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@ericqu
Created June 30, 2022 19:44
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wrangler1.jl
using LinearRegressionKit, StatsModels, DataFrames, CSV
y = [1, 6, 63, 364, 1365, 3906, 9331, 19608, 37449, 66430, 111111, 177156, 271453, 402234, 579195, 813616, 1118481, 1508598, 2000719, 2613660, 3368421]
x = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20]
df = DataFrame(y = y, x = x)
f = @formula(y ~ x + x^2 + x^3 + x^4 + x^5 )
lrk= regress(f, df, req_stats=["default"])
lrk
delta(a,b) = abs(a-b) 0. ? 0. : abs(a-b)
println("Wangler 1 - LRK")
println(string("delta B0 ", delta(1., lrk.coefs[1])))
println(string("delta B1 ", delta(1., lrk.coefs[2])))
println(string("delta B2 ", delta(1., lrk.coefs[3])))
println(string("delta B3 ", delta(1., lrk.coefs[4])))
println(string("delta B4 ", delta(1., lrk.coefs[5])))
println(string("delta B5 ", delta(1., lrk.coefs[6])))
println(string("delta std err B0 ", delta(0., lrk.stderrors[1])))
println(string("delta std err B1 ", delta(0., lrk.stderrors[2])))
println(string("delta std err B2 ", delta(0., lrk.stderrors[3])))
println(string("delta std err B3 ", delta(0., lrk.stderrors[4])))
println(string("delta std err B4 ", delta(0., lrk.stderrors[5])))
println(string("delta std err B5 ", delta(0., lrk.stderrors[6])))
println(string("delta resid std dev ", delta(0., lrk.RMSE)))
println(string("delta R2 ", delta(1., lrk.R2)))
using GLM
println("Wangler 1 - GLM")
lr = GLM.lm(f, df)
println(string("delta B0 ", delta(1., coef(lr)[1])))
println(string("delta B1 ", delta(1., coef(lr)[2])))
println(string("delta B2 ", delta(1., coef(lr)[3])))
println(string("delta B3 ", delta(1., coef(lr)[4])))
println(string("delta B4 ", delta(1., coef(lr)[5])))
println(string("delta B5 ", delta(1., coef(lr)[6])))
println(string("delta std err B0 ", delta(0., stderror(lr)[1])))
println(string("delta std err B1 ", delta(0., stderror(lr)[2])))
println(string("delta std err B2 ", delta(0., stderror(lr)[3])))
println(string("delta std err B3 ", delta(0., stderror(lr)[4])))
println(string("delta std err B4 ", delta(0., stderror(lr)[5])))
println(string("delta std err B5 ", delta(0., stderror(lr)[6])))
println(string("delta resid std dev ", delta(0., deviance(lr)/dof_residual(lr))))
println(string("delta R2 ", delta(1., r2(lr))))
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