TP1 REGRESSION LINEAIRE

Aurel ATTERE
23/06/2020

EXERCICE 1

Importation du jeu de données

load("voit2005.Rdata")

Representation des variables deux a deux

plot(voit2005)
1000 3000 1.5 1.9 800 1600 30 36

4 14
Puissance

Cylindree
1000

Longueur

3.5
Largeur
1.5

5 8
Surface

Poids
800

Vitesse
140

DepArret
30

4 9

Conso

4 10 16 3.5 4.5 5 7 9 140 220 4 7 10

Coefficient de correlation lineaire

corrplot(cor(voit2005, use = "complete.obs"),method="number",type="upper",diag=T)

1
 Puissance

Longueur
Cylindree

DepArret
Largeur

Surface

Vitesse

Conso
Poids
1
Puissance 1 0.59 0.51 0.41 0.51 0.52 0.72 −0.57 0.8
0.8
Cylindree 1 0.76 0.64 0.76 0.89 0.84 −0.64 0.54
0.6
Longueur 1 0.74 0.96 0.91 0.79 −0.54 0.66 0.4

Largeur 1 0.9 0.78 0.47 −0.31 0.61 0.2

Surface 1 0.92 0.7 −0.47 0.69 0

Poids 1 0.8 −0.56 0.64 −0.2

−0.4
Vitesse 1 −0.83 0.71
−0.6
DepArret 1 −0.62
−0.8
Conso 1
−1

Nuage de points deux a deux et correlation en une seule commande a l’aide du

package GGally
ggpairs(na.omit(voit2005))

2
 Puissance Cylindree Longueur Largeur Surface Poids Vitesse DepArret Conso

Puissance
0.20 Corr: Corr: Corr: Corr: Corr: Corr: Corr: Corr:
0.15
0.10
0.05 0.591***
0.507***0.410**0.509***
0.524***
0.724***
−0.572***
0.800***
0.00

Cylindree
3000 Corr: Corr: Corr: Corr: Corr: Corr: Corr:
2500
2000
1500 0.757***
0.642***0.761***
0.885***
0.839***
−0.638***
0.541***
1000

LongueurLargeur Surface Poids VitesseDepArret Conso

4.5 Corr: Corr: Corr: Corr: Corr: Corr:
4.0
3.5 0.744***0.957***
0.908***
0.785***
−0.539***
0.665***
2.0 Corr: Corr: Corr: Corr: Corr:
1.9
1.8
1.7 0.904***
0.780***
0.470***−0.306*0.609***
1.6
9 Corr: Corr: Corr: Corr:
8
7
6 0.915***
0.705***
−0.471***
0.690***
1600 Corr: Corr: Corr:
1400
1200
1000 0.803***
−0.556***
0.637***
800
220
200
Corr: Corr:
180
160 −0.831***
0.714***
40.0 Corr:
37.5
35.0
32.5 −0.617***
30.0
10
8
6
4
4 8 12 16
1000
1500
2000
2500
3000
3.54.04.5 1.6
1.7
1.8
1.9
2.0 6 7 8 9 800
1000
1200
1400
1600160
180
200
220 30.0
32.5
35.0
37.5
40.04 6 8 10
Au regard des coefficients de correlation lineaire, on constate que la correlation la plus forte en valeur absolue
est celle qui lie la variable Poids a la variable Surface.

Regression lineaire simple

reg = lm(Surface~Poids,data = voit2005, na.action = na.omit)
summary(reg)

##
## Call:
## lm(formula = Surface ~ Poids, data = voit2005, na.action = na.omit)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.79148 -0.24148 -0.02997 0.23777 1.06137
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 2.439074 0.267054 9.133 8e-13 ***
## Poids 0.004277 0.000231 18.517 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.4087 on 58 degrees of freedom
## (2 observations deleted due to missingness)
## Multiple R-squared: 0.8553, Adjusted R-squared: 0.8528
## F-statistic: 342.9 on 1 and 58 DF, p-value: < 2.2e-16

3
Qualite de l’ajustement
Intervalle de confiance pour les parametres (Ellipse de confiance du couple (a,b))
IC = confint(reg)
IC

## 2.5 % 97.5 %
## (Intercept) 1.904508166 2.973640509
## Poids 0.003814461 0.004739107
confidenceEllipse(reg)
points(coef(reg)[1], coef(reg)[2], pch = 3)
lines(IC[1,c(1,1,2,2,1)],IC[2,c(1,2,2,1,1)],lty=2)
0.0046
Poids coefficient

0.0042
0.0038

1.8 2.0 2.2 2.4 2.6 2.8 3.0

(Intercept) coefficient

Representation graphique
plot(Surface ~ Longueur, data = voit2005)
Poids = seq(min(voit2005$Poids, na.rm = T), max(voit2005$Poids, na.rm = T), length = 100 )
df = data.frame(Poids)
ICc0 = predict(reg,new = df,interval="confidence")
matlines(df$Poids,cbind(ICc0),lty=c(1,2,2),col=c(2,4,4,4))

4
 9
8
Surface

7
6
5

3.5 4.0 4.5

Longueur

EXERCICE 2
Prevision par echantillon d’apprentissage et test
Separation

test = tail(voit2005, 10)

appr = head(voit2005, 52)
ggpairs(na.omit(appr))

5
 Puissance Cylindree Longueur Largeur Surface Poids Vitesse DepArret Conso

Puissance
0.20 Corr: Corr: Corr: Corr: Corr: Corr: Corr: Corr:
0.15
0.10
0.05 0.648***
0.550***
0.543***
0.568***
0.574***
0.764***
−0.612***
0.808***
0.00

Cylindree
3000 Corr: Corr: Corr: Corr: Corr: Corr: Corr:
2500
2000
1500 0.776***
0.779***
0.793***
0.901***
0.894***
−0.698***
0.574***
1000

LongueurLargeur Surface Poids VitesseDepArret Conso

4.5 Corr: Corr: Corr: Corr: Corr: Corr:
4.0
3.5 0.922***
0.992***
0.932***
0.820***
−0.557***
0.683***
1.8 Corr: Corr: Corr: Corr: Corr:
1.7
1.6 0.963***
0.916***
0.774***
−0.500***
0.678***
9 Corr: Corr: Corr: Corr:
8
7
6 0.942***
0.822***
−0.546***
0.697***
1600 Corr: Corr: Corr:
1400
1200
1000 0.867***
−0.644***
0.644***
800
220
200
Corr: Corr:
180
160 −0.850***
0.772***
40.0 Corr:
37.5
35.0
32.5 −0.681***
30.0
10
8
6
4
4 8 12 16
1000
1500
2000
2500
3000
3.54.04.5 1.61.71.8 6 7 8 9 800
1000
1200
1400
1600160
180
200
220 30.0
32.5
35.0
37.5
40.04 6 8 10