multicolinearity
Differences
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multicolinearity [2018/12/26 02:37] – hkimscil | multicolinearity [2018/12/26 02:49] (current) – [regression test with factors] hkimscil | ||
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< | < | ||
- | F-statistic: | ||
- | |||
- | > set.seed(1) | ||
- | > x1 <- rnorm(25) | ||
- | > x2 <- rnorm(25, x1) | ||
- | > y <- x1-x2 + rnorm(25) | ||
- | > pairs( cbind(y, | ||
- | > cor( cbind(y, | ||
- | | ||
- | y | ||
- | x1 0.08089276 1.00000000 | ||
- | x2 -0.25750727 0.78724740 | ||
- | > summary(lm(y~x1)) | ||
- | |||
- | Call: | ||
- | lm(formula = y ~ x1) | ||
- | |||
- | Residuals: | ||
- | Min 1Q Median | ||
- | -2.3178 -0.9417 | ||
- | |||
- | Coefficients: | ||
- | Estimate Std. Error t value Pr(>|t|) | ||
- | (Intercept) | ||
- | x1 0.1106 | ||
- | |||
- | Residual standard error: 1.322 on 23 degrees of freedom | ||
- | Multiple R-squared: | ||
- | F-statistic: | ||
- | |||
- | > summary(lm(y~x2)) | ||
- | |||
- | Call: | ||
- | lm(formula = y ~ x2) | ||
- | |||
- | Residuals: | ||
- | | ||
- | -1.88739 -0.93086 | ||
- | |||
- | Coefficients: | ||
- | Estimate Std. Error t value Pr(>|t|) | ||
- | (Intercept) | ||
- | x2 | ||
- | |||
- | Residual standard error: 1.282 on 23 degrees of freedom | ||
- | Multiple R-squared: | ||
- | F-statistic: | ||
- | |||
- | > summary(lm(y~x1+x2)) | ||
- | |||
- | Call: | ||
- | lm(formula = y ~ x1 + x2) | ||
- | |||
- | Residuals: | ||
- | | ||
- | -1.94803 -0.92496 -0.03868 | ||
- | |||
- | Coefficients: | ||
- | Estimate Std. Error t value Pr(> | ||
- | (Intercept) | ||
- | x1 1.0194 | ||
- | x2 | ||
- | --- | ||
- | Signif. codes: | ||
- | |||
- | Residual standard error: 1.153 on 22 degrees of freedom | ||
- | Multiple R-squared: | ||
- | F-statistic: | ||
- | |||
- | > cor(x1,x2) | ||
- | [1] 0.7872474 | ||
- | > cor.test(x1, | ||
- | |||
- | Pearson' | ||
- | |||
- | data: x1 and x2 | ||
- | t = 6.1227, df = 23, p-value = 3.026e-06 | ||
- | alternative hypothesis: true correlation is not equal to 0 | ||
- | 95 percent confidence interval: | ||
- | | ||
- | sample estimates: | ||
- | cor | ||
- | 0.7872474 | ||
- | |||
- | > cps <- read.csv(" | ||
- | > cps | ||
- | 癤풽ducation south sex experience union wage age race | ||
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- | 89 12 | ||
- | 90 11 | ||
- | occupation sector marr | ||
- | 1 6 1 1 | ||
- | 2 6 1 1 | ||
- | 3 6 1 0 | ||
- | 4 6 0 0 | ||
- | 5 6 0 1 | ||
- | 6 6 0 0 | ||
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- | 90 | ||
- | [ reached getOption(" | ||
- | > head(cps) | ||
- | 癤풽ducation south sex experience union wage age race | ||
- | 1 8 | ||
- | 2 9 | ||
- | 3 | ||
- | 4 | ||
- | 5 | ||
- | 6 | ||
- | occupation sector marr | ||
- | 1 6 1 1 | ||
- | 2 6 1 1 | ||
- | 3 6 1 0 | ||
- | 4 6 0 0 | ||
- | 5 6 0 1 | ||
- | 6 6 0 0 | ||
- | > colnames(cps) <- c(" | ||
- | > head(cps) | ||
- | education NA NA NA NA NA NA NA NA NA NA | ||
- | 1 | ||
- | 2 | ||
- | 3 12 0 0 1 0 6.67 19 3 6 1 0 | ||
- | 4 12 0 0 4 0 4.00 22 3 6 0 0 | ||
- | 5 12 0 0 17 0 7.50 35 3 6 0 1 | ||
- | 6 13 0 0 9 1 13.07 28 3 6 0 0 | ||
- | > cps <- read.csv(" | ||
- | > head(cps) | ||
- | education south sex experience union wage age race | ||
- | 1 | ||
- | 2 | ||
- | 3 12 | ||
- | 4 12 | ||
- | 5 12 | ||
- | 6 13 | ||
- | occupation sector marr | ||
- | 1 6 1 1 | ||
- | 2 6 1 1 | ||
- | 3 6 1 0 | ||
- | 4 6 0 0 | ||
- | 5 6 0 1 | ||
- | 6 6 0 0 | ||
- | > cps2 <- read.csv(" | ||
- | > head(cps2) | ||
- | education south sex experience union wage age race | ||
- | 1 | ||
- | 2 | ||
- | 3 12 | ||
- | 4 12 | ||
- | 5 12 | ||
- | 6 13 | ||
- | occupation sector marr | ||
- | 1 6 1 1 | ||
- | 2 6 1 1 | ||
- | 3 6 1 0 | ||
- | 4 6 0 0 | ||
- | 5 6 0 1 | ||
- | 6 6 0 0 | ||
- | > cps2 <- read.csv(" | ||
- | > head(cps2) | ||
- | education south sex experience union wage age race | ||
- | 1 | ||
- | 2 | ||
- | 3 12 | ||
- | 4 12 | ||
- | 5 12 | ||
- | 6 13 | ||
- | occupation sector marr | ||
- | 1 6 1 1 | ||
- | 2 6 1 1 | ||
- | 3 6 1 0 | ||
- | 4 6 0 0 | ||
- | 5 6 0 1 | ||
- | 6 6 0 0 | ||
- | > fit_model1 = lm(log(data1$Wage) ~., data = cps) | ||
- | Error in eval(predvars, | ||
- | > fit_model1 = lm(log(cps$Wage) ~., data = cps) | ||
- | Error in log(cps$Wage) : non-numeric argument to mathematical function | ||
- | > str(cps) | ||
- | ' | ||
- | $ education : int 8 9 12 12 12 13 10 12 16 12 ... | ||
- | $ south : int 0 0 0 0 0 0 1 0 0 0 ... | ||
- | $ sex : int 1 1 0 0 0 0 0 0 0 0 ... | ||
- | $ experience: int 21 42 1 4 17 9 27 9 11 9 ... | ||
- | $ union : int 0 0 0 0 0 1 0 0 0 0 ... | ||
- | $ wage : num 5.1 4.95 6.67 4 7.5 ... | ||
- | $ age : int 35 57 19 22 35 28 43 27 33 27 ... | ||
- | $ race : int 2 3 3 3 3 3 3 3 3 3 ... | ||
- | $ occupation: int 6 6 6 6 6 6 6 6 6 6 ... | ||
- | $ sector | ||
- | $ marr : int 1 1 0 0 1 0 0 0 1 0 ... | ||
- | > head(cps) | ||
- | education south sex experience union wage age race | ||
- | 1 | ||
- | 2 | ||
- | 3 12 | ||
- | 4 12 | ||
- | 5 12 | ||
- | 6 13 | ||
- | occupation sector marr | ||
- | 1 6 1 1 | ||
- | 2 6 1 1 | ||
- | 3 6 1 0 | ||
- | 4 6 0 0 | ||
- | 5 6 0 1 | ||
- | 6 6 0 0 | ||
- | > log(cps$wage) | ||
- | [1] 1.6292405 1.5993876 1.8976199 1.3862944 2.0149030 | ||
- | [6] 2.5703195 1.4929041 2.9688748 2.5862591 2.1690537 | ||
- | [11] 2.4292177 2.4423470 1.8718022 1.8325815 2.9947318 | ||
- | [16] 1.9878743 2.0794415 3.1000923 1.2947272 3.0228609 | ||
- | [21] 1.7422190 1.9459101 1.3217558 1.5040774 2.2575877 | ||
- | [26] 1.7491999 2.2364453 1.8718022 1.2089603 1.5581446 | ||
- | [31] 2.1860513 1.3862944 1.5475625 1.6094379 2.2246236 | ||
- | [36] 2.3674361 2.0294632 2.3025851 2.0149030 2.5014360 | ||
- | [41] 1.2089603 2.3978953 2.4849066 1.5789787 1.4586150 | ||
- | [46] 1.7917595 2.7080502 1.5789787 2.1972246 1.8500284 | ||
- | [51] 2.2137539 2.3978953 1.5040774 1.5686159 1.3862944 | ||
- | [56] 1.7047481 2.1282317 1.9095425 2.3025851 1.6094379 | ||
- | [61] 1.8718022 2.3749058 1.9459101 2.4362415 1.3862944 | ||
- | [66] 2.1972246 2.5649494 2.5030740 1.8373700 1.9095425 | ||
- | [71] 1.2089603 2.7725887 1.6582281 1.2527630 1.4398351 | ||
- | [76] 1.0986123 1.3862944 2.3025851 1.6094379 2.7725887 | ||
- | [81] 2.6376277 2.5847520 1.8082888 1.3217558 2.1972246 | ||
- | [86] 2.2460147 1.7047481 2.1894164 1.8325815 2.2772673 | ||
- | [91] 1.9065751 2.0515563 1.0473190 1.2089603 2.9947318 | ||
- | [96] 2.1400662 2.2772673 2.7080502 2.0794415 2.4203681 | ||
- | [101] 2.6390573 2.3025851 1.8718022 2.2854389 2.9177707 | ||
- | [106] 2.5257286 3.2580965 2.6390573 2.3513753 2.3978953 | ||
- | [111] 2.5233258 2.5257286 2.7080502 1.7917595 2.2512918 | ||
- | [116] 1.6094379 1.3217558 2.5313130 1.9286187 1.7047481 | ||
- | [121] 1.9459101 1.5040774 1.8718022 2.4849066 1.6094379 | ||
- | [126] 1.8718022 1.9169226 2.1690537 1.3217558 1.5040774 | ||
- | [131] 1.7917595 1.7047481 2.5649494 1.7316555 1.5686159 | ||
- | [136] 1.9459101 1.6582281 1.2089603 2.1400662 1.7917595 | ||
- | [141] 1.9095425 2.1849270 2.6539459 2.3776926 2.1860513 | ||
- | [146] 2.0149030 1.5040774 2.4203681 2.5989791 1.7917595 | ||
- | [151] 1.5303947 2.3589654 1.6094379 2.1041342 1.8325815 | ||
- | [156] 2.1400662 3.2180755 2.8124102 1.8325815 1.5151272 | ||
- | [161] 2.4203681 3.0563569 2.5376572 2.0149030 2.3272777 | ||
- | [166] 1.2089603 2.5989791 1.5769147 3.2691886 1.8840347 | ||
- | [171] 3.7954892 2.7080502 2.4203681 1.9459101 2.3025851 | ||
- | [176] 2.6762155 2.9957323 3.1135153 1.2919837 2.3627390 | ||
- | [181] 3.2180755 1.7917595 2.9444390 2.5802168 3.1135153 | ||
- | [186] 2.7080502 1.9286187 2.4714836 2.7813007 2.6354795 | ||
- | [191] 2.5771819 1.6677068 1.5040774 2.3025851 2.3025851 | ||
- | [196] 2.3025851 2.2375131 1.7578579 2.8825636 0.0000000 | ||
- | [201] 2.1747517 2.1972246 2.8992214 2.0554050 2.3627390 | ||
- | [206] 1.5040774 2.8478121 2.3513753 2.2213750 2.7080502 | ||
- | [211] 3.1135153 1.5151272 2.1972246 2.5900171 2.7080502 | ||
- | [216] 2.0149030 1.4469190 2.5257286 1.6351057 1.2089603 | ||
- | [221] 2.4078456 1.3454724 1.8562980 1.7155981 2.3025851 | ||
- | [226] 1.7316555 2.4423470 1.2527630 1.2089603 1.5581446 | ||
- | [231] 2.9947318 1.2527630 1.3862944 1.9459101 1.8325815 | ||
- | [236] 1.5040774 2.6595600 1.6094379 2.6210388 2.6181255 | ||
- | [241] 2.0149030 1.3350011 1.6094379 2.2428351 1.7047481 | ||
- | [246] 1.3217558 1.2527630 1.7578579 2.4849066 1.6094379 | ||
- | [251] 2.1690537 2.3025851 2.1400662 2.1552445 2.1972246 | ||
- | [256] 1.7047481 2.4078456 2.3025851 1.6486586 2.0794415 | ||
- | [261] 1.2697605 1.6486586 2.4570214 2.4265711 2.0149030 | ||
- | [266] 1.7047481 1.6094379 2.0476928 1.6582281 2.1972246 | ||
- | [271] 2.2669579 1.6505799 1.9459101 2.4981519 1.6582281 | ||
- | [276] 2.3340838 1.2089603 2.0412203 2.2159373 2.1317968 | ||
- | [281] 1.3862944 1.4182774 1.0986123 1.4469190 2.0188950 | ||
- | [286] 2.3542283 1.6094379 2.7100482 2.4203681 1.8325815 | ||
- | [291] 1.2527630 1.9242487 2.5257286 2.4849066 1.7917595 | ||
- | [296] 2.2512918 1.4109870 2.3446863 1.6094379 2.0399208 | ||
- | [301] 1.7047481 1.8562980 2.5257286 1.8325815 2.0794415 | ||
- | [306] 2.2617631 2.2082744 2.0149030 1.6094379 1.9459101 | ||
- | [311] 1.2669476 2.1400662 1.5040774 2.0643279 1.6582281 | ||
- | [316] 1.6094379 2.2332350 2.3513753 2.0149030 2.2512918 | ||
- | [321] 2.2617631 1.7698546 2.3997118 1.6094379 1.7263317 | ||
- | [326] 2.5257286 2.3804716 1.6863990 1.9459101 1.5238800 | ||
- | [331] 1.7917595 2.4604432 1.7263317 1.7047481 1.5789787 | ||
- | [336] 1.9095425 1.4469190 1.7491999 1.2527630 1.2089603 | ||
- | [341] 2.3627390 2.0794415 1.5581446 2.1400662 2.1804175 | ||
- | [346] 2.0794415 1.7917595 1.9657128 1.2237754 1.7917595 | ||
- | [351] 1.3217558 2.1849270 1.4701758 2.5726122 1.4701758 | ||
- | [356] 1.2527630 1.3350011 1.6601310 1.2089603 2.7887081 | ||
- | [361] 1.4469190 1.5040774 2.0794415 1.3862944 2.0744290 | ||
- | [366] 1.3862944 1.4231083 1.7833912 1.2809338 2.1690537 | ||
- | [371] 1.2237754 1.4539530 1.6770966 1.6094379 2.0347056 | ||
- | [376] 1.9373018 2.0149030 1.2809338 0.5596158 1.2383742 | ||
- | [381] 2.2648832 2.1388890 2.1961128 1.2947272 1.2527630 | ||
- | [386] 1.2325603 1.7047481 1.9358598 1.2556160 1.3217558 | ||
- | [391] 1.4279160 2.2586332 2.6858046 2.5257286 1.7047481 | ||
- | [396] 1.6389967 2.0794415 1.7630170 1.2089603 1.9459101 | ||
- | [401] 2.3025851 2.0794415 1.9286187 1.7137979 2.0149030 | ||
- | [406] 2.1894164 2.1972246 1.2527630 1.7526721 3.2188758 | ||
- | [411] 1.9242487 1.8718022 1.3217558 1.2527630 1.5040774 | ||
- | [416] 0.6981347 1.4279160 2.5649494 1.3812818 2.0149030 | ||
- | [421] 2.5741378 1.3862944 1.3737156 2.5649494 2.1972246 | ||
- | [426] 1.5151272 2.2512918 1.5040774 2.1690537 2.3025851 | ||
- | [431] 2.8903718 3.2180755 2.4890647 3.0910425 2.1690537 | ||
- | [436] 3.1000923 2.8478121 1.7917595 2.0869136 2.2235419 | ||
- | [441] 2.4849066 2.3617970 1.7422190 2.3025851 2.8622009 | ||
- | [446] 2.7080502 2.0515563 2.0541237 2.3025851 3.2180755 | ||
- | [451] 2.3302003 2.7080502 2.4849066 2.3589654 1.7664417 | ||
- | [456] 2.4176979 2.1471002 2.6311692 1.7422190 2.7593768 | ||
- | [461] 2.0149030 2.4203681 1.8164521 2.5989791 1.8325815 | ||
- | [466] 1.8718022 2.4849066 2.1400662 2.0794415 1.7491999 | ||
- | [471] 2.7555697 2.2884862 2.6034302 1.6863990 1.8325815 | ||
- | [476] 1.7047481 1.6094379 1.8325815 1.7491999 3.0204249 | ||
- | [481] 1.6094379 1.9459101 2.8903718 2.4849066 3.0155349 | ||
- | [486] 3.1000923 2.7985001 2.1552445 2.9642416 2.6390573 | ||
- | [491] 2.3025851 2.7694588 2.9957323 2.3025851 3.2180755 | ||
- | [496] 2.4203681 3.1280755 2.3223877 2.3025851 2.6390573 | ||
- | [501] 2.5257286 1.7561323 3.2180755 1.4701758 2.4203681 | ||
- | [506] 1.8976199 2.0794415 2.8992214 2.4849066 2.1849270 | ||
- | [511] 2.2512918 2.6137395 2.4849066 2.7080502 2.5392370 | ||
- | [516] 1.9987736 2.7447035 2.0082140 1.8325815 1.8325815 | ||
- | [521] 2.2375131 3.1135153 2.0149030 1.9459101 1.7491999 | ||
- | [526] 2.0373166 2.5257286 2.7725887 2.4672517 2.4300984 | ||
- | [531] 1.8082888 3.1463051 2.9897142 2.7330680 | ||
> lm1 = lm(log(cps$wage) ~., data = cps) | > lm1 = lm(log(cps$wage) ~., data = cps) | ||
> summary(lm1) | > summary(lm1) | ||
Line 546: | Line 65: | ||
Multiple R-squared: | Multiple R-squared: | ||
F-statistic: | F-statistic: | ||
+ | </ | ||
- | > plot(lm1) | + | <code> |
- | Hit <Return> to see next plot: | + | plot(lm1) |
- | Hit < | + | </code> |
- | Hit < | + | {{lm1.plot1.png? |
- | Hit < | + | {{lm1.plot3.png? |
- | Warning messages: | + | |
- | 1: not plotting observations with leverage one: | + | |
- | 444 | + | <code> |
- | 2: not plotting observations with leverage one: | + | |
- | 444 | + | |
- | > | + | |
- | > | + | |
- | > | + | |
> library(corrplot) | > library(corrplot) | ||
- | corrplot 0.84 loaded | ||
- | > | ||
> cps.cor = cor(cps) | > cps.cor = cor(cps) | ||
- | > corrplot.mixed(cps.cor, | + | > corrplot.mixed(cps.cor, |
- | Error: unexpected input in " | + | </code> |
- | > corrplot.mixed(cps.cor, | + | {{cps.corrplot.png?500}} |
- | > install.packages(" | + | |
- | Installing package into ‘C:/ | + | |
- | (as ‘lib’ is unspecified) | + | |
- | trying URL ' | + | |
- | Content type ' | + | |
- | downloaded 66 KB | + | |
- | package ‘mctest’ successfully unpacked and MD5 sums checked | + | < |
- | + | > install.packages(" | |
- | The downloaded binary | + | |
- | C: | + | |
> library(mctest) | > library(mctest) | ||
- | > omcdiag(cps[, | + | > omcdiag(cps[, |
Call: | Call: | ||
- | omcdiag(x = cps[, c(1:5, 7:11)], y = cps$wage) | + | omcdiag(x = cps[, c(-6)], y = cps$wage) |
Line 598: | Line 103: | ||
0 --> COLLINEARITY is not detected by the test | 0 --> COLLINEARITY is not detected by the test | ||
- | > head(str) | + | > |
- | + | </code> | |
- | 1 function (object, ...) | + | |
- | 2 UseMethod(" | + | |
- | > head(cps) | + | |
- | education south sex experience union wage age race occupation sector marr | + | |
- | 1 | + | |
- | 2 | + | |
- | 3 12 | + | |
- | 4 12 | + | |
- | 5 12 | + | |
- | 6 13 | + | |
- | > omcdiag(cps[, | + | |
- | + | ||
- | Call: | + | |
- | omcdiag(x = cps[, c(-6)], y = cps$wage) | + | |
- | + | ||
- | + | ||
- | Overall Multicollinearity Diagnostics | + | |
- | + | ||
- | MC Results detection | + | |
- | Determinant |X' | + | |
- | Farrar Chi-Square: | + | |
- | Red Indicator: | + | |
- | Sum of Lambda Inverse: 10068.8439 | + | |
- | Theil' | + | |
- | Condition Number: | + | |
- | + | ||
- | 1 --> COLLINEARITY is detected by the test | + | |
- | 0 --> COLLINEARITY is not detected by the test | + | |
+ | < | ||
> imcdiag(cps[, | > imcdiag(cps[, | ||
Line 658: | Line 136: | ||
* use method argument to check which regressors may be the reason of collinearity | * use method argument to check which regressors may be the reason of collinearity | ||
=================================== | =================================== | ||
- | > pcor(cps[, | + | > |
- | Error: unexpected input in " | + | </code> |
- | > pcor(cps[, | + | |
- | | + | <code> |
- | education | + | |
- | south -0.031750193 | + | |
- | sex | + | |
- | experience -0.997561873 -0.022313605 | + | |
- | union -0.007479144 -0.097548621 -0.120087577 -0.01024445 | + | |
- | age | + | |
- | race 0.017230877 -0.111197596 | + | |
- | occupation | + | |
- | sector | + | |
- | marr | + | |
- | | + | |
- | education | + | |
- | south -0.021518760 | + | |
- | sex -0.112146760 | + | |
- | experience -0.013261665 -0.040976643 | + | |
- | union -0.013531482 | + | |
- | age | + | |
- | race 0.006412099 | + | |
- | occupation | + | |
- | sector | + | |
- | marr 0.036495494 | + | |
- | > pcor(cps[, | + | |
- | Error: unexpected input in " | + | |
- | > pcor(cps[, | + | |
- | education | + | |
- | education | + | |
- | south -0.031750193 | + | |
- | sex | + | |
- | experience -0.997561873 -0.022313605 | + | |
- | union -0.007479144 -0.097548621 -0.120087577 -0.01024445 | + | |
- | age | + | |
- | race 0.017230877 -0.111197596 | + | |
- | occupation | + | |
- | sector | + | |
- | marr | + | |
- | | + | |
- | education | + | |
- | south | + | |
- | sex -0.142750864 -0.112146760 | + | |
- | experience | + | |
- | union | + | |
- | age -0.044140293 | + | |
- | race 0.057539374 | + | |
- | occupation | + | |
- | sector | + | |
- | marr | + | |
- | > pcor(cps[, | + | |
- | education | + | |
- | education | + | |
- | south -0.031750193 | + | |
- | sex | + | |
- | experience -0.997561873 -0.022313605 | + | |
- | union -0.007479144 -0.097548621 -0.120087577 -0.01024445 | + | |
- | age | + | |
- | race 0.017230877 -0.111197596 | + | |
- | occupation | + | |
- | sector | + | |
- | marr | + | |
- | | + | |
- | education | + | |
- | south | + | |
- | sex -0.142750864 -0.112146760 | + | |
- | experience | + | |
- | union | + | |
- | age -0.044140293 | + | |
- | race 0.057539374 | + | |
- | occupation | + | |
- | sector | + | |
- | marr | + | |
> round(pcor(cps[, | > round(pcor(cps[, | ||
| | ||
Line 743: | Line 152: | ||
sector | sector | ||
marr | marr | ||
+ | |||
+ | </ | ||
+ | |||
+ | < | ||
> lm2 = lm(log(cps$wage) ~ . -age , data = cps) | > lm2 = lm(log(cps$wage) ~ . -age , data = cps) | ||
> summary(lm2) | > summary(lm2) | ||
Line 772: | Line 185: | ||
F-statistic: | F-statistic: | ||
- | > anova(lm1, lm2) | ||
- | Analysis of Variance Table | ||
- | |||
- | Model 1: log(cps$wage) ~ education + south + sex + experience + union + | ||
- | age + race + occupation + sector + marr | ||
- | Model 2: log(cps$wage) ~ (education + south + sex + experience + union + | ||
- | age + race + occupation + sector + marr) - age | ||
- | Res.Df | ||
- | 1 523 101.17 | ||
- | 2 524 101.28 -1 -0.11518 0.5954 0.4407 | ||
- | > anova(lm2, lm1) | ||
- | Analysis of Variance Table | ||
- | |||
- | Model 1: log(cps$wage) ~ (education + south + sex + experience + union + | ||
- | age + race + occupation + sector + marr) - age | ||
- | Model 2: log(cps$wage) ~ education + south + sex + experience + union + | ||
- | age + race + occupation + sector + marr | ||
- | Res.Df | ||
- | 1 524 101.28 | ||
- | 2 523 101.17 | ||
> summary(lm1) | > summary(lm1) | ||
Line 821: | Line 214: | ||
F-statistic: | F-statistic: | ||
- | > corrplot.mixed(cps.cor, | + | > |
- | > lm3 = lm(log(cps$wage) ~ . -age -education , data = cps) | + | > </code> |
- | > summary(lm3) | + | |
- | Call: | + | ====== regression test with factors ====== |
- | lm(formula | + | < |
- | + | > cps$sex | |
- | Residuals: | + | > cps$union <- factor(cps$union) |
- | | + | > cps$race <- factor(cps$race) |
- | -2.35385 -0.34226 -0.02236 | + | > cps$sector <- factor(cps$sector) |
- | + | > cps$occupation <- factor(cps$occupation) | |
- | Coefficients: | + | > cps$marr <- factor(cps$marr) |
- | | + | |
- | (Intercept) | + | |
- | south | + | |
- | sex -0.232997 | + | |
- | experience | + | |
- | union | + | |
- | race | + | |
- | occupation | + | |
- | sector | + | |
- | marr | + | |
- | --- | + | |
- | Signif. codes: | + | |
- | + | ||
- | Residual standard error: 0.4915 on 525 degrees of freedom | + | |
- | Multiple R-squared: | + | |
- | F-statistic: | + | |
- | + | ||
- | > lm3 = lm(log(cps$wage) ~ . -age -experience , data = cps) | + | |
- | > summary(lm3) | + | |
- | + | ||
- | Call: | + | |
- | lm(formula = log(cps$wage) ~ . - age - experience, data = cps) | + | |
- | + | ||
- | Residuals: | + | |
- | Min 1Q Median | + | |
- | -2.1519 -0.3309 | + | |
- | + | ||
- | Coefficients: | + | |
- | Estimate Std. Error t value Pr(>|t|) | + | |
- | (Intercept) | + | |
- | education | + | |
- | south | + | |
- | sex | + | |
- | union 0.23924 | + | |
- | race | + | |
- | occupation | + | |
- | sector | + | |
- | marr | + | |
- | --- | + | |
- | Signif. codes: | + | |
- | + | ||
- | Residual standard error: 0.4537 on 525 degrees of freedom | + | |
- | Multiple R-squared: | + | |
- | F-statistic: | + | |
- | + | ||
- | > factor() | + | |
- | factor(0) | + | |
- | Levels: | + | |
- | > factor(cps$sex, levels= c(" | + | |
- | + ) | + | |
- | [1] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [21] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [41] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [61] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [81] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [101] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [121] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [141] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [161] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [181] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [201] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [221] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [241] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [261] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [281] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [301] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [321] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [341] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [361] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [381] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [401] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [421] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [441] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [461] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [481] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [501] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | [521] <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> <NA> < | + | |
- | Levels: male female | + | |
- | > cps <- read.csv(" | + | |
> str(cps) | > str(cps) | ||
' | ' | ||
$ education : int 8 9 12 12 12 13 10 12 16 12 ... | $ education : int 8 9 12 12 12 13 10 12 16 12 ... | ||
$ south : int 0 0 0 0 0 0 1 0 0 0 ... | $ south : int 0 0 0 0 0 0 1 0 0 0 ... | ||
- | $ sex : | + | $ sex : |
$ experience: int 21 42 1 4 17 9 27 9 11 9 ... | $ experience: int 21 42 1 4 17 9 27 9 11 9 ... | ||
- | $ union : | + | $ union : |
$ wage : num 5.1 4.95 6.67 4 7.5 ... | $ wage : num 5.1 4.95 6.67 4 7.5 ... | ||
$ age : int 35 57 19 22 35 28 43 27 33 27 ... | $ age : int 35 57 19 22 35 28 43 27 33 27 ... | ||
- | $ race : int | + | $ race : Factor w/ 3 levels " |
- | $ occupation: | + | $ occupation: |
- | $ sector | + | $ sector |
- | $ marr | + | $ marr : Factor w/ 2 levels " |
- | > head(cps) | + | |
- | education south sex experience union wage age race occupation sector marr | + | |
- | 1 8 | + | |
- | 2 | + | |
- | 3 12 | + | |
- | 4 12 | + | |
- | 5 12 | + | |
- | 6 13 | + | |
- | > factor(cps$sex) | + | |
- | [1] 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 1 0 1 0 0 0 0 0 0 0 0 0 1 0 1 0 0 0 0 0 0 | + | |
- | [53] 1 1 0 1 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 1 1 0 0 0 0 0 1 1 0 0 0 1 1 0 0 0 0 1 0 0 1 0 1 0 0 0 0 0 | + | |
- | [105] 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 0 0 0 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 0 | + | |
- | [157] 0 0 0 1 1 0 1 0 1 0 0 0 0 1 1 0 1 1 0 0 1 0 1 0 0 0 0 0 0 0 1 0 0 1 1 0 1 1 0 0 1 0 0 0 0 0 0 1 1 1 0 1 | + | |
- | [209] 1 0 0 1 0 0 0 0 1 0 1 1 0 1 1 0 0 1 0 1 1 1 0 1 1 0 1 0 1 1 0 0 1 1 0 0 0 0 0 0 0 1 1 1 1 1 1 1 0 1 1 1 | + | |
- | [261] 1 1 1 1 1 1 1 1 1 0 1 0 1 1 1 1 0 1 1 0 0 1 1 1 0 1 1 1 1 0 1 0 1 0 0 1 1 1 1 0 1 1 1 1 1 0 0 1 1 1 1 0 | + | |
- | [313] 1 0 1 0 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 1 1 1 1 0 1 1 0 0 1 1 0 1 1 1 1 0 1 1 0 0 1 0 1 1 | + | |
- | [365] 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 1 0 1 1 1 1 0 0 0 1 1 1 1 0 1 0 0 1 0 1 1 1 1 1 1 0 0 1 1 0 0 0 0 1 0 0 0 | + | |
- | [417] 1 0 1 1 1 0 1 0 0 1 1 0 1 0 0 0 1 0 0 0 0 1 0 0 1 1 0 1 0 0 1 0 0 1 1 1 1 0 0 0 1 1 0 0 1 1 1 0 1 1 1 1 | + | |
- | [469] 0 1 0 0 0 1 0 0 0 0 0 0 0 0 0 1 0 1 0 1 1 1 0 1 1 1 1 0 1 1 1 1 1 1 0 1 1 1 1 0 1 1 1 0 0 0 0 1 0 1 1 1 | + | |
- | [521] 0 0 0 0 1 1 0 0 1 0 1 1 0 0 | + | |
- | Levels: 0 1 | + | |
- | > cps <- factor(cps$sex) | + | |
- | > str(cps) | + | |
- | Factor w/ 2 levels " | + | |
- | > cps <- read.csv(" | + | |
- | > factor(cps$sex) | + | |
- | [1] 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 1 0 1 0 0 0 0 0 0 0 0 0 1 0 1 0 0 0 0 0 0 | + | |
- | [53] 1 1 0 1 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 1 1 0 0 0 0 0 1 1 0 0 0 1 1 0 0 0 0 1 0 0 1 0 1 0 0 0 0 0 | + | |
- | [105] 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 0 0 0 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 0 | + | |
- | [157] 0 0 0 1 1 0 1 0 1 0 0 0 0 1 1 0 1 1 0 0 1 0 1 0 0 0 0 0 0 0 1 0 0 1 1 0 1 1 0 0 1 0 0 0 0 0 0 1 1 1 0 1 | + | |
- | [209] 1 0 0 1 0 0 0 0 1 0 1 1 0 1 1 0 0 1 0 1 1 1 0 1 1 0 1 0 1 1 0 0 1 1 0 0 0 0 0 0 0 1 1 1 1 1 1 1 0 1 1 1 | + | |
- | [261] 1 1 1 1 1 1 1 1 1 0 1 0 1 1 1 1 0 1 1 0 0 1 1 1 0 1 1 1 1 0 1 0 1 0 0 1 1 1 1 0 1 1 1 1 1 0 0 1 1 1 1 0 | + | |
- | [313] 1 0 1 0 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 1 1 1 1 0 1 1 0 0 1 1 0 1 1 1 1 0 1 1 0 0 1 0 1 1 | + | |
- | [365] 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 1 0 1 1 1 1 0 0 0 1 1 1 1 0 1 0 0 1 0 1 1 1 1 1 1 0 0 1 1 0 0 0 0 1 0 0 0 | + | |
- | [417] 1 0 1 1 1 0 1 0 0 1 1 0 1 0 0 0 1 0 0 0 0 1 0 0 1 1 0 1 0 0 1 0 0 1 1 1 1 0 0 0 1 1 0 0 1 1 1 0 1 1 1 1 | + | |
- | [469] 0 1 0 0 0 1 0 0 0 0 0 0 0 0 0 1 0 1 0 1 1 1 0 1 1 1 1 0 1 1 1 1 1 1 0 1 1 1 1 0 1 1 1 0 0 0 0 1 0 1 1 1 | + | |
- | [521] 0 0 0 0 1 1 0 0 1 0 1 1 0 0 | + | |
- | Levels: 0 1 | + | |
- | > str(cps) | + | |
- | ' | + | |
- | $ education : int 8 9 12 12 12 13 10 12 16 12 ... | + | |
- | $ south : int 0 0 0 0 0 0 1 0 0 0 ... | + | |
- | $ sex : int 1 1 0 0 0 0 0 0 0 0 ... | + | |
- | $ experience: int 21 42 1 4 17 9 27 9 11 9 ... | + | |
- | $ union : int 0 0 0 0 0 1 0 0 0 0 ... | + | |
- | $ wage : num 5.1 4.95 6.67 4 7.5 ... | + | |
- | $ age : int 35 57 19 22 35 28 43 27 33 27 ... | + | |
- | $ race : int | + | |
- | $ occupation: int 6 6 6 6 6 6 6 6 6 6 ... | + | |
- | $ sector | + | |
- | $ marr : int 1 1 0 0 1 0 0 0 1 0 ... | + | |
- | > factor(cps$sex) | + | |
- | [1] 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 1 0 1 0 0 0 0 0 0 0 0 0 1 0 1 0 0 0 0 0 0 | + | |
- | [53] 1 1 0 1 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 1 1 0 0 0 0 0 1 1 0 0 0 1 1 0 0 0 0 1 0 0 1 0 1 0 0 0 0 0 | + | |
- | [105] 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 0 0 0 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 0 | + | |
- | [157] 0 0 0 1 1 0 1 0 1 0 0 0 0 1 1 0 1 1 0 0 1 0 1 0 0 0 0 0 0 0 1 0 0 1 1 0 1 1 0 0 1 0 0 0 0 0 0 1 1 1 0 1 | + | |
- | [209] 1 0 0 1 0 0 0 0 1 0 1 1 0 1 1 0 0 1 0 1 1 1 0 1 1 0 1 0 1 1 0 0 1 1 0 0 0 0 0 0 0 1 1 1 1 1 1 1 0 1 1 1 | + | |
- | [261] 1 1 1 1 1 1 1 1 1 0 1 0 1 1 1 1 0 1 1 0 0 1 1 1 0 1 1 1 1 0 1 0 1 0 0 1 1 1 1 0 1 1 1 1 1 0 0 1 1 1 1 0 | + | |
- | [313] 1 0 1 0 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 0 1 1 0 1 1 1 1 0 1 1 0 0 1 1 0 1 1 1 1 0 1 1 0 0 1 0 1 1 | + | |
- | [365] 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 1 0 1 1 1 1 0 0 0 1 1 1 1 0 1 0 0 1 0 1 1 1 1 1 1 0 0 1 1 0 0 0 0 1 0 0 0 | + | |
- | [417] 1 0 1 1 1 0 1 0 0 1 1 0 1 0 0 0 1 0 0 0 0 1 0 0 1 1 0 1 0 0 1 0 0 1 1 1 1 0 0 0 1 1 0 0 1 1 1 0 1 1 1 1 | + | |
- | [469] 0 1 0 0 0 1 0 0 0 0 0 0 0 0 0 1 0 1 0 1 1 1 0 1 1 1 1 0 1 1 1 1 1 1 0 1 1 1 1 0 1 1 1 0 0 0 0 1 0 1 1 1 | + | |
- | [521] 0 0 0 0 1 1 0 0 1 0 1 1 0 0 | + | |
- | Levels: 0 1 | + | |
- | > cps$sex <- factor(cps$sex) | + | |
- | > cps$union <- factor(cps$union) | + | |
- | > cps$race <- factor(cps$race) | + | |
- | > cps$sector <- factor(cps$sector) | + | |
- | > cps$occupation <- factor(cps$occupation) | + | |
- | > cps$marr <- factor(cps$marr) | + | |
- | > str(cps) | + | |
</ | </ | ||
- | |||
< | < | ||
- | > lm1 = lm(log(cps$wage) ~., data = cps) | + | > lm4 = lm(log(cps$wage) ~ . -age, data = cps) |
- | > summary(lm1) | + | > summary(lm4) |
Call: | Call: | ||
- | lm(formula = log(cps$wage) ~ ., data = cps) | + | lm(formula = log(cps$wage) ~ . - age, data = cps) |
Residuals: | Residuals: | ||
| | ||
- | -2.16246 -0.29163 -0.00469 0.29981 1.98248 | + | -2.36103 -0.28080 |
Coefficients: | Coefficients: | ||
| | ||
- | (Intercept) | + | (Intercept) |
- | education | + | education |
- | south -0.102360 | + | south -0.093384 |
- | sex -0.221997 | + | sex1 |
- | experience | + | experience |
- | union | + | union1 |
- | age -0.085444 | + | race2 -0.033928 |
- | race 0.050406 | + | race3 |
- | occupation | + | occupation2 -0.364444 |
- | sector | + | occupation3 -0.210295 |
- | marr 0.076611 | + | occupation4 -0.383882 |
+ | occupation5 | ||
+ | occupation6 -0.265348 | ||
+ | sector1 | ||
+ | sector2 | ||
+ | marr1 0.062211 | ||
--- | --- | ||
Signif. codes: | Signif. codes: | ||
- | Residual standard error: 0.4398 on 523 degrees of freedom | + | Residual standard error: 0.4278 on 518 degrees of freedom |
- | Multiple R-squared: | + | Multiple R-squared: |
- | F-statistic: | + | F-statistic: |
- | </ | + | |
- | + | ||
- | < | + | |
- | plot(lm1) | + | |
- | </ | + | |
- | {{lm1.plot1.png? | + | |
- | {{lm1.plot3.png? | + | |
- | + | ||
- | + | ||
- | < | + | |
- | > library(corrplot) | + | |
- | > cps.cor = cor(cps) | + | |
- | > corrplot.mixed(cps.cor, | + | |
- | </ | + | |
- | {{cps.corrplot.png? | + | |
- | + | ||
- | < | + | |
- | > install.packages(" | + | |
- | > library(mctest) | + | |
- | > omcdiag(cps[, | + | |
- | + | ||
- | Call: | + | |
- | omcdiag(x = cps[, c(-6)], y = cps$wage) | + | |
- | + | ||
- | + | ||
- | Overall Multicollinearity Diagnostics | + | |
- | + | ||
- | MC Results detection | + | |
- | Determinant |X' | + | |
- | Farrar Chi-Square: | + | |
- | Red Indicator: | + | |
- | Sum of Lambda Inverse: 10068.8439 | + | |
- | Theil' | + | |
- | Condition Number: | + | |
- | + | ||
- | 1 --> COLLINEARITY is detected by the test | + | |
- | 0 --> COLLINEARITY is not detected by the test | + | |
> | > | ||
- | </ | ||
- | < | ||
- | > imcdiag(cps[, | ||
- | |||
- | Call: | ||
- | imcdiag(x = cps[, c(-6)], y = cps$wage) | ||
- | |||
- | |||
- | All Individual Multicollinearity Diagnostics Result | ||
- | |||
- | | ||
- | education | ||
- | south | ||
- | sex | ||
- | experience 5184.0939 0.0002 301771.2445 340140.5368 0.0139 5302.4188 | ||
- | union | ||
- | age 4645.6650 0.0002 270422.7164 304806.1391 0.0147 4751.7005 | ||
- | race 1.0371 0.9642 | ||
- | occupation | ||
- | sector | ||
- | marr 1.0961 0.9123 | ||
- | |||
- | 1 --> COLLINEARITY is detected by the test | ||
- | 0 --> COLLINEARITY is not detected by the test | ||
- | |||
- | education , south , experience , age , race , occupation , sector , marr , coefficient(s) are non-significant may be due to multicollinearity | ||
- | |||
- | R-square of y on all x: 0.2805 | ||
- | |||
- | * use method argument to check which regressors may be the reason of collinearity | ||
- | =================================== | ||
- | > | ||
</ | </ | ||
- | < | + | < |
- | > round(pcor(cps[, | + | > summary(lm5) |
- | | + | |
- | education | + | |
- | south -0.0318 | + | |
- | sex | + | |
- | experience | + | |
- | union -0.0075 -0.0975 -0.1201 | + | |
- | age | + | |
- | race 0.0172 -0.1112 | + | |
- | occupation | + | |
- | sector | + | |
- | marr | + | |
- | + | ||
- | </ | + | |
- | + | ||
- | < | + | |
- | > lm2 = lm(log(cps$wage) ~ . -age , data = cps) | + | |
- | > summary(lm2) | + | |
Call: | Call: | ||
- | lm(formula = log(cps$wage) ~ . - age, data = cps) | + | lm(formula = log(cps$wage) ~ . - age - race, data = cps) |
Residuals: | Residuals: | ||
| | ||
- | -2.16044 -0.29073 -0.00505 0.29994 1.97997 | + | -2.34366 -0.28169 -0.00017 0.29179 1.81158 |
Coefficients: | Coefficients: | ||
| | ||
- | (Intercept) | + | (Intercept) |
- | education | + | education |
- | south -0.103071 | + | south -0.102588 |
- | sex -0.220344 | + | sex1 |
- | experience | + | experience |
- | union | + | union1 |
- | race 0.050643 | + | occupation2 -0.355381 |
- | occupation | + | occupation3 -0.209820 |
- | sector | + | occupation4 -0.385680 |
- | marr 0.075152 | + | occupation5 |
+ | occupation6 -0.254277 | ||
+ | sector1 | ||
+ | sector2 | ||
+ | marr1 0.065464 | ||
--- | --- | ||
Signif. codes: | Signif. codes: | ||
- | Residual standard error: 0.4397 on 524 degrees of freedom | + | Residual standard error: 0.4283 on 520 degrees of freedom |
- | Multiple R-squared: | + | Multiple R-squared: |
- | F-statistic: | + | F-statistic: |
- | > summary(lm1) | + | > |
+ | </ | ||
+ | |||
+ | < | ||
+ | > summary(lm6) | ||
Call: | Call: | ||
- | lm(formula = log(cps$wage) ~ ., data = cps) | + | lm(formula = log(cps$wage) ~ . - age - race - occupation - marr - |
+ | sector, data = cps) | ||
Residuals: | Residuals: | ||
| | ||
- | -2.16246 -0.29163 -0.00469 0.29981 1.98248 | + | -2.13809 -0.28681 -0.00078 0.29376 1.96678 |
Coefficients: | Coefficients: | ||
| | ||
- | (Intercept) | + | (Intercept) |
- | education | + | education |
- | south -0.102360 | + | south -0.111761 |
- | sex -0.221997 | + | sex1 |
- | experience | + | experience |
- | union 0.200483 | + | union1 |
- | age | + | |
- | race | + | |
- | occupation | + | |
- | sector | + | |
- | marr | + | |
--- | --- | ||
Signif. codes: | Signif. codes: | ||
- | Residual standard error: 0.4398 on 523 degrees of freedom | + | Residual standard error: 0.4433 on 528 degrees of freedom |
- | Multiple R-squared: | + | Multiple R-squared: |
- | F-statistic: | + | F-statistic: |
- | > | ||
> </ | > </ | ||
- | |||
- | < | ||
- | </ | ||
- | |||
- | < | ||
- | </ | ||
- | |||
- | < | ||
- | </ | ||
- | |||
- |
multicolinearity.1545759460.txt.gz · Last modified: 2018/12/26 02:37 by hkimscil