Call Package
lapply(c("readxl","plm","lmtest","dplyr","tseries","caret","broom","lmerTest","kableExtra"),library,character.only=T)[[1]]
## [1] "readxl" "stats" "graphics" "grDevices" "utils" "datasets"
## [7] "methods" "base"
Common Effect Model WLS
data<-read_excel("D:/Users/Documents/ADP/full_grouped.xlsx")
w<-1/data$Recovered
w<-ifelse(w==Inf,mean(w[which(w!=Inf)]),w)
wls<-lm(Deaths~Confirmed+Recovered+New.cases,
data=data,weights=w,
index=c("WHO.Region","Date"));summary(wls)
## Warning: In lm.wfit(x, y, w, offset = offset, singular.ok = singular.ok,
## ...) :
## extra argument 'index' will be disregarded
##
## Call:
## lm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## weights = w, index = c("WHO.Region", "Date"))
##
## Weighted Residuals:
## Min 1Q Median 3Q Max
## -390.44 -1.61 0.73 0.94 537.54
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -3.547144 0.712016 -4.982 6.33e-07 ***
## Confirmed 0.087075 0.000136 640.105 < 2e-16 ***
## Recovered -0.060971 0.001796 -33.949 < 2e-16 ***
## New.cases -0.298977 0.006635 -45.062 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 34.97 on 35152 degrees of freedom
## Multiple R-squared: 0.9361, Adjusted R-squared: 0.9361
## F-statistic: 1.716e+05 on 3 and 35152 DF, p-value: < 2.2e-16
Fixed Effect Within Model
fe<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="within",
index=c("WHO.Region","Date"));summary(fe)
## Oneway (individual) effect Within Model
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## model = "within", index = c("WHO.Region", "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -66799.772 -768.456 -64.485 31.606 29853.518
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## Confirmed 0.06644544 0.00029206 227.503 < 2.2e-16 ***
## Recovered -0.03027987 0.00051674 -58.598 < 2.2e-16 ***
## New.cases -0.54035116 0.01113208 -48.540 < 2.2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 1.9035e+12
## Residual Sum of Squares: 2.7343e+11
## R-Squared: 0.85635
## Adj. R-Squared: 0.85632
## F-statistic: 69842.4 on 3 and 35147 DF, p-value: < 2.22e-16
library(tseries)
Fixed Effect LSDV Model Without Intercept
lsdv<-lm(Deaths~Confirmed+Recovered+New.cases+factor(Date)+factor(WHO.Region)-1,
data=data,na.action = na.omit,
index=c("WHO.Region","Date"))
summary(lsdv)
##
## Call:
## lm(formula = Deaths ~ Confirmed + Recovered + New.cases + factor(Date) +
## factor(WHO.Region) - 1, data = data, na.action = na.omit,
## index = c("WHO.Region", "Date"))
##
## Residuals:
## Min 1Q Median 3Q Max
## -66026 -555 -200 202 30052
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## Confirmed 6.637e-02 2.923e-04 227.066 < 2e-16
## Recovered -3.017e-02 5.234e-04 -57.640 < 2e-16
## New.cases -5.434e-01 1.118e-02 -48.597 < 2e-16
## factor(Date)2020-01-22 -2.890e+02 2.054e+02 -1.407 0.15941
## factor(Date)2020-01-23 -2.888e+02 2.054e+02 -1.406 0.15978
## factor(Date)2020-01-24 -2.883e+02 2.054e+02 -1.403 0.16049
## factor(Date)2020-01-25 -2.878e+02 2.054e+02 -1.401 0.16123
## factor(Date)2020-01-26 -2.874e+02 2.054e+02 -1.399 0.16180
## factor(Date)2020-01-27 -2.871e+02 2.054e+02 -1.398 0.16212
## factor(Date)2020-01-28 -2.825e+02 2.054e+02 -1.375 0.16907
## factor(Date)2020-01-29 -2.887e+02 2.054e+02 -1.405 0.15992
## factor(Date)2020-01-30 -2.849e+02 2.054e+02 -1.387 0.16545
## factor(Date)2020-01-31 -2.863e+02 2.054e+02 -1.394 0.16330
## factor(Date)2020-02-01 -2.856e+02 2.054e+02 -1.391 0.16437
## factor(Date)2020-02-02 -2.791e+02 2.054e+02 -1.359 0.17428
## factor(Date)2020-02-03 -2.846e+02 2.054e+02 -1.386 0.16590
## factor(Date)2020-02-04 -2.830e+02 2.054e+02 -1.378 0.16831
## factor(Date)2020-02-05 -2.846e+02 2.054e+02 -1.386 0.16580
## factor(Date)2020-02-06 -2.870e+02 2.054e+02 -1.397 0.16227
## factor(Date)2020-02-07 -2.867e+02 2.054e+02 -1.396 0.16280
## factor(Date)2020-02-08 -2.894e+02 2.054e+02 -1.409 0.15883
## factor(Date)2020-02-09 -2.890e+02 2.054e+02 -1.407 0.15942
## factor(Date)2020-02-10 -2.906e+02 2.054e+02 -1.415 0.15706
## factor(Date)2020-02-11 -2.922e+02 2.054e+02 -1.422 0.15490
## factor(Date)2020-02-12 -2.932e+02 2.054e+02 -1.427 0.15346
## factor(Date)2020-02-13 -2.623e+02 2.054e+02 -1.277 0.20154
## factor(Date)2020-02-14 -2.844e+02 2.054e+02 -1.384 0.16623
## factor(Date)2020-02-15 -2.969e+02 2.054e+02 -1.446 0.14827
## factor(Date)2020-02-16 -2.968e+02 2.054e+02 -1.445 0.14848
## factor(Date)2020-02-17 -2.972e+02 2.054e+02 -1.447 0.14791
## factor(Date)2020-02-18 -2.972e+02 2.054e+02 -1.447 0.14788
## factor(Date)2020-02-19 -3.005e+02 2.054e+02 -1.463 0.14350
## factor(Date)2020-02-20 -2.993e+02 2.054e+02 -1.457 0.14504
## factor(Date)2020-02-21 -2.992e+02 2.054e+02 -1.457 0.14521
## factor(Date)2020-02-22 -2.948e+02 2.054e+02 -1.435 0.15122
## factor(Date)2020-02-23 -2.990e+02 2.054e+02 -1.456 0.14552
## factor(Date)2020-02-24 -2.973e+02 2.054e+02 -1.448 0.14774
## factor(Date)2020-02-25 -2.959e+02 2.054e+02 -1.441 0.14964
## factor(Date)2020-02-26 -2.953e+02 2.054e+02 -1.437 0.15059
## factor(Date)2020-02-27 -2.939e+02 2.054e+02 -1.431 0.15249
## factor(Date)2020-02-28 -2.935e+02 2.054e+02 -1.429 0.15305
## factor(Date)2020-02-29 -2.918e+02 2.054e+02 -1.421 0.15543
## factor(Date)2020-03-01 -2.905e+02 2.054e+02 -1.414 0.15732
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## factor(Date)2020-03-14 -2.698e+02 2.054e+02 -1.314 0.18893
## factor(Date)2020-03-15 -2.697e+02 2.054e+02 -1.313 0.18916
## factor(Date)2020-03-16 -2.607e+02 2.054e+02 -1.269 0.20430
## factor(Date)2020-03-17 -2.582e+02 2.054e+02 -1.257 0.20876
## factor(Date)2020-03-18 -2.490e+02 2.054e+02 -1.213 0.22533
## factor(Date)2020-03-19 -2.286e+02 2.054e+02 -1.113 0.26582
## factor(Date)2020-03-20 -2.259e+02 2.054e+02 -1.100 0.27151
## factor(Date)2020-03-21 -2.197e+02 2.054e+02 -1.070 0.28485
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## factor(Date)2020-03-27 -1.436e+02 2.054e+02 -0.699 0.48446
## factor(Date)2020-03-28 -1.372e+02 2.054e+02 -0.668 0.50434
## factor(Date)2020-03-29 -1.617e+02 2.054e+02 -0.787 0.43122
## factor(Date)2020-03-30 -1.452e+02 2.054e+02 -0.707 0.47980
## factor(Date)2020-03-31 -1.101e+02 2.054e+02 -0.536 0.59182
## factor(Date)2020-04-01 -1.056e+02 2.054e+02 -0.514 0.60714
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## factor(Date)2020-04-11 -9.580e+00 2.054e+02 -0.047 0.96280
## factor(Date)2020-04-12 4.741e+01 2.054e+02 0.231 0.81748
## factor(Date)2020-04-13 -2.134e+01 2.054e+02 -0.104 0.91724
## factor(Date)2020-04-14 -4.334e+00 2.054e+02 -0.021 0.98317
## factor(Date)2020-04-15 4.890e+01 2.054e+02 0.238 0.81182
## factor(Date)2020-04-16 1.045e+02 2.054e+02 0.509 0.61082
## factor(Date)2020-04-17 9.890e+01 2.054e+02 0.481 0.63018
## factor(Date)2020-04-18 7.105e+01 2.054e+02 0.346 0.72943
## factor(Date)2020-04-19 9.095e+01 2.054e+02 0.443 0.65793
## factor(Date)2020-04-20 7.659e+01 2.054e+02 0.373 0.70925
## factor(Date)2020-04-21 9.922e+01 2.054e+02 0.483 0.62906
## factor(Date)2020-04-22 1.237e+02 2.054e+02 0.602 0.54712
## factor(Date)2020-04-23 1.624e+02 2.054e+02 0.791 0.42911
## factor(Date)2020-04-24 1.984e+02 2.054e+02 0.966 0.33412
## factor(Date)2020-04-25 1.674e+02 2.054e+02 0.815 0.41499
## factor(Date)2020-04-26 1.320e+02 2.054e+02 0.642 0.52059
## factor(Date)2020-04-27 1.244e+02 2.054e+02 0.605 0.54487
## factor(Date)2020-04-28 1.569e+02 2.054e+02 0.764 0.44500
## factor(Date)2020-04-29 1.844e+02 2.054e+02 0.898 0.36924
## factor(Date)2020-04-30 2.089e+02 2.054e+02 1.017 0.30915
## factor(Date)2020-05-01 2.214e+02 2.054e+02 1.078 0.28105
## factor(Date)2020-05-02 2.122e+02 2.054e+02 1.033 0.30146
## factor(Date)2020-05-03 1.959e+02 2.054e+02 0.954 0.34012
## factor(Date)2020-05-04 1.918e+02 2.054e+02 0.934 0.35041
## factor(Date)2020-05-05 2.119e+02 2.054e+02 1.032 0.30219
## factor(Date)2020-05-06 2.520e+02 2.054e+02 1.227 0.21986
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## factor(Date)2020-05-08 2.672e+02 2.054e+02 1.301 0.19332
## factor(Date)2020-05-09 2.472e+02 2.054e+02 1.204 0.22874
## factor(Date)2020-05-10 2.166e+02 2.054e+02 1.055 0.29155
## factor(Date)2020-05-11 2.157e+02 2.054e+02 1.050 0.29361
## factor(Date)2020-05-12 2.428e+02 2.054e+02 1.182 0.23718
## factor(Date)2020-05-13 2.533e+02 2.054e+02 1.233 0.21755
## factor(Date)2020-05-14 2.887e+02 2.054e+02 1.405 0.15991
## factor(Date)2020-05-15 2.878e+02 2.054e+02 1.401 0.16122
## factor(Date)2020-05-16 2.825e+02 2.054e+02 1.375 0.16907
## factor(Date)2020-05-17 2.297e+02 2.054e+02 1.119 0.26331
## factor(Date)2020-05-18 2.528e+02 2.054e+02 1.231 0.21830
## factor(Date)2020-05-19 2.768e+02 2.054e+02 1.347 0.17784
## factor(Date)2020-05-20 2.943e+02 2.054e+02 1.433 0.15192
## factor(Date)2020-05-21 3.002e+02 2.054e+02 1.461 0.14390
## factor(Date)2020-05-22 3.092e+02 2.054e+02 1.506 0.13220
## factor(Date)2020-05-23 2.973e+02 2.054e+02 1.447 0.14783
## factor(Date)2020-05-24 2.601e+02 2.054e+02 1.266 0.20540
## factor(Date)2020-05-25 2.225e+02 2.054e+02 1.083 0.27873
## factor(Date)2020-05-26 2.366e+02 2.054e+02 1.152 0.24930
## factor(Date)2020-05-27 2.668e+02 2.054e+02 1.299 0.19392
## factor(Date)2020-05-28 3.089e+02 2.054e+02 1.504 0.13265
## factor(Date)2020-05-29 3.089e+02 2.054e+02 1.504 0.13258
## factor(Date)2020-05-30 3.419e+02 2.054e+02 1.665 0.09598
## factor(Date)2020-05-31 2.434e+02 2.054e+02 1.185 0.23600
## factor(Date)2020-06-01 1.988e+02 2.054e+02 0.968 0.33305
## factor(Date)2020-06-02 2.751e+02 2.054e+02 1.339 0.18045
## factor(Date)2020-06-03 2.688e+02 2.054e+02 1.309 0.19062
## factor(Date)2020-06-04 2.844e+02 2.054e+02 1.385 0.16614
## factor(Date)2020-06-05 2.859e+02 2.054e+02 1.392 0.16389
## factor(Date)2020-06-06 2.847e+02 2.054e+02 1.386 0.16574
## factor(Date)2020-06-07 1.995e+02 2.054e+02 0.971 0.33148
## factor(Date)2020-06-08 1.781e+02 2.054e+02 0.867 0.38577
## factor(Date)2020-06-09 2.378e+02 2.054e+02 1.158 0.24705
## factor(Date)2020-06-10 2.588e+02 2.054e+02 1.260 0.20775
## factor(Date)2020-06-11 2.609e+02 2.054e+02 1.270 0.20408
## factor(Date)2020-06-12 2.245e+02 2.054e+02 1.093 0.27435
## factor(Date)2020-06-13 2.327e+02 2.054e+02 1.133 0.25716
## factor(Date)2020-06-14 2.072e+02 2.054e+02 1.009 0.31310
## factor(Date)2020-06-15 1.558e+02 2.054e+02 0.759 0.44814
## factor(Date)2020-06-16 2.213e+02 2.054e+02 1.077 0.28129
## factor(Date)2020-06-17 2.193e+02 2.054e+02 1.068 0.28566
## factor(Date)2020-06-18 2.040e+02 2.054e+02 0.993 0.32074
## factor(Date)2020-06-19 3.078e+02 2.054e+02 1.498 0.13402
## factor(Date)2020-06-20 2.252e+02 2.054e+02 1.096 0.27293
## factor(Date)2020-06-21 1.275e+02 2.054e+02 0.621 0.53491
## factor(Date)2020-06-22 1.394e+02 2.054e+02 0.679 0.49727
## factor(Date)2020-06-23 2.057e+02 2.054e+02 1.002 0.31656
## factor(Date)2020-06-24 2.087e+02 2.054e+02 1.016 0.30963
## factor(Date)2020-06-25 2.154e+02 2.054e+02 1.049 0.29436
## factor(Date)2020-06-26 2.296e+02 2.054e+02 1.118 0.26376
## factor(Date)2020-06-27 1.690e+02 2.054e+02 0.823 0.41071
## factor(Date)2020-06-28 9.667e+01 2.054e+02 0.471 0.63796
## factor(Date)2020-06-29 6.446e+01 2.054e+02 0.314 0.75369
## factor(Date)2020-06-30 9.360e+01 2.054e+02 0.456 0.64868
## factor(Date)2020-07-01 1.890e+02 2.054e+02 0.920 0.35746
## factor(Date)2020-07-02 1.596e+02 2.054e+02 0.777 0.43732
## factor(Date)2020-07-03 1.195e+02 2.054e+02 0.582 0.56083
## factor(Date)2020-07-04 7.684e+01 2.055e+02 0.374 0.70843
## factor(Date)2020-07-05 1.805e+01 2.055e+02 0.088 0.93000
## factor(Date)2020-07-06 -4.577e+01 2.055e+02 -0.223 0.82373
## factor(Date)2020-07-07 6.183e+01 2.055e+02 0.301 0.76350
## factor(Date)2020-07-08 4.329e+01 2.055e+02 0.211 0.83313
## factor(Date)2020-07-09 6.087e+01 2.055e+02 0.296 0.76707
## factor(Date)2020-07-10 4.179e+01 2.055e+02 0.203 0.83883
## factor(Date)2020-07-11 -3.578e+01 2.055e+02 -0.174 0.86180
## factor(Date)2020-07-12 -1.338e+02 2.055e+02 -0.651 0.51507
## factor(Date)2020-07-13 -1.589e+02 2.055e+02 -0.773 0.43945
## factor(Date)2020-07-14 -1.010e+02 2.055e+02 -0.492 0.62301
## factor(Date)2020-07-15 -9.986e+01 2.055e+02 -0.486 0.62706
## factor(Date)2020-07-16 -7.171e+01 2.055e+02 -0.349 0.72715
## factor(Date)2020-07-17 -1.264e+02 2.055e+02 -0.615 0.53874
## factor(Date)2020-07-18 -1.691e+02 2.056e+02 -0.822 0.41080
## factor(Date)2020-07-19 -2.764e+02 2.056e+02 -1.344 0.17885
## factor(Date)2020-07-20 -3.248e+02 2.056e+02 -1.580 0.11418
## factor(Date)2020-07-21 -2.683e+02 2.056e+02 -1.305 0.19183
## factor(Date)2020-07-22 -1.653e+02 2.056e+02 -0.804 0.42127
## factor(Date)2020-07-23 -1.789e+02 2.056e+02 -0.870 0.38426
## factor(Date)2020-07-24 -2.135e+02 2.056e+02 -1.039 0.29901
## factor(Date)2020-07-25 -3.173e+02 2.056e+02 -1.543 0.12282
## factor(Date)2020-07-26 -4.943e+02 2.057e+02 -2.403 0.01628
## factor(Date)2020-07-27 -4.483e+02 2.057e+02 -2.180 0.02930
## factor(WHO.Region)Americas 3.658e+02 4.564e+01 8.016 1.13e-15
## factor(WHO.Region)Eastern Mediterranean -1.467e+02 5.241e+01 -2.798 0.00514
## factor(WHO.Region)Europe 8.163e+02 4.010e+01 20.358 < 2e-16
## factor(WHO.Region)South-East Asia -1.272e+02 7.090e+01 -1.795 0.07271
## factor(WHO.Region)Western Pacific 4.910e-01 5.871e+01 0.008 0.99333
##
## Confirmed ***
## Recovered ***
## New.cases ***
## factor(Date)2020-01-22
## factor(Date)2020-01-23
## factor(Date)2020-01-24
## factor(Date)2020-01-25
## factor(Date)2020-01-26
## factor(Date)2020-01-27
## factor(Date)2020-01-28
## factor(Date)2020-01-29
## factor(Date)2020-01-30
## factor(Date)2020-01-31
## factor(Date)2020-02-01
## factor(Date)2020-02-02
## factor(Date)2020-02-03
## factor(Date)2020-02-04
## factor(Date)2020-02-05
## factor(Date)2020-02-06
## factor(Date)2020-02-07
## factor(Date)2020-02-08
## factor(Date)2020-02-09
## factor(Date)2020-02-10
## factor(Date)2020-02-11
## factor(Date)2020-02-12
## factor(Date)2020-02-13
## factor(Date)2020-02-14
## factor(Date)2020-02-15
## factor(Date)2020-02-16
## factor(Date)2020-02-17
## factor(Date)2020-02-18
## factor(Date)2020-02-19
## factor(Date)2020-02-20
## factor(Date)2020-02-21
## factor(Date)2020-02-22
## factor(Date)2020-02-23
## factor(Date)2020-02-24
## factor(Date)2020-02-25
## factor(Date)2020-02-26
## factor(Date)2020-02-27
## factor(Date)2020-02-28
## factor(Date)2020-02-29
## factor(Date)2020-03-01
## factor(Date)2020-03-02
## factor(Date)2020-03-03
## factor(Date)2020-03-04
## factor(Date)2020-03-05
## factor(Date)2020-03-06
## factor(Date)2020-03-07
## factor(Date)2020-03-08
## factor(Date)2020-03-09
## factor(Date)2020-03-10
## factor(Date)2020-03-11
## factor(Date)2020-03-12
## factor(Date)2020-03-13
## factor(Date)2020-03-14
## factor(Date)2020-03-15
## factor(Date)2020-03-16
## factor(Date)2020-03-17
## factor(Date)2020-03-18
## factor(Date)2020-03-19
## factor(Date)2020-03-20
## factor(Date)2020-03-21
## factor(Date)2020-03-22
## factor(Date)2020-03-23
## factor(Date)2020-03-24
## factor(Date)2020-03-25
## factor(Date)2020-03-26
## factor(Date)2020-03-27
## factor(Date)2020-03-28
## factor(Date)2020-03-29
## factor(Date)2020-03-30
## factor(Date)2020-03-31
## factor(Date)2020-04-01
## factor(Date)2020-04-02
## factor(Date)2020-04-03
## factor(Date)2020-04-04
## factor(Date)2020-04-05
## factor(Date)2020-04-06
## factor(Date)2020-04-07
## factor(Date)2020-04-08
## factor(Date)2020-04-09
## factor(Date)2020-04-10
## factor(Date)2020-04-11
## factor(Date)2020-04-12
## factor(Date)2020-04-13
## factor(Date)2020-04-14
## factor(Date)2020-04-15
## factor(Date)2020-04-16
## factor(Date)2020-04-17
## factor(Date)2020-04-18
## factor(Date)2020-04-19
## factor(Date)2020-04-20
## factor(Date)2020-04-21
## factor(Date)2020-04-22
## factor(Date)2020-04-23
## factor(Date)2020-04-24
## factor(Date)2020-04-25
## factor(Date)2020-04-26
## factor(Date)2020-04-27
## factor(Date)2020-04-28
## factor(Date)2020-04-29
## factor(Date)2020-04-30
## factor(Date)2020-05-01
## factor(Date)2020-05-02
## factor(Date)2020-05-03
## factor(Date)2020-05-04
## factor(Date)2020-05-05
## factor(Date)2020-05-06
## factor(Date)2020-05-07
## factor(Date)2020-05-08
## factor(Date)2020-05-09
## factor(Date)2020-05-10
## factor(Date)2020-05-11
## factor(Date)2020-05-12
## factor(Date)2020-05-13
## factor(Date)2020-05-14
## factor(Date)2020-05-15
## factor(Date)2020-05-16
## factor(Date)2020-05-17
## factor(Date)2020-05-18
## factor(Date)2020-05-19
## factor(Date)2020-05-20
## factor(Date)2020-05-21
## factor(Date)2020-05-22
## factor(Date)2020-05-23
## factor(Date)2020-05-24
## factor(Date)2020-05-25
## factor(Date)2020-05-26
## factor(Date)2020-05-27
## factor(Date)2020-05-28
## factor(Date)2020-05-29
## factor(Date)2020-05-30 .
## factor(Date)2020-05-31
## factor(Date)2020-06-01
## factor(Date)2020-06-02
## factor(Date)2020-06-03
## factor(Date)2020-06-04
## factor(Date)2020-06-05
## factor(Date)2020-06-06
## factor(Date)2020-06-07
## factor(Date)2020-06-08
## factor(Date)2020-06-09
## factor(Date)2020-06-10
## factor(Date)2020-06-11
## factor(Date)2020-06-12
## factor(Date)2020-06-13
## factor(Date)2020-06-14
## factor(Date)2020-06-15
## factor(Date)2020-06-16
## factor(Date)2020-06-17
## factor(Date)2020-06-18
## factor(Date)2020-06-19
## factor(Date)2020-06-20
## factor(Date)2020-06-21
## factor(Date)2020-06-22
## factor(Date)2020-06-23
## factor(Date)2020-06-24
## factor(Date)2020-06-25
## factor(Date)2020-06-26
## factor(Date)2020-06-27
## factor(Date)2020-06-28
## factor(Date)2020-06-29
## factor(Date)2020-06-30
## factor(Date)2020-07-01
## factor(Date)2020-07-02
## factor(Date)2020-07-03
## factor(Date)2020-07-04
## factor(Date)2020-07-05
## factor(Date)2020-07-06
## factor(Date)2020-07-07
## factor(Date)2020-07-08
## factor(Date)2020-07-09
## factor(Date)2020-07-10
## factor(Date)2020-07-11
## factor(Date)2020-07-12
## factor(Date)2020-07-13
## factor(Date)2020-07-14
## factor(Date)2020-07-15
## factor(Date)2020-07-16
## factor(Date)2020-07-17
## factor(Date)2020-07-18
## factor(Date)2020-07-19
## factor(Date)2020-07-20
## factor(Date)2020-07-21
## factor(Date)2020-07-22
## factor(Date)2020-07-23
## factor(Date)2020-07-24
## factor(Date)2020-07-25
## factor(Date)2020-07-26 *
## factor(Date)2020-07-27 *
## factor(WHO.Region)Americas ***
## factor(WHO.Region)Eastern Mediterranean **
## factor(WHO.Region)Europe ***
## factor(WHO.Region)South-East Asia .
## factor(WHO.Region)Western Pacific
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2787 on 34960 degrees of freedom
## Multiple R-squared: 0.8641, Adjusted R-squared: 0.8633
## F-statistic: 1134 on 196 and 34960 DF, p-value: < 2.2e-16
Uji Chow
pFtest(fe,wls)#bagusan fe
##
## F test for individual effects
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## F = 4370.4, df1 = 5, df2 = 35147, p-value < 2.2e-16
## alternative hypothesis: significant effects
Uji Efek Individu dan waktu
plmtest(fe,type="bp",effect="twoways") #terdapat pengaruh individu sekaligus waktu
##
## Lagrange Multiplier Test - two-ways effects (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 52351, df = 2, p-value < 2.2e-16
## alternative hypothesis: significant effects
Uji Efek Individu
plmtest(fe,type="bp",effect="individual") #terdapat pengaruh individu
##
## Lagrange Multiplier Test - (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 52346, df = 1, p-value < 2.2e-16
## alternative hypothesis: significant effects
Uji Efek Waktu
plmtest(fe,type="bp",effect="time") #terdapat pengaruh waktu
##
## Lagrange Multiplier Test - time effects (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 4.9723, df = 1, p-value = 0.02576
## alternative hypothesis: significant effects
#Maka yang digunakan efek twoways Fixed Effect Within Model
Model Fixed Effect Final (Efek Dua Arah)
fetw<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="within",
index=c("WHO.Region","Date"),effect="twoways");summary(fe)
## Oneway (individual) effect Within Model
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## model = "within", index = c("WHO.Region", "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -66799.772 -768.456 -64.485 31.606 29853.518
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## Confirmed 0.06644544 0.00029206 227.503 < 2.2e-16 ***
## Recovered -0.03027987 0.00051674 -58.598 < 2.2e-16 ***
## New.cases -0.54035116 0.01113208 -48.540 < 2.2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 1.9035e+12
## Residual Sum of Squares: 2.7343e+11
## R-Squared: 0.85635
## Adj. R-Squared: 0.85632
## F-statistic: 69842.4 on 3 and 35147 DF, p-value: < 2.22e-16
Pengecekan & Uji Asumsi
hist(fetw$residuals,freq = F,col="steelblue")
lines(density(fetw$residuals),col="coral",lwd=3)
jarque.bera.test(fetw$residuals)# p-value<0.05, tolak H0: tdk normal
##
## Jarque Bera Test
##
## data: fetw$residuals
## X-squared = 8647779, df = 2, p-value < 2.2e-16
qqnorm(fetw$residuals,col="steelblue")
qqline(rnorm(length(fetw$residuals),mean(fetw$residuals),sd(fetw$residuals)),
col="coral",lwd=3)
bgtest(fe)#tidak ada autokol
##
## Breusch-Godfrey test for serial correlation of order up to 1
##
## data: fe
## LM test = 2.9574, df = 1, p-value = 0.08548
bptest(fe)#ragam heterogen
##
## studentized Breusch-Pagan test
##
## data: fe
## BP = 11334, df = 3, p-value < 2.2e-16
Model setelah transformasi
#Model Final Fixed Effect (two-ways)
fenew<-plm(Deaths2~Confirmed+Recovered+New.cases,data=data,model="within", index=c("WHO.Region","Date"),effect="twoways");summary(fenew)
## Twoways effects Within Model
##
## Call:
## plm(formula = Deaths2 ~ Confirmed + Recovered + New.cases, data = data,
## effect = "twoways", model = "within", index = c("WHO.Region",
## "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -13.249499 -1.053492 -0.057065 0.863801 7.827715
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## Confirmed 1.0134e-06 2.0091e-07 5.0442 4.578e-07 ***
## Recovered 6.9149e-06 3.5976e-07 19.2207 < 2.2e-16 ***
## New.cases 1.0667e-04 7.6868e-06 13.8764 < 2.2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 153760
## Residual Sum of Squares: 128320
## R-Squared: 0.16546
## Adj. R-Squared: 0.16081
## F-statistic: 2310.5 on 3 and 34960 DF, p-value: < 2.22e-16
#Model LSDV
lsdv<-lm(Deaths2~Confirmed+Recovered+New.cases+factor(Date)+factor(WHO.Region)-1,
data=data,na.action = na.omit,
index=c("WHO.Region","Date"));summary(lsdv)
##
## Call:
## lm(formula = Deaths2 ~ Confirmed + Recovered + New.cases + factor(Date) +
## factor(WHO.Region) - 1, data = data, na.action = na.omit,
## index = c("WHO.Region", "Date"))
##
## Residuals:
## Min 1Q Median 3Q Max
## -13.2495 -1.0535 -0.0571 0.8638 7.8277
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## Confirmed 1.013e-06 2.009e-07 5.044 4.58e-07
## Recovered 6.915e-06 3.598e-07 19.221 < 2e-16
## New.cases 1.067e-04 7.687e-06 13.876 < 2e-16
## factor(Date)2020-01-22 -8.742e-01 1.412e-01 -6.192 6.02e-10
## factor(Date)2020-01-23 -8.739e-01 1.412e-01 -6.190 6.08e-10
## factor(Date)2020-01-24 -8.722e-01 1.412e-01 -6.177 6.59e-10
## factor(Date)2020-01-25 -8.698e-01 1.412e-01 -6.161 7.32e-10
## factor(Date)2020-01-26 -8.684e-01 1.412e-01 -6.151 7.79e-10
## factor(Date)2020-01-27 -8.665e-01 1.412e-01 -6.137 8.49e-10
## factor(Date)2020-01-28 -8.651e-01 1.412e-01 -6.127 9.05e-10
## factor(Date)2020-01-29 -8.638e-01 1.412e-01 -6.118 9.56e-10
## factor(Date)2020-01-30 -8.633e-01 1.412e-01 -6.115 9.77e-10
## factor(Date)2020-01-31 -8.620e-01 1.412e-01 -6.105 1.04e-09
## factor(Date)2020-02-01 -8.612e-01 1.412e-01 -6.100 1.08e-09
## factor(Date)2020-02-02 -8.572e-01 1.412e-01 -6.072 1.28e-09
## factor(Date)2020-02-03 -8.554e-01 1.412e-01 -6.059 1.38e-09
## factor(Date)2020-02-04 -8.552e-01 1.412e-01 -6.057 1.40e-09
## factor(Date)2020-02-05 -8.544e-01 1.412e-01 -6.051 1.45e-09
## factor(Date)2020-02-06 -8.534e-01 1.412e-01 -6.045 1.51e-09
## factor(Date)2020-02-07 -8.530e-01 1.412e-01 -6.042 1.54e-09
## factor(Date)2020-02-08 -8.520e-01 1.412e-01 -6.034 1.61e-09
## factor(Date)2020-02-09 -8.516e-01 1.412e-01 -6.031 1.64e-09
## factor(Date)2020-02-10 -8.507e-01 1.412e-01 -6.026 1.70e-09
## factor(Date)2020-02-11 -8.500e-01 1.412e-01 -6.020 1.76e-09
## factor(Date)2020-02-12 -8.499e-01 1.412e-01 -6.020 1.77e-09
## factor(Date)2020-02-13 -8.519e-01 1.412e-01 -6.034 1.62e-09
## factor(Date)2020-02-14 -8.474e-01 1.412e-01 -6.002 1.97e-09
## factor(Date)2020-02-15 -8.407e-01 1.412e-01 -5.955 2.63e-09
## factor(Date)2020-02-16 -8.368e-01 1.412e-01 -5.927 3.12e-09
## factor(Date)2020-02-17 -8.365e-01 1.412e-01 -5.925 3.16e-09
## factor(Date)2020-02-18 -8.339e-01 1.412e-01 -5.906 3.53e-09
## factor(Date)2020-02-19 -8.270e-01 1.412e-01 -5.858 4.74e-09
## factor(Date)2020-02-20 -8.232e-01 1.412e-01 -5.830 5.58e-09
## factor(Date)2020-02-21 -8.146e-01 1.412e-01 -5.770 8.00e-09
## factor(Date)2020-02-22 -8.118e-01 1.412e-01 -5.750 9.00e-09
## factor(Date)2020-02-23 -8.028e-01 1.412e-01 -5.686 1.31e-08
## factor(Date)2020-02-24 -7.956e-01 1.412e-01 -5.635 1.76e-08
## factor(Date)2020-02-25 -7.900e-01 1.412e-01 -5.596 2.22e-08
## factor(Date)2020-02-26 -7.852e-01 1.412e-01 -5.562 2.69e-08
## factor(Date)2020-02-27 -7.806e-01 1.412e-01 -5.529 3.25e-08
## factor(Date)2020-02-28 -7.772e-01 1.412e-01 -5.505 3.72e-08
## factor(Date)2020-02-29 -7.691e-01 1.412e-01 -5.447 5.15e-08
## factor(Date)2020-03-01 -7.597e-01 1.412e-01 -5.381 7.47e-08
## factor(Date)2020-03-02 -7.454e-01 1.412e-01 -5.280 1.30e-07
## factor(Date)2020-03-03 -7.335e-01 1.412e-01 -5.195 2.06e-07
## factor(Date)2020-03-04 -7.166e-01 1.412e-01 -5.076 3.88e-07
## factor(Date)2020-03-05 -7.069e-01 1.412e-01 -5.007 5.55e-07
## factor(Date)2020-03-06 -6.906e-01 1.412e-01 -4.891 1.01e-06
## factor(Date)2020-03-07 -6.802e-01 1.412e-01 -4.818 1.46e-06
## factor(Date)2020-03-08 -6.519e-01 1.412e-01 -4.617 3.90e-06
## factor(Date)2020-03-09 -6.343e-01 1.412e-01 -4.493 7.06e-06
## factor(Date)2020-03-10 -6.089e-01 1.412e-01 -4.313 1.62e-05
## factor(Date)2020-03-11 -5.572e-01 1.412e-01 -3.946 7.95e-05
## factor(Date)2020-03-12 -5.305e-01 1.412e-01 -3.758 0.000172
## factor(Date)2020-03-13 -4.792e-01 1.412e-01 -3.394 0.000689
## factor(Date)2020-03-14 -4.211e-01 1.412e-01 -2.983 0.002857
## factor(Date)2020-03-15 -3.884e-01 1.412e-01 -2.751 0.005942
## factor(Date)2020-03-16 -3.619e-01 1.412e-01 -2.563 0.010374
## factor(Date)2020-03-17 -3.038e-01 1.412e-01 -2.152 0.031419
## factor(Date)2020-03-18 -2.360e-01 1.412e-01 -1.671 0.094655
## factor(Date)2020-03-19 -1.694e-01 1.412e-01 -1.200 0.230246
## factor(Date)2020-03-20 -9.364e-02 1.412e-01 -0.663 0.507189
## factor(Date)2020-03-21 -6.424e-03 1.412e-01 -0.046 0.963709
## factor(Date)2020-03-22 9.334e-02 1.412e-01 0.661 0.508535
## factor(Date)2020-03-23 1.630e-01 1.412e-01 1.155 0.248258
## factor(Date)2020-03-24 2.479e-01 1.412e-01 1.756 0.079130
## factor(Date)2020-03-25 3.372e-01 1.412e-01 2.389 0.016921
## factor(Date)2020-03-26 4.244e-01 1.412e-01 3.006 0.002651
## factor(Date)2020-03-27 5.120e-01 1.412e-01 3.626 0.000288
## factor(Date)2020-03-28 6.070e-01 1.412e-01 4.299 1.72e-05
## factor(Date)2020-03-29 7.227e-01 1.412e-01 5.119 3.10e-07
## factor(Date)2020-03-30 8.111e-01 1.412e-01 5.744 9.31e-09
## factor(Date)2020-03-31 9.057e-01 1.412e-01 6.414 1.44e-10
## factor(Date)2020-04-01 9.965e-01 1.412e-01 7.057 1.73e-12
## factor(Date)2020-04-02 1.093e+00 1.412e-01 7.740 1.02e-14
## factor(Date)2020-04-03 1.164e+00 1.412e-01 8.241 < 2e-16
## factor(Date)2020-04-04 1.246e+00 1.412e-01 8.826 < 2e-16
## factor(Date)2020-04-05 1.330e+00 1.412e-01 9.417 < 2e-16
## factor(Date)2020-04-06 1.401e+00 1.412e-01 9.922 < 2e-16
## factor(Date)2020-04-07 1.466e+00 1.412e-01 10.385 < 2e-16
## factor(Date)2020-04-08 1.526e+00 1.412e-01 10.808 < 2e-16
## factor(Date)2020-04-09 1.571e+00 1.412e-01 11.126 < 2e-16
## factor(Date)2020-04-10 1.634e+00 1.412e-01 11.569 < 2e-16
## factor(Date)2020-04-11 1.683e+00 1.412e-01 11.916 < 2e-16
## factor(Date)2020-04-12 1.712e+00 1.412e-01 12.123 < 2e-16
## factor(Date)2020-04-13 1.768e+00 1.412e-01 12.520 < 2e-16
## factor(Date)2020-04-14 1.809e+00 1.412e-01 12.811 < 2e-16
## factor(Date)2020-04-15 1.851e+00 1.412e-01 13.107 < 2e-16
## factor(Date)2020-04-16 1.879e+00 1.412e-01 13.308 < 2e-16
## factor(Date)2020-04-17 1.929e+00 1.412e-01 13.662 < 2e-16
## factor(Date)2020-04-18 1.971e+00 1.412e-01 13.959 < 2e-16
## factor(Date)2020-04-19 2.001e+00 1.412e-01 14.173 < 2e-16
## factor(Date)2020-04-20 2.034e+00 1.412e-01 14.405 < 2e-16
## factor(Date)2020-04-21 2.062e+00 1.412e-01 14.603 < 2e-16
## factor(Date)2020-04-22 2.094e+00 1.412e-01 14.829 < 2e-16
## factor(Date)2020-04-23 2.130e+00 1.412e-01 15.086 < 2e-16
## factor(Date)2020-04-24 2.152e+00 1.412e-01 15.244 < 2e-16
## factor(Date)2020-04-25 2.183e+00 1.412e-01 15.460 < 2e-16
## factor(Date)2020-04-26 2.216e+00 1.412e-01 15.693 < 2e-16
## factor(Date)2020-04-27 2.233e+00 1.412e-01 15.819 < 2e-16
## factor(Date)2020-04-28 2.258e+00 1.412e-01 15.994 < 2e-16
## factor(Date)2020-04-29 2.281e+00 1.412e-01 16.159 < 2e-16
## factor(Date)2020-04-30 2.315e+00 1.412e-01 16.399 < 2e-16
## factor(Date)2020-05-01 2.335e+00 1.412e-01 16.535 < 2e-16
## factor(Date)2020-05-02 2.369e+00 1.412e-01 16.781 < 2e-16
## factor(Date)2020-05-03 2.389e+00 1.412e-01 16.923 < 2e-16
## factor(Date)2020-05-04 2.418e+00 1.412e-01 17.128 < 2e-16
## factor(Date)2020-05-05 2.444e+00 1.412e-01 17.313 < 2e-16
## factor(Date)2020-05-06 2.471e+00 1.412e-01 17.502 < 2e-16
## factor(Date)2020-05-07 2.493e+00 1.412e-01 17.658 < 2e-16
## factor(Date)2020-05-08 2.509e+00 1.412e-01 17.771 < 2e-16
## factor(Date)2020-05-09 2.534e+00 1.412e-01 17.950 < 2e-16
## factor(Date)2020-05-10 2.555e+00 1.412e-01 18.101 < 2e-16
## factor(Date)2020-05-11 2.567e+00 1.412e-01 18.180 < 2e-16
## factor(Date)2020-05-12 2.577e+00 1.412e-01 18.253 < 2e-16
## factor(Date)2020-05-13 2.603e+00 1.412e-01 18.437 < 2e-16
## factor(Date)2020-05-14 2.611e+00 1.412e-01 18.495 < 2e-16
## factor(Date)2020-05-15 2.637e+00 1.412e-01 18.681 < 2e-16
## factor(Date)2020-05-16 2.659e+00 1.412e-01 18.833 < 2e-16
## factor(Date)2020-05-17 2.685e+00 1.412e-01 19.015 < 2e-16
## factor(Date)2020-05-18 2.692e+00 1.412e-01 19.065 < 2e-16
## factor(Date)2020-05-19 2.707e+00 1.412e-01 19.174 < 2e-16
## factor(Date)2020-05-20 2.713e+00 1.412e-01 19.213 < 2e-16
## factor(Date)2020-05-21 2.728e+00 1.412e-01 19.324 < 2e-16
## factor(Date)2020-05-22 2.739e+00 1.412e-01 19.404 < 2e-16
## factor(Date)2020-05-23 2.757e+00 1.412e-01 19.529 < 2e-16
## factor(Date)2020-05-24 2.771e+00 1.412e-01 19.630 < 2e-16
## factor(Date)2020-05-25 2.796e+00 1.412e-01 19.804 < 2e-16
## factor(Date)2020-05-26 2.815e+00 1.412e-01 19.943 < 2e-16
## factor(Date)2020-05-27 2.829e+00 1.412e-01 20.038 < 2e-16
## factor(Date)2020-05-28 2.834e+00 1.412e-01 20.075 < 2e-16
## factor(Date)2020-05-29 2.848e+00 1.412e-01 20.174 < 2e-16
## factor(Date)2020-05-30 2.854e+00 1.412e-01 20.217 < 2e-16
## factor(Date)2020-05-31 2.886e+00 1.412e-01 20.444 < 2e-16
## factor(Date)2020-06-01 2.907e+00 1.412e-01 20.589 < 2e-16
## factor(Date)2020-06-02 2.909e+00 1.412e-01 20.604 < 2e-16
## factor(Date)2020-06-03 2.923e+00 1.412e-01 20.704 < 2e-16
## factor(Date)2020-06-04 2.928e+00 1.412e-01 20.737 < 2e-16
## factor(Date)2020-06-05 2.938e+00 1.412e-01 20.807 < 2e-16
## factor(Date)2020-06-06 2.947e+00 1.412e-01 20.871 < 2e-16
## factor(Date)2020-06-07 2.971e+00 1.412e-01 21.040 < 2e-16
## factor(Date)2020-06-08 2.990e+00 1.412e-01 21.177 < 2e-16
## factor(Date)2020-06-09 2.988e+00 1.412e-01 21.161 < 2e-16
## factor(Date)2020-06-10 2.992e+00 1.412e-01 21.190 < 2e-16
## factor(Date)2020-06-11 3.000e+00 1.412e-01 21.248 < 2e-16
## factor(Date)2020-06-12 3.019e+00 1.412e-01 21.381 < 2e-16
## factor(Date)2020-06-13 3.028e+00 1.412e-01 21.450 < 2e-16
## factor(Date)2020-06-14 3.042e+00 1.412e-01 21.544 < 2e-16
## factor(Date)2020-06-15 3.065e+00 1.412e-01 21.705 < 2e-16
## factor(Date)2020-06-16 3.075e+00 1.412e-01 21.781 < 2e-16
## factor(Date)2020-06-17 3.084e+00 1.412e-01 21.846 < 2e-16
## factor(Date)2020-06-18 3.099e+00 1.412e-01 21.947 < 2e-16
## factor(Date)2020-06-19 3.085e+00 1.412e-01 21.849 < 2e-16
## factor(Date)2020-06-20 3.108e+00 1.412e-01 22.011 < 2e-16
## factor(Date)2020-06-21 3.136e+00 1.412e-01 22.210 < 2e-16
## factor(Date)2020-06-22 3.141e+00 1.412e-01 22.248 < 2e-16
## factor(Date)2020-06-23 3.142e+00 1.412e-01 22.250 < 2e-16
## factor(Date)2020-06-24 3.142e+00 1.412e-01 22.255 < 2e-16
## factor(Date)2020-06-25 3.144e+00 1.412e-01 22.269 < 2e-16
## factor(Date)2020-06-26 3.146e+00 1.412e-01 22.279 < 2e-16
## factor(Date)2020-06-27 3.162e+00 1.412e-01 22.391 < 2e-16
## factor(Date)2020-06-28 3.181e+00 1.412e-01 22.528 < 2e-16
## factor(Date)2020-06-29 3.196e+00 1.412e-01 22.633 < 2e-16
## factor(Date)2020-06-30 3.199e+00 1.412e-01 22.653 < 2e-16
## factor(Date)2020-07-01 3.184e+00 1.412e-01 22.547 < 2e-16
## factor(Date)2020-07-02 3.192e+00 1.412e-01 22.604 < 2e-16
## factor(Date)2020-07-03 3.202e+00 1.412e-01 22.672 < 2e-16
## factor(Date)2020-07-04 3.211e+00 1.412e-01 22.739 < 2e-16
## factor(Date)2020-07-05 3.226e+00 1.412e-01 22.844 < 2e-16
## factor(Date)2020-07-06 3.246e+00 1.412e-01 22.981 < 2e-16
## factor(Date)2020-07-07 3.229e+00 1.412e-01 22.861 < 2e-16
## factor(Date)2020-07-08 3.233e+00 1.412e-01 22.892 < 2e-16
## factor(Date)2020-07-09 3.234e+00 1.412e-01 22.895 < 2e-16
## factor(Date)2020-07-10 3.244e+00 1.413e-01 22.963 < 2e-16
## factor(Date)2020-07-11 3.260e+00 1.413e-01 23.081 < 2e-16
## factor(Date)2020-07-12 3.284e+00 1.413e-01 23.248 < 2e-16
## factor(Date)2020-07-13 3.289e+00 1.413e-01 23.282 < 2e-16
## factor(Date)2020-07-14 3.279e+00 1.413e-01 23.209 < 2e-16
## factor(Date)2020-07-15 3.276e+00 1.413e-01 23.186 < 2e-16
## factor(Date)2020-07-16 3.271e+00 1.413e-01 23.152 < 2e-16
## factor(Date)2020-07-17 3.289e+00 1.413e-01 23.282 < 2e-16
## factor(Date)2020-07-18 3.308e+00 1.413e-01 23.411 < 2e-16
## factor(Date)2020-07-19 3.327e+00 1.413e-01 23.543 < 2e-16
## factor(Date)2020-07-20 3.342e+00 1.413e-01 23.644 < 2e-16
## factor(Date)2020-07-21 3.331e+00 1.413e-01 23.568 < 2e-16
## factor(Date)2020-07-22 3.305e+00 1.413e-01 23.390 < 2e-16
## factor(Date)2020-07-23 3.308e+00 1.413e-01 23.408 < 2e-16
## factor(Date)2020-07-24 3.315e+00 1.413e-01 23.455 < 2e-16
## factor(Date)2020-07-25 3.331e+00 1.414e-01 23.563 < 2e-16
## factor(Date)2020-07-26 3.367e+00 1.414e-01 23.810 < 2e-16
## factor(Date)2020-07-27 3.359e+00 1.414e-01 23.759 < 2e-16
## factor(WHO.Region)Americas 7.640e-01 3.137e-02 24.355 < 2e-16
## factor(WHO.Region)Eastern Mediterranean 1.223e+00 3.603e-02 33.940 < 2e-16
## factor(WHO.Region)Europe 1.774e+00 2.756e-02 64.368 < 2e-16
## factor(WHO.Region)South-East Asia 4.356e-01 4.873e-02 8.940 < 2e-16
## factor(WHO.Region)Western Pacific 5.632e-01 4.036e-02 13.955 < 2e-16
##
## Confirmed ***
## Recovered ***
## New.cases ***
## factor(Date)2020-01-22 ***
## factor(Date)2020-01-23 ***
## factor(Date)2020-01-24 ***
## factor(Date)2020-01-25 ***
## factor(Date)2020-01-26 ***
## factor(Date)2020-01-27 ***
## factor(Date)2020-01-28 ***
## factor(Date)2020-01-29 ***
## factor(Date)2020-01-30 ***
## factor(Date)2020-01-31 ***
## factor(Date)2020-02-01 ***
## factor(Date)2020-02-02 ***
## factor(Date)2020-02-03 ***
## factor(Date)2020-02-04 ***
## factor(Date)2020-02-05 ***
## factor(Date)2020-02-06 ***
## factor(Date)2020-02-07 ***
## factor(Date)2020-02-08 ***
## factor(Date)2020-02-09 ***
## factor(Date)2020-02-10 ***
## factor(Date)2020-02-11 ***
## factor(Date)2020-02-12 ***
## factor(Date)2020-02-13 ***
## factor(Date)2020-02-14 ***
## factor(Date)2020-02-15 ***
## factor(Date)2020-02-16 ***
## factor(Date)2020-02-17 ***
## factor(Date)2020-02-18 ***
## factor(Date)2020-02-19 ***
## factor(Date)2020-02-20 ***
## factor(Date)2020-02-21 ***
## factor(Date)2020-02-22 ***
## factor(Date)2020-02-23 ***
## factor(Date)2020-02-24 ***
## factor(Date)2020-02-25 ***
## factor(Date)2020-02-26 ***
## factor(Date)2020-02-27 ***
## factor(Date)2020-02-28 ***
## factor(Date)2020-02-29 ***
## factor(Date)2020-03-01 ***
## factor(Date)2020-03-02 ***
## factor(Date)2020-03-03 ***
## factor(Date)2020-03-04 ***
## factor(Date)2020-03-05 ***
## factor(Date)2020-03-06 ***
## factor(Date)2020-03-07 ***
## factor(Date)2020-03-08 ***
## factor(Date)2020-03-09 ***
## factor(Date)2020-03-10 ***
## factor(Date)2020-03-11 ***
## factor(Date)2020-03-12 ***
## factor(Date)2020-03-13 ***
## factor(Date)2020-03-14 **
## factor(Date)2020-03-15 **
## factor(Date)2020-03-16 *
## factor(Date)2020-03-17 *
## factor(Date)2020-03-18 .
## factor(Date)2020-03-19
## factor(Date)2020-03-20
## factor(Date)2020-03-21
## factor(Date)2020-03-22
## factor(Date)2020-03-23
## factor(Date)2020-03-24 .
## factor(Date)2020-03-25 *
## factor(Date)2020-03-26 **
## factor(Date)2020-03-27 ***
## factor(Date)2020-03-28 ***
## factor(Date)2020-03-29 ***
## factor(Date)2020-03-30 ***
## factor(Date)2020-03-31 ***
## factor(Date)2020-04-01 ***
## factor(Date)2020-04-02 ***
## factor(Date)2020-04-03 ***
## factor(Date)2020-04-04 ***
## factor(Date)2020-04-05 ***
## factor(Date)2020-04-06 ***
## factor(Date)2020-04-07 ***
## factor(Date)2020-04-08 ***
## factor(Date)2020-04-09 ***
## factor(Date)2020-04-10 ***
## factor(Date)2020-04-11 ***
## factor(Date)2020-04-12 ***
## factor(Date)2020-04-13 ***
## factor(Date)2020-04-14 ***
## factor(Date)2020-04-15 ***
## factor(Date)2020-04-16 ***
## factor(Date)2020-04-17 ***
## factor(Date)2020-04-18 ***
## factor(Date)2020-04-19 ***
## factor(Date)2020-04-20 ***
## factor(Date)2020-04-21 ***
## factor(Date)2020-04-22 ***
## factor(Date)2020-04-23 ***
## factor(Date)2020-04-24 ***
## factor(Date)2020-04-25 ***
## factor(Date)2020-04-26 ***
## factor(Date)2020-04-27 ***
## factor(Date)2020-04-28 ***
## factor(Date)2020-04-29 ***
## factor(Date)2020-04-30 ***
## factor(Date)2020-05-01 ***
## factor(Date)2020-05-02 ***
## factor(Date)2020-05-03 ***
## factor(Date)2020-05-04 ***
## factor(Date)2020-05-05 ***
## factor(Date)2020-05-06 ***
## factor(Date)2020-05-07 ***
## factor(Date)2020-05-08 ***
## factor(Date)2020-05-09 ***
## factor(Date)2020-05-10 ***
## factor(Date)2020-05-11 ***
## factor(Date)2020-05-12 ***
## factor(Date)2020-05-13 ***
## factor(Date)2020-05-14 ***
## factor(Date)2020-05-15 ***
## factor(Date)2020-05-16 ***
## factor(Date)2020-05-17 ***
## factor(Date)2020-05-18 ***
## factor(Date)2020-05-19 ***
## factor(Date)2020-05-20 ***
## factor(Date)2020-05-21 ***
## factor(Date)2020-05-22 ***
## factor(Date)2020-05-23 ***
## factor(Date)2020-05-24 ***
## factor(Date)2020-05-25 ***
## factor(Date)2020-05-26 ***
## factor(Date)2020-05-27 ***
## factor(Date)2020-05-28 ***
## factor(Date)2020-05-29 ***
## factor(Date)2020-05-30 ***
## factor(Date)2020-05-31 ***
## factor(Date)2020-06-01 ***
## factor(Date)2020-06-02 ***
## factor(Date)2020-06-03 ***
## factor(Date)2020-06-04 ***
## factor(Date)2020-06-05 ***
## factor(Date)2020-06-06 ***
## factor(Date)2020-06-07 ***
## factor(Date)2020-06-08 ***
## factor(Date)2020-06-09 ***
## factor(Date)2020-06-10 ***
## factor(Date)2020-06-11 ***
## factor(Date)2020-06-12 ***
## factor(Date)2020-06-13 ***
## factor(Date)2020-06-14 ***
## factor(Date)2020-06-15 ***
## factor(Date)2020-06-16 ***
## factor(Date)2020-06-17 ***
## factor(Date)2020-06-18 ***
## factor(Date)2020-06-19 ***
## factor(Date)2020-06-20 ***
## factor(Date)2020-06-21 ***
## factor(Date)2020-06-22 ***
## factor(Date)2020-06-23 ***
## factor(Date)2020-06-24 ***
## factor(Date)2020-06-25 ***
## factor(Date)2020-06-26 ***
## factor(Date)2020-06-27 ***
## factor(Date)2020-06-28 ***
## factor(Date)2020-06-29 ***
## factor(Date)2020-06-30 ***
## factor(Date)2020-07-01 ***
## factor(Date)2020-07-02 ***
## factor(Date)2020-07-03 ***
## factor(Date)2020-07-04 ***
## factor(Date)2020-07-05 ***
## factor(Date)2020-07-06 ***
## factor(Date)2020-07-07 ***
## factor(Date)2020-07-08 ***
## factor(Date)2020-07-09 ***
## factor(Date)2020-07-10 ***
## factor(Date)2020-07-11 ***
## factor(Date)2020-07-12 ***
## factor(Date)2020-07-13 ***
## factor(Date)2020-07-14 ***
## factor(Date)2020-07-15 ***
## factor(Date)2020-07-16 ***
## factor(Date)2020-07-17 ***
## factor(Date)2020-07-18 ***
## factor(Date)2020-07-19 ***
## factor(Date)2020-07-20 ***
## factor(Date)2020-07-21 ***
## factor(Date)2020-07-22 ***
## factor(Date)2020-07-23 ***
## factor(Date)2020-07-24 ***
## factor(Date)2020-07-25 ***
## factor(Date)2020-07-26 ***
## factor(Date)2020-07-27 ***
## factor(WHO.Region)Americas ***
## factor(WHO.Region)Eastern Mediterranean ***
## factor(WHO.Region)Europe ***
## factor(WHO.Region)South-East Asia ***
## factor(WHO.Region)Western Pacific ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.916 on 34960 degrees of freedom
## Multiple R-squared: 0.7473, Adjusted R-squared: 0.7459
## F-statistic: 527.4 on 196 and 34960 DF, p-value: < 2.2e-16
bptest(fenew);bptest(lsdv) #heteroskedastisitas tetap tdk tertangani
##
## studentized Breusch-Pagan test
##
## data: fenew
## BP = 13187, df = 3, p-value < 2.2e-16
##
## studentized Breusch-Pagan test
##
## data: lsdv
## BP = 11464, df = 195, p-value < 2.2e-16
REM
REM GLS Individu
re<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="random",
index=c("WHO.Region","Date"));summary(re)
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
## Oneway (individual) effect Random Effect Model
## (Swamy-Arora's transformation)
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## model = "random", index = c("WHO.Region", "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
##
## Effects:
## var std.dev share
## idiosyncratic 7779658 2789 0.671
## individual 3810653 1952 0.329
## theta: 0.8964
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -66800.8876 -714.3100 -85.0118 1.9869 29860.7354
##
## Coefficients:
## Estimate Std. Error z-value Pr(>|z|)
## (Intercept) 2.5631e+02 1.4355e+02 1.7855 0.07418 .
## Confirmed 6.6450e-02 2.9206e-04 227.5172 < 2e-16 ***
## Recovered -3.0280e-02 5.1675e-04 -58.5972 < 2e-16 ***
## New.cases -5.4051e-01 1.1132e-02 -48.5568 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 1.9039e+12
## Residual Sum of Squares: 2.7349e+11
## R-Squared: 0.85636
## Adj. R-Squared: 0.85634
## Chisq: 209565 on 3 DF, p-value: < 2.22e-16
Uji Efek Individu
plmtest(re,type="bp",effect="individual")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
##
## Lagrange Multiplier Test - (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 52346, df = 1, p-value < 2.2e-16
## alternative hypothesis: significant effects
Uji Efek Waktu
plmtest(re,type="bp",effect="time")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
##
## Lagrange Multiplier Test - time effects (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 4.9723, df = 1, p-value = 0.02576
## alternative hypothesis: significant effects
Uji Efek Twoways
plmtest(re,type="bp",effect="twoways") #Maka efek twoways yang akan digunakan
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
##
## Lagrange Multiplier Test - two-ways effects (Breusch-Pagan)
##
## data: Deaths ~ Confirmed + Recovered + New.cases
## chisq = 52351, df = 2, p-value < 2.2e-16
## alternative hypothesis: significant effects
REM GLS Final (twoways)
re<-plm(Deaths~Confirmed+Recovered+New.cases,data=data,model="random",
index=c("WHO.Region","Date"),effect="twoways");summary(re)
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
## to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
## Twoways effects Random Effect Model
## (Swamy-Arora's transformation)
##
## Call:
## plm(formula = Deaths ~ Confirmed + Recovered + New.cases, data = data,
## effect = "twoways", model = "random", index = c("WHO.Region",
## "Date"))
##
## Balanced Panel: n = 6, T = 188, N = 35156
##
## Effects:
## var std.dev share
## idiosyncratic 7768419 2787 0.671
## individual 3810712 1952 0.329
## time 0 0 0.000
## theta: 0.8964 (id) 0 (time) 0 (total)
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -66800.8805 -714.3496 -84.9904 2.0083 29860.7304
##
## Coefficients:
## Estimate Std. Error z-value Pr(>|z|)
## (Intercept) 2.5631e+02 1.4366e+02 1.7842 0.07439 .
## Confirmed 6.6450e-02 2.9206e-04 227.5173 < 2e-16 ***
## Recovered -3.0280e-02 5.1675e-04 -58.5972 < 2e-16 ***
## New.cases -5.4051e-01 1.1132e-02 -48.5568 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 1.9039e+12
## Residual Sum of Squares: 2.7349e+11
## R-Squared: 0.85636
## Adj. R-Squared: 0.85634
## Chisq: 209565 on 3 DF, p-value: < 2.22e-16
REM MLE (two ways)
l<-lmer(Deaths~Confirmed+Recovered+New.cases+(1|WHO.Region)+(1|Date),data=data,REML=F);summary(l)
## Warning: Some predictor variables are on very different scales: consider
## rescaling
## Warning: Some predictor variables are on very different scales: consider
## rescaling
## Linear mixed model fit by maximum likelihood . t-tests use Satterthwaite's
## method [lmerModLmerTest]
## Formula: Deaths ~ Confirmed + Recovered + New.cases + (1 | WHO.Region) +
## (1 | Date)
## Data: data
##
## AIC BIC logLik deviance df.resid
## 657620.6 657679.9 -328803.3 657606.6 35149
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -23.9114 -0.2600 -0.0359 0.0298 10.7273
##
## Random effects:
## Groups Name Variance Std.Dev.
## Date (Intercept) 11171 105.7
## WHO.Region (Intercept) 115698 340.1
## Residual 7767881 2787.1
## Number of obs: 35156, groups: Date, 188; WHO.Region, 6
##
## Fixed effects:
## Estimate Std. Error df t value Pr(>|t|)
## (Intercept) 1.213e+02 1.402e+02 6.096e+00 0.865 0.42
## Confirmed 6.643e-02 2.919e-04 3.509e+04 227.578 <2e-16 ***
## Recovered -3.026e-02 5.178e-04 3.363e+04 -58.438 <2e-16 ***
## New.cases -5.412e-01 1.113e-02 3.510e+04 -48.603 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Correlation of Fixed Effects:
## (Intr) Cnfrmd Recvrd
## Confirmed 0.006
## Recovered -0.009 -0.647
## New.cases -0.008 -0.647 -0.050
## fit warnings:
## Some predictor variables are on very different scales: consider rescaling
Intersep Twoways
ranef(l)
## $Date
## (Intercept)
## 2020-01-22 -54.432276
## 2020-01-23 -54.377810
## 2020-01-24 -54.274845
## 2020-01-25 -54.167385
## 2020-01-26 -54.085430
## 2020-01-27 -54.039901
## 2020-01-28 -53.052672
## 2020-01-29 -54.359310
## 2020-01-30 -53.563700
## 2020-01-31 -53.870882
## 2020-02-01 -53.719197
## 2020-02-02 -52.336008
## 2020-02-03 -53.503245
## 2020-02-04 -53.164268
## 2020-02-05 -53.519195
## 2020-02-06 -54.025202
## 2020-02-07 -53.949398
## 2020-02-08 -54.526618
## 2020-02-09 -54.441361
## 2020-02-10 -54.788560
## 2020-02-11 -55.109065
## 2020-02-12 -55.326256
## 2020-02-13 -48.817909
## 2020-02-14 -53.468001
## 2020-02-15 -56.122034
## 2020-02-16 -56.090823
## 2020-02-17 -56.178726
## 2020-02-18 -56.182489
## 2020-02-19 -56.867598
## 2020-02-20 -56.624385
## 2020-02-21 -56.596446
## 2020-02-22 -55.667023
## 2020-02-23 -56.546342
## 2020-02-24 -56.199902
## 2020-02-25 -55.906886
## 2020-02-26 -55.760773
## 2020-02-27 -55.471345
## 2020-02-28 -55.386305
## 2020-02-29 -55.029941
## 2020-03-01 -54.749087
## 2020-03-02 -54.949646
## 2020-03-03 -54.599826
## 2020-03-04 -54.735006
## 2020-03-05 -54.448221
## 2020-03-06 -53.841914
## 2020-03-07 -53.890087
## 2020-03-08 -53.882808
## 2020-03-09 -53.939338
## 2020-03-10 -53.246515
## 2020-03-11 -51.735839
## 2020-03-12 -52.951054
## 2020-03-13 -48.098165
## 2020-03-14 -50.403772
## 2020-03-15 -50.375038
## 2020-03-16 -48.483114
## 2020-03-17 -47.946917
## 2020-03-18 -46.021145
## 2020-03-19 -41.703435
## 2020-03-20 -41.137255
## 2020-03-21 -39.836290
## 2020-03-22 -39.538289
## 2020-03-23 -35.154846
## 2020-03-24 -35.974735
## 2020-03-25 -30.540340
## 2020-03-26 -24.138702
## 2020-03-27 -23.818758
## 2020-03-28 -22.461320
## 2020-03-29 -27.641979
## 2020-03-30 -24.155335
## 2020-03-31 -16.771955
## 2020-04-01 -15.816298
## 2020-04-02 -11.049489
## 2020-04-03 -8.935779
## 2020-04-04 -9.338983
## 2020-04-05 -13.951991
## 2020-04-06 -11.668788
## 2020-04-07 -5.141038
## 2020-04-08 1.389618
## 2020-04-09 6.095897
## 2020-04-10 9.095570
## 2020-04-11 4.495718
## 2020-04-12 16.517417
## 2020-04-13 2.013711
## 2020-04-14 5.614877
## 2020-04-15 16.866973
## 2020-04-16 28.612365
## 2020-04-17 27.436894
## 2020-04-18 21.565412
## 2020-04-19 25.763485
## 2020-04-20 22.734953
## 2020-04-21 27.524565
## 2020-04-22 32.693598
## 2020-04-23 40.876353
## 2020-04-24 48.479062
## 2020-04-25 41.943453
## 2020-04-26 34.452938
## 2020-04-27 32.851814
## 2020-04-28 39.723787
## 2020-04-29 45.549273
## 2020-04-30 50.724323
## 2020-05-01 53.366371
## 2020-05-02 51.433065
## 2020-05-03 47.985260
## 2020-05-04 47.110049
## 2020-05-05 51.361715
## 2020-05-06 59.829429
## 2020-05-07 60.966377
## 2020-05-08 63.032737
## 2020-05-09 58.818099
## 2020-05-10 52.359425
## 2020-05-11 52.162283
## 2020-05-12 57.878620
## 2020-05-13 60.094844
## 2020-05-14 67.560415
## 2020-05-15 67.369675
## 2020-05-16 66.247328
## 2020-05-17 55.119347
## 2020-05-18 59.987595
## 2020-05-19 65.030831
## 2020-05-20 68.727399
## 2020-05-21 69.962687
## 2020-05-22 71.881583
## 2020-05-23 69.347798
## 2020-05-24 61.496483
## 2020-05-25 53.545237
## 2020-05-26 56.528022
## 2020-05-27 62.900210
## 2020-05-28 71.763350
## 2020-05-29 71.770503
## 2020-05-30 78.719876
## 2020-05-31 57.916451
## 2020-06-01 48.499667
## 2020-06-02 64.598607
## 2020-06-03 63.269377
## 2020-06-04 66.554911
## 2020-06-05 66.863537
## 2020-06-06 66.582605
## 2020-06-07 48.582259
## 2020-06-08 44.096936
## 2020-06-09 56.671972
## 2020-06-10 61.094615
## 2020-06-11 61.527884
## 2020-06-12 53.848779
## 2020-06-13 55.571904
## 2020-06-14 50.161557
## 2020-06-15 39.305135
## 2020-06-16 53.129709
## 2020-06-17 52.706951
## 2020-06-18 49.455317
## 2020-06-19 71.352803
## 2020-06-20 53.907517
## 2020-06-21 33.268408
## 2020-06-22 35.779544
## 2020-06-23 49.756625
## 2020-06-24 50.369491
## 2020-06-25 51.768781
## 2020-06-26 54.733084
## 2020-06-27 41.925563
## 2020-06-28 26.635478
## 2020-06-29 19.817238
## 2020-06-30 25.951047
## 2020-07-01 46.062537
## 2020-07-02 39.855923
## 2020-07-03 31.367470
## 2020-07-04 22.357991
## 2020-07-05 9.925844
## 2020-07-06 -3.560246
## 2020-07-07 19.129413
## 2020-07-08 15.199476
## 2020-07-09 18.878103
## 2020-07-10 14.821407
## 2020-07-11 -1.579592
## 2020-07-12 -22.293031
## 2020-07-13 -27.616082
## 2020-07-14 -15.428213
## 2020-07-15 -15.206198
## 2020-07-16 -9.300055
## 2020-07-17 -20.854440
## 2020-07-18 -29.898397
## 2020-07-19 -52.584842
## 2020-07-20 -62.828047
## 2020-07-21 -50.932755
## 2020-07-22 -29.228501
## 2020-07-23 -32.109436
## 2020-07-24 -39.447904
## 2020-07-25 -61.373234
## 2020-07-26 -98.748343
## 2020-07-27 -89.068658
##
## $WHO.Region
## (Intercept)
## Africa -150.9268
## Americas 206.8895
## Eastern Mediterranean -294.6777
## Europe 659.0554
## South-East Asia -272.0803
## Western Pacific -148.2601
##
## with conditional variances for "Date" "WHO.Region"
coef(l) #Diselisihkan dengan base intersep (121.30048)
## $Date
## (Intercept) Confirmed Recovered New.cases
## 2020-01-22 66.86820 0.06643379 -0.03025759 -0.5411712
## 2020-01-23 66.92267 0.06643379 -0.03025759 -0.5411712
## 2020-01-24 67.02563 0.06643379 -0.03025759 -0.5411712
## 2020-01-25 67.13309 0.06643379 -0.03025759 -0.5411712
## 2020-01-26 67.21505 0.06643379 -0.03025759 -0.5411712
## 2020-01-27 67.26058 0.06643379 -0.03025759 -0.5411712
## 2020-01-28 68.24781 0.06643379 -0.03025759 -0.5411712
## 2020-01-29 66.94117 0.06643379 -0.03025759 -0.5411712
## 2020-01-30 67.73678 0.06643379 -0.03025759 -0.5411712
## 2020-01-31 67.42960 0.06643379 -0.03025759 -0.5411712
## 2020-02-01 67.58128 0.06643379 -0.03025759 -0.5411712
## 2020-02-02 68.96447 0.06643379 -0.03025759 -0.5411712
## 2020-02-03 67.79723 0.06643379 -0.03025759 -0.5411712
## 2020-02-04 68.13621 0.06643379 -0.03025759 -0.5411712
## 2020-02-05 67.78128 0.06643379 -0.03025759 -0.5411712
## 2020-02-06 67.27528 0.06643379 -0.03025759 -0.5411712
## 2020-02-07 67.35108 0.06643379 -0.03025759 -0.5411712
## 2020-02-08 66.77386 0.06643379 -0.03025759 -0.5411712
## 2020-02-09 66.85912 0.06643379 -0.03025759 -0.5411712
## 2020-02-10 66.51192 0.06643379 -0.03025759 -0.5411712
## 2020-02-11 66.19141 0.06643379 -0.03025759 -0.5411712
## 2020-02-12 65.97422 0.06643379 -0.03025759 -0.5411712
## 2020-02-13 72.48257 0.06643379 -0.03025759 -0.5411712
## 2020-02-14 67.83248 0.06643379 -0.03025759 -0.5411712
## 2020-02-15 65.17844 0.06643379 -0.03025759 -0.5411712
## 2020-02-16 65.20966 0.06643379 -0.03025759 -0.5411712
## 2020-02-17 65.12175 0.06643379 -0.03025759 -0.5411712
## 2020-02-18 65.11799 0.06643379 -0.03025759 -0.5411712
## 2020-02-19 64.43288 0.06643379 -0.03025759 -0.5411712
## 2020-02-20 64.67609 0.06643379 -0.03025759 -0.5411712
## 2020-02-21 64.70403 0.06643379 -0.03025759 -0.5411712
## 2020-02-22 65.63346 0.06643379 -0.03025759 -0.5411712
## 2020-02-23 64.75414 0.06643379 -0.03025759 -0.5411712
## 2020-02-24 65.10058 0.06643379 -0.03025759 -0.5411712
## 2020-02-25 65.39359 0.06643379 -0.03025759 -0.5411712
## 2020-02-26 65.53971 0.06643379 -0.03025759 -0.5411712
## 2020-02-27 65.82913 0.06643379 -0.03025759 -0.5411712
## 2020-02-28 65.91417 0.06643379 -0.03025759 -0.5411712
## 2020-02-29 66.27054 0.06643379 -0.03025759 -0.5411712
## 2020-03-01 66.55139 0.06643379 -0.03025759 -0.5411712
## 2020-03-02 66.35083 0.06643379 -0.03025759 -0.5411712
## 2020-03-03 66.70065 0.06643379 -0.03025759 -0.5411712
## 2020-03-04 66.56547 0.06643379 -0.03025759 -0.5411712
## 2020-03-05 66.85226 0.06643379 -0.03025759 -0.5411712
## 2020-03-06 67.45856 0.06643379 -0.03025759 -0.5411712
## 2020-03-07 67.41039 0.06643379 -0.03025759 -0.5411712
## 2020-03-08 67.41767 0.06643379 -0.03025759 -0.5411712
## 2020-03-09 67.36114 0.06643379 -0.03025759 -0.5411712
## 2020-03-10 68.05396 0.06643379 -0.03025759 -0.5411712
## 2020-03-11 69.56464 0.06643379 -0.03025759 -0.5411712
## 2020-03-12 68.34942 0.06643379 -0.03025759 -0.5411712
## 2020-03-13 73.20231 0.06643379 -0.03025759 -0.5411712
## 2020-03-14 70.89671 0.06643379 -0.03025759 -0.5411712
## 2020-03-15 70.92544 0.06643379 -0.03025759 -0.5411712
## 2020-03-16 72.81736 0.06643379 -0.03025759 -0.5411712
## 2020-03-17 73.35356 0.06643379 -0.03025759 -0.5411712
## 2020-03-18 75.27933 0.06643379 -0.03025759 -0.5411712
## 2020-03-19 79.59704 0.06643379 -0.03025759 -0.5411712
## 2020-03-20 80.16322 0.06643379 -0.03025759 -0.5411712
## 2020-03-21 81.46419 0.06643379 -0.03025759 -0.5411712
## 2020-03-22 81.76219 0.06643379 -0.03025759 -0.5411712
## 2020-03-23 86.14563 0.06643379 -0.03025759 -0.5411712
## 2020-03-24 85.32574 0.06643379 -0.03025759 -0.5411712
## 2020-03-25 90.76014 0.06643379 -0.03025759 -0.5411712
## 2020-03-26 97.16178 0.06643379 -0.03025759 -0.5411712
## 2020-03-27 97.48172 0.06643379 -0.03025759 -0.5411712
## 2020-03-28 98.83916 0.06643379 -0.03025759 -0.5411712
## 2020-03-29 93.65850 0.06643379 -0.03025759 -0.5411712
## 2020-03-30 97.14514 0.06643379 -0.03025759 -0.5411712
## 2020-03-31 104.52852 0.06643379 -0.03025759 -0.5411712
## 2020-04-01 105.48418 0.06643379 -0.03025759 -0.5411712
## 2020-04-02 110.25099 0.06643379 -0.03025759 -0.5411712
## 2020-04-03 112.36470 0.06643379 -0.03025759 -0.5411712
## 2020-04-04 111.96150 0.06643379 -0.03025759 -0.5411712
## 2020-04-05 107.34849 0.06643379 -0.03025759 -0.5411712
## 2020-04-06 109.63169 0.06643379 -0.03025759 -0.5411712
## 2020-04-07 116.15944 0.06643379 -0.03025759 -0.5411712
## 2020-04-08 122.69010 0.06643379 -0.03025759 -0.5411712
## 2020-04-09 127.39638 0.06643379 -0.03025759 -0.5411712
## 2020-04-10 130.39605 0.06643379 -0.03025759 -0.5411712
## 2020-04-11 125.79620 0.06643379 -0.03025759 -0.5411712
## 2020-04-12 137.81790 0.06643379 -0.03025759 -0.5411712
## 2020-04-13 123.31419 0.06643379 -0.03025759 -0.5411712
## 2020-04-14 126.91536 0.06643379 -0.03025759 -0.5411712
## 2020-04-15 138.16745 0.06643379 -0.03025759 -0.5411712
## 2020-04-16 149.91284 0.06643379 -0.03025759 -0.5411712
## 2020-04-17 148.73737 0.06643379 -0.03025759 -0.5411712
## 2020-04-18 142.86589 0.06643379 -0.03025759 -0.5411712
## 2020-04-19 147.06396 0.06643379 -0.03025759 -0.5411712
## 2020-04-20 144.03543 0.06643379 -0.03025759 -0.5411712
## 2020-04-21 148.82504 0.06643379 -0.03025759 -0.5411712
## 2020-04-22 153.99408 0.06643379 -0.03025759 -0.5411712
## 2020-04-23 162.17683 0.06643379 -0.03025759 -0.5411712
## 2020-04-24 169.77954 0.06643379 -0.03025759 -0.5411712
## 2020-04-25 163.24393 0.06643379 -0.03025759 -0.5411712
## 2020-04-26 155.75342 0.06643379 -0.03025759 -0.5411712
## 2020-04-27 154.15229 0.06643379 -0.03025759 -0.5411712
## 2020-04-28 161.02427 0.06643379 -0.03025759 -0.5411712
## 2020-04-29 166.84975 0.06643379 -0.03025759 -0.5411712
## 2020-04-30 172.02480 0.06643379 -0.03025759 -0.5411712
## 2020-05-01 174.66685 0.06643379 -0.03025759 -0.5411712
## 2020-05-02 172.73354 0.06643379 -0.03025759 -0.5411712
## 2020-05-03 169.28574 0.06643379 -0.03025759 -0.5411712
## 2020-05-04 168.41053 0.06643379 -0.03025759 -0.5411712
## 2020-05-05 172.66219 0.06643379 -0.03025759 -0.5411712
## 2020-05-06 181.12991 0.06643379 -0.03025759 -0.5411712
## 2020-05-07 182.26686 0.06643379 -0.03025759 -0.5411712
## 2020-05-08 184.33322 0.06643379 -0.03025759 -0.5411712
## 2020-05-09 180.11858 0.06643379 -0.03025759 -0.5411712
## 2020-05-10 173.65990 0.06643379 -0.03025759 -0.5411712
## 2020-05-11 173.46276 0.06643379 -0.03025759 -0.5411712
## 2020-05-12 179.17910 0.06643379 -0.03025759 -0.5411712
## 2020-05-13 181.39532 0.06643379 -0.03025759 -0.5411712
## 2020-05-14 188.86089 0.06643379 -0.03025759 -0.5411712
## 2020-05-15 188.67015 0.06643379 -0.03025759 -0.5411712
## 2020-05-16 187.54781 0.06643379 -0.03025759 -0.5411712
## 2020-05-17 176.41983 0.06643379 -0.03025759 -0.5411712
## 2020-05-18 181.28807 0.06643379 -0.03025759 -0.5411712
## 2020-05-19 186.33131 0.06643379 -0.03025759 -0.5411712
## 2020-05-20 190.02788 0.06643379 -0.03025759 -0.5411712
## 2020-05-21 191.26317 0.06643379 -0.03025759 -0.5411712
## 2020-05-22 193.18206 0.06643379 -0.03025759 -0.5411712
## 2020-05-23 190.64828 0.06643379 -0.03025759 -0.5411712
## 2020-05-24 182.79696 0.06643379 -0.03025759 -0.5411712
## 2020-05-25 174.84572 0.06643379 -0.03025759 -0.5411712
## 2020-05-26 177.82850 0.06643379 -0.03025759 -0.5411712
## 2020-05-27 184.20069 0.06643379 -0.03025759 -0.5411712
## 2020-05-28 193.06383 0.06643379 -0.03025759 -0.5411712
## 2020-05-29 193.07098 0.06643379 -0.03025759 -0.5411712
## 2020-05-30 200.02035 0.06643379 -0.03025759 -0.5411712
## 2020-05-31 179.21693 0.06643379 -0.03025759 -0.5411712
## 2020-06-01 169.80015 0.06643379 -0.03025759 -0.5411712
## 2020-06-02 185.89909 0.06643379 -0.03025759 -0.5411712
## 2020-06-03 184.56986 0.06643379 -0.03025759 -0.5411712
## 2020-06-04 187.85539 0.06643379 -0.03025759 -0.5411712
## 2020-06-05 188.16402 0.06643379 -0.03025759 -0.5411712
## 2020-06-06 187.88308 0.06643379 -0.03025759 -0.5411712
## 2020-06-07 169.88274 0.06643379 -0.03025759 -0.5411712
## 2020-06-08 165.39741 0.06643379 -0.03025759 -0.5411712
## 2020-06-09 177.97245 0.06643379 -0.03025759 -0.5411712
## 2020-06-10 182.39509 0.06643379 -0.03025759 -0.5411712
## 2020-06-11 182.82836 0.06643379 -0.03025759 -0.5411712
## 2020-06-12 175.14926 0.06643379 -0.03025759 -0.5411712
## 2020-06-13 176.87238 0.06643379 -0.03025759 -0.5411712
## 2020-06-14 171.46204 0.06643379 -0.03025759 -0.5411712
## 2020-06-15 160.60561 0.06643379 -0.03025759 -0.5411712
## 2020-06-16 174.43019 0.06643379 -0.03025759 -0.5411712
## 2020-06-17 174.00743 0.06643379 -0.03025759 -0.5411712
## 2020-06-18 170.75580 0.06643379 -0.03025759 -0.5411712
## 2020-06-19 192.65328 0.06643379 -0.03025759 -0.5411712
## 2020-06-20 175.20800 0.06643379 -0.03025759 -0.5411712
## 2020-06-21 154.56889 0.06643379 -0.03025759 -0.5411712
## 2020-06-22 157.08002 0.06643379 -0.03025759 -0.5411712
## 2020-06-23 171.05710 0.06643379 -0.03025759 -0.5411712
## 2020-06-24 171.66997 0.06643379 -0.03025759 -0.5411712
## 2020-06-25 173.06926 0.06643379 -0.03025759 -0.5411712
## 2020-06-26 176.03356 0.06643379 -0.03025759 -0.5411712
## 2020-06-27 163.22604 0.06643379 -0.03025759 -0.5411712
## 2020-06-28 147.93596 0.06643379 -0.03025759 -0.5411712
## 2020-06-29 141.11772 0.06643379 -0.03025759 -0.5411712
## 2020-06-30 147.25153 0.06643379 -0.03025759 -0.5411712
## 2020-07-01 167.36302 0.06643379 -0.03025759 -0.5411712
## 2020-07-02 161.15640 0.06643379 -0.03025759 -0.5411712
## 2020-07-03 152.66795 0.06643379 -0.03025759 -0.5411712
## 2020-07-04 143.65847 0.06643379 -0.03025759 -0.5411712
## 2020-07-05 131.22632 0.06643379 -0.03025759 -0.5411712
## 2020-07-06 117.74023 0.06643379 -0.03025759 -0.5411712
## 2020-07-07 140.42989 0.06643379 -0.03025759 -0.5411712
## 2020-07-08 136.49995 0.06643379 -0.03025759 -0.5411712
## 2020-07-09 140.17858 0.06643379 -0.03025759 -0.5411712
## 2020-07-10 136.12189 0.06643379 -0.03025759 -0.5411712
## 2020-07-11 119.72089 0.06643379 -0.03025759 -0.5411712
## 2020-07-12 99.00745 0.06643379 -0.03025759 -0.5411712
## 2020-07-13 93.68440 0.06643379 -0.03025759 -0.5411712
## 2020-07-14 105.87227 0.06643379 -0.03025759 -0.5411712
## 2020-07-15 106.09428 0.06643379 -0.03025759 -0.5411712
## 2020-07-16 112.00042 0.06643379 -0.03025759 -0.5411712
## 2020-07-17 100.44604 0.06643379 -0.03025759 -0.5411712
## 2020-07-18 91.40208 0.06643379 -0.03025759 -0.5411712
## 2020-07-19 68.71564 0.06643379 -0.03025759 -0.5411712
## 2020-07-20 58.47243 0.06643379 -0.03025759 -0.5411712
## 2020-07-21 70.36772 0.06643379 -0.03025759 -0.5411712
## 2020-07-22 92.07198 0.06643379 -0.03025759 -0.5411712
## 2020-07-23 89.19104 0.06643379 -0.03025759 -0.5411712
## 2020-07-24 81.85257 0.06643379 -0.03025759 -0.5411712
## 2020-07-25 59.92724 0.06643379 -0.03025759 -0.5411712
## 2020-07-26 22.55214 0.06643379 -0.03025759 -0.5411712
## 2020-07-27 32.23182 0.06643379 -0.03025759 -0.5411712
##
## $WHO.Region
## (Intercept) Confirmed Recovered New.cases
## Africa -29.62636 0.06643379 -0.03025759 -0.5411712
## Americas 328.19000 0.06643379 -0.03025759 -0.5411712
## Eastern Mediterranean -173.37725 0.06643379 -0.03025759 -0.5411712
## Europe 780.35590 0.06643379 -0.03025759 -0.5411712
## South-East Asia -150.77982 0.06643379 -0.03025759 -0.5411712
## Western Pacific -26.95959 0.06643379 -0.03025759 -0.5411712
##
## attr(,"class")
## [1] "coef.mer"
Pengecekan & Uji Asumsi
hist(re$residuals,freq = F,col="steelblue")
lines(density(re$residuals),col="coral",lwd=3)
jarque.bera.test(re$residuals)# p-value<0.05, tolak H0: tdk normal
##
## Jarque Bera Test
##
## data: re$residuals
## X-squared = 9044376, df = 2, p-value < 2.2e-16
qqnorm(re$residuals,col="steelblue")
qqline(rnorm(length(re$residuals),mean(re$residuals),sd(re$residuals)),
col="coral",lwd=3)
kable(tidy(bgtest(re)),digits=3,caption="Breusch Godfrey Test")#tidak ada autokol
Breusch Godfrey Test
|
statistic
|
p.value
|
parameter
|
method
|
|
2.957
|
0.085
|
1
|
Breusch-Godfrey test for serial correlation of order up to 1
|
kable(tidy(bptest(re)),digits=3,caption="Breusch Pagan Test")#ragam heterogen
Breusch Pagan Test
|
statistic
|
p.value
|
parameter
|
method
|
|
11334.3
|
0
|
3
|
studentized Breusch-Pagan test
|
REM GLS VS REM MLE based on Residual Standard Error (RSE)
JKG.GLS<-sum(resid(re)^2);df.GLS<-summary(re)$df.residual
RSE.GLS<-sqrt(JKG.GLS/df.GLS)
JKG.MLE<-sum(resid(l)^2);df.MLE<-summary(l)$AICtab["df.resid"][[1]]
RSE.MLE<-sqrt(JKG.MLE/df.MLE)
kable(cbind(RSE.MLE,RSE.GLS),digits=3,caption="RSE Comparison") # REM MLE lebih baik
RSE Comparison
|
RSE.MLE
|
RSE.GLS
|
|
2785.564
|
2789.283
|
Hausman Test
kable(tidy(phtest(fetw,re)),digits=3,caption="Hausman Test") #tetap bagusan FE twoways
Hausman Test
|
statistic
|
p.value
|
parameter
|
method
|
alternative
|
|
530.259
|
0
|
3
|
Hausman Test
|
one model is inconsistent
|
