Pacotes

library(tidyverse)
## -- Attaching packages --------------------------------------- tidyverse 1.3.1 --
## v ggplot2 3.3.5     v purrr   0.3.4
## v tibble  3.1.6     v dplyr   1.0.7
## v tidyr   1.2.0     v stringr 1.4.0
## v readr   2.1.2     v forcats 0.5.1
## -- Conflicts ------------------------------------------ tidyverse_conflicts() --
## x dplyr::filter() masks stats::filter()
## x dplyr::lag()    masks stats::lag()
library(olsrr)
## Warning: package 'olsrr' was built under R version 4.1.3
## 
## Attaching package: 'olsrr'
## The following object is masked from 'package:datasets':
## 
##     rivers
library(lmtest)
## Warning: package 'lmtest' was built under R version 4.1.3
## Carregando pacotes exigidos: zoo
## Warning: package 'zoo' was built under R version 4.1.3
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric

Modelo linear multivariado

mtcars %>% 
  lm(mpg ~ cyl + disp + hp + wt, data=.) %>% 
  summary()
## 
## Call:
## lm(formula = mpg ~ cyl + disp + hp + wt, data = .)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4.0562 -1.4636 -0.4281  1.2854  5.8269 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 40.82854    2.75747  14.807 1.76e-14 ***
## cyl         -1.29332    0.65588  -1.972 0.058947 .  
## disp         0.01160    0.01173   0.989 0.331386    
## hp          -0.02054    0.01215  -1.691 0.102379    
## wt          -3.85390    1.01547  -3.795 0.000759 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 2.513 on 27 degrees of freedom
## Multiple R-squared:  0.8486, Adjusted R-squared:  0.8262 
## F-statistic: 37.84 on 4 and 27 DF,  p-value: 1.061e-10

Gráfico de dispersão

ggplot(mtcars, aes(mpg, wt))+
  geom_point()+
  stat_smooth(method="lm")
## `geom_smooth()` using formula 'y ~ x'

Breusch-Pagan teste para heterocedasticidade:

reg <- mtcars %>% 
  lm(mpg ~ cyl + disp + hp + wt, data=.)

bptest(reg)
## 
##  studentized Breusch-Pagan test
## 
## data:  reg
## BP = 2.7623, df = 4, p-value = 0.5984

VIF teste para multicolinearidade

ols_vif_tol(reg)
##   Variables  Tolerance       VIF
## 1       cyl 0.14841846  6.737707
## 2      disp 0.09640147 10.373286
## 3        hp 0.29360104  3.405983
## 4        wt 0.20626997  4.848016

Transformação de variáveis

Para transformar uma variável ou criar uma nova com base em valores de colunas existentes, podemos usar a função mutate do pacote dplyr que faz parte do tidyverse.

No exemplo abaixo, estamos gerando uma nova coluna em nossa tabela com a divisão de dois campos já existentes nesta tabela:

mtcars <- mtcars %>% 
  mutate(nova_coluna = hp / cyl)

mtcars
##                      mpg cyl  disp  hp drat    wt  qsec vs am gear carb
## Mazda RX4           21.0   6 160.0 110 3.90 2.620 16.46  0  1    4    4
## Mazda RX4 Wag       21.0   6 160.0 110 3.90 2.875 17.02  0  1    4    4
## Datsun 710          22.8   4 108.0  93 3.85 2.320 18.61  1  1    4    1
## Hornet 4 Drive      21.4   6 258.0 110 3.08 3.215 19.44  1  0    3    1
## Hornet Sportabout   18.7   8 360.0 175 3.15 3.440 17.02  0  0    3    2
## Valiant             18.1   6 225.0 105 2.76 3.460 20.22  1  0    3    1
## Duster 360          14.3   8 360.0 245 3.21 3.570 15.84  0  0    3    4
## Merc 240D           24.4   4 146.7  62 3.69 3.190 20.00  1  0    4    2
## Merc 230            22.8   4 140.8  95 3.92 3.150 22.90  1  0    4    2
## Merc 280            19.2   6 167.6 123 3.92 3.440 18.30  1  0    4    4
## Merc 280C           17.8   6 167.6 123 3.92 3.440 18.90  1  0    4    4
## Merc 450SE          16.4   8 275.8 180 3.07 4.070 17.40  0  0    3    3
## Merc 450SL          17.3   8 275.8 180 3.07 3.730 17.60  0  0    3    3
## Merc 450SLC         15.2   8 275.8 180 3.07 3.780 18.00  0  0    3    3
## Cadillac Fleetwood  10.4   8 472.0 205 2.93 5.250 17.98  0  0    3    4
## Lincoln Continental 10.4   8 460.0 215 3.00 5.424 17.82  0  0    3    4
## Chrysler Imperial   14.7   8 440.0 230 3.23 5.345 17.42  0  0    3    4
## Fiat 128            32.4   4  78.7  66 4.08 2.200 19.47  1  1    4    1
## Honda Civic         30.4   4  75.7  52 4.93 1.615 18.52  1  1    4    2
## Toyota Corolla      33.9   4  71.1  65 4.22 1.835 19.90  1  1    4    1
## Toyota Corona       21.5   4 120.1  97 3.70 2.465 20.01  1  0    3    1
## Dodge Challenger    15.5   8 318.0 150 2.76 3.520 16.87  0  0    3    2
## AMC Javelin         15.2   8 304.0 150 3.15 3.435 17.30  0  0    3    2
## Camaro Z28          13.3   8 350.0 245 3.73 3.840 15.41  0  0    3    4
## Pontiac Firebird    19.2   8 400.0 175 3.08 3.845 17.05  0  0    3    2
## Fiat X1-9           27.3   4  79.0  66 4.08 1.935 18.90  1  1    4    1
## Porsche 914-2       26.0   4 120.3  91 4.43 2.140 16.70  0  1    5    2
## Lotus Europa        30.4   4  95.1 113 3.77 1.513 16.90  1  1    5    2
## Ford Pantera L      15.8   8 351.0 264 4.22 3.170 14.50  0  1    5    4
## Ferrari Dino        19.7   6 145.0 175 3.62 2.770 15.50  0  1    5    6
## Maserati Bora       15.0   8 301.0 335 3.54 3.570 14.60  0  1    5    8
## Volvo 142E          21.4   4 121.0 109 4.11 2.780 18.60  1  1    4    2
##                     nova_coluna
## Mazda RX4              18.33333
## Mazda RX4 Wag          18.33333
## Datsun 710             23.25000
## Hornet 4 Drive         18.33333
## Hornet Sportabout      21.87500
## Valiant                17.50000
## Duster 360             30.62500
## Merc 240D              15.50000
## Merc 230               23.75000
## Merc 280               20.50000
## Merc 280C              20.50000
## Merc 450SE             22.50000
## Merc 450SL             22.50000
## Merc 450SLC            22.50000
## Cadillac Fleetwood     25.62500
## Lincoln Continental    26.87500
## Chrysler Imperial      28.75000
## Fiat 128               16.50000
## Honda Civic            13.00000
## Toyota Corolla         16.25000
## Toyota Corona          24.25000
## Dodge Challenger       18.75000
## AMC Javelin            18.75000
## Camaro Z28             30.62500
## Pontiac Firebird       21.87500
## Fiat X1-9              16.50000
## Porsche 914-2          22.75000
## Lotus Europa           28.25000
## Ford Pantera L         33.00000
## Ferrari Dino           29.16667
## Maserati Bora          41.87500
## Volvo 142E             27.25000

Usando a mesma função, podemos calcular o logaritmo natural de cada observação de uma variável e armazená-lo em uma nova coluna:

mtcars <- mtcars %>% 
  mutate(log_disp = log(disp))

mtcars
##                      mpg cyl  disp  hp drat    wt  qsec vs am gear carb
## Mazda RX4           21.0   6 160.0 110 3.90 2.620 16.46  0  1    4    4
## Mazda RX4 Wag       21.0   6 160.0 110 3.90 2.875 17.02  0  1    4    4
## Datsun 710          22.8   4 108.0  93 3.85 2.320 18.61  1  1    4    1
## Hornet 4 Drive      21.4   6 258.0 110 3.08 3.215 19.44  1  0    3    1
## Hornet Sportabout   18.7   8 360.0 175 3.15 3.440 17.02  0  0    3    2
## Valiant             18.1   6 225.0 105 2.76 3.460 20.22  1  0    3    1
## Duster 360          14.3   8 360.0 245 3.21 3.570 15.84  0  0    3    4
## Merc 240D           24.4   4 146.7  62 3.69 3.190 20.00  1  0    4    2
## Merc 230            22.8   4 140.8  95 3.92 3.150 22.90  1  0    4    2
## Merc 280            19.2   6 167.6 123 3.92 3.440 18.30  1  0    4    4
## Merc 280C           17.8   6 167.6 123 3.92 3.440 18.90  1  0    4    4
## Merc 450SE          16.4   8 275.8 180 3.07 4.070 17.40  0  0    3    3
## Merc 450SL          17.3   8 275.8 180 3.07 3.730 17.60  0  0    3    3
## Merc 450SLC         15.2   8 275.8 180 3.07 3.780 18.00  0  0    3    3
## Cadillac Fleetwood  10.4   8 472.0 205 2.93 5.250 17.98  0  0    3    4
## Lincoln Continental 10.4   8 460.0 215 3.00 5.424 17.82  0  0    3    4
## Chrysler Imperial   14.7   8 440.0 230 3.23 5.345 17.42  0  0    3    4
## Fiat 128            32.4   4  78.7  66 4.08 2.200 19.47  1  1    4    1
## Honda Civic         30.4   4  75.7  52 4.93 1.615 18.52  1  1    4    2
## Toyota Corolla      33.9   4  71.1  65 4.22 1.835 19.90  1  1    4    1
## Toyota Corona       21.5   4 120.1  97 3.70 2.465 20.01  1  0    3    1
## Dodge Challenger    15.5   8 318.0 150 2.76 3.520 16.87  0  0    3    2
## AMC Javelin         15.2   8 304.0 150 3.15 3.435 17.30  0  0    3    2
## Camaro Z28          13.3   8 350.0 245 3.73 3.840 15.41  0  0    3    4
## Pontiac Firebird    19.2   8 400.0 175 3.08 3.845 17.05  0  0    3    2
## Fiat X1-9           27.3   4  79.0  66 4.08 1.935 18.90  1  1    4    1
## Porsche 914-2       26.0   4 120.3  91 4.43 2.140 16.70  0  1    5    2
## Lotus Europa        30.4   4  95.1 113 3.77 1.513 16.90  1  1    5    2
## Ford Pantera L      15.8   8 351.0 264 4.22 3.170 14.50  0  1    5    4
## Ferrari Dino        19.7   6 145.0 175 3.62 2.770 15.50  0  1    5    6
## Maserati Bora       15.0   8 301.0 335 3.54 3.570 14.60  0  1    5    8
## Volvo 142E          21.4   4 121.0 109 4.11 2.780 18.60  1  1    4    2
##                     nova_coluna log_disp
## Mazda RX4              18.33333 5.075174
## Mazda RX4 Wag          18.33333 5.075174
## Datsun 710             23.25000 4.682131
## Hornet 4 Drive         18.33333 5.552960
## Hornet Sportabout      21.87500 5.886104
## Valiant                17.50000 5.416100
## Duster 360             30.62500 5.886104
## Merc 240D              15.50000 4.988390
## Merc 230               23.75000 4.947340
## Merc 280               20.50000 5.121580
## Merc 280C              20.50000 5.121580
## Merc 450SE             22.50000 5.619676
## Merc 450SL             22.50000 5.619676
## Merc 450SLC            22.50000 5.619676
## Cadillac Fleetwood     25.62500 6.156979
## Lincoln Continental    26.87500 6.131226
## Chrysler Imperial      28.75000 6.086775
## Fiat 128               16.50000 4.365643
## Honda Civic            13.00000 4.326778
## Toyota Corolla         16.25000 4.264087
## Toyota Corona          24.25000 4.788325
## Dodge Challenger       18.75000 5.762051
## AMC Javelin            18.75000 5.717028
## Camaro Z28             30.62500 5.857933
## Pontiac Firebird       21.87500 5.991465
## Fiat X1-9              16.50000 4.369448
## Porsche 914-2          22.75000 4.789989
## Lotus Europa           28.25000 4.554929
## Ford Pantera L         33.00000 5.860786
## Ferrari Dino           29.16667 4.976734
## Maserati Bora          41.87500 5.707110
## Volvo 142E             27.25000 4.795791