Parametric Inference for Linear Regression

Parametric inference is commonly used in analyzing regression. Lets say you have a dataset, with two variables. You want to create a regression model that predicts one variable based on the other. Here’s an example:

R




# Sample data
x <- c(1, 2, 3, 4, 5)
y <- c(2, 3, 4, 5, 6)
 
# Fit a linear regression model
model <- lm(y ~ x)
 
# Summary of the regression model
summary(model)


Output:

Call:
lm(formula = y ~ x)
Residuals:
1 2 3 4 5
3.395e-16 -3.543e-16 -1.716e-16 4.793e-17 1.384e-16
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.00e+00 3.27e-16 3.058e+15 <2e-16 ***
x 1.00e+00 9.86e-17 1.014e+16 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 3.118e-16 on 3 degrees of freedom
Multiple R-squared: 1, Adjusted R-squared: 1
F-statistic: 1.029e+32 on 1 and 3 DF, p-value: < 2.2e-16

To fit the linear regression model the lm function is utilized. This parametric inference technique assumes a linear relationship between x and y. Estimates the coefficients (intercept and slope) of the equation. The summary function provides information about the model, including estimates, standard errors, t values and p values.

Parametric Inference with R

Parametric inference in R involves the process of drawing statistical conclusions regarding a population using a parametric statistical framework. These parametric models make the assumption that the data adheres to a specific probability distribution, such as the normal, binomial, or Poisson distributions, and they incorporate parameters to characterize these distributions.

It is a technique that involves making assumptions, about the probability distribution underlying your data. Based on these assumptions you can then draw conclusions. Make inferences about population parameters. In the R programming language parametric inference is frequently employed for tasks such, as hypothesis testing and estimating parameters.

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General steps for executing parametric inference in R

Data Collection: Begin by collecting and preparing your data. Data can be imported into R using various functions like read.csv() and read.table(). Exploratory Data Analysis (EDA): Before proceeding to fit a parametric model, it is imperative to gain a comprehensive understanding of your data. Employ R functions like summary(), hist(), boxplot(), and scatterplots to visualize and summarize your dataset. Selection of a Parametric Model: Based on the insights gleaned during EDA, opt for a suitable parametric model that best characterizes the data’s distribution. For example, if your data exhibits characteristics resembling a normal distribution, you may opt for the normal distribution model. Parameter Estimation: Proceed to estimate the parameters intrinsic to the chosen parametric model from your dataset. R offers a variety of functions such as mean(), var(), and glm() (for more complex models) to facilitate parameter estimation. Hypothesis Testing: Conduct hypothesis tests to derive inferences regarding population parameters. Common hypothesis tests encompass t-tests, chi-squared tests, ANOVA, and others. R provides dedicated functions like t.test(), chisq.test(), and anova() for executing these tests. Confidence Intervals: Calculate confidence intervals to ascertain the probable ranges for population parameters. You can employ functions like confint() or craft custom code to accomplish this task. Model Assessment: Thoroughly evaluate the appropriateness of your parametric model’s fit to the data. This assessment involves utilizing diagnostic plots, conducting residual analysis, and applying goodness-of-fit tests. Drawing Inferences: Based on the outcomes of your analysis, formulate inferences pertaining to the underlying population. These inferences could include statements such as “there is substantial evidence to suggest that the population mean likely falls within a specific range” or “there exists statistical significance indicating a noteworthy difference between groups...

Parametric Inference for two-sample T-test

R # Example: Performing a two-sample t-test # Assuming you have two sets of data in vectors x and y   # Create sample data (replace this with your actual data) x <- c(25, 30, 35, 40, 45) y <- c(22, 27, 33, 38, 41)   # Conduct a two-sample t-test result <- t.test(x, y)   # Print the results print(result)   # Extract specific values like the p-value and confidence intervals p_value <- result$p.value conf_int <- result$conf.int cat('p-value :',p_value,'\n') cat('Confidence Interval :',conf_int)...

Parametric Inference for Normal Distribution:

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Parametric Inference for Mean Comparison (T-Test):

Lets say you have a set of exam scores. You want to check if they follow a distribution. To do this you can utilize the Shapiro Wilk test, which’s a tool, in R. Here’s how you can perform parametric inference in R to assess normality:...

Parametric Inference for Linear Regression

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Conclusion

Suppose you possess data derived from two distinct groups, namely Group A and Group B, and you desire to ascertain whether a noteworthy disparity exists in the averages of these two groups. To adequately address this concern, employing a t-test is fundamental, predicated on the prerequisite that the data within each group adheres to a Gaussian distribution. Thus, allow me to present to you the procedural steps required to execute this parametric inference within the R programming language....

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