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

estimar modelo

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

supuestos de normalidad

prueba Jarque Bera

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

prueba de 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
p.value<- prueba_KS$p.value

en este caso como 0.2496>0.05 no se rechaza la hipotesis nula

prueba Shapiro Wilk

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