Uso de la libreria “car” y “mctest”
-Obtención de los VIFs a traves de la libreria “car”
## assess bdrms lotsize colonial llotsize
## 2.153558 1.510483 3.204965 1.114218 4.345674-Obtención de los VIFs a traves de la libreria “mctest” 
Alexander Daniel Alvarez Berardi
16 de mayo de 2019
## # A tibble: 6 x 10
## price assess bdrms lotsize sqrft colonial lprice lassess llotsize lsqrft
## <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 300 349. 4 6126 2438 1 5.70 5.86 8.72 7.80
## 2 370 352. 3 9903 2076 1 5.91 5.86 9.20 7.64
## 3 191 218. 3 5200 1374 0 5.25 5.38 8.56 7.23
## 4 195 232. 3 4600 1448 1 5.27 5.45 8.43 7.28
## 5 373 319. 4 6095 2514 1 5.92 5.77 8.72 7.83
## 6 466. 414. 5 8566 2754 1 6.14 6.03 9.06 7.92##
## modelo estimado
## ===============================================
## Dependent variable:
## ---------------------------
## price
## -----------------------------------------------
## assess 0.940***
## (0.072)
##
## bdrms 8.620
## (6.791)
##
## lotsize 0.001
## (0.001)
##
## colonial 10.031
## (10.580)
##
## llotsize -13.357
## (17.813)
##
## Constant 68.090
## (146.133)
##
## -----------------------------------------------
## Observations 88
## R2 0.832
## Adjusted R2 0.822
## Residual Std. Error 43.364 (df = 82)
## F Statistic 81.224*** (df = 5; 82)
## ===============================================
## Note: *p<0.1; **p<0.05; ***p<0.01##
## =====================================================
## (Intercept) assess bdrms lotsize colonial llotsize
## -----------------------------------------------------
## 1 1 349.100 4 6,126 1 8.720
## 2 1 351.500 3 9,903 1 9.201
## 3 1 217.700 3 5,200 0 8.556
## 4 1 231.800 3 4,600 1 8.434
## 5 1 319.100 4 6,095 1 8.715
## 6 1 414.500 5 8,566 1 9.056
## -----------------------------------------------------##
## ============================================================================================
## (Intercept) assess bdrms lotsize colonial llotsize
## --------------------------------------------------------------------------------------------
## (Intercept) 88 27,784.800 314 793,748 61 783.649
## assess 27,784.800 9,563,053.000 102,507.500 278,300,049.000 19,578.900 250,005.600
## bdrms 314 102,507.500 1,182 2,933,767 228 2,802.953
## lotsize 793,748 278,300,049.000 2,933,767 16,165,159,010 555,967 7,457,452.000
## colonial 61 19,578.900 228 555,967 61 544.060
## llotsize 783.649 250,005.600 2,802.953 7,457,452.000 544.060 7,004.230
## ---------------------------------------------------------------------------------------------Normalizando la sigma matriz
##
## ======================================
## 0.107 0 0 0 0 0
## 0 0.0003 0 0 0 0
## 0 0 0.029 0 0 0
## 0 0 0 0.00001 0 0
## 0 0 0 0 0.128 0
## 0 0 0 0 0 0.012
## --------------------------------------##
## =========================================
## 1 0.9578 0.9736 0.6655 0.8326 0.9982
## 0.9578 1 0.9642 0.7078 0.8106 0.9660
## 0.9736 0.9642 1 0.6712 0.8491 0.9742
## 0.6655 0.7078 0.6712 1 0.5599 0.7008
## 0.8326 0.8106 0.8491 0.5599 1 0.8323
## 0.9982 0.9660 0.9742 0.7008 0.8323 1
## -----------------------------------------##
## ====================================
## 5.193 0.492 0.237 0.049 0.028 0.0005
## -------------------------------------Indice de condicion
## [1] 106.4903##Indice de condicion por libreria “mctest”
##
## Call:
## eigprop(x = X_mat[, -1])
##
## Eigenvalues CI Intercept assess bdrms lotsize colonial llotsize
## 1 5.1934 1.0000 0.0000 0.0014 0.0012 0.0037 0.0079 0.0000
## 2 0.4923 3.2479 0.0000 0.0001 0.0015 0.2963 0.0615 0.0000
## 3 0.2365 4.6860 0.0003 0.0113 0.0041 0.0322 0.8545 0.0002
## 4 0.0491 10.2888 0.0048 0.4576 0.0148 0.0101 0.0021 0.0027
## 5 0.0283 13.5505 0.0012 0.2138 0.9074 0.0093 0.0696 0.0017
## 6 0.0005 106.4903 0.9936 0.3158 0.0711 0.6484 0.0044 0.9954
##
## ===============================
## Row 5==> bdrms, proportion 0.907364 >= 0.50
## Row 6==> lotsize, proportion 0.648440 >= 0.50
## Row 3==> colonial, proportion 0.854491 >= 0.50
## Row 6==> llotsize, proportion 0.995427 >= 0.50-Normalizar la matriz X
##
## =========================================
## assess bdrms lotsize colonial llotsize
## -----------------------------------------
## 1 0.350 0.513 -0.284 0.662 -0.340
## 2 0.375 -0.675 0.087 0.662 0.543
## 3 -1.029 -0.675 -0.375 -1.495 -0.641
## 4 -0.881 -0.675 -0.434 0.662 -0.866
## 5 0.035 0.513 -0.287 0.662 -0.349
## 6 1.036 1.702 -0.045 0.662 0.277
## -----------------------------------------##
## ================================================
## assess bdrms lotsize colonial llotsize
## ------------------------------------------------
## assess 1 0.4825 0.3281 0.0829 0.5717
## bdrms 0.4825 1 0.1363 0.3046 0.1695
## lotsize 0.3281 0.1363 1 0.0140 0.8079
## colonial 0.0829 0.3046 0.0140 1 0.0386
## llotsize 0.5717 0.1695 0.8079 0.0386 1
## -------------------------------------------------Calcular determinante de R
## [1] 0.1419755-Estadistico
## [1] 164.9525-Valor Critico
## [1] 18.30704-Como el VC es mayor que 0 se rechaza H0 por lo tanto hay evidencia de colinealidad en los regresores
## $chisq
## [1] 164.9525
##
## $p.value
## [1] 3.072151e-30
##
## $df
## [1] 10-Matriz de Correlación de los regresores del modelo
## assess bdrms lotsize colonial llotsize
## assess 1.00000000 0.4824739 0.32814633 0.08293582 0.5716654
## bdrms 0.48247394 1.0000000 0.13632563 0.30457549 0.1694902
## lotsize 0.32814633 0.1363256 1.00000000 0.01401865 0.8078552
## colonial 0.08293582 0.3045755 0.01401865 1.00000000 0.0386421
## llotsize 0.57166539 0.1694902 0.80785523 0.03864210 1.0000000-Inversa de la matriz de correlación R1
## assess bdrms lotsize colonial llotsize
## assess 2.1535576 -0.9010888 0.8347216 0.1520968 -1.7586001
## bdrms -0.9010888 1.5104833 -0.3640744 -0.4021983 0.5687703
## lotsize 0.8347216 -0.3640744 3.2049651 0.1130042 -3.0089889
## colonial 0.1520968 -0.4021983 0.1130042 1.1142184 -0.1531266
## llotsize -1.7586001 0.5687703 -3.0089889 -0.1531266 4.3456744-VIFs para el modelo estimado
## assess bdrms lotsize colonial llotsize
## 2.153558 1.510483 3.204965 1.114218 4.345674-Obtención de los VIFs a traves de la libreria “car”
## assess bdrms lotsize colonial llotsize
## 2.153558 1.510483 3.204965 1.114218 4.345674-Obtención de los VIFs a traves de la libreria “mctest”