2009).
Chapters 8 and 9 have covered the statistical methods most often used by researchers in a wide variety of fields. In the next chapter, we’ll address issues of power analysis. Power analysis helps us to determine the sample sizes needed to detect an effect of a given size with a given degree of confidence and is a crucial component of research design.