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r:multiple_regression [2019/11/08 09:28] hkimscilr:multiple_regression [2019/11/08 09:37] – [Partial, Semi-partial Correlation and R squared value] hkimscil
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 </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

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