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Non-LinearModels/HealthyInsuranceData/Scipt_healthyinsurance.R
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set_packages <- c("plotly","tidyverse","ggrepel","fastDummies","knitr","kableExtra", | ||
"splines","reshape2","PerformanceAnalytics","correlation","see", | ||
"ggraph","psych","nortest","rgl","car","ggside","tidyquant","olsrr", | ||
"jtools","ggstance","magick","cowplot","emojifont","beepr","Rcpp", | ||
"equatiomatic","metan") | ||
#install.packages("metan") | ||
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options(rgl.debug = TRUE) | ||
#remotes::install_github("abalgo/ggraph", force = TRUE) Force installation | ||
#install.packages("ggraph", type = "source") | ||
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if(sum(as.numeric(!set_packages %in% installed.packages())) != 0){ | ||
install_packages <- set_packages[!set_packages %in% installed.packages()] | ||
for(i in 1:length(install_packages)) { | ||
install.packages(install_packages, dependencies = T) | ||
break()} | ||
sapply(set_packages, require, character = T) | ||
} else { | ||
sapply(set_packages, require, character = T) | ||
} | ||
load(file = "healthyinsurance.Rdata") | ||
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# data - preliminary avaliation | ||
glimpse(planosaude) | ||
summary(planosaude) | ||
levels(factor(planosaude$plano)) | ||
# absolute frequency | ||
table(planosaude$plano) | ||
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chart.Correlation((planosaude[2:5]), histogram = TRUE) | ||
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# dummy variables | ||
healthy_insurance_dummy <- dummy_columns(.data = planosaude, | ||
select_columns = "plano", | ||
remove_selected_columns = T, | ||
remove_most_frequent_dummy = T | ||
) | ||
healthy_insurance_dummy %>% | ||
kable() %>% | ||
kable_styling(bootstrap_options = "striped", | ||
full_width = F, | ||
font_size = 23) | ||
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#Multiple linear regression | ||
model_healthy_insurance <- lm(despmed ~. -id ,healthy_insurance_dummy) | ||
summary(model_healthy_insurance) | ||
k <- qchisq(p=0.05,df=1,lower.tail = F) | ||
#stepwise | ||
step_healthyinsurance <- step(model_healthy_insurance,k=k ) | ||
summary(step_healthyinsurance) | ||
#Shapiro-Francio test | ||
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sf.test(step_healthyinsurance$residuals) | ||
healthy_insurance_dummy %>% | ||
ggplot() + | ||
geom_density(aes(x = step_healthyinsurance$residuals), fill = "lightblue") + | ||
labs(x = "Residuals of Stepwise", | ||
y = "Density") + | ||
theme_bw() | ||
#Heteroscedasticity test | ||
ols_test_breusch_pagan(step_healthyinsurance) | ||
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# we can add fitted values and residuals of the stepwise model into the dataset | ||
healthy_insurance_dummy$fitted_step <- step_healthyinsurance$fitted.values | ||
healthy_insurance_dummy$residuals_step <- step_healthyinsurance$residuals | ||
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healthy_insurance_dummy %>% | ||
ggplot() + | ||
geom_point(aes(x = fitted_step, y= residuals_step), fill = "lightblue") + | ||
labs(x = "Residuals of Stepwise", | ||
y = "Density") + | ||
theme_bw() | ||
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#Box-cox transf. | ||
lambda_bc <- powerTransform(planosaude$despmed) | ||
healthy_insurance_dummy$bcdespmed <- (((planosaude$despmed^lambda_bc$lambda)-1)/lambda_bc$lambda) | ||
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# new model with dummies | ||
model_bc_hi <- lm(formula = bcdespmed ~ . -id -despmed -fitted_step | ||
-residuals_step, | ||
data = healthy_insurance_dummy) | ||
summary(model_bc_hi) | ||
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#stepwise | ||
step_bc_hi <- step(model_bc_hi,k=k) | ||
#Shapiro-Francia test | ||
sf.test(step_bc_hi$residuals) | ||
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healthy_insurance_dummy %>% | ||
mutate(residuals = step_bc_hi$residuals) %>% | ||
ggplot(aes(x = residuals)) + | ||
geom_histogram(aes(y = ..density..), | ||
color = "white", | ||
fill = "#440154FF", | ||
bins = 15, | ||
alpha = 0.6) + | ||
stat_function(fun = dnorm, | ||
args = list(mean = mean(step_bc_hi$residuals), | ||
sd = sd(step_bc_hi$residuals)), | ||
size = 2, color = "grey30") + | ||
scale_color_manual(values = "grey50") + | ||
labs(x = "Residuals", | ||
y = "Frequency") + | ||
theme_bw() | ||
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healthy_insurance_dummy %>% | ||
ggplot() + | ||
geom_density(aes(x = step_bc_hi$residuals), fill = "#440154FF") + | ||
labs(x = "Residuals", | ||
y = "Density") + | ||
theme_bw() | ||
ols_test_breusch_pagan(step_bc_hi) | ||
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healthy_insurance_dummy$fitted_step_new <- step_bc_hi$fitted.values | ||
healthy_insurance_dummy$residuals_step_new<- step_bc_hi$residuals | ||
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healthy_insurance_dummy %>% | ||
ggplot() + | ||
geom_point(aes(x = fitted_step_new, y = residuals_step_new), | ||
color = "#440154FF", size = 3) + | ||
labs(x = "Fitted Values", | ||
y = "Residuals") + | ||
theme_bw() |
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