Why should you use the moderndive package for intro linear regression?

Albert Y. Kim & Chester Ismay



Linear regression has long been a staple of introductory statistics courses. While the timing of when to introduce it may have changed (many argue that descriptive regression should be done ASAP and then revisited later after statistical inference has been covered), it’s overall importance in the intro stats curriculum remains the same.

Let’s consider data gathered from end of semester student evaluations for 463 professors from the University of Texas at Austin (see openintro.org for more details). Here is a random sample of 5 instructors and a subset of 8 of the 13 variables included, where the outcome variable of interest is the teaching evaluation score out of 5 as given by students:

ID score age bty_avg gender ethnicity language rank
129 3.7 62 3.000 male not minority english tenured
109 4.7 46 4.333 female not minority english tenured
28 4.8 62 5.500 male not minority english tenured
434 2.8 62 2.000 male not minority english tenured
330 4.0 64 2.333 male not minority english tenured

The data is included in evals dataset in the moderndive R package for tidyverse-friendly introductory linear regression. Let’s fit a regression model of teaching score as a function of instructor age:

score_model <- lm(score ~ age, data = evals)

Regression analysis the “good old-fashioned” way

Let’s analyze the output of the fitted model score_model “the good old fashioned way”: using summary.lm().

Here are five common student comments/questions we’ve heard over the years in our intro stats courses based on this output:

  1. “Wow! Look at those p-value stars! Stars are good, so I must get more stars somehow.”
  2. “How do extract the values in the regression table?”
  3. “Where are the fitted/predicted values and residuals?”
  4. “How do I apply this model to a new set of data to make predictions?”
  5. “What is all this other stuff at the bottom?”

Regression analysis the tidyverse-friendly way

To address these comments/questions, we’ve included three functions in the moderndive package that takes as a fitted model as input (in this case score_model) and returns the same information as summary(score_model) but in a tidyverse-friendly way:

  1. Get a tidy regression table with confidence intervals:

  2. Get information on each point/observation in your regression, including fitted/predicted values & residuals, in a single data frame:

  3. Get scalar summaries of a regression fit including \(R^2\) and \(R^2_{adj}\) but also the (root) mean-squared error:

Why should you use the moderndive package?

We think that these three functions included in the moderndive package are effective pedagogical tools that can help address the above five common student comments/questions. Why now argue why.

1. Less p-value stars, more confidence intervals

The first common student comment/question:

“Wow! Look at those p-value stars! Stars are good, so I must get more stars somehow.”

We argue that the summary() output is deficient in an intro stats setting because:

Instead of summary(), let’s use the get_regression_table() function in the moderndive package:

#> # A tibble: 2 x 7
#>   term      estimate std_error statistic p_value lower_ci upper_ci
#>   <chr>        <dbl>     <dbl>     <dbl>   <dbl>    <dbl>    <dbl>
#> 1 intercept    4.46      0.127     35.2    0        4.21     4.71 
#> 2 age         -0.006     0.003     -2.31   0.021   -0.011   -0.001

Confidence intervals! By including them in the output, we can easily emphasize to students that they “surround” the point estimates in the estimate column. Note the confidence level is defaulted to 95%.

2. Outputs as tidy tibbles!

All the functions in the moderndive package return tidy tibbles! So for example, by piping the above get_regression_table(score_model) output into the kable() function from the knitr package, you can have aesthetically pleasing regression tables in R Markdown documents, instead of jarring computer output font:

get_regression_table(score_model) %>% 
term estimate std_error statistic p_value lower_ci upper_ci
intercept 4.462 0.127 35.195 0.000 4.213 4.711
age -0.006 0.003 -2.311 0.021 -0.011 -0.001

Now let’s address the second common student comment/question:

“How do extract the values in the regression table?”

While one might argue that extracting the intercept and slope coefficients can be simply done using coefficients(score_model), what about the standard errors? A Google query of “how do I extract standard errors from lm in r” yields results from the R mailing list and from crossvalidated suggesting we run:

#> (Intercept)         age 
#> 0.126778499 0.002569157

Say what?!? It shouldn’t be this hard! However since get_regression_table() returns a data frame/tidy tibble, you can easily extract columns using dplyr::pull():

get_regression_table(score_model) %>% 
#> [1] 0.127 0.003

or equivalently you can use the $ sign operator from base R:

#> [1] 0.127 0.003

3. Birds of a feather should flock together: Fitted values & residuals

The third common student comment/question:

“Where are the fitted/predicted values and residuals?”

How can we extract point-by-point information from a regression model, such as the fitted/predicted values and the residuals? (Note we’ll only display the first 10 of such values, and not all n = 463, for brevity’s sake)

#>        1        2        3        4        5        6        7        8 
#> 4.248156 4.248156 4.248156 4.248156 4.111577 4.111577 4.111577 4.159083 
#>        9       10 
#> 4.159083 4.224403
#>           1           2           3           4           5           6 
#>  0.45184376 -0.14815624 -0.34815624  0.55184376  0.48842294  0.18842294 
#>           7           8           9          10 
#> -1.31157706 -0.05908286 -0.75908286  0.27559666

But why have the original explanatory/predictor age and outcome variable score in evals, the fitted/predicted values score_hat, and residual floating around in separate pieces? Since each observation relates to the same instructor, wouldn’t it make sense to organize them together? This is where get_regression_points() shines!

#> # A tibble: 10 x 5
#>       ID score   age score_hat residual
#>    <int> <dbl> <int>     <dbl>    <dbl>
#>  1     1   4.7    36      4.25    0.452
#>  2     2   4.1    36      4.25   -0.148
#>  3     3   3.9    36      4.25   -0.348
#>  4     4   4.8    36      4.25    0.552
#>  5     5   4.6    59      4.11    0.488
#>  6     6   4.3    59      4.11    0.188
#>  7     7   2.8    59      4.11   -1.31 
#>  8     8   4.1    51      4.16   -0.059
#>  9     9   3.4    51      4.16   -0.759
#> 10    10   4.5    40      4.22    0.276

Observe that the original outcome variable score and explanatory/predictor variable age are now supplemented with the fitted/predicted value score_hat and residual columns. By putting the fitted/predicted values and the residuals next to the original data, we argue that the computation of these values is less opaque. For example in class, instructors can write out by hand how all the values in the first row, corresponding to the first instructor, are computed.

Furthermore, recall that all outputs in the moderndive package are data frames/tidy tibbles, thus you can easily create custom residual analysis plots, instead of the default ones yielded by plot(score_model). For example, we create:

score_model_points <- get_regression_points(score_model)

# Histogram of residuals:
ggplot(score_model_points, aes(x = residual)) +
  geom_histogram(bins = 20) +
  labs(title = "Histogram of residuals")

# Investigating patterns:
ggplot(score_model_points, aes(x = age, y = residual)) +
  geom_point() +
  labs(title = "Residuals over age")

4. Baby’s first Kaggle predictive modeling competition submission!

The fourth common student comment/question:

“How do I apply this model to a new set of data to make predictions?”

With the fields of machine learning and artificial intelligence gaining prominence, the importance of predictive modeling cannot be understated. Therefore, we’ve designed the get_regression_points() function to allow for a newdata argument to quickly apply a previously fitted model to “new” observations.

Let’s create an artificial “new” dataset which is a subset of the original evals data with the outcome variable score removed and use it as the newdata argument:

new_evals <- evals %>% 
  sample_n(4) %>% 
#> # A tibble: 4 x 13
#>      ID prof_ID   age bty_avg gender ethnicity language rank  pic_outfit
#>   <int>   <int> <int>   <dbl> <fct>  <fct>     <fct>    <fct> <fct>     
#> 1   272      51    57    5.67 male   not mino… english  tenu… not formal
#> 2   239      45    33    7    male   not mino… english  tenu… formal    
#> 3    87      16    45    4.17 male   not mino… english  tenu… not formal
#> 4   108      19    46    4.33 female not mino… english  tenu… not formal
#> # … with 4 more variables: pic_color <fct>, cls_did_eval <int>,
#> #   cls_students <int>, cls_level <fct>

get_regression_points(score_model, newdata = new_evals)
#> # A tibble: 4 x 3
#>      ID   age score_hat
#>   <int> <int>     <dbl>
#> 1     1    57      4.12
#> 2     2    33      4.27
#> 3     3    45      4.20
#> 4     4    46      4.19

score_hat are the predicted values! Let’s do another example, this time using the Kaggle House Prices: Advanced Regression Techniques practice competition.

This Kaggle competition requires you to fit/train a model to the provided train.csv training set to make predictions of house prices in the provided test.csv test set. Here is code for a “baby’s first Kaggle competition” submission that will:

  1. Read in the training and test data (that we posted on GitHub).
  2. Fit a naive model of house sale price as a function of year sold.
  3. Write a submission.csv file that can be submitted to Kaggle. Note the use of the ID argument to indicate that a variable identifying each observational unit/row should be included.

# Load in training and test set
train <- read_csv("https://github.com/moderndive/moderndive/raw/master/vignettes/train.csv")
test <- read_csv("https://github.com/moderndive/moderndive/raw/master/vignettes/test.csv")

# Fit model
house_model <- lm(SalePrice ~ YrSold, data = train)

# Make and submit predictions
submission <- get_regression_points(house_model, newdata = test, ID = "Id") %>% 
  select(Id, SalePrice = SalePrice_hat)
write_csv(submission, "submission.csv")

Submitting submission.csv to the leaderboard for this Kaggle competition we get a “root mean squared logarithmic error” score of 0.42918, where smaller scores are better: