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multicolinearity [2018/12/26 02:46] – [regression test with factors] hkimscilmulticolinearity [2018/12/26 02:49] (current) – [regression test with factors] hkimscil
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 </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 02:49 by hkimscil

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