library(wooldridge)
data(hprice1)
head(force(hprice1),n=5) #mostrar las primeras 5 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
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_estimado<-lm(price ~ lotsize + sqrft + bdrms, data = hprice1)
summary(modelo_estimado)
##
## Call:
## lm(formula = price ~ lotsize + sqrft + bdrms, data = hprice1)
##
## Residuals:
## Min 1Q Median 3Q Max
## -120.026 -38.530 -6.555 32.323 209.376
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -2.177e+01 2.948e+01 -0.739 0.46221
## lotsize 2.068e-03 6.421e-04 3.220 0.00182 **
## sqrft 1.228e-01 1.324e-02 9.275 1.66e-14 ***
## bdrms 1.385e+01 9.010e+00 1.537 0.12795
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 59.83 on 84 degrees of freedom
## Multiple R-squared: 0.6724, Adjusted R-squared: 0.6607
## F-statistic: 57.46 on 3 and 84 DF, p-value: < 2.2e-16
stargazer(modelo_estimado,type = "text")
##
## ===============================================
## 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(tseries)
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
salida_JB<- jarque.bera.test(modelo_estimado$residuals)
salida_JB
##
## Jarque Bera Test
##
## data: modelo_estimado$residuals
## X-squared = 32.278, df = 2, p-value = 9.794e-08
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
p.value<- prueba_KS$p.value
en este caso como 0.2496>0.05 no se rechaza la hipotesis nula
salida_SW<-shapiro.test(modelo_estimado$residuals)
print(salida_SW)
##
## Shapiro-Wilk normality test
##
## data: modelo_estimado$residuals
## W = 0.94132, p-value = 0.0005937
Wn_salida<-qnorm(salida_SW$p.value,lower.tail = FALSE)
print(Wn_salida)
## [1] 3.241867