I have 4 different parameters that can affect my output. I am running a linear regression model to find out which of these parameters have the largest effect on the output. I have the following sample data:
> print(S.E.S)
Output Deck Dia Girder Bearing
1 0.7130376 1.1700306 4693.794 6756.606 3405.554
2 0.7882629 1.0427384 3879.201 7084.479 3420.701
3 0.7922394 0.8064505 4012.528 7662.097 3397.028
4 0.7755186 0.9507799 4198.280 7965.731 3481.417
5 0.7788124 0.9664673 4446.782 7383.764 3472.230
6 0.7847128 0.6803113 4341.931 6950.527 3432.176
7 0.7785227 0.6720781 4082.003 6599.963 3454.938
8 0.7850641 1.1011206 3663.842 7731.346 3484.941
9 0.7704714 1.5822466 3779.936 7241.310 3382.051
10 0.7855922 1.0402248 3303.753 7429.381 3394.371
I use the following code:
Model_S.E.S <- lm(Output~Bearing+Dia+Girder+Deck, S.E.S)
summary(Model_S.E.S)
> summary(Model_S.E.S)
Call:
lm(formula = Output ~ Bearing + Dia + Girder + Deck, data = S.E.S)
Residuals:
1 2 3 4 5 6 7 8 9 10
-0.023443 0.012088 0.003735 -0.006959 0.013808 0.010280 -0.001921 -0.006984 0.014205 -0.014808
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 7.427e-01 5.920e-01 1.254 0.2651
Bearing 3.731e-05 1.863e-04 0.200 0.8492
Dia -3.587e-05 1.650e-05 -2.174 0.0817 .
Girder 1.292e-05 1.601e-05 0.807 0.4565
Deck -4.458e-02 2.486e-02 -1.794 0.1328
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.01748 on 5 degrees of freedom
Multiple R-squared: 0.6726, Adjusted R-squared: 0.4107
F-statistic: 2.568 on 4 and 5 DF, p-value: 0.1644
This summary tells me that Deck is the most sensitive parameter as it has the lowest coefficient. But if I just look at lm of 1 parameter at the time I get:
summary(lm(formula = Output~Deck, data = S.E.S))
Call:
lm(formula = Output ~ Deck, data = S.E.S)
Residuals:
Min 1Q Median 3Q Max
-0.057137 -0.000939 0.006869 0.012354 0.014281
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.80517 0.02940 27.39 3.4e-09 ***
Deck -0.02991 0.02848 -1.05 0.324
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.02264 on 8 degrees of freedom
Multiple R-squared: 0.1212, Adjusted R-squared: 0.01137
F-statistic: 1.104 on 1 and 8 DF, p-value: 0.3242
If I repeat this for the remaining 3 variables I see that the Deck coefficient is still the largest, but the R-squared of the Dia is the largest. I am not sure what this means.