Dependencia entre dos variables.

Los métodos más aplicados para evaluar dependencia.

x<-rnorm(100,75,25)
y<-5+0.4*x+rnorm(100,0,5)
plot(x,y)

x<-c(0,1)
y<-c(0,5)
plot(x,y,type='l',col='blue')

Linear model function

\[ H_0: \beta_1=0 \]

\[ H_a: \beta_1 \neq 0 \]

\[ Y_i = \beta_0 + \beta_1*x_i + \epsilon_i \]

x<-rnorm(100,75,25)
y<-5+0.4*x+rnorm(100,0,5)
mod<-lm(y~x)
summary(mod)
## 
## Call:
## lm(formula = y ~ x)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -11.5260  -3.3659  -0.0298   2.7550  12.3449 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  0.73547    1.77812   0.414     0.68    
## x            0.45443    0.02119  21.448   <2e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4.499 on 98 degrees of freedom
## Multiple R-squared:  0.8244, Adjusted R-squared:  0.8226 
## F-statistic:   460 on 1 and 98 DF,  p-value: < 2.2e-16

Se rechaza H0 es decir hay dependencial lineal creciente.