library(wooldridge)
data(hprice1)
head(force(hprice1),n=5) # 5 primeras observaciones
## 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
price = ˆα + ˆα1(lotsize) + ˆα2(sqrft) + ˆα3(bdrms) +
options(scipen = 999999)
library(wooldridge)
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
data(hprice1)
modelo_estimado<-lm(price~lotsize+sqrft+bdrms,data=hprice1)
stargazer(modelo_estimado, title = "Modelo estimado", type = "text")
##
## Modelo estimado
## ===============================================
## 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
library(fitdistrplus)
## Loading required package: MASS
##
## Attaching package: 'MASS'
## The following object is masked from 'package:wooldridge':
##
## cement
## Loading required package: survival
fit_normal<-fitdist(data = modelo_estimado$residuals,distr = "norm")
plot(fit_normal)
print(fit_normal)
## Fitting of the distribution ' norm ' by maximum likelihood
## Parameters:
## estimate Std. Error
## mean -0.000000000000002321494 6.231624
## sd 58.457813569303191059134 4.406423
library(tseries)
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
salida_JK<-jarque.bera.test(modelo_estimado$residuals)
salida_JK
##
## Jarque Bera Test
##
## data: modelo_estimado$residuals
## X-squared = 32.278, df = 2, p-value = 0.00000009794
Interpretación: Dado el valor de P-Value de 0.00000009794 es un valor pequeño que el nivel de significancia de 0.05, se encuentra asociado con Rechazar la hipotesis Nula (Ho), con esto se concluye que existe evidencia de recharla, por lo tanto los residuos del modelo no siguen una distribución normal.
\(0.00000009794 < 0.05\)
library(fastGraph) # Carga el paquete fastGraph
alpha_sig <- 0.05 # Establece el nivel de significancia alfa en 0.05
JB <- salida_JK$statistic # Asigna el estadístico de la prueba Jarque-Bera a la variable JB
gl <- salida_JK$parameter # Asigna el número de grados de libertad a la variable gl
VC <- qchisq(1 - alpha_sig, gl, lower.tail = TRUE) # Calcula el valor crítico para la prueba de Chi-cuadrado
shadeDist(
JB, # Estadístico de la prueba Jarque-Bera
ddist = "dchisq", # Tipo de distribución (Chi-cuadrado)
parm1 = gl, # Número de grados de libertad
lower.tail = FALSE, # Sombrea la cola derecha de la distribución
xmin = 0, # Límite inferior del eje x del gráfico
sub = paste("VC:", round(VC, 2), " ", "JB:", round(JB, 2)) # Subtítulo del gráfico
)
## b) Prueba Kolmogorov Smirnov
library(nortest)
prueba_KS<-lillie.test(modelo_estimado$residuals)
prueba_KS
##
## Lilliefors (Kolmogorov-Smirnov) normality test
##
## data: modelo_estimado$residuals
## D = 0.075439, p-value = 0.2496
Interpretación: Dado que el valor p-value es de 0.2496 siendo este un valor mayor al nivel de significancia de 0.05, se concluye que existe evidencia para No rechazar la hipotesis nula (Ho). Por lo tanto, implica que los residuos siguen una distribución normal.
library(dplyr) # Carga la librería dplyr para manipulación de datos
##
## Attaching package: 'dplyr'
## The following object is masked from 'package:MASS':
##
## select
## The following objects are masked from 'package:stats':
##
## filter, lag
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union
library(gt) # Carga la librería gt para crear tablas de datos
library(gtExtras) # Carga la librería gtExtras para agregar funcionalidades a las tablas creadas con gt
##
## Attaching package: 'gtExtras'
## The following object is masked from 'package:MASS':
##
## select
residuos<-modelo_estimado$residuals # Crea un vector con los residuos del modelo estimado
residuos %>% # Utiliza el operador %>% para encadenar las operaciones siguientes al vector residuos
as_tibble() %>% # Convierte el vector residuos en una tibble (tabla) de una columna
mutate(posicion=row_number()) %>% # Agrega una columna llamada "posicion" con el número de fila
arrange(value) %>% # Ordena la tabla por los valores de residuos en orden ascendente
mutate(dist1=row_number()/n()) %>% # Agrega una columna "dist1" con los percentiles según su posición en la tabla (usando la función row_number() y n() para obtener el número de filas)
mutate(dist2=(row_number()-1)/n()) %>% # Agrega una columna "dist2" con los percentiles según su posición en la tabla, pero ajustando en una unidad para evitar problemas con los extremos de la distribución
mutate(zi=as.vector(scale(value,center=TRUE))) %>% # Agrega una columna "zi" con los valores de residuos escalados para tener media cero y varianza uno
mutate(pi=pnorm(zi,lower.tail = TRUE)) %>% # Agrega una columna "pi" con los valores de la función de distribución acumulada (CDF) de una distribución normal estándar evaluada en los valores de zi
mutate(dif1=abs(dist1-pi)) %>% # Agrega una columna "dif1" con las diferencias absolutas entre los percentiles según la posición y los valores de pi
mutate(dif2=abs(dist2-pi)) %>% # Agrega una columna "dif2" con las diferencias absolutas entre los percentiles ajustados según la posición y los valores de pi
rename(residuales=value) -> tabla_KS # Renombra la columna "value" como "residuales" y asigna la tabla resultante a la variable tabla_KS
#Formato
tabla_KS %>% # Utiliza el operador %>% para encadenar las operaciones siguientes a la tabla tabla_KS
gt() %>% # Crea una tabla con la función gt()
tab_header("Tabla para calcular el Estadistico KS") %>% # Agrega un encabezado a la tabla
tab_source_note(source_note = "Fuente: Elaboración propia") %>% # Agrega una nota de fuente a la tabla
tab_style( # Cambia el estilo de algunas celdas de la tabla
style = list(
cell_fill(color ="green" ), # Cambia el color de fondo de las celdas a un tono verde
cell_text(style = "italic") # Cambia el estilo de texto de las celdas a itálico
),
locations = cells_body( # Aplica el estilo a las celdas del cuerpo de la tabla que cumplan las siguientes condiciones:
columns = dif1, # Que pertenezcan a la columna "dif1"
rows = dif1==max(dif1) # Que pertenezcan a la fila donde el valor de "dif1" es máximo
)) %>%
tab_style( # Cambia el estilo de algunas celdas de la tabla
style = list(
cell_fill(color = "#3498DB"), # Cambia el color de fondo de las celdas a un tono de azul
cell_text(style = "italic") # Cambia el estilo de texto de las celdas a itálico
),
locations = cells_body( # Aplica el estilo a las celdas del cuerpo de la tabla que cumplan las siguientes condiciones:
columns = dif2, # Que pertenezcan a la columna "dif2"
rows = dif2==max(dif2) # Que pertenezcan a la fila donde el valor de "dif2" es máximo
))
| Tabla para calcular el Estadistico KS | |||||||
| residuales | posicion | dist1 | dist2 | zi | pi | dif1 | dif2 |
|---|---|---|---|---|---|---|---|
| -120.026447 | 81 | 0.01136364 | 0.00000000 | -2.041515459 | 0.02059981 | 0.0092361731 | 0.0205998094 |
| -115.508697 | 77 | 0.02272727 | 0.01136364 | -1.964673586 | 0.02472601 | 0.0019987418 | 0.0133623781 |
| -107.080889 | 24 | 0.03409091 | 0.02272727 | -1.821326006 | 0.03427866 | 0.0001877487 | 0.0115513850 |
| -91.243980 | 48 | 0.04545455 | 0.03409091 | -1.551957925 | 0.06033615 | 0.0148816002 | 0.0262452366 |
| -85.461169 | 12 | 0.05681818 | 0.04545455 | -1.453598781 | 0.07302879 | 0.0162106057 | 0.0275742421 |
| -77.172687 | 32 | 0.06818182 | 0.05681818 | -1.312620980 | 0.09465535 | 0.0264735301 | 0.0378371665 |
| -74.702719 | 54 | 0.07954545 | 0.06818182 | -1.270609602 | 0.10193378 | 0.0223883300 | 0.0337519664 |
| -65.502849 | 39 | 0.09090909 | 0.07954545 | -1.114130117 | 0.13261169 | 0.0417025941 | 0.0530662305 |
| -63.699108 | 69 | 0.10227273 | 0.09090909 | -1.083450505 | 0.13930425 | 0.0370315271 | 0.0483951634 |
| -62.566594 | 83 | 0.11363636 | 0.10227273 | -1.064187703 | 0.14362184 | 0.0299854747 | 0.0413491110 |
| -59.845223 | 36 | 0.12500000 | 0.11363636 | -1.017900230 | 0.15436269 | 0.0293626861 | 0.0407263225 |
| -54.466158 | 13 | 0.13636364 | 0.12500000 | -0.926408352 | 0.17711690 | 0.0407532663 | 0.0521169027 |
| -54.300415 | 14 | 0.14772727 | 0.13636364 | -0.923589260 | 0.17785010 | 0.0301228311 | 0.0414864675 |
| -52.129801 | 15 | 0.15909091 | 0.14772727 | -0.886669532 | 0.18762842 | 0.0285375141 | 0.0399011505 |
| -51.441108 | 17 | 0.17045455 | 0.15909091 | -0.874955638 | 0.19079902 | 0.0203444766 | 0.0317081129 |
| -48.704980 | 47 | 0.18181818 | 0.17045455 | -0.828417174 | 0.20371714 | 0.0218989601 | 0.0332625965 |
| -48.350295 | 29 | 0.19318182 | 0.18181818 | -0.822384375 | 0.20542908 | 0.0122472664 | 0.0236109028 |
| -47.855859 | 11 | 0.20454545 | 0.19318182 | -0.813974573 | 0.20782976 | 0.0032843043 | 0.0146479407 |
| -45.639765 | 1 | 0.21590909 | 0.20454545 | -0.776281294 | 0.21879146 | 0.0028823668 | 0.0142460032 |
| -43.142550 | 9 | 0.22727273 | 0.21590909 | -0.733806463 | 0.23153335 | 0.0042606233 | 0.0156242596 |
| -41.749618 | 57 | 0.23863636 | 0.22727273 | -0.710114247 | 0.23881665 | 0.0001802823 | 0.0115439187 |
| -40.869022 | 27 | 0.25000000 | 0.23863636 | -0.695136302 | 0.24348494 | 0.0065150566 | 0.0048485798 |
| -37.749811 | 34 | 0.26136364 | 0.25000000 | -0.642082009 | 0.26040997 | 0.0009536682 | 0.0104099682 |
| -36.663785 | 71 | 0.27272727 | 0.26136364 | -0.623609925 | 0.26644190 | 0.0062853771 | 0.0050782592 |
| -36.646568 | 79 | 0.28409091 | 0.27272727 | -0.623317083 | 0.26653809 | 0.0175528221 | 0.0061891857 |
| -33.801248 | 37 | 0.29545455 | 0.28409091 | -0.574921384 | 0.28267223 | 0.0127823120 | 0.0014186757 |
| -29.766931 | 16 | 0.30681818 | 0.29545455 | -0.506302171 | 0.30632227 | 0.0004959124 | 0.0108677240 |
| -26.696234 | 22 | 0.31818182 | 0.30681818 | -0.454073044 | 0.32488813 | 0.0067063089 | 0.0180699452 |
| -24.271531 | 23 | 0.32954545 | 0.31818182 | -0.412831567 | 0.33986501 | 0.0103195566 | 0.0216831929 |
| -23.651448 | 86 | 0.34090909 | 0.32954545 | -0.402284648 | 0.34373728 | 0.0028281851 | 0.0141918214 |
| -19.683427 | 88 | 0.35227273 | 0.34090909 | -0.334793052 | 0.36889060 | 0.0166178738 | 0.0279815102 |
| -17.817835 | 10 | 0.36363636 | 0.35227273 | -0.303061413 | 0.38092153 | 0.0172851663 | 0.0286488027 |
| -16.762094 | 60 | 0.37500000 | 0.36363636 | -0.285104441 | 0.38778206 | 0.0127820638 | 0.0241457002 |
| -16.596960 | 21 | 0.38636364 | 0.37500000 | -0.282295711 | 0.38885839 | 0.0024947507 | 0.0138583870 |
| -16.271207 | 58 | 0.39772727 | 0.38636364 | -0.276755010 | 0.39098411 | 0.0067431583 | 0.0046204781 |
| -13.815798 | 56 | 0.40909091 | 0.39772727 | -0.234991254 | 0.40710776 | 0.0019831485 | 0.0093804879 |
| -13.462160 | 75 | 0.42045455 | 0.40909091 | -0.228976273 | 0.40944368 | 0.0110108666 | 0.0003527698 |
| -12.081520 | 4 | 0.43181818 | 0.42045455 | -0.205493119 | 0.41859344 | 0.0132247451 | 0.0018611087 |
| -11.629207 | 51 | 0.44318182 | 0.43181818 | -0.197799788 | 0.42160086 | 0.0215809622 | 0.0102173258 |
| -11.312669 | 74 | 0.45454545 | 0.44318182 | -0.192415834 | 0.42370825 | 0.0308372092 | 0.0194735728 |
| -8.236558 | 3 | 0.46590909 | 0.45454545 | -0.140094626 | 0.44429261 | 0.0216164775 | 0.0102528411 |
| -7.662789 | 70 | 0.47727273 | 0.46590909 | -0.130335452 | 0.44815052 | 0.0291222111 | 0.0177585748 |
| -6.752801 | 67 | 0.48863636 | 0.47727273 | -0.114857588 | 0.45427900 | 0.0343573625 | 0.0229937262 |
| -6.707262 | 31 | 0.50000000 | 0.48863636 | -0.114083016 | 0.45458599 | 0.0454140074 | 0.0340503710 |
| -6.402439 | 85 | 0.51136364 | 0.50000000 | -0.108898313 | 0.45664157 | 0.0547220642 | 0.0433584278 |
| -5.446904 | 82 | 0.52272727 | 0.51136364 | -0.092645733 | 0.46309251 | 0.0596347676 | 0.0482711313 |
| -3.537785 | 43 | 0.53409091 | 0.52272727 | -0.060173762 | 0.47600862 | 0.0580822876 | 0.0467186512 |
| -2.824941 | 61 | 0.54545455 | 0.53409091 | -0.048049090 | 0.48083856 | 0.0646159857 | 0.0532523493 |
| -2.745208 | 68 | 0.55681818 | 0.54545455 | -0.046692922 | 0.48137899 | 0.0754391961 | 0.0640755598 |
| -0.195089 | 65 | 0.56818182 | 0.55681818 | -0.003318245 | 0.49867621 | 0.0695056040 | 0.0581419676 |
| 1.399296 | 55 | 0.57954545 | 0.56818182 | 0.023800450 | 0.50949411 | 0.0700513452 | 0.0586877088 |
| 5.363331 | 26 | 0.59090909 | 0.57954545 | 0.091224254 | 0.53634280 | 0.0545662924 | 0.0432026561 |
| 6.700640 | 53 | 0.60227273 | 0.59090909 | 0.113970383 | 0.54536936 | 0.0569033628 | 0.0455397265 |
| 7.386314 | 80 | 0.61363636 | 0.60227273 | 0.125632935 | 0.54998875 | 0.0636476093 | 0.0522839730 |
| 9.099900 | 41 | 0.62500000 | 0.61363636 | 0.154779103 | 0.56150227 | 0.0634977329 | 0.0521340965 |
| 12.433611 | 46 | 0.63636364 | 0.62500000 | 0.211481796 | 0.58374433 | 0.0526193043 | 0.0412556680 |
| 16.718018 | 62 | 0.64772727 | 0.63636364 | 0.284354766 | 0.61193074 | 0.0357965328 | 0.0244328965 |
| 18.093192 | 5 | 0.65909091 | 0.64772727 | 0.307744934 | 0.62086179 | 0.0382291219 | 0.0268654856 |
| 18.801816 | 38 | 0.67045455 | 0.65909091 | 0.319797835 | 0.62543921 | 0.0450153400 | 0.0336517036 |
| 19.168108 | 33 | 0.68181818 | 0.67045455 | 0.326028052 | 0.62779843 | 0.0540197476 | 0.0426561112 |
| 19.219211 | 72 | 0.69318182 | 0.68181818 | 0.326897255 | 0.62812720 | 0.0650546167 | 0.0536909803 |
| 20.334434 | 59 | 0.70454545 | 0.69318182 | 0.345865960 | 0.63527827 | 0.0692671805 | 0.0579035442 |
| 24.909926 | 78 | 0.71590909 | 0.70454545 | 0.423689939 | 0.66410402 | 0.0518050676 | 0.0404414312 |
| 26.236229 | 40 | 0.72727273 | 0.71590909 | 0.446248874 | 0.67229126 | 0.0549814685 | 0.0436178321 |
| 30.924022 | 25 | 0.73863636 | 0.72727273 | 0.525982978 | 0.70054998 | 0.0380863808 | 0.0267227444 |
| 32.253952 | 45 | 0.75000000 | 0.73863636 | 0.548603608 | 0.70836125 | 0.0416387548 | 0.0302751184 |
| 32.529367 | 49 | 0.76136364 | 0.75000000 | 0.553288104 | 0.70996693 | 0.0513967091 | 0.0400330727 |
| 32.675968 | 18 | 0.77272727 | 0.76136364 | 0.555781630 | 0.71081993 | 0.0619073452 | 0.0505437088 |
| 33.275839 | 20 | 0.78409091 | 0.77272727 | 0.565984762 | 0.71429793 | 0.0697929786 | 0.0584293423 |
| 36.031430 | 52 | 0.79545455 | 0.78409091 | 0.612854281 | 0.73001365 | 0.0654408934 | 0.0540772571 |
| 37.147186 | 84 | 0.80681818 | 0.79545455 | 0.631832029 | 0.73625168 | 0.0705665028 | 0.0592028664 |
| 40.320875 | 7 | 0.81818182 | 0.80681818 | 0.685812928 | 0.75358446 | 0.0645973596 | 0.0532337232 |
| 44.334467 | 30 | 0.82954545 | 0.81818182 | 0.754079634 | 0.77459930 | 0.0549461574 | 0.0435825211 |
| 46.907165 | 28 | 0.84090909 | 0.82954545 | 0.797838357 | 0.78751785 | 0.0533912405 | 0.0420276041 |
| 54.418366 | 87 | 0.85227273 | 0.84090909 | 0.925595465 | 0.82267187 | 0.0296008528 | 0.0182372164 |
| 55.091131 | 35 | 0.86363636 | 0.85227273 | 0.937038450 | 0.82563061 | 0.0380057535 | 0.0266421172 |
| 55.470305 | 44 | 0.87500000 | 0.86363636 | 0.943487765 | 0.82728426 | 0.0477157353 | 0.0363520989 |
| 62.939597 | 6 | 0.88636364 | 0.87500000 | 1.070532059 | 0.85781006 | 0.0285535797 | 0.0171899433 |
| 66.478628 | 50 | 0.89772727 | 0.88636364 | 1.130727018 | 0.87091500 | 0.0268122757 | 0.0154486394 |
| 67.426518 | 63 | 0.90909091 | 0.89772727 | 1.146849569 | 0.87427810 | 0.0348128083 | 0.0234491719 |
| 67.603959 | 19 | 0.92045455 | 0.90909091 | 1.149867648 | 0.87490081 | 0.0455537393 | 0.0341901029 |
| 69.707122 | 64 | 0.93181818 | 0.92045455 | 1.185640095 | 0.88211777 | 0.0497004123 | 0.0383367759 |
| 69.843246 | 8 | 0.94318182 | 0.93181818 | 1.187955411 | 0.88257451 | 0.0606073068 | 0.0492436705 |
| 74.848732 | 2 | 0.95454545 | 0.94318182 | 1.273093116 | 0.89850750 | 0.0560379553 | 0.0446743189 |
| 112.729191 | 66 | 0.96590909 | 0.95454545 | 1.917397313 | 0.97240626 | 0.0064971714 | 0.0178608078 |
| 163.795081 | 73 | 0.97727273 | 0.96590909 | 2.785970904 | 0.99733162 | 0.0200588896 | 0.0314225260 |
| 198.660139 | 42 | 0.98863636 | 0.97727273 | 3.378986513 | 0.99963623 | 0.0109998685 | 0.0223635048 |
| 209.375830 | 76 | 1.00000000 | 0.98863636 | 3.561248407 | 0.99981545 | 0.0001845478 | 0.0111790885 |
| Fuente: Elaboración propia | |||||||
# Calcula el máximo entre los máximos de las columnas dif1 y dif2 en la tabla_KS
D <- max(max(tabla_KS$dif1), max(tabla_KS$dif2))
# Imprime el valor de D
print(D)
## [1] 0.0754392
Calculo estadistico “D” y la tabla del estadistico KS, en ambos coinciden en el valor maximo que es de 0.0754392. Se reafirma la conclusión anterior sobre no rechazar la hipotesis nula y los residuos siguen una distribución normal.
salida_SW<-shapiro.test(modelo_estimado$residuals)
print(salida_SW)
##
## Shapiro-Wilk normality test
##
## data: modelo_estimado$residuals
## W = 0.94132, p-value = 0.0005937
Interpretación: Dado el valor de p-value = 0.0005937, se observa que es menor al nivel de significacia de 0.05, por lo tanto, existe evidencia para rechazar la hipotesis nula, quiere decir que los residuos del modelo no siguen una distribución normal según la prueba realizada.
Wn_salida<-qnorm(salida_SW$p.value,lower.tail = FALSE)
print(Wn_salida)
## [1] 3.241867
# Carga los paquetes necesarios
library(dplyr)
library(gt)
# Extrae los residuos del modelo estimado
residuos <- modelo_estimado$residuals
# Convierte los residuos en un tibble y renombra la columna
residuos %>%
as_tibble() %>%
rename(residuales = value) %>%
# Ordena los residuos
arrange(residuales) %>%
# Calcula pi y mi para la prueba de Shapiro-Wilk
mutate(pi = (row_number() - 0.375) / (n() + 0.25)) %>%
mutate(mi = qnorm(pi, lower.tail = TRUE)) %>%
# Agrega una columna ai inicializada con ceros
mutate(ai = 0) -> tabla_SW
# Calcula la suma de los cuadrados de los mi
m <- sum(tabla_SW$mi^2)
# Asigna un valor numérico a n
n <- nrow(modelo_estimado)
# Establece un nuevo valor para n (ejemplo)
n <- 10
# Calcula theta
theta <- 1 / sqrt(n)
# Calcula los valores para ai en las posiciones n, n-1, 1 y 2
tabla_SW$ai[n] <- -2.706056 * theta^5 + 4.434685 * theta^4 - 2.071190 * theta^3 - 0.147981 * theta^2 + 0.2211570 * theta + tabla_SW$mi[n] / sqrt(m)
tabla_SW$ai[n - 1] <- -3.582633 * theta^5 + 5.682633 * theta^4 - 1.752461 * theta^3 - 0.293762 * theta^2 + 0.042981 * theta + tabla_SW$mi[n - 1] / sqrt(m)
tabla_SW$ai[1] <- -tabla_SW$ai[n]
tabla_SW$ai[2] <- -tabla_SW$ai[n - 1]
# Calcula omega
omega <- (m - 2 * tabla_SW$mi[n]^2 - 2 * tabla_SW$mi[n - 1]^2) / (1 - 2 * tabla_SW$ai[n]^2 - 2 * tabla_SW$ai[n - 1]^2)
# Calcula ai para las posiciones 3 a (n-2)
tabla_SW$ai[3:(n - 2)] <- tabla_SW$mi[3:(n - 2)] / sqrt(omega)
# Calcula ai*residuales y residuales^2 y asigna los resultados a tabla_SW
tabla_SW %>%
mutate(ai_ui = ai * residuales, ui2 = residuales^2) -> tabla_SW
# Crea una tabla con gt y agrega un encabezado y una nota de fuente
tabla_SW %>%
gt() %>%
tab_header("Tabla para calcular el Estadistico W") %>%
tab_source_note(source_note = "Fuente: Elaboración propia")
| Tabla para calcular el Estadistico W | |||||
| residuales | pi | mi | ai | ai_ui | ui2 |
|---|---|---|---|---|---|
| -120.026447 | 0.007082153 | -2.45306927 | 0.1081966 | -12.986452 | 14406.34799223 |
| -115.508697 | 0.018413598 | -2.08767462 | 0.1661745 | -19.194603 | 13342.25903657 |
| -107.080889 | 0.029745042 | -1.88455395 | -0.2041027 | 21.855498 | 11466.31670225 |
| -91.243980 | 0.041076487 | -1.73832835 | -0.1882660 | 17.178142 | 8325.46388922 |
| -85.461169 | 0.052407932 | -1.62194155 | -0.1756610 | 15.012195 | 7303.61136157 |
| -77.172687 | 0.063739377 | -1.52411994 | -0.1650666 | 12.738636 | 5955.62354189 |
| -74.702719 | 0.075070822 | -1.43903134 | -0.1558513 | 11.642515 | 5580.49626206 |
| -65.502849 | 0.086402266 | -1.36324747 | -0.1476437 | 9.671082 | 4290.62326804 |
| -63.699108 | 0.097733711 | -1.29457343 | -0.1661745 | 10.585169 | 4057.57641853 |
| -62.566594 | 0.109065156 | -1.23151500 | -0.1081966 | 6.769492 | 3914.57869135 |
| -59.845223 | 0.120396601 | -1.17300649 | 0.0000000 | 0.000000 | 3581.45072682 |
| -54.466158 | 0.131728045 | -1.11825971 | 0.0000000 | 0.000000 | 2966.56233834 |
| -54.300415 | 0.143059490 | -1.06667420 | 0.0000000 | 0.000000 | 2948.53511008 |
| -52.129801 | 0.154390935 | -1.01778137 | 0.0000000 | 0.000000 | 2717.51610406 |
| -51.441108 | 0.165722380 | -0.97120790 | 0.0000000 | 0.000000 | 2646.18755812 |
| -48.704980 | 0.177053824 | -0.92665123 | 0.0000000 | 0.000000 | 2372.17509746 |
| -48.350295 | 0.188385269 | -0.88386232 | 0.0000000 | 0.000000 | 2337.75102457 |
| -47.855859 | 0.199716714 | -0.84263354 | 0.0000000 | 0.000000 | 2290.18324033 |
| -45.639765 | 0.211048159 | -0.80278966 | 0.0000000 | 0.000000 | 2082.98814155 |
| -43.142550 | 0.222379603 | -0.76418130 | 0.0000000 | 0.000000 | 1861.27961161 |
| -41.749618 | 0.233711048 | -0.72667986 | 0.0000000 | 0.000000 | 1743.03058469 |
| -40.869022 | 0.245042493 | -0.69017366 | 0.0000000 | 0.000000 | 1670.27697055 |
| -37.749811 | 0.256373938 | -0.65456498 | 0.0000000 | 0.000000 | 1425.04821452 |
| -36.663785 | 0.267705382 | -0.61976766 | 0.0000000 | 0.000000 | 1344.23312095 |
| -36.646568 | 0.279036827 | -0.58570518 | 0.0000000 | 0.000000 | 1342.97093753 |
| -33.801248 | 0.290368272 | -0.55230918 | 0.0000000 | 0.000000 | 1142.52439130 |
| -29.766931 | 0.301699717 | -0.51951819 | 0.0000000 | 0.000000 | 886.07020942 |
| -26.696234 | 0.313031161 | -0.48727661 | 0.0000000 | 0.000000 | 712.68890388 |
| -24.271531 | 0.324362606 | -0.45553386 | 0.0000000 | 0.000000 | 589.10722688 |
| -23.651448 | 0.335694051 | -0.42424369 | 0.0000000 | 0.000000 | 559.39099788 |
| -19.683427 | 0.347025496 | -0.39336354 | 0.0000000 | 0.000000 | 387.43729851 |
| -17.817835 | 0.358356941 | -0.36285409 | 0.0000000 | 0.000000 | 317.47522771 |
| -16.762094 | 0.369688385 | -0.33267878 | 0.0000000 | 0.000000 | 280.96778010 |
| -16.596960 | 0.381019830 | -0.30280344 | 0.0000000 | 0.000000 | 275.45909399 |
| -16.271207 | 0.392351275 | -0.27319601 | 0.0000000 | 0.000000 | 264.75217651 |
| -13.815798 | 0.403682720 | -0.24382619 | 0.0000000 | 0.000000 | 190.87627634 |
| -13.462160 | 0.415014164 | -0.21466524 | 0.0000000 | 0.000000 | 181.22976154 |
| -12.081520 | 0.426345609 | -0.18568573 | 0.0000000 | 0.000000 | 145.96311543 |
| -11.629207 | 0.437677054 | -0.15686137 | 0.0000000 | 0.000000 | 135.23845458 |
| -11.312669 | 0.449008499 | -0.12816677 | 0.0000000 | 0.000000 | 127.97648221 |
| -8.236558 | 0.460339943 | -0.09957734 | 0.0000000 | 0.000000 | 67.84088513 |
| -7.662789 | 0.471671388 | -0.07106908 | 0.0000000 | 0.000000 | 58.71832836 |
| -6.752801 | 0.483002833 | -0.04261848 | 0.0000000 | 0.000000 | 45.60032533 |
| -6.707262 | 0.494334278 | -0.01420234 | 0.0000000 | 0.000000 | 44.98736398 |
| -6.402439 | 0.505665722 | 0.01420234 | 0.0000000 | 0.000000 | 40.99122172 |
| -5.446904 | 0.516997167 | 0.04261848 | 0.0000000 | 0.000000 | 29.66876028 |
| -3.537785 | 0.528328612 | 0.07106908 | 0.0000000 | 0.000000 | 12.51592288 |
| -2.824941 | 0.539660057 | 0.09957734 | 0.0000000 | 0.000000 | 7.98029397 |
| -2.745208 | 0.550991501 | 0.12816677 | 0.0000000 | 0.000000 | 7.53616965 |
| -0.195089 | 0.562322946 | 0.15686137 | 0.0000000 | 0.000000 | 0.03805971 |
| 1.399296 | 0.573654391 | 0.18568573 | 0.0000000 | 0.000000 | 1.95802794 |
| 5.363331 | 0.584985836 | 0.21466524 | 0.0000000 | 0.000000 | 28.76531940 |
| 6.700640 | 0.596317280 | 0.24382619 | 0.0000000 | 0.000000 | 44.89857663 |
| 7.386314 | 0.607648725 | 0.27319601 | 0.0000000 | 0.000000 | 54.55763860 |
| 9.099900 | 0.618980170 | 0.30280344 | 0.0000000 | 0.000000 | 82.80817401 |
| 12.433611 | 0.630311615 | 0.33267878 | 0.0000000 | 0.000000 | 154.59467612 |
| 16.718018 | 0.641643059 | 0.36285409 | 0.0000000 | 0.000000 | 279.49212715 |
| 18.093192 | 0.652974504 | 0.39336354 | 0.0000000 | 0.000000 | 327.36359375 |
| 18.801816 | 0.664305949 | 0.42424369 | 0.0000000 | 0.000000 | 353.50828232 |
| 19.168108 | 0.675637394 | 0.45553386 | 0.0000000 | 0.000000 | 367.41636183 |
| 19.219211 | 0.686968839 | 0.48727661 | 0.0000000 | 0.000000 | 369.37806665 |
| 20.334434 | 0.698300283 | 0.51951819 | 0.0000000 | 0.000000 | 413.48922446 |
| 24.909926 | 0.709631728 | 0.55230918 | 0.0000000 | 0.000000 | 620.50439009 |
| 26.236229 | 0.720963173 | 0.58570518 | 0.0000000 | 0.000000 | 688.33970624 |
| 30.924022 | 0.732294618 | 0.61976766 | 0.0000000 | 0.000000 | 956.29510728 |
| 32.253952 | 0.743626062 | 0.65456498 | 0.0000000 | 0.000000 | 1040.31742689 |
| 32.529367 | 0.754957507 | 0.69017366 | 0.0000000 | 0.000000 | 1058.15970869 |
| 32.675968 | 0.766288952 | 0.72667986 | 0.0000000 | 0.000000 | 1067.71890359 |
| 33.275839 | 0.777620397 | 0.76418130 | 0.0000000 | 0.000000 | 1107.28147309 |
| 36.031430 | 0.788951841 | 0.80278966 | 0.0000000 | 0.000000 | 1298.26396526 |
| 37.147186 | 0.800283286 | 0.84263354 | 0.0000000 | 0.000000 | 1379.91339592 |
| 40.320875 | 0.811614731 | 0.88386232 | 0.0000000 | 0.000000 | 1625.77293960 |
| 44.334467 | 0.822946176 | 0.92665123 | 0.0000000 | 0.000000 | 1965.54494196 |
| 46.907165 | 0.834277620 | 0.97120790 | 0.0000000 | 0.000000 | 2200.28216686 |
| 54.418366 | 0.845609065 | 1.01778137 | 0.0000000 | 0.000000 | 2961.35853839 |
| 55.091131 | 0.856940510 | 1.06667420 | 0.0000000 | 0.000000 | 3035.03273452 |
| 55.470305 | 0.868271955 | 1.11825971 | 0.0000000 | 0.000000 | 3076.95468678 |
| 62.939597 | 0.879603399 | 1.17300649 | 0.0000000 | 0.000000 | 3961.39282116 |
| 66.478628 | 0.890934844 | 1.23151500 | 0.0000000 | 0.000000 | 4419.40796540 |
| 67.426518 | 0.902266289 | 1.29457343 | 0.0000000 | 0.000000 | 4546.33534619 |
| 67.603959 | 0.913597734 | 1.36324747 | 0.0000000 | 0.000000 | 4570.29533539 |
| 69.707122 | 0.924929178 | 1.43903134 | 0.0000000 | 0.000000 | 4859.08292257 |
| 69.843246 | 0.936260623 | 1.52411994 | 0.0000000 | 0.000000 | 4878.07906512 |
| 74.848732 | 0.947592068 | 1.62194155 | 0.0000000 | 0.000000 | 5602.33268291 |
| 112.729191 | 0.958923513 | 1.73832835 | 0.0000000 | 0.000000 | 12707.87061041 |
| 163.795081 | 0.970254958 | 1.88455395 | 0.0000000 | 0.000000 | 26828.82842547 |
| 198.660139 | 0.981586402 | 2.08767462 | 0.0000000 | 0.000000 | 39465.85101402 |
| 209.375830 | 0.992917847 | 2.45306927 | 0.0000000 | 0.000000 | 43838.23810785 |
| Fuente: Elaboración propia | |||||
# Calcula W
W <- (sum(tabla_SW$ai_ui)^2) / sum(tabla_SW$ui2)
# Imprime el valor de W
print(W)
## [1] 0.01785272
# Calcula mu
mu <- 0.0038915 * log(n)^3 - 0.083751 * log(n)^2 - 0.31082 * log(n) - 1.5861
# Calcula sigma
sigma <- exp(0.0030302 * log(n)^2 - 0.082676 * log(n) - 0.4803)
# Calcula Wn
Wn <- (log(1 - W) - mu) / sigma
# Imprime el valor de Wn
print(Wn)
## [1] 5.157923
# Calcula el valor p
p.value <- pnorm(Wn, lower.tail = FALSE)
# Imprime el valor p
print(p.value)
## [1] 0.0000001248518
library(fastGraph)
shadeDist(Wn,ddist = "dnorm",lower.tail = FALSE)