User Tools

Site Tools


r:multiple_regression

Differences

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

Link to this comparison view

Both sides previous revisionPrevious revision
Next revision
Previous revision
Next revisionBoth sides next revision
r:multiple_regression [2019/11/08 09:26] – [Partial, Semi-partial Correlation and R squared value] hkimscilr:multiple_regression [2019/11/08 09:37] – [Partial, Semi-partial Correlation and R squared value] hkimscil
Line 404: Line 404:
 이 둘의 합은 ''1.726415562'' 로 1을 넘는다. 즉, 각 독립변인의 영향력은 중복 (독립변인 간의 상관관계) 되어 있다는 뜻.  이 둘의 합은 ''1.726415562'' 로 1을 넘는다. 즉, 각 독립변인의 영향력은 중복 (독립변인 간의 상관관계) 되어 있다는 뜻. 
  
-{{20191108_092352.jpg}}+{{20191108_092352.jpg?400}}
  
  
Line 512: Line 512:
 </code> </code>
  
 +Alternatively,
  
 +<code>
 +> install.packages("lmtest")
 +> library(lmtest)
 +> lrtest(lm.stock.int, lm.stock)
 +Likelihood ratio test
 +
 +Model 1: Stock_Index_Price ~ Interest_Rate
 +Model 2: Stock_Index_Price ~ Interest_Rate + Unemployment_Rate
 +  #Df  LogLik Df  Chisq Pr(>Chisq)  
 +1   3 -136.94                       
 +2   4 -134.61  1 4.6576    0.03092 *
 +---
 +Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
 +> </code>
  
r/multiple_regression.txt · Last modified: 2023/10/19 08:23 by hkimscil

Donate Powered by PHP Valid HTML5 Valid CSS Driven by DokuWiki