Instructor: Colin Grudzien

## Instructions: We will work through the following series of activities as a group and hold small group work and discussions in Zoom Breakout Rooms. Follow the instructions in each sub-section when the instructor assigns you to a breakout room. ## Activities: ```{r} require("faraway") ``` ### Activity 1: Autoregression and recursive prediction The dataset ```mdeaths``` reports the number of deaths from lung diseases for men in the UK from 1974 to 1979. ```{r} plot(mdeaths) ``` This is a timeseries dataset, with special properties for certain analyses. In the following, it will be convenient to change the format of ```mdeaths``` into a regular dataframe from the timeseries format in which it is given. If we attempt to load the vector into a dataframe directly... ```{r} mdeaths data.frame(mdeaths) ``` we run into substantial issues. Rather, we will first load the vector into a shape resembling the printed form, and then apply the correct column names and row names, and convert to a dataframe: ```{r} m_deaths_df <- matrix(mdeaths, ncol=12, byrow = TRUE) month_names <- c("Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec") colnames(m_deaths_df) <- month_names row.names(m_deaths_df) <- c("1974", "1975", "1976", "1977", "1978", "1979") m_deaths_df <- data.frame(m_deaths_df) m_deaths_df ``` Now solve the following. 1. Make an appropriate plot of the data. At what time of year are deaths most likely to occur? 2. Fit an autoregressive model of the same form used for the ```airline``` data in terms of the lagged variables using an embed function as follows. ```{r} lag_df <- embed(mdeaths, 14) colnames(lag_df) <- c("y",paste0("lag",1:13)) lag_df <- data.frame(lag_df) ``` Verify the matching of the lag variables with how they should be represented in the model. ```{r} lag_df[length(lag_df$y), ] m_deaths_df[c(5:6), ] ``` Use the model summary to systematically select for a model in which all of the predictors are significant at the $5\%$ level. 3. Use the model to predict the number of deaths in January 1980 along with a 95% prediction interval. 4. Use your answer from the previous question to compute a prediction and interval for February 1980. 5. Compute the fitted values. Plot these against the observed values. Note that you will need to select the appropriate observed values. Do you think the accuracy of predictions will be the same for all months of the year? ### Activity 2: Explanation Consider the `teengamb` data with `gamble` as the response and our model including mixed effects of the form ```{r} lm_gamble <- lm(gamble ~ sex * income, teengamb) summary(lm_gamble) ``` Let's look at another approach for explaining the effect of the binary variable `sex` on the response. Using the `Matching` package, we will try to find matches of similar income levels and see if the treatement `sex` has a significant impact on the response variable. Examine the output of the following code and answer the following: ```{r} require("Matching") set.seed(123) mm <- GenMatch(teengamb$sex, teengamb$income, ties=FALSE, caliper=0.2, pop.size=1000) summary.Match(mm) plot(gamble ~ income, teengamb, pch=sex+1) with(teengamb,segments(income[mm$match[,1]],gamble[mm$match[,1]],income[ mm$match[,2]],gamble[mm$match[,2]])) ``` 1. How many matched pairs were found? How many cases were not matched? 2. Compute the differences in gamble for the matched pairs. Is there a significant non-zero difference? 3. Do the conclusions from the linear model and the matched pair approach agree? What might be a limitation of matching in this case?