Course Outline

segmentGetting Started (Don't Skip This Part)

segmentStatistics and Data Science: A Modeling Approach

segmentPART I: EXPLORING VARIATION

segmentChapter 1  Welcome to Statistics: A Modeling Approach

segmentChapter 2  Understanding Data

segmentChapter 3  Examining Distributions

segmentChapter 4  Explaining Variation

segmentPART II: MODELING VARIATION

segmentChapter 5  A Simple Model

segmentChapter 6  Quantifying Error

segmentChapter 7  Adding an Explanatory Variable to the Model

segmentChapter 8  Digging Deeper into Group Models

segmentChapter 9  Models with a Quantitative Explanatory Variable

9.4 Comparing Regression Models to Group Models

segmentPART III: EVALUATING MODELS

segmentChapter 10  The Logic of Inference

segmentChapter 11  Model Comparison with F

segmentChapter 12  Parameter Estimation and Confidence Intervals

segmentChapter 13  What You Have Learned

segmentFinishing Up (Don't Skip This Part!)

segmentResources
list High School / Advanced Statistics and Data Science I (ABC)
9.4 Comparing Regression Models to Group Models
Comparing the Height2Group
Model and the Height
Model
We now know how to specify and fit two different kinds of models: group models (e.g., Height2Group_model
) and regression models (Height_model
), let’s just think for a bit on what the similarities and differences are between these models.
Symbol 
Group Model \(Y_i=b_0+b_1X_i+e_i\) \(\text{Thumb}_i=b_0+b_1\text{Height2Grouptall}_i+e_i\) 
Regression Model \(Y_i=b_0+b_1X_i+e_i\) \(\text{Thumb}_i=b_0+b_1\text{Height}_i+e_i\) 

\(Y_i\)  Thumb length of a student i  Thumb length of a student i 
\(b_0\) 
Predicted thumb length when \(\text{Height2Group}_i = 0\)) (mean thumb length for short group) 
Predicted thumb length when \(\text{Height}_i=0\) (yintercept for regression line) 
\(b_1\) 
Adjustment to predicted thumb length for a tall student (the mean difference between the two group means) 
Adjustment to predicted thumb length for a oneunit increase in height (the slope of the regression line) 
\(X_i\)  Height2Group of a student i, coded as 0=nottall, 1=tall  Height of a student i in inches 
\(e_i\)  Error for student i  Error for student i 
visualization of the model 


Fitting a Regression Model By Accident When You Don’t Want One
Although R is pretty smart about knowing which model to fit, it won’t always do the right thing. If you code the grouping variable with character strings such as “female” and “male” or “short” and “tall,” R will make the right decision to fit a group model because it knows the variable must be categorical. But if you code the same grouping variable as 1 and 2 (maybe you forget to make it a factor), R may get confused and fit the model as though the explanatory variable is quantitative.
For example, we’ve added a new variable to our Fingers
data called SexNum
. Here is what the data look like.
Thumb Sex SexNum
1 66 male 2
2 64 female 1
3 56 female 1
4 70 male 2
5 52 female 1
6 62 male 2
If you take a look at the variables Sex
and SexNum
, they have the same information. Students 2, 3, and 5 are in one group and students 1, 4, and 6 are in another group. If we fit a model with Sex
(and call it the Sex_model
) or SexNum
(and call it the SexNum_model
), we would expect the same estimates. Let’s try it.
require(coursekata)
Fingers$SexNum < as.numeric(Fingers$Sex)
# fit a model of Thumb length based on Sex
Sex_model < lm()
# fit a model of Thumb length based on SexNum
SexNum_model < lm()
# this prints the parameter estimates from the two models
Sex_model
SexNum_model
# fit a model of Thumb length based on Sex
Sex_model < lm(Thumb ~ Sex, data=Fingers)
# fit a model of Thumb length based on SexNum
SexNum_model < lm(Thumb ~ SexNum, data=Fingers)
# this prints the parameter estimates from the two models
Sex_model
SexNum_model
ex() %>% {
check_object(., "Sex_model") %>% check_equal()
check_object(., "SexNum_model") %>% check_equal()
check_output_expr(., "Sex_model
SexNum_model")
}
Call:
lm(formula = Thumb ~ Sex, data = Fingers)
Coefficients:
(Intercept) Sexmale
58.256 6.447
Call:
lm(formula = Thumb ~ SexNum, data = Fingers)
Coefficients:
(Intercept) SexNum
51.809 6.447
Because Sex
is a factor (i.e., a categorical variable), lm()
fits a group model. But for SexNum
, lm()
thinks the 1 or 2 coding refers to a quantitative variable. Because we did not tell R to treat SexNum
as a factor, it fits a regression line instead of a twogroup model. If it does that, the meaning of the estimates will not be what you expect for the group model.
The \(b_1\) estimate will be the same as in the twogroup model; because it represents the adjustment in thumb length for a one unit change in \(X_i\). For Sex
, a 1unit change is to go from not male (\(X_i=0\)) to male (\(X_i=1\)). For \(SexNum\), a 1unit change similarly goes from not male (\(X_i=1\)) to male (\(X_i=2\)).
\(b_1\) of the \(Sex\) model, a group model 
\(b_1\) of the \(SexNum\) model, an accidental regression model 



But the \(b_0\) estimate will be different in the SexNum
model, where it represents the yintercept of the regression line, or the predicted thumb length when \(X_i\) equals 0. This makes no sense, however, when there are only two groups and they are coded 1 and 2. This is an accidental regression model.
\(b_0\) of the \(Sex\) model  \(b_0\) of the \(SexNum\) model 


