#informe
#anexo
#modelos
summary(modelo0)
##
## Call:
## lm(formula = y ~ 1, data = base)
##
## Residuals:
## Min 1Q Median 3Q Max
## -34415 -8415 836 3058 38585
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 293315 1341 218.8 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 13340 on 98 degrees of freedom
summary(modelo1)
##
## Call:
## lm(formula = y ~ x1 + x2 + x3 + x4 + x5, data = base)
##
## Residuals:
## Min 1Q Median 3Q Max
## -14660 -4197 1308 4161 16174
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 2.134e+05 5.470e+03 39.018 < 2e-16 ***
## x1 3.482e+01 3.631e+00 9.590 1.5e-15 ***
## x2 1.531e+02 1.958e+03 0.078 0.93784
## x3 8.616e+02 3.208e+02 2.685 0.00858 **
## x4 1.650e+04 1.581e+03 10.440 < 2e-16 ***
## x5 1.751e+03 1.704e+03 1.028 0.30678
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6572 on 93 degrees of freedom
## Multiple R-squared: 0.7697, Adjusted R-squared: 0.7573
## F-statistic: 62.16 on 5 and 93 DF, p-value: < 2.2e-16
summary(modelo2)
##
## Call:
## lm(formula = y ~ x1 + x3 + x4, data = BienesyCasas1)
##
## Residuals:
## Min 1Q Median 3Q Max
## -13490 -4597 1323 3699 17295
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 2.133e+05 5.275e+03 40.429 < 2e-16 ***
## x1 3.522e+01 2.541e+00 13.863 < 2e-16 ***
## x3 9.234e+02 3.133e+02 2.948 0.00403 **
## x4 1.596e+04 1.472e+03 10.841 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6540 on 95 degrees of freedom
## Multiple R-squared: 0.7671, Adjusted R-squared: 0.7597
## F-statistic: 104.3 on 3 and 95 DF, p-value: < 2.2e-16
summary(modelo3)
##
## Call:
## lm(formula = log(y) ~ log(x1) + x3 + x4, data = base)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.049392 -0.014766 0.006685 0.012315 0.057834
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 10.868630 0.120769 89.995 < 2e-16 ***
## log(x1) 0.222328 0.016065 13.839 < 2e-16 ***
## x3 0.002943 0.001064 2.765 0.00685 **
## x4 0.054277 0.004993 10.871 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.02216 on 95 degrees of freedom
## Multiple R-squared: 0.7651, Adjusted R-squared: 0.7577
## F-statistic: 103.2 on 3 and 95 DF, p-value: < 2.2e-16
summary(modelo2)
##
## Call:
## lm(formula = y ~ x1 + x3 + x4, data = BienesyCasas1)
##
## Residuals:
## Min 1Q Median 3Q Max
## -13490 -4597 1323 3699 17295
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 2.133e+05 5.275e+03 40.429 < 2e-16 ***
## x1 3.522e+01 2.541e+00 13.863 < 2e-16 ***
## x3 9.234e+02 3.133e+02 2.948 0.00403 **
## x4 1.596e+04 1.472e+03 10.841 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6540 on 95 degrees of freedom
## Multiple R-squared: 0.7671, Adjusted R-squared: 0.7597
## F-statistic: 104.3 on 3 and 95 DF, p-value: < 2.2e-16
plot(modelo2)
modelo2 <- lm(y ~ x1 + x3 + x4, data = BienesyCasas1)
# Crear las casas con las caracterÃsticas deseadas
casa1 <- c(2190, 3, 4, 1, 0)
casa2 <- c(1848, 3, 9, 0, 1)
casas <- rbind.data.frame(casa1, casa2)
# Obtener los nombres de las columnas del dataframe base excluyendo la primera columna (que generalmente es el ID)
nombres_columnas <- names(base)[-1] # Excluimos la primera columna
# Asignar los nombres de las columnas al dataframe de casas
colnames(casas) <- nombres_columnas
# Realizar la predicción con el modelo
predicciones <- predict(modelo2, newdata = casas, level = 0.95, interval = "confidence") * 1000
predicciones
## fit lwr upr
## 1 310053682 306680559 313426805
## 2 286660747 284713359 288608135
Fue muy mal vendida porque la estimacion da un valor inferior a la cual fue vendida.