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--- multicolinearity [2018/12/25 17:45] – hkimscil
+++ multicolinearity [2018/12/25 17:49] (current) – [regression test with factors] hkimscil
@@ Line 280: / Line 280: @@
 </code>
-<code>
+<code>> lm5 = lm(log(cps$wage) ~ . -age -race, data = cps)
+> summary(lm5)
+Call:
+lm(formula = log(cps$wage) ~ . - age - race, data = cps)
+Residuals:
+     Min       1Q   Median       3Q      Max
+-2.34366 -0.28169 -0.00017  0.29179  1.81158
+Coefficients:
+             Estimate Std. Error t value Pr(>|t|)
+(Intercept)  1.224289   0.172070   7.115 3.73e-12 ***
+education    0.068838   0.009912   6.945 1.14e-11 ***
+south       -0.102588   0.041668  -2.462 0.014139 *
+sex1        -0.213602   0.041842  -5.105 4.65e-07 ***
+experience   0.009494   0.001723   5.510 5.65e-08 ***
+union1       0.202720   0.051009   3.974 8.06e-05 ***
+occupation2 -0.355381   0.091448  -3.886 0.000115 ***
+occupation3 -0.209820   0.076149  -2.755 0.006068 **
+occupation4 -0.385680   0.080855  -4.770 2.40e-06 ***
+occupation5 -0.047694   0.072746  -0.656 0.512351
+occupation6 -0.254277   0.079781  -3.187 0.001523 **
+sector1      0.111458   0.054845   2.032 0.042636 *
+sector2      0.099777   0.096481   1.034 0.301541
+marr1        0.065464   0.041036   1.595 0.111257
+---
+Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
+Residual standard error: 0.4283 on 520 degrees of freedom
+Multiple R-squared:  0.3573,	Adjusted R-squared:  0.3412
+F-statistic: 22.24 on 13 and 520 DF,  p-value: < 2.2e-16
+>
 </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>