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Resampling-Methods 411210002

The document discusses various resampling methods, including linear regression and polynomial regression applied to the 'Auto' dataset. It evaluates model performance using mean squared error and cross-validation techniques. Additionally, it introduces a bootstrap method to estimate the variance of a statistic derived from a portfolio dataset.

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hubertkuo418
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10 views3 pages

Resampling-Methods 411210002

The document discusses various resampling methods, including linear regression and polynomial regression applied to the 'Auto' dataset. It evaluates model performance using mean squared error and cross-validation techniques. Additionally, it introduces a bootstrap method to estimate the variance of a statistic derived from a portfolio dataset.

Uploaded by

hubertkuo418
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Resampling Methods

2024-11-15
library(ISLR2)
set.seed(1)
train=sample(392, 196)

lm.fit = lm(mpg~horsepower, data = Auto, subset = train)


attach(Auto)
mean((mpg - predict(lm.fit, Auto))[-train]^2)

## [1] 23.26601

lm.fit2 = lm(mpg~poly(horsepower, 2), data = Auto, subset = train)


mean((mpg - predict(lm.fit2, Auto))[-train]^2)

## [1] 18.71646

lm.fit3 = lm(mpg~poly(horsepower, 3), data = Auto, subset = train)


mean((mpg - predict(lm.fit3, Auto))[-train]^2)

## [1] 18.79401

set.seed(2)
train = sample(392, 196)

lm.fit = lm(mpg~horsepower, subset = train)


mean((mpg - predict(lm.fit, Auto))[-train]^2)

## [1] 25.72651

lm.fit2 = lm(mpg~poly(horsepower, 2), data = Auto, subset = train)


mean((mpg - predict(lm.fit2, Auto))[-train]^2)

## [1] 20.43036

lm.fit3 = lm(mpg~poly(horsepower, 3), data = Auto, subset = train)


mean((mpg - predict(lm.fit3, Auto))[-train]^2)

## [1] 20.38533

glm.fit = glm(mpg~horsepower, data = Auto)


coef(glm.fit)

## (Intercept) horsepower
## 39.9358610 -0.1578447

lm.fit = lm(mpg~horsepower, data = Auto)


coef(lm.fit)
## (Intercept) horsepower
## 39.9358610 -0.1578447

library(boot)
glm.fit = glm(mpg~horsepower, data = Auto)
cv.err = cv.glm(Auto, glm.fit)
cv.err$delta

## [1] 24.23151 24.23114

cv.error = rep(0, 5)
for(i in 1:5){
lm.fit = glm(mpg~poly(horsepower, i), data = Auto)
cv.error[i] = cv.glm(Auto, glm.fit)$delta[1]
}
cv.error

## [1] 24.23151 24.23151 24.23151 24.23151 24.23151

set.seed(17)
cv.error.10 = rep(0:10)
for(i in 1:10){
lm.fit = glm(mpg~poly(horsepower, i), data = Auto)
cv.error.10[i] = cv.glm(Auto, glm.fit, K = 10)$delta[1]
}
cv.error.10

## [1] 24.27207 24.08261 24.29863 24.25307 24.22995 24.24427 24.28884


24.17441
## [9] 24.16991 24.21398 10.00000

alpha.fn = function(data, index){


X = data$X[index]
Y = data$Y[index]
(var(Y) - cov(X, Y))/(var(X) + var(Y) - 2*cov(X, Y))
}

alpha.fn(Portfolio, 1:100)

## [1] 0.5758321

set.seed(1)
alpha.fn(Portfolio, sample(100, 100, replace = T))

## [1] 0.7368375

boot(Portfolio, alpha.fn, R = 1000)

##
## ORDINARY NONPARAMETRIC BOOTSTRAP
##
##
## Call:
## boot(data = Portfolio, statistic = alpha.fn, R = 1000)
##
##
## Bootstrap Statistics :
## original bias std. error
## t1* 0.5758321 -0.001695873 0.09366347

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