How to Perform Simple Linear Regression in R (Step-by-Step)

Simple linear regression is a technique that we can use to understand the relationship between a single explanatory variable and a single response variable.

In a nutshell, this technique finds a line that best “fits” the data and takes on the following form:

ŷ = b₀ + b₁x

where:

• ŷ: The estimated response value
• b₀: The intercept of the regression line
• b₁: The slope of the regression line

This equation can help us understand the relationship between the explanatory and response variable, and (assuming it’s statistically significant) it can be used to predict the value of a response variable given the value of the explanatory variable.

This tutorial provides a step-by-step explanation of how to perform simple linear regression in R.

Step 1: Load the Data

For this example, we’ll create a fake dataset that contains the following two variables for 15 students:

• Total hours studied for some exam
• Exam score

We’ll attempt to fit a simple linear regression model using hours as the explanatory variable and exam score as the response variable.

The following code shows how to create this fake dataset in R:

#create dataset
df #view first six rows of dataset
head(df)

  hours score
1     1    64
2     2    66
3     4    76
4     5    73
5     5    74
6     6    81

#attach dataset to make it more convenient to work with
attach(df)

Step 2: Visualize the Data

Before we fit a simple linear regression model, we should first visualize the data to gain an understanding of it.

First, we want to make sure that the relationship between hours and score is roughly linear, since that is a massive underlying assumption of simple linear regression. We can create a simple scatterplot to view the relationship between the two variables:

scatter.smooth(hours, score, main='Hours studied vs. Exam Score')

From the plot we can see that the relationship does appear to be linear. As hours increases, score tends to increase as well in a linear fashion.

Next, we can create a boxplot to visualize the distribution of exam scores and check for outliers. By default, R defines an observation to be an outlier if it is 1.5 times the interquartile range greater than the third quartile (Q3) or 1.5 times the interquartile range less than the first quartile (Q1).

If an observation is an outlier, a tiny circle will appear in the boxplot:

boxplot(score)

There are no tiny circles in the boxplot, which means there are no outliers in our dataset.

Step 3: Perform Simple Linear Regression

Once we’ve confirmed that the relationship between our variables is linear and that there are no outliers present, we can proceed to fit a simple linear regression model using hours as the explanatory variable and score as the response variable:

#fit simple linear regression model
model #view model summary
summary(model)

Call:
lm(formula = score ~ hours)

Residuals:
   Min     1Q Median     3Q    Max 
-5.140 -3.219 -1.193  2.816  5.772 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   65.334      2.106  31.023 1.41e-13 ***
hours          1.982      0.248   7.995 2.25e-06 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 3.641 on 13 degrees of freedom
Multiple R-squared:  0.831,	Adjusted R-squared:  0.818 
F-statistic: 63.91 on 1 and 13 DF,  p-value: 2.253e-06

From the model summary we can see that the fitted regression equation is:

Score = 65.334 + 1.982*(hours)

This means that each additional hour studied is associated with an average increase in exam score of 1.982 points. And the intercept value of 65.334 tells us the average expected exam score for a student who studies zero hours.

We can also use this equation to find the expected exam score based on the number of hours that a student studies. For example, a student who studies for 10 hours is expected to receive an exam score of 85.15:

Score = 65.334 + 1.982*(10) = 85.15

Here is how to interpret the rest of the model summary:

• Pr(>|t|): This is the p-value associated with the model coefficients. Since the p-value for hours (2.25e-06) is significantly less than .05, we can say that there is a statistically significant association between hours and score.
• Multiple R-squared: This number tells us the percentage of the variation in the exam scores can be explained by the number of hours studied. In general, the larger the R-squared value of a regression model the better the explanatory variables are able to predict the value of the response variable. In this case, 83.1% of the variation in scores can be explained hours studied.
• Residual standard error: This is the average distance that the observed values fall from the regression line. The lower this value, the more closely a regression line is able to match the observed data. In this case, the average observed exam score falls 3.641 points away from the score predicted by the regression line.
• F-statistic & p-value: The F-statistic (63.91) and the corresponding p-value (2.253e-06) tell us the overall significance of the regression model, i.e. whether explanatory variables in the model are useful for explaining the variation in the response variable. Since the p-value in this example is less than .05, our model is statistically significant and hours is deemed to be useful for explaining the variation in score.

Step 4: Create Residual Plots

After we’ve fit the simple linear regression model to the data, the last step is to create residual plots.

One of the key assumptions of linear regression is that the residuals of a regression model are roughly normally distributed and are homoscedastic at each level of the explanatory variable. If these assumptions are violated, then the results of our regression model could be misleading or unreliable.

To verify that these assumptions are met, we can create the following residual plots:

Residual vs. fitted values plot: This plot is useful for confirming homoscedasticity. The x-axis displays the fitted values and the y-axis displays the residuals. As long as the residuals appear to be randomly and evenly distributed throughout the chart around the value zero, we can assume that homoscedasticity is not violated:

#define residuals
res #produce residual vs. fitted plot
plot(fitted(model), res)

#add a horizontal line at 0 
abline(0,0)

The residuals appear to be randomly scatted around zero and don’t exhibit any noticeable patterns, so this assumption is met.

Q-Q plot: This plot is useful for determining if the residuals follow a normal distribution. If the data values in the plot fall along a roughly straight line at a 45-degree angle, then the data is normally distributed:

#create Q-Q plot for residuals
qqnorm(res)

#add a straight diagonal line to the plot
qqline(res) 

The residuals stray from the 45-degree line a bit, but not enough to cause serious concern. We can assume that the normality assumption is met.

Since the residuals are normally distributed and homoscedastic, we’ve verified that the assumptions of the simple linear regression model are met. Thus, the output from our model is reliable.

The complete R code used in this tutorial can be found here.