Chapter 8 Module VI
En este modulo solo se repasa el cómo hacer una regresión y sus outputs.
Regresión lineal simple
<- lm(hp ~ mpg, data=datos) model
Regresión lineal multiple
<- lm(hp ~ mpg+cyl, data=datos) model_mult
8.1 Output
coef(model)
## (Intercept) mpg
## 324.08 -8.83
msummary(model)
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 324.08 27.43 11.81 0.00000000000082 ***
## mpg -8.83 1.31 -6.74 0.00000017878353 ***
##
## Residual standard error: 43.9 on 30 degrees of freedom
## Multiple R-squared: 0.602, Adjusted R-squared: 0.589
## F-statistic: 45.5 on 1 and 30 DF, p-value: 0.000000179
confint(model)
## 2.5 % 97.5 %
## (Intercept) 268.1 380.11
## mpg -11.5 -6.16
library(stargazer)
##
## Please cite as:
## Hlavac, Marek (2018). stargazer: Well-Formatted Regression and Summary Statistics Tables.
## R package version 5.2.2. https://CRAN.R-project.org/package=stargazer
stargazer(model, type="text")
##
## ===============================================
## Dependent variable:
## ---------------------------
## hp
## -----------------------------------------------
## mpg -8.830***
## (1.310)
##
## Constant 324.000***
## (27.400)
##
## -----------------------------------------------
## Observations 32
## R2 0.602
## Adjusted R2 0.589
## Residual Std. Error 43.900 (df = 30)
## F Statistic 45.500*** (df = 1; 30)
## ===============================================
## Note: *p<0.1; **p<0.05; ***p<0.01
summary(model)
##
## Call:
## lm(formula = hp ~ mpg, data = datos)
##
## Residuals:
## Min 1Q Median 3Q Max
## -59.3 -28.9 -13.4 25.6 143.4
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 324.08 27.43 11.81 0.00000000000082 ***
## mpg -8.83 1.31 -6.74 0.00000017878353 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 43.9 on 30 degrees of freedom
## Multiple R-squared: 0.602, Adjusted R-squared: 0.589
## F-statistic: 45.5 on 1 and 30 DF, p-value: 0.000000179