library(wooldridge)
data("hprice1")
head(force(hprice1),n=5)
##   price assess bdrms lotsize sqrft colonial   lprice  lassess llotsize   lsqrft
## 1   300  349.1     4    6126  2438        1 5.703783 5.855359 8.720297 7.798934
## 2   370  351.5     3    9903  2076        1 5.913503 5.862210 9.200593 7.638198
## 3   191  217.7     3    5200  1374        0 5.252274 5.383118 8.556414 7.225482
## 4   195  231.8     3    4600  1448        1 5.273000 5.445875 8.433811 7.277938
## 5   373  319.1     4    6095  2514        1 5.921578 5.765504 8.715224 7.829630
library(stargazer)
## 
## Please cite as:
##  Hlavac, Marek (2022). stargazer: Well-Formatted Regression and Summary Statistics Tables.
##  R package version 5.2.3. https://CRAN.R-project.org/package=stargazer
Modelo_lineal<- lm(price~lotsize+sqrft+bdrms, data = hprice1)
stargazer(Modelo_lineal,tittle = "Modelo Estimado",type = "html")
Dependent variable:
price
lotsize 0.002***
(0.001)
sqrft 0.123***
(0.013)
bdrms 13.853
(9.010)
Constant -21.770
(29.475)
Observations 88
R2 0.672
Adjusted R2 0.661
Residual Std. Error 59.833 (df = 84)
F Statistic 57.460*** (df = 3; 84)
Note: p<0.1; p<0.05; p<0.01
Modelo Estimado

Prueba de Durbin-Watson

library(lmtest)
## Loading required package: zoo
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
dwtest(Modelo_lineal,alternative = "two.sided",iterations = 1000)
## 
##  Durbin-Watson test
## 
## data:  Modelo_lineal
## DW = 2.1098, p-value = 0.6218
## alternative hypothesis: true autocorrelation is not 0
library(car)
## Loading required package: carData
durbinWatsonTest(Modelo_lineal,simulate = TRUE, reps = 1000)
##  lag Autocorrelation D-W Statistic p-value
##    1     -0.05900522      2.109796   0.564
##  Alternative hypothesis: rho != 0
En ambos casos se puede rechazar la presencia de autocorrelación (No se rechaza la H0), P value > 0.05

b) Prueba del Multiplicador de Lagrange (verifique autocorrelación de primer y segundo orden).

library(dplyr)
## 
## Attaching package: 'dplyr'
## The following object is masked from 'package:car':
## 
##     recode
## The following objects are masked from 'package:stats':
## 
##     filter, lag
## The following objects are masked from 'package:base':
## 
##     intersect, setdiff, setequal, union
library(tidyr)
library(kableExtra)
## 
## Attaching package: 'kableExtra'
## The following object is masked from 'package:dplyr':
## 
##     group_rows
Residuales<-Modelo_lineal$residuals
cbind(Residuales,hprice1) %>%
  as.data.frame() %>%
  mutate(Lag_1=dplyr::lag(Residuales,1),
         Lag_2=dplyr::lag(Residuales,2)) %>% 
  replace_na(list(Lag_1=0,Lag_2=0))->data_prueba_BG
kable(head(data_prueba_BG,6))
Residuales price assess bdrms lotsize sqrft colonial lprice lassess llotsize lsqrft Lag_1 Lag_2
-45.639765 300.000 349.1 4 6126 2438 1 5.703783 5.855359 8.720297 7.798934 0.000000 0.000000
74.848732 370.000 351.5 3 9903 2076 1 5.913503 5.862210 9.200593 7.638198 -45.639765 0.000000
-8.236558 191.000 217.7 3 5200 1374 0 5.252274 5.383118 8.556414 7.225481 74.848732 -45.639765
-12.081520 195.000 231.8 3 4600 1448 1 5.273000 5.445875 8.433811 7.277938 -8.236558 74.848732
18.093192 373.000 319.1 4 6095 2514 1 5.921578 5.765504 8.715224 7.829630 -12.081520 -8.236558
62.939597 466.275 414.5 5 8566 2754 1 6.144775 6.027073 9.055556 7.920810 18.093192 -12.081520

calculando la regresion auxiliar y el estadistico LMbp

library(stargazer)
regresion_auxiliar_BG<-lm(Residuales~lotsize+sqrft+bdrms+Lag_1+Lag_2, data = data_prueba_BG)
sumario_BG<-summary(regresion_auxiliar_BG)
R_2_BG<-sumario_BG$r.squared
n<-nrow(data_prueba_BG)
LM_BG<-n*R_2_BG
gl=2
p_value<-1-pchisq(q = LM_BG,df = gl)
VC<-qchisq(p = 0.95,df = gl)
Salida_bg<-c(LM_BG,VC,p_value)
names(Salida_bg)<-c("LMbg","Valor Crítico","p value")
stargazer(Salida_bg,title = "Prueba de Breusch Godfrey", type = "html",digits = 6)
Prueba de Breusch Godfrey
LMbg Valor Crítico p value
3.033403 5.991465 0.219435

Como Pvalue>0.05 No se rechaza H0, por lo tanto los residuos del modelo, no siguen autocorrelación de orden 2

Usando la libreria lmtest

Primer orden

library(lmtest)
bgtest(Modelo_lineal,order = 1)
## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  Modelo_lineal
## LM test = 0.39362, df = 1, p-value = 0.5304
Como Pvalue>0.05 No se rechaza H0, por lo tanto puede concluirse que los residuos del modelo no siguen autocorrelación de primer orden.

Segundo orden

library(lmtest)
bgtest(Modelo_lineal,order = 2)
## 
##  Breusch-Godfrey test for serial correlation of order up to 2
## 
## data:  Modelo_lineal
## LM test = 3.0334, df = 2, p-value = 0.2194