class: center, middle, inverse, title-slide # Fitting and interpreting models ## <br><br> Introduction to Data Science with R and Tidyverse ### based on datasciencebox.org --- layout: true <div class="my-footer"> <span> Introduction to Data Science with R and Tidyverse | Lukas Jürgensmeier, Matteo Fina, Jan Bischoff | based on <a href="https://datasciencebox.org" target="_blank">datasciencebox.org</a> </span> </div> --- class: middle # Models with numerical explanatory variables --- ## Data: Paris Paintings ```r pp <- read_csv("data/paris-paintings.csv", na = c("n/a", "", "NA")) ``` - Number of observations: 3393 - Number of variables: 61 --- ## Goal: Predict height from width `$$\widehat{height}_{i} = \beta_0 + \beta_1 \times width_{i}$$` <img src="u4-d02-fitting-interpreting-models_files/figure-html/height-width-plot-1.png" width="60%" style="display: block; margin: auto;" /> --- <img src="img/tidymodels.png" width="98%" style="display: block; margin: auto;" /> --- ## Step 1: Specify model ```r linear_reg() ``` ``` ## Linear Regression Model Specification (regression) ## ## Computational engine: lm ``` --- ## Step 2: Set model fitting *engine* ```r linear_reg() %>% set_engine("lm") # lm: linear model ``` ``` ## Linear Regression Model Specification (regression) ## ## Computational engine: lm ``` --- ## Step 3: Fit model & estimate parameters ... using **formula syntax** ```r linear_reg() %>% set_engine("lm") %>% fit(Height_in ~ Width_in, data = pp) ``` ``` ## parsnip model object ## ## Fit time: 0ms ## ## Call: ## stats::lm(formula = Height_in ~ Width_in, data = data) ## ## Coefficients: ## (Intercept) Width_in ## 3.6214 0.7808 ``` --- ## A closer look at model output ``` ## parsnip model object ## ## Fit time: 11ms ## ## Call: ## stats::lm(formula = Height_in ~ Width_in, data = data) ## ## Coefficients: ## (Intercept) Width_in ## 3.6214 0.7808 ``` .large[ `$$\widehat{height}_{i} = 3.6214 + 0.7808 \times width_{i}$$` ] --- ## A tidy look at model output ```r linear_reg() %>% set_engine("lm") %>% fit(Height_in ~ Width_in, data = pp) %>% tidy() ``` ``` ## # A tibble: 2 x 5 ## term estimate std.error statistic p.value ## <chr> <dbl> <dbl> <dbl> <dbl> ## 1 (Intercept) 3.62 0.254 14.3 8.82e-45 ## 2 Width_in 0.781 0.00950 82.1 0 ``` .large[ `$$\widehat{height}_{i} = 3.62 + 0.781 \times width_{i}$$` ] --- ## Including multiple explanatory variables of different types ```r linear_reg() %>% set_engine("lm") %>% fit(Height_in ~ Width_in + factor(landsALL), data = pp) %>% tidy() ``` ``` ## # A tibble: 3 x 5 ## term estimate std.error statistic p.value ## <chr> <dbl> <dbl> <dbl> <dbl> ## 1 (Intercept) 5.62 0.269 20.9 1.24e-90 ## 2 Width_in 0.777 0.00909 85.4 0 ## 3 factor(landsALL)1 -5.02 0.292 -17.2 3.70e-63 ``` `$$\widehat{height}_{i} = 5.62 + 0.777 \times width_{i} -5.02 \times I(landsALL_i = 1)$$` where `\(I(landsALL_i = 1)\)` is a binary indicator variable if there are some landscape features on the painting. --- class: middle # Appendix: Regression Recap We will not cover those slides in class, since the focus lies on the technical implementation with `tidymodels`. Refer to the following slides if you need a refresher of regression mechanics. --- ## Slope and intercept .large[ `$$\widehat{height}_{i} = 3.62 + 0.781 \times width_{i}$$` ] -- - **Slope:** For each additional inch the painting is wider, the height is expected to be higher, on average, by 0.781 inches. -- - **Intercept:** Paintings that are 0 inches wide are expected to be 3.62 inches high, on average. (Does this make sense?) --- ## Correlation does not imply causation Remember this when interpreting model coefficients <img src="img/cell_phones.png" width="90%" style="display: block; margin: auto;" /> .footnote[ Source: XKCD, [Cell phones](https://xkcd.com/925/) ] --- class: middle # Parameter estimation --- ## Linear model with a single predictor - We're interested in `\(\beta_0\)` (population parameter for the intercept) and `\(\beta_1\)` (population parameter for the slope) in the following model: `$$\hat{y}_{i} = \beta_0 + \beta_1~x_{i}$$` -- - Tough luck, you can't have them... -- - So we use sample statistics to estimate them: `$$\hat{y}_{i} = b_0 + b_1~x_{i}$$` --- ## Least squares regression - The regression line minimizes the sum of squared residuals. -- - If `\(e_i = y_i - \hat{y}_i\)`, then, the regression line minimizes `\(\sum_{i = 1}^n e_i^2\)`. --- ## Visualizing residuals <img src="u4-d02-fitting-interpreting-models_files/figure-html/vis-res-1-1.png" width="70%" style="display: block; margin: auto;" /> --- ## Visualizing residuals (cont.) <img src="u4-d02-fitting-interpreting-models_files/figure-html/vis-res-2-1.png" width="70%" style="display: block; margin: auto;" /> --- ## Visualizing residuals (cont.) <img src="u4-d02-fitting-interpreting-models_files/figure-html/vis-res-3-1.png" width="70%" style="display: block; margin: auto;" /> --- ## Properties of least squares regression - The regression line goes through the center of mass point, the coordinates corresponding to average `\(x\)` and average `\(y\)`, `\((\bar{x}, \bar{y})\)`: `$$\bar{y} = b_0 + b_1 \bar{x} ~ \rightarrow ~ b_0 = \bar{y} - b_1 \bar{x}$$` -- - The slope has the same sign as the correlation coefficient: `\(b_1 = r \frac{s_y}{s_x}\)` -- - The sum of the residuals is zero: `\(\sum_{i = 1}^n e_i = 0\)` -- - The residuals and `\(x\)` values are uncorrelated --- class: middle # Models with categorical explanatory variables --- ## Categorical predictor with 2 levels .pull-left-narrow[ .small[ ``` ## # A tibble: 3,393 x 3 ## name Height_in landsALL ## <chr> <dbl> <dbl> ## 1 L1764-2 37 0 ## 2 L1764-3 18 0 ## 3 L1764-4 13 1 ## 4 L1764-5a 14 1 ## 5 L1764-5b 14 1 ## 6 L1764-6 7 0 ## 7 L1764-7a 6 0 ## 8 L1764-7b 6 0 ## 9 L1764-8 15 0 ## 10 L1764-9a 9 0 ## 11 L1764-9b 9 0 ## 12 L1764-10a 16 1 ## 13 L1764-10b 16 1 ## 14 L1764-10c 16 1 ## 15 L1764-11 20 0 ## 16 L1764-12a 14 1 ## 17 L1764-12b 14 1 ## 18 L1764-13a 15 1 ## 19 L1764-13b 15 1 ## 20 L1764-14 37 0 ## # ... with 3,373 more rows ``` ] ] .pull-right-wide[ - `landsALL = 0`: No landscape features - `landsALL = 1`: Some landscape features ] --- ## Height & landscape features ```r linear_reg() %>% set_engine("lm") %>% fit(Height_in ~ factor(landsALL), data = pp) %>% tidy() ``` ``` ## # A tibble: 2 x 5 ## term estimate std.error statistic p.value ## <chr> <dbl> <dbl> <dbl> <dbl> ## 1 (Intercept) 22.7 0.328 69.1 0 ## 2 factor(landsALL)1 -5.65 0.532 -10.6 7.97e-26 ``` --- ## Height & landscape features `$$\widehat{Height_{in}} = 22.7 - 5.645~landsALL$$` - **Slope:** Paintings with landscape features are expected, on average, to be 5.645 inches shorter than paintings that without landscape features - Compares baseline level (`landsALL = 0`) to the other level (`landsALL = 1`) - **Intercept:** Paintings that don't have landscape features are expected, on average, to be 22.7 inches tall --- ## Relationship between height and school ```r linear_reg() %>% set_engine("lm") %>% fit(Height_in ~ school_pntg, data = pp) %>% tidy() ``` ``` ## # A tibble: 7 x 5 ## term estimate std.error statistic p.value ## <chr> <dbl> <dbl> <dbl> <dbl> ## 1 (Intercept) 14.0 10.0 1.40 0.162 ## 2 school_pntgD/FL 2.33 10.0 0.232 0.816 ## 3 school_pntgF 10.2 10.0 1.02 0.309 ## 4 school_pntgG 1.65 11.9 0.139 0.889 ## 5 school_pntgI 10.3 10.0 1.02 0.306 ## 6 school_pntgS 30.4 11.4 2.68 0.00744 ## 7 school_pntgX 2.87 10.3 0.279 0.780 ``` --- ## Dummy variables ``` ## # A tibble: 7 x 5 ## term estimate std.error statistic p.value ## <chr> <dbl> <dbl> <dbl> <dbl> ## 1 (Intercept) 14.0 10.0 1.40 0.162 ## 2 school_pntgD/FL 2.33 10.0 0.232 0.816 ## 3 school_pntgF 10.2 10.0 1.02 0.309 ## 4 school_pntgG 1.65 11.9 0.139 0.889 ## 5 school_pntgI 10.3 10.0 1.02 0.306 ## 6 school_pntgS 30.4 11.4 2.68 0.00744 ## 7 school_pntgX 2.87 10.3 0.279 0.780 ``` - When the categorical explanatory variable has many levels, they're encoded to **dummy variables** - Each coefficient describes the expected difference between heights in that particular school compared to the baseline level --- ## Categorical predictor with 3+ levels .pull-left-wide[ <table class="table" style="margin-left: auto; margin-right: auto;"> <thead> <tr> <th style="text-align:left;"> school_pntg </th> <th style="text-align:center;"> D_FL </th> <th style="text-align:center;"> F </th> <th style="text-align:center;"> G </th> <th style="text-align:center;"> I </th> <th style="text-align:center;"> S </th> <th style="text-align:center;"> X </th> </tr> </thead> <tbody> <tr> <td style="text-align:left;"> A </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> </tr> <tr> <td style="text-align:left;"> D/FL </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(122, 209, 81, 1) !important;"> 1 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> </tr> <tr> <td style="text-align:left;"> F </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(122, 209, 81, 1) !important;"> 1 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> </tr> <tr> <td style="text-align:left;"> G </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(122, 209, 81, 1) !important;"> 1 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> </tr> <tr> <td style="text-align:left;"> I </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(122, 209, 81, 1) !important;"> 1 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> </tr> <tr> <td style="text-align:left;"> S </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(122, 209, 81, 1) !important;"> 1 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> </tr> <tr> <td style="text-align:left;"> X </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(68, 1, 84, 1) !important;"> 0 </td> <td style="text-align:center;width: 10em; color: white !important;background-color: rgba(122, 209, 81, 1) !important;"> 1 </td> </tr> </tbody> </table> ] .pull-right-narrow[ .small[ ``` ## # A tibble: 3,393 x 3 ## name Height_in school_pntg ## <chr> <dbl> <chr> ## 1 L1764-2 37 F ## 2 L1764-3 18 I ## 3 L1764-4 13 D/FL ## 4 L1764-5a 14 F ## 5 L1764-5b 14 F ## 6 L1764-6 7 I ## 7 L1764-7a 6 F ## 8 L1764-7b 6 F ## 9 L1764-8 15 I ## 10 L1764-9a 9 D/FL ## 11 L1764-9b 9 D/FL ## 12 L1764-10a 16 X ## 13 L1764-10b 16 X ## 14 L1764-10c 16 X ## 15 L1764-11 20 D/FL ## 16 L1764-12a 14 D/FL ## 17 L1764-12b 14 D/FL ## 18 L1764-13a 15 D/FL ## 19 L1764-13b 15 D/FL ## 20 L1764-14 37 F ## # ... with 3,373 more rows ``` ] ] --- ## Relationship between height and school .small[ ``` ## # A tibble: 7 x 5 ## term estimate std.error statistic p.value ## <chr> <dbl> <dbl> <dbl> <dbl> ## 1 (Intercept) 14.0 10.0 1.40 0.162 ## 2 school_pntgD/FL 2.33 10.0 0.232 0.816 ## 3 school_pntgF 10.2 10.0 1.02 0.309 ## 4 school_pntgG 1.65 11.9 0.139 0.889 ## 5 school_pntgI 10.3 10.0 1.02 0.306 ## 6 school_pntgS 30.4 11.4 2.68 0.00744 ## 7 school_pntgX 2.87 10.3 0.279 0.780 ``` - **Austrian school (A)** paintings are expected, on average, to be **14 inches** tall. - **Dutch/Flemish school (D/FL)** paintings are expected, on average, to be **2.33 inches taller** than *Austrian school* paintings. - **French school (F)** paintings are expected, on average, to be **10.2 inches taller** than *Austrian school* paintings. - **German school (G)** paintings are expected, on average, to be **1.65 inches taller** than *Austrian school* paintings. - **Italian school (I)** paintings are expected, on average, to be **10.3 inches taller** than *Austrian school* paintings. - **Spanish school (S)** paintings are expected, on average, to be **30.4 inches taller** than *Austrian school* paintings. - Paintings whose school is **unknown (X)** are expected, on average, to be **2.87 inches taller** than *Austrian school* paintings. ]