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multicolinearity [2018/12/26 02:16]
hkimscil [regression test with factors]
multicolinearity [2018/12/26 02:19] (current)
hkimscil [regression test with factors]
Line 316: Line 316:
 </​code>​ </​code>​
  
 +<​code>>​ lm6 = lm(log(cps$wage) ~ . -age -race -occupation -marr -sector, data = cps)
 +> summary(lm6)
  
 +Call:
 +lm(formula = log(cps$wage) ~ . - age - race - occupation - marr - 
 +    sector, data = cps)
 +
 +Residuals:
 +     ​Min ​      ​1Q ​  ​Median ​      ​3Q ​     Max 
 +-2.13809 -0.28681 -0.00078 ​ 0.29376 ​ 1.96678 ​
 +
 +Coefficients:​
 +             ​Estimate Std. Error t value Pr(>​|t|) ​   ​
 +(Intercept) ​ 0.731792 ​  ​0.122217 ​  5.988 3.94e-09 ***
 +education ​   0.094096 ​  ​0.007942 ​ 11.848 ​ < 2e-16 ***
 +south       ​-0.111761 ​  ​0.042857 ​ -2.608 0.009372 ** 
 +sex1        -0.231978 ​  ​0.039202 ​ -5.918 5.88e-09 ***
 +experience ​  ​0.011548 ​  ​0.001680 ​  6.875 1.75e-11 ***
 +union1 ​      ​0.198360 ​  ​0.051243 ​  3.871 0.000122 ***
 +---
 +Signif. codes: ​ 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
 +
 +Residual standard error: 0.4433 on 528 degrees of freedom
 +Multiple R-squared: ​ 0.3011,​ Adjusted R-squared: ​ 0.2944 ​
 +F-statistic:​ 45.49 on 5 and 528 DF,  p-value: < 2.2e-16
 +
 +> </​code>​
multicolinearity.txt · Last modified: 2018/12/26 02:19 by hkimscil