wrangler 5

test_wrangler5.jl

using LinearRegressionKit, StatsModels, DataFrames, CSV

y = [75901, -204794, 204863, -204436, 253665, -200894, 214131, -185192, 221249, -138370, 315911, -27644, 455253, 197434, 783995, 608816, 1370781, 1303798, 2205519, 2408860, 3444321]
x = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20]
df = DataFrame(CSV.File("wangler5.csv"))

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 5 - 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(21523262.4678170, lrk.stderrors[1])))
println(string("delta std err B1 ", delta(23635517.3469681, lrk.stderrors[2])))
println(string("delta std err B2 ", delta(7793435.24331583, lrk.stderrors[3])))
println(string("delta std err B3 ", delta(1014755.07550350, lrk.stderrors[4])))
println(string("delta std err B4 ", delta(56456.6512170752, lrk.stderrors[5])))
println(string("delta std err B5 ", delta(1123.24854679312, lrk.stderrors[6])))
println(string("delta resid std dev ", delta(23601450.2379268, lrk.RMSE)))
println(string("delta R2 ", delta(0.224668921574940E-02, lrk.R2)))

using GLM
println("Wangler 5 - 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(21523262.4678170, stderror(lr)[1])))
println(string("delta std err B1 ", delta(23635517.3469681, stderror(lr)[2])))
println(string("delta std err B2 ", delta(7793435.24331583, stderror(lr)[3])))
println(string("delta std err B3 ", delta(1014755.07550350, stderror(lr)[4])))
println(string("delta std err B4 ", delta(56456.6512170752, stderror(lr)[5])))
println(string("delta std err B5 ", delta(1123.24854679312, stderror(lr)[6])))
println(string("delta resid std dev ", delta(23601450.2379268, deviance(lr)/dof_residual(lr))))
println(string("delta R2 ", delta(0.224668921574940E-02, r2(lr))))