residual_plots.Rmd

---
title: "Regression and Other Stories: Introclass"
author: "Andrew Gelman, Jennifer Hill, Aki Vehtari"
date: "`r format(Sys.Date())`"
output:
  html_document:
    theme: readable
    toc: true
    toc_depth: 2
    toc_float: true
    code_download: true
---
Plot residuals vs.\ predicted values, or residuals vs.\ observed
values? See Chapter 11 in Regression and Other Stories.

-------------


```{r setup, include=FALSE}
knitr::opts_chunk$set(message=FALSE, error=FALSE, warning=FALSE, comment=NA)
# switch this to TRUE to save figures in separate files
savefigs <- FALSE
```

#### Load packages

```{r }
library("rprojroot")
root<-has_file(".ROS-Examples-root")$make_fix_file()
library("rstanarm")
```

#### Load data

```{r }
introclass <- read.table(root("Introclass/data","gradesW4315.dat"), header=TRUE)
head(introclass)
```

## Linear regression model

The option `refresh = 0` supresses the default Stan sampling
progress output. This is useful for small data with fast
computation. For more complex models and bigger data, it can be
useful to see the progress.

```{r }
fit_1 <- stan_glm(final ~ midterm, data = introclass, refresh = 0)
print(fit_1)
```

#### Compute residuals<br>
compute predictions from simulations

```{r }
sims <- as.matrix(fit_1)
predicted <- colMeans(sims[,1] + sims[,2] %*% t(introclass$midterm))
```

or with built-in function

```{r }
predicted <- predict(fit_1)
resid <- introclass$final - predicted
```

#### Plot residuals vs predicted

```{r eval=FALSE, include=FALSE}
if (savefigs) postscript(root("Introclass/figs","fakeresid1a.ps"), height=3.8, width=4.5, colormodel="gray")
```
```{r }
plot(predicted, resid, xlab="predicted value", ylab="residual",
     main="Residuals vs.\ predicted values", mgp=c(1.5,.5,0), pch=20, yaxt="n")
axis(2, seq(-40,40,20), mgp=c(1.5,.5,0))
abline(0, 0, col="gray", lwd=.5)
```
```{r eval=FALSE, include=FALSE}
if (savefigs) dev.off()
```

#### Plot residuals vs observed

```{r eval=FALSE, include=FALSE}
if (savefigs) postscript(root("Introclass/figs","fakeresid1b.ps"), height=3.8, width=4.5, colormodel="gray")
```
```{r }
plot(introclass$final, resid, xlab="observed value", ylab="residual", main="Residuals vs.\ observed values", mgp=c(1.5,.5,0), pch=20, yaxt="n")
axis(2, seq(-40,40,20), mgp=c(1.5,.5,0))
abline(0, 0, col="gray", lwd=.5)
```
```{r eval=FALSE, include=FALSE}
if (savefigs) dev.off()
```

## Simulated fake data

```{r }
a <- 65
b <- 0.7
sigma <- 15
n <- nrow(introclass)
introclass$final_fake <- a + b*introclass$midterm + rnorm(n, 0, 15)
fit_fake <- stan_glm(final_fake ~ midterm, data = introclass, refresh = 0)
```

#### Compute residuals
compute predictions from simulations

```{r }
sims <- as.matrix(fit_fake)
predicted_fake <- colMeans(sims[,1] + sims[,2] %*% t(introclass$midterm))
```

or with built-in function

```{r }
predicted_fake <- predict(fit_fake)
resid_fake <- introclass$final_fake - predicted_fake
```

#### Plot residuals vs predicted

```{r eval=FALSE, include=FALSE}
if (savefigs) postscript(root("Introclass/figs","fakeresid2a.ps"), height=3.8, width=4.5, colormodel="gray")
```
```{r }
plot(predicted_fake, resid_fake, xlab="predicted value", ylab="residual", main="Fake data:  resids vs.\ predicted", mgp=c(1.5,.5,0), pch=20, yaxt="n")
axis(2, seq(-40,40,20), mgp=c(1.5,.5,0))
abline(0, 0, col="gray", lwd=.5)
```
```{r eval=FALSE, include=FALSE}
if (savefigs) dev.off()
```

#### Plot residuals vs observed

```{r eval=FALSE, include=FALSE}
if (savefigs) postscript(root("Introclass/figs","fakeresid2b.ps"), height=3.8, width=4.5, colormodel="gray")
```
```{r }
plot(introclass$final_fake, resid_fake, xlab="observed value", ylab="residual", main="Fake data:  resids vs.\ observed", mgp=c(1.5,.5,0), pch=20, yaxt="n")
axis(2, seq(-40,40,20), mgp=c(1.5,.5,0))
abline(0, 0, col="gray", lwd=.5)
```
```{r eval=FALSE, include=FALSE}
if (savefigs) dev.off()
```