#Estime un modelo con la varueble “total” como variable endogena y las variables “extende”, “ratio”, “salary” y “takers”
load("C:/Users/enriq/Downloads/datos_parcial (1).RData")
options(scipen=999)
modelo_sat <- lm(formula = total ~ expend + ratio + salary + takers, data = sat)
summary(modelo_sat)
##
## Call:
## lm(formula = total ~ expend + ratio + salary + takers, data = sat)
##
## Residuals:
## Min 1Q Median 3Q Max
## -90.531 -20.855 -1.746 15.979 66.571
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1045.9715 52.8698 19.784 < 0.0000000000000002 ***
## expend 4.4626 10.5465 0.423 0.674
## ratio -3.6242 3.2154 -1.127 0.266
## salary 1.6379 2.3872 0.686 0.496
## takers -2.9045 0.2313 -12.559 0.000000000000000261 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 32.7 on 45 degrees of freedom
## Multiple R-squared: 0.8246, Adjusted R-squared: 0.809
## F-statistic: 52.88 on 4 and 45 DF, p-value: < 0.00000000000000022
#Calcule un intervalo de confianza del 94.78% para las variables “expend” y “salary”. Verificar si hay relación con los resultados de la prueba.
intervalo_ex_sal <- confint(modelo_sat, parm = c("expend", "salary"), level = 0.9478)
#¿El modelo resulta ser estadísticamente significativo? El modelo es estadisticamente significativo debido a que el valor p, de la prueba F es de 2.2e-16
#calculo de las matrices A, P y M
matriz_x <- model.matrix(modelo_sat)
matriz_xx <- t(matriz_x) %*% matriz_x
matriz_a <- solve(matriz_xx) %*% t(matriz_x)
print(matriz_a[1:5,1:5])
## Alabama Alaska Arizona Arkansas California
## (Intercept) 0.2565261764 -0.471973891 -0.0728991868 0.1780225369 -0.422174416
## expend -0.0750342914 0.058318347 -0.0045991810 -0.0250904587 -0.057183953
## ratio -0.0177255005 0.013399464 0.0093052725 -0.0062815391 0.016661935
## salary 0.0154718688 -0.001220096 -0.0013112799 0.0034232104 0.013923827
## takers -0.0009500899 -0.001016023 0.0002514394 -0.0006580417 0.000397894
matriz_p <- matriz_x %*% matriz_a
print(matriz_p[1:5,1:5])
## Alabama Alaska Arizona Arkansas California
## Alabama 0.09537668 -0.03073763 0.02806512 0.06080472 0.04934236
## Alaska -0.03073763 0.18030612 -0.00140838 -0.02419993 0.04489829
## Arizona 0.02806512 -0.00140838 0.04931612 0.02928129 0.08491826
## Arkansas 0.06080472 -0.02419993 0.02928129 0.05382878 0.01302079
## California 0.04934236 0.04489829 0.08491826 0.01302079 0.28211791
n <- nrow(matriz_x)
matriz_m <- diag(n) - matriz_p
print(matriz_m[1:5,1:5])
## Alabama Alaska Arizona Arkansas California
## Alabama 0.90462332 0.03073763 -0.02806512 -0.06080472 -0.04934236
## Alaska 0.03073763 0.81969388 0.00140838 0.02419993 -0.04489829
## Arizona -0.02806512 0.00140838 0.95068388 -0.02928129 -0.08491826
## Arkansas -0.06080472 0.02419993 -0.02928129 0.94617122 -0.01302079
## California -0.04934236 -0.04489829 -0.08491826 -0.01302079 0.71788209