Saturday, December 5, 2009

some R code for conference #10

######################
### conference #10 ###
######################

library("arm")

###########
### 9.8 ###
###########


n.C <- 100
n.T <- 100

x.C <- rnorm(n.C, mean=10, sd=4)
x.T <- rnorm(n.T, mean=10, sd=4)

e.C <- rnorm(n.C, mean=0, sd=1)
e.T <- rnorm(n.C, mean=0, sd=1)

y.C <- 1 + 2*x.C + e.C

y.Ta <- 1 + 2*x.T + e.T
y.Tb <- 1 + 2*x.T + e.T + 10
y.Tc <- 1 + 2*x.T + e.T + .5*x.T

plot(x.C, y.C, pch=1)
abline(lm(y.C ~ x.C))

points(x.T, y.Ta, pch=3)
abline(lm(y.Ta ~ x.T))


plot(x.C, y.C, pch=1)
abline(lm(y.C ~ x.C))

points(x.T, y.Tb, pch=3)
abline(lm(y.Tb ~ x.T))

plot(x.C, y.C, pch=1)
abline(lm(y.C ~ x.C))

points(x.T, y.Tc, pch=3)
abline(lm(y.Tc ~ x.T))


###########
### 9.9 ###
###########

### a

n.C <- 100
n.T <- 100

x.C <- rnorm(n.C, mean=10, sd=4)
x.T1 <- rnorm(n.T, mean=20, sd=4)

e.C <- rnorm(n.C, mean=0, sd=1)
e.T <- rnorm(n.T, mean=0, sd=1)

y.C <- 1 + 2*x.C + e.C
y.T1 <- 1 + 2*x.T1 + e.T + 10

y.a <- c(y.C, y.T1)
x.a <- c(x.C, x.T1)
T.a <- rep(c(0,1), c(n.C, n.T))


fit1 <- lm(y.a ~ T.a)
display(fit1)

fit2 <- lm(y.a ~ T.a + x.a)
display(fit2)

plot(x.C, y.C, pch=1, xlim=c(0,40), ylim=c(0,70))
abline(lm(y.C ~ x.C))

points(x.T1, y.T1, pch=3)
abline(lm(y.T1 ~ x.T1))

abline(h=mean(y.C))
abline(h=mean(y.T1))


### b

y.C2 <- 1 + 2*x.C + .2*I(x.C^2) + e.C
y.T2 <- 1 + 2*x.T1 + .2*I(x.T1^2) + e.T + 10

y.b <- c(y.C2, y.T2)
x.b <- c(x.C, x.T1)
T.b <- rep(c(0,1), c(n.C, n.T))


plot(x.C, y.C2, pch=1, xlim=c(0,40), ylim=c(0,200))
points(x.T1, y.T2, pch=3)

abline(lm(y.C2 ~ x.C))
abline(lm(y.T2 ~ x.T1))

fit3 <- lm(y.b ~ T.b + x.b)
display(fit3)

fit3b <- lm(y.b ~ T.b + x.b + T.b*x.b)
display(fit3b)

fit4 <- lm(y.b ~ T.b + x.b + I(x.b^2))
display(fit4)

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