Data 621 LMR Exercise 8.2
Anthony Pagan
11/03/2019
Fit model with all data model, suggested model, backward elimination model and GLS Model
## (Intercept) year unemployed femlab marriage
## 380.14760821 -0.20311583 -0.04932648 0.80792815 0.14977368
## birth military
## -0.11694569 -0.04276370##
## Call:
## lm(formula = divorce ~ ., data = divusa)
##
## Residuals:
## Min 1Q Median 3Q Max
## -2.9087 -0.9212 -0.0935 0.7447 3.4689
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 380.14761 99.20371 3.832 0.000274 ***
## year -0.20312 0.05333 -3.809 0.000297 ***
## unemployed -0.04933 0.05378 -0.917 0.362171
## femlab 0.80793 0.11487 7.033 1.09e-09 ***
## marriage 0.14977 0.02382 6.287 2.42e-08 ***
## birth -0.11695 0.01470 -7.957 2.19e-11 ***
## military -0.04276 0.01372 -3.117 0.002652 **
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.513 on 70 degrees of freedom
## Multiple R-squared: 0.9344, Adjusted R-squared: 0.9288
## F-statistic: 166.2 on 6 and 70 DF, p-value: < 2.2e-16
##
## Correlation of Coefficients:
## (Intercept) year unemployed femlab marriage birth
## year -1.00
## unemployed 0.28 -0.30
## femlab 0.96 -0.97 0.44
## marriage 0.32 -0.34 0.44 0.46
## birth 0.22 -0.23 0.51 0.35 -0.08
## military -0.31 0.31 0.12 -0.31 -0.29 0.00## [1] 0.8096302## (Intercept) unemployed femlab marriage birth military
## 2.48784460 -0.11125201 0.38364928 0.11867431 -0.12995915 -0.02673402##
## Call:
## lm(formula = divorce ~ unemployed + femlab + marriage + birth +
## military, data = divusa)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.8611 -0.8916 -0.0496 0.8650 3.8300
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 2.48784 3.39378 0.733 0.4659
## unemployed -0.11125 0.05592 -1.989 0.0505 .
## femlab 0.38365 0.03059 12.543 < 2e-16 ***
## marriage 0.11867 0.02441 4.861 6.77e-06 ***
## birth -0.12996 0.01560 -8.333 4.03e-12 ***
## military -0.02673 0.01425 -1.876 0.0647 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.65 on 71 degrees of freedom
## Multiple R-squared: 0.9208, Adjusted R-squared: 0.9152
## F-statistic: 165.1 on 5 and 71 DF, p-value: < 2.2e-16
##
## Correlation of Coefficients:
## (Intercept) unemployed femlab marriage birth
## unemployed -0.75
## femlab -0.93 0.65
## marriage -0.69 0.37 0.57
## birth -0.55 0.47 0.51 -0.17
## military 0.02 0.24 -0.06 -0.21 0.07## [1] 0.8469792## (Intercept) femlab marriage birth
## -1.5454514 0.4133743 0.1260944 -0.1162736##
## Call:
## lm(formula = divorce ~ femlab + marriage + birth, data = divusa)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.6923 -1.1934 -0.0534 1.2265 3.6701
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -1.54545 2.21247 -0.699 0.487
## femlab 0.41337 0.02275 18.174 < 2e-16 ***
## marriage 0.12609 0.02199 5.735 2.07e-07 ***
## birth -0.11627 0.01412 -8.235 5.10e-12 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.695 on 73 degrees of freedom
## Multiple R-squared: 0.9141, Adjusted R-squared: 0.9106
## F-statistic: 258.9 on 3 and 73 DF, p-value: < 2.2e-16
##
## Correlation of Coefficients:
## (Intercept) femlab marriage
## femlab -0.86
## marriage -0.62 0.41
## birth -0.35 0.30 -0.46## [1] 0.8788265## (Intercept) unemployed femlab marriage birth military
## -2.51982658 0.10431164 0.19605155 0.16215872 -0.04291985 0.02766860## Generalized least squares fit by REML
## Model: divorce ~ unemployed + femlab + marriage + birth + military
## Data: na.omit(divusa)
## AIC BIC logLik
## 201.8434 219.9448 -92.9217
##
## Correlation Structure: AR(1)
## Formula: ~year
## Parameter estimate(s):
## Phi
## 1
##
## Coefficients:
## Value Std.Error t-value p-value
## (Intercept) -2.5198266 23854.956 -0.000106 0.9999
## unemployed 0.1043116 0.045 2.306631 0.0240
## femlab 0.1960515 0.122 1.608821 0.1121
## marriage 0.1621587 0.023 7.173928 0.0000
## birth -0.0429199 0.022 -1.936118 0.0568
## military 0.0276686 0.015 1.795362 0.0769
##
## Correlation:
## (Intr) unmply femlab marrig birth
## unemployed 0.000
## femlab 0.000 0.221
## marriage 0.000 0.610 0.282
## birth 0.000 0.026 -0.075 -0.105
## military 0.000 0.374 -0.480 0.454 0.195
##
## Standardized residuals:
## Min Q1 Med Q3 Max
## -0.0002462262 -0.0001788272 -0.0001362008 0.0001930954 0.0003007827
##
## Residual standard error: 23854.96
## Degrees of freedom: 77 total; 71 residual## [1] 0.9879491
