User Tools

Site Tools


multicolinearity

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revisionPrevious revision
Last revisionBoth sides next revision
multicolinearity [2018/12/26 02:45] hkimscilmulticolinearity [2018/12/26 02:46] – [regression test with factors] hkimscil
Line 280: Line 280:
 </code> </code>
  
-<code>+<code>> lm5 = lm(log(cps$wage) ~ . -age -race, data = cps) 
 +> summary(lm5) 
 + 
 +Call: 
 +lm(formula = log(cps$wage) ~ . - age - race, data = cps) 
 + 
 +Residuals: 
 +     Min       1Q   Median       3Q      Max  
 +-2.34366 -0.28169 -0.00017  0.29179  1.81158  
 + 
 +Coefficients: 
 +             Estimate Std. Error t value Pr(>|t|)     
 +(Intercept)  1.224289   0.172070   7.115 3.73e-12 *** 
 +education    0.068838   0.009912   6.945 1.14e-11 *** 
 +south       -0.102588   0.041668  -2.462 0.014139 *   
 +sex1        -0.213602   0.041842  -5.105 4.65e-07 *** 
 +experience   0.009494   0.001723   5.510 5.65e-08 *** 
 +union1       0.202720   0.051009   3.974 8.06e-05 *** 
 +occupation2 -0.355381   0.091448  -3.886 0.000115 *** 
 +occupation3 -0.209820   0.076149  -2.755 0.006068 **  
 +occupation4 -0.385680   0.080855  -4.770 2.40e-06 *** 
 +occupation5 -0.047694   0.072746  -0.656 0.512351     
 +occupation6 -0.254277   0.079781  -3.187 0.001523 **  
 +sector1      0.111458   0.054845   2.032 0.042636 *   
 +sector2      0.099777   0.096481   1.034 0.301541     
 +marr1        0.065464   0.041036   1.595 0.111257     
 +--- 
 +Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 
 + 
 +Residual standard error: 0.4283 on 520 degrees of freedom 
 +Multiple R-squared:  0.3573, Adjusted R-squared:  0.3412  
 +F-statistic: 22.24 on 13 and 520 DF,  p-value: < 2.2e-16 
 + 
 +
 </code> </code>
  
  
multicolinearity.txt · Last modified: 2018/12/26 02:49 by hkimscil

Donate Powered by PHP Valid HTML5 Valid CSS Driven by DokuWiki