> View(trixdataap)
> attach(trixdataap)
> names(trixdataap)
[1] "gdp" "gb" "ed"
> plot(gb,ed,main="scatterplot")
> model<-lm(gb~gdp)
> summary(model)
Call:
lm(formula = gb ~ gdp)
Residuals:
Min 1Q Median 3Q Max
-58756 -21418 1015 20553 75134
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.389e+04 9.299e+03 3.645 0.00094 ***
gdp 1.401e+00 6.070e-02 23.079 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 32570 on 32 degrees of freedom
Multiple R-squared: 0.9433, Adjusted R-squared: 0.9416
F-statistic: 532.7 on 1 and 32 DF, p-value: < 2.2e-16
> attributes(model)
$names
[1] "coefficients" "residuals" "effects" "rank" "fitt
ed.values" "assign" "qr"
[8] "df.residual" "xlevels" "call" "terms" "mode
l"
$class
[1] "lm"
> model$coefficients
(Intercept) gdp
33889.196597 1.400879
> plot(gb,eb,main="scatterplot")
Error: object 'eb' not found
> plot(gb,ed,main="scatterplot")
> abline(model)
> abline(model,col=2)
> abline(model,col=3,lwd=5)
> confint(model,level=0.99)
0.5 % 99.5 %
(Intercept) 8424.975808 59353.4174
gdp 1.234658 1.5671
> anova(model)
Analysis of Variance Table
Response: gb
Df Sum Sq Mean Sq F value Pr(>F)
gdp 1 5.6509e+11 5.6509e+11 532.66 < 2.2e-16 ***
Residuals 32 3.3948e+10 1.0609e+09
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> plot(gdp,ed,main="scatterplot")
abline(model)
> abline(model,col=2)
> abline(model,col=3,lwd=5)
> confint(model,level=0.99)
0.5 % 99.5 %
(Intercept) 8424.975808 59353.4174
gdp 1.234658 1.5671
> anova(model)
Analysis of Variance Table
Response: gb
Df Sum Sq Mean Sq F value Pr(>F)
gdp 1 5.6509e+11 5.6509e+11 532.66 < 2.2e-16 ***
Residuals 32 3.3948e+10 1.0609e+09
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> modeltwo<-lm(gdp~ed)
> summary(modeltwo)
Call:
lm(formula = gdp ~ ed)
Residuals:
Min 1Q Median 3Q Max
-35405 -13536 -6295 8045 47072
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2.800e+04 4.911e+03 5.701 2.59e-06 ***
ed 5.477e-02 2.061e-03 26.571 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 19750 on 32 degrees of freedom
Multiple R-squared: 0.9566, Adjusted R-squared: 0.9553
F-statistic: 706 on 1 and 32 DF, p-value: < 2.2e-16
> attributes(modeltwo)
$names
[1] "coefficients" "residuals" "effects" "rank" "fitt
ed.values" "assign" "qr"
[8] "df.residual" "xlevels" "call" "terms" "mode
l"
$class
[1] "lm"
> model$coefficients
(Intercept) gdp
33889.196597 1.400879
> modeltwo$coefficients
(Intercept) ed
2.799590e+04 5.476692e-02
MULTILINEAR
> model<-lm(gdp+gb~ed)
> summary(model)
Call:
lm(formula = gdp + gb ~ ed)
Residuals:
Min 1Q Median 3Q Max
-75032 -28373 3886 26176 55714
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 9.651e+04 8.896e+03 10.85 2.98e-12 ***
ed 1.342e-01 3.734e-03 35.93 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 35780 on 32 degrees of freedom
Multiple R-squared: 0.9758, Adjusted R-squared: 0.9751
F-statistic: 1291 on 1 and 32 DF, p-value: < 2.2e-16
> confint(model,level=0.99)
0.5 % 99.5 %
(Intercept) 7.214898e+04 1.208745e+05
ed 1.239258e-01 1.443758e-01
> anova(model)
Analysis of Variance Table
Response: gdp + gb
Df Sum Sq Mean Sq F value Pr(>F)
ed 1 1.6528e+12 1.6528e+12 1290.9 < 2.2e-16 ***
Residuals 32 4.0972e+10 1.2804e+09
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> predicted_value<-predict(model)
> trixdataap$predicted_y<-predicted_value
> residuals<-residuals(model)
> trixdataap$residuals<-residuals
hist(residuals)
logy<-log(ed)
> trixdataap$logy<-logy
> logx1<-log(gdp)
> trixdataap$logx1<-logx1
> logx2<-log(gb)
> trixdataap$logx2<-logx2
> logmodel=lm(formula=logy~logx1+logx2,data=trixdataap)
> logmodel
Call:
lm(formula = logy ~ logx1 + logx2, data = trixdataap)
Coefficients:
(Intercept) logx1 logx2
-2.9611 0.6659 0.7662
> summary(logmodel)
Call:
lm(formula = logy ~ logx1 + logx2, data = trixdataap)
Residuals:
Min 1Q Median 3Q Max
-0.27240 -0.11768 -0.02842 0.14019 0.24657
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -2.9611 0.6765 -4.377 0.000127 ***
logx1 0.6659 0.1050 6.342 4.65e-07 ***
logx2 0.7662 0.1430 5.360 7.65e-06 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.1559 on 31 degrees of freedom
Multiple R-squared: 0.9805, Adjusted R-squared: 0.9793
F-statistic: 780.1 on 2 and 31 DF, p-value: < 2.2e-16
> attributes(logmodel)
$names
[1] "coefficients" "residuals" "effects" "rank" "fitt
ed.values" "assign" "qr"
[8] "df.residual" "xlevels" "call" "terms" "mode
l"
$class
[1] "lm"
> pred_y<-predict(model)
> trixdataap$pred_y
NULL
Warning message:
Unknown or uninitialised column: `pred_y`.
> trixdataap$haty<-pred_y
> pred_logy<-predict(logmodel)
> trixdataap$hatlny<-pred_logy
> trixdataap$ln_haty<-log(trixdataap$haty)
> trixdataap$z1<-trixdataap$ln_haty-trixdataap$hatlny
> model2<-lm(ed~gdp+gb+trixdataap$z1)
> summary(model2)
Call:
lm(formula = ed ~ gdp + gb + trixdataap$z1)
Residuals:
Min 1Q Median 3Q Max
-422202 -90940 7833 31899 535105
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -48859.243 132588.636 -0.369 0.715
gdp 11.479 1.714 6.699 2.01e-07 ***
gb 6.378 1.072 5.951 1.60e-06 ***
trixdataap$z1 700167.518 131882.671 5.309 9.73e-06 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 195400 on 30 degrees of freedom
Multiple R-squared: 0.9875, Adjusted R-squared: 0.9863
F-statistic: 791.8 on 3 and 30 DF, p-value: < 2.2e-16
> trixdataap$antilog_hatlny<-exp(trixdataap$hatlny)
> trixdataap$z2<-trixdataap$antilog_hatlny-trixdataap$haty
> model3<-lm(trixdataap$logy~trixdataap$logx1+trixdataap$logx2+trixdataap$
z2)
> summary(model3)
Call:
lm(formula = trixdataap$logy ~ trixdataap$logx1 + trixdataap$logx2 +
trixdataap$z2)
Residuals:
Min 1Q Median 3Q Max
-0.26135 -0.10803 -0.03487 0.13318 0.27059
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -1.804e+00 1.280e+00 -1.409 0.168992
trixdataap$logx1 6.665e-01 1.048e-01 6.361 5.1e-07 ***
trixdataap$logx2 6.638e-01 1.721e-01 3.857 0.000565 ***
trixdataap$z2 5.058e-08 4.756e-08 1.064 0.295999
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.1556 on 30 degrees of freedom
Multiple R-squared: 0.9812, Adjusted R-squared: 0.9793
F-statistic: 522.7 on 3 and 30 DF, p-value: < 2.2e-16
> install.packages("lmtest")
WARNING: Rtools is required to build R packages but is not currently insta
lled. Please download and install the appropriate version of Rtools before
proceeding:
https://cran.rstudio.com/bin/windows/Rtools/
Installing package into ‘C:/Users/HP/AppData/Local/R/win-library/4.4’
(as ‘lib’ is unspecified)
trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/lmtest_0.9-40
.zip'
Content type 'application/zip' length 411446 bytes (401 KB)
downloaded 401 KB
package ‘lmtest’ successfully unpacked and MD5 sums checked
The downloaded binary packages are in
C:\Users\HP\AppData\Local\Temp\RtmpOuWpqe\downloaded_packages
> library(lmtest)
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Warning message:
package ‘lmtest’ was built under R version 4.4.3
> bptest(model)
studentized Breusch-Pagan test
data: model
BP = 2.5669, df = 1, p-value = 0.1091
dwtest(model)
Durbin-Watson test
data: model
DW = 0.48078, p-value = 6.115e-09
alternative hypothesis: true autocorrelation is greater than 0
> install.packages("car")
WARNING: Rtools is required to build R packages but is not currently insta
lled. Please download and install the appropriate version of Rtools before
proceeding:
https://cran.rstudio.com/bin/windows/Rtools/
Installing package into ‘C:/Users/HP/AppData/Local/R/win-library/4.4’
(as ‘lib’ is unspecified)
also installing the dependencies ‘rbibutils’, ‘cowplot’, ‘Deriv’, ‘microbe
nchmark’, ‘Rdpack’, ‘numDeriv’, ‘doBy’, ‘SparseM’, ‘MatrixModels’, ‘minqa’
, ‘nloptr’, ‘reformulas’, ‘RcppEigen’, ‘carData’, ‘abind’, ‘Formula’, ‘pbk
rtest’, ‘quantreg’, ‘lme4’
trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/rbibutils_2.3
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Content type 'application/zip' length 1032620 bytes (1008 KB)
downloaded 1008 KB
trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/cowplot_1.1.3
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/Deriv_4.1.6.z
ip'
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/microbenchmar
k_1.5.0.zip'
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/Rdpack_2.6.4.
zip'
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/numDeriv_2016
.8-1.1.zip'
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/doBy_4.6.26.z
ip'
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downloaded 4.7 MB
trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/SparseM_1.84-
2.zip'
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/MatrixModels_
0.5-4.zip'
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/minqa_1.2.8.z
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/reformulas_0.
4.0.zip'
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downloaded 92 KB
trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/RcppEigen_0.3
.4.0.2.zip'
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downloaded 2.5 MB
trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/carData_3.0-5
.zip'
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downloaded 1.6 MB
trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/abind_1.4-8.z
ip'
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/Formula_1.2-5
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/pbkrtest_0.5.
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trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/quantreg_6.1.
zip'
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downloaded 1.4 MB
trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/lme4_1.1-37.z
ip'
Content type 'application/zip' length 4566642 bytes (4.4 MB)
downloaded 4.4 MB
trying URL 'https://cran.rstudio.com/bin/windows/contrib/4.4/car_3.1-3.zip
'
Content type 'application/zip' length 1542575 bytes (1.5 MB)
downloaded 1.5 MB
package ‘rbibutils’ successfully unpacked and MD5 sums checked
package ‘cowplot’ successfully unpacked and MD5 sums checked
package ‘Deriv’ successfully unpacked and MD5 sums checked
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package ‘car’ successfully unpacked and MD5 sums checked
The downloaded binary packages are in
C:\Users\HP\AppData\Local\Temp\RtmpOuWpqe\downloaded_packages
> library(car)
Loading required package: carData
Warning messages:
1: package ‘car’ was built under R version 4.4.3
2: package ‘carData’ was built under R version 4.4.3
>vif(model)
gdp gb
22.144629 18.023133