library(wooldridge)
data(hprice1)
head(force(hprice1),n=5)#mostrar 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)
modelo_lineal<-lm(formula = price~lotsize+sqrft+bdrms,data = hprice1)
stargazer(modelo_lineal,title = "Modelo Estimado",type = "text")
##
## Modelo Estimado
## ===============================================
## 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
options(scipen = 9999)
library(lmtest)
prueba_white<-bptest(modelo_lineal,~I(lotsize^2)+I(sqrft^2)+I(bdrms^2)+lotsize*sqrft+lotsize*bdrms+sqrft*bdrms,data = hprice1)
print(prueba_white)
##
## studentized Breusch-Pagan test
##
## data: modelo_lineal
## BP = 33.732, df = 9, p-value = 0.00009953
library(fastGraph)
## Warning: package 'fastGraph' was built under R version 4.5.3
alpha_sig<-0.05
white<-prueba_white$statistic
gl<-prueba_white$parameter
shadeDist(white,ddist = "dchisq",parm1 = gl,lower.tail = FALSE)
Como 0.00009953<0.05 Se rechaza la H0, por lo tanto la varianza de los residuos presenta heterocedasticidad