Kết nối dữ liệu
options(scipen=999)
setwd("d:/DATA2020/SieuNhanMap/dataMua")
library(readxl)
dulieu <- read_excel("TongHop.xlsx")
dulieu <-data.frame(dulieu)
head(dulieu)
## Year SME LnSME Shool Labor LnL Chuadaotao Socap Trungcap Caodang
## 1 1995 2649 7.881937 4.83 354724 12.77910 309269 19797 13736 4099
## 2 1996 2612 7.867871 5.02 400165 12.89963 348248 21965 15470 5364
## 3 1997 4795 8.475329 5.21 450385 13.01786 391889 23895 16042 6122
## 4 1998 5305 8.576405 5.42 505938 13.13417 438715 24849 17667 7589
## 5 1999 6598 8.794522 5.62 574495 13.26125 498475 26966 19214 8907
## 6 2000 8470 9.044286 5.88 642126 13.37254 553850 29450 21429 10640
## Daihoc SauDaihoc ValueAdded LnVA Capital LnK SMEH SMER
## 1 6335 1488 5251770 15.47408 43352067 17.58486 1.260332 0.007467778
## 2 7403 1715 6853910 15.74033 59585689 17.90293 1.267850 0.006527307
## 3 10939 1498 8315096 15.93358 72810331 18.10337 1.278853 0.010646447
## 4 14561 2557 12272219 16.32285 105010514 18.46957 1.304344 0.010485475
## 5 18260 2673 15065797 16.52794 107819088 18.49597 1.310742 0.011484869
## 6 22759 3998 18757290 16.74709 138775576 18.74837 1.335221 0.013190558
## LnSMEH LnSMER PCI GDP2010 GDPHH Y POP LnPOP GDPP
## 1 0.2313752 -4.897158 NA 81750 36975 10.51800 4640117 15.35025 7.968549
## 2 0.2373222 -5.031761 NA 92086 45545 10.72646 4748596 15.37336 9.591256
## 3 0.2459632 -4.542529 NA 103730 52765 10.87360 4852590 15.39502 10.873575
## 4 0.2656999 -4.557764 NA 116845 61226 11.02233 4957856 15.41648 12.349290
## 5 0.2705938 -4.466725 NA 131619 68752 11.13826 5063871 15.43764 13.576965
## 6 0.2890967 -4.328254 NA 148260 75863 11.23668 5274964 15.47848 14.381710
## EX LnEX IM LnIM Open
## 1 2597.689 7.862377 2907.114 7.974916 8.613376
## 2 3828.233 8.250159 3851.816 8.256300 8.946381
## 3 3829.848 8.250580 4095.278 8.317590 8.977793
## 4 3722.309 8.222099 3620.363 8.194330 8.901458
## 5 4646.927 8.443961 3415.564 8.136098 8.994978
## 6 6401.941 8.764357 7088.578 8.866240 9.509742
congthuc <- Y ~ LnSMEH + LnSMER + LnK + Shool + Open
Hồi quy OLS
ols <-lm(data=dulieu, congthuc)
summary(ols)
##
## Call:
## lm(formula = congthuc, data = dulieu)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.13567 -0.06176 -0.01231 0.04367 0.15186
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 8.43733 2.52022 3.348 0.00338 **
## LnSMEH 2.52545 0.78017 3.237 0.00434 **
## LnSMER 0.55706 0.25816 2.158 0.04395 *
## LnK 0.16419 0.06147 2.671 0.01510 *
## Shool -0.04152 0.14766 -0.281 0.78162
## Open 0.17994 0.08458 2.127 0.04670 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.0985 on 19 degrees of freedom
## Multiple R-squared: 0.9945, Adjusted R-squared: 0.9931
## F-statistic: 692.3 on 5 and 19 DF, p-value: < 0.00000000000000022
library(car)
## Loading required package: carData
vif(ols)
## LnSMEH LnSMER LnK Shool Open
## 8.832391 138.534684 24.960622 92.633755 44.357715
Hồi quy Robust
library(MASS)
robust <- rlm(data=dulieu, congthuc)
summary(robust)
##
## Call: rlm(formula = congthuc, data = dulieu)
## Residuals:
## Min 1Q Median 3Q Max
## -0.130674 -0.052361 -0.002523 0.049641 0.200182
##
## Coefficients:
## Value Std. Error t value
## (Intercept) 9.7783 3.4183 2.8606
## LnSMEH 2.4181 1.0582 2.2852
## LnSMER 0.6836 0.3501 1.9524
## LnK 0.1463 0.0834 1.7546
## Shool -0.0546 0.2003 -0.2724
## Open 0.1418 0.1147 1.2361
##
## Residual standard error: 0.07764 on 19 degrees of freedom
Hồi quy Ridge
library(lmridge)
##
## Attaching package: 'lmridge'
## The following object is masked from 'package:car':
##
## vif
so <-seq(0,0.1,by=.001)
ridge <-lmridge(congthuc, data=dulieu, K=so)
# kiểm tra vif theo lambda
vif(ridge)
## LnSMEH LnSMER LnK Shool Open
## k=0 8.83239 138.53468 24.96062 92.63376 44.35772
## k=0.001 7.78720 97.27640 23.23521 68.08727 39.17486
## k=0.002 7.12634 72.37931 21.75046 52.84438 34.89515
## k=0.003 6.66985 56.15582 20.44068 42.61626 31.31285
## k=0.004 6.33259 44.96672 19.26802 35.35340 28.28006
## k=0.005 6.06999 36.90555 18.20780 29.96990 25.68717
## k=0.006 5.85683 30.89363 17.24250 25.84340 23.45116
## k=0.007 5.67797 26.28255 16.35890 22.59443 21.50801
## k=0.008 5.52382 22.66298 15.54659 19.97981 19.80767
## k=0.009 5.38806 19.76586 14.79714 17.83711 18.31046
## k=0.01 5.26639 17.40824 14.10354 16.05411 16.98460
## k=0.011 5.15580 15.46206 13.45991 14.55093 15.80437
## k=0.012 5.05409 13.83543 12.86121 13.26931 14.74876
## k=0.013 4.95966 12.46098 12.30309 12.16582 13.80044
## k=0.014 4.87128 11.28835 11.78176 11.20746 12.94505
## k=0.015 4.78804 10.27927 11.29391 10.36876 12.17057
## k=0.016 4.70919 9.40421 10.83661 9.62973 11.46690
## k=0.017 4.63416 8.64008 10.40727 8.97454 10.82548
## k=0.018 4.56249 7.96861 10.00358 8.39043 10.23902
## k=0.019 4.49380 7.37517 9.62348 7.86706 9.70127
## k=0.02 4.42778 6.84793 9.26511 7.39595 9.20688
## k=0.021 4.36417 6.37726 8.92681 6.97009 8.75120
## k=0.022 4.30275 5.95522 8.60708 6.58364 8.33021
## k=0.023 4.24334 5.57523 8.30456 6.23168 7.94039
## k=0.024 4.18577 5.23180 8.01800 5.91008 7.57869
## k=0.025 4.12992 4.92033 7.74629 5.61529 7.24239
## k=0.026 4.07566 4.63690 7.48839 5.34432 6.92912
## k=0.027 4.02289 4.37820 7.24339 5.09455 6.63678
## k=0.028 3.97151 4.14140 7.01041 4.86374 6.36351
## k=0.029 3.92145 3.92405 6.78867 4.64996 6.10764
## k=0.03 3.87263 3.72405 6.57746 4.45149 5.86770
## k=0.031 3.82498 3.53957 6.37611 4.26686 5.64237
## k=0.032 3.77846 3.36903 6.18401 4.09476 5.43045
## k=0.033 3.73299 3.21103 6.00060 3.93403 5.23087
## k=0.034 3.68854 3.06437 5.82535 3.78366 5.04269
## k=0.035 3.64506 2.92795 5.65778 3.64273 4.86501
## k=0.036 3.60251 2.80085 5.49745 3.51045 4.69707
## k=0.037 3.56084 2.68221 5.34395 3.38608 4.53815
## k=0.038 3.52004 2.57130 5.19687 3.26899 4.38760
## k=0.039 3.48005 2.46744 5.05588 3.15859 4.24482
## k=0.04 3.44086 2.37004 4.92064 3.05436 4.10928
## k=0.041 3.40244 2.27857 4.79083 2.95584 3.98049
## k=0.042 3.36475 2.19255 4.66617 2.86259 3.85800
## k=0.043 3.32777 2.11155 4.54639 2.77423 3.74139
## k=0.044 3.29149 2.03518 4.43123 2.69041 3.63029
## k=0.045 3.25587 1.96309 4.32046 2.61081 3.52434
## k=0.046 3.22090 1.89497 4.21385 2.53514 3.42323
## k=0.047 3.18656 1.83051 4.11121 2.46313 3.32666
## k=0.048 3.15283 1.76947 4.01233 2.39454 3.23435
## k=0.049 3.11969 1.71159 3.91702 2.32915 3.14605
## k=0.05 3.08712 1.65667 3.82513 2.26675 3.06153
## k=0.051 3.05511 1.60449 3.73649 2.20715 2.98057
## k=0.052 3.02365 1.55489 3.65094 2.15018 2.90296
## k=0.053 2.99271 1.50768 3.56835 2.09568 2.82853
## k=0.054 2.96229 1.46271 3.48857 2.04351 2.75710
## k=0.055 2.93238 1.41985 3.41148 1.99352 2.68850
## k=0.056 2.90295 1.37896 3.33697 1.94559 2.62258
## k=0.057 2.87399 1.33992 3.26491 1.89961 2.55920
## k=0.058 2.84550 1.30263 3.19520 1.85546 2.49824
## k=0.059 2.81747 1.26696 3.12774 1.81304 2.43956
## k=0.06 2.78988 1.23284 3.06243 1.77226 2.38305
## k=0.061 2.76272 1.20016 2.99918 1.73303 2.32860
## k=0.062 2.73598 1.16886 2.93790 1.69527 2.27612
## k=0.063 2.70965 1.13885 2.87852 1.65890 2.22550
## k=0.064 2.68373 1.11006 2.82096 1.62386 2.17665
## k=0.065 2.65819 1.08242 2.76513 1.59007 2.12950
## k=0.066 2.63305 1.05588 2.71098 1.55747 2.08396
## k=0.067 2.60828 1.03037 2.65844 1.52601 2.03996
## k=0.068 2.58388 1.00584 2.60743 1.49562 1.99743
## k=0.069 2.55984 0.98225 2.55791 1.46627 1.95630
## k=0.07 2.53615 0.95953 2.50982 1.43789 1.91652
## k=0.071 2.51280 0.93766 2.46310 1.41045 1.87801
## k=0.072 2.48980 0.91658 2.41769 1.38390 1.84073
## k=0.073 2.46712 0.89626 2.37356 1.35820 1.80462
## k=0.074 2.44477 0.87667 2.33065 1.33331 1.76963
## k=0.075 2.42274 0.85776 2.28892 1.30921 1.73572
## k=0.076 2.40102 0.83951 2.24832 1.28584 1.70284
## k=0.077 2.37960 0.82188 2.20881 1.26318 1.67095
## k=0.078 2.35848 0.80485 2.17037 1.24121 1.64001
## k=0.079 2.33765 0.78839 2.13294 1.21989 1.60997
## k=0.08 2.31711 0.77247 2.09649 1.19919 1.58082
## k=0.081 2.29685 0.75707 2.06099 1.17910 1.55250
## k=0.082 2.27687 0.74217 2.02640 1.15957 1.52499
## k=0.083 2.25716 0.72774 1.99270 1.14061 1.49825
## k=0.084 2.23771 0.71377 1.95985 1.12217 1.47226
## k=0.085 2.21853 0.70023 1.92782 1.10424 1.44699
## k=0.086 2.19960 0.68712 1.89660 1.08680 1.42241
## k=0.087 2.18092 0.67440 1.86614 1.06983 1.39850
## k=0.088 2.16248 0.66206 1.83644 1.05332 1.37522
## k=0.089 2.14429 0.65010 1.80745 1.03724 1.35257
## k=0.09 2.12634 0.63848 1.77916 1.02159 1.33051
## k=0.091 2.10862 0.62721 1.75155 1.00633 1.30902
## k=0.092 2.09113 0.61626 1.72459 0.99147 1.28809
## k=0.093 2.07386 0.60563 1.69827 0.97699 1.26770
## k=0.094 2.05682 0.59530 1.67256 0.96286 1.24782
## k=0.095 2.03999 0.58526 1.64745 0.94909 1.22844
## k=0.096 2.02337 0.57549 1.62291 0.93565 1.20954
## k=0.097 2.00696 0.56600 1.59893 0.92254 1.19111
## k=0.098 1.99076 0.55676 1.57550 0.90975 1.17312
## k=0.099 1.97476 0.54777 1.55259 0.89726 1.15558
## k=0.1 1.95897 0.53903 1.53019 0.88507 1.13845
kest(ridge)
## Ridge k from different Authors
##
## k values
## Thisted (1976): 0.00254
## Dwividi & Srivastava (1978): 0.00085
## LW (lm.ridge) 0.02058
## LW (1976) 0.00137
## HKB (1975) 0.00423
## Kibria (2003) (AM) 0.03031
## Minimum GCV at 0.05500
## Minimum CV at 0.07400
## Kibria 2003 (GM): 0.03175
## Kibria 2003 (MED): 0.03717
## Muniz et al. 2009 (KM2): 27.55111
## Muniz et al. 2009 (KM3): 1.00892
## Muniz et al. 2009 (KM4): 5.61172
## Muniz et al. 2009 (KM5): 0.17820
## Muniz et al. 2009 (KM6): 5.18681
## Mansson et al. 2012 (KMN8): 27.62667
## Mansson et al. 2012 (KMN9): 0.44058
## Mansson et al. 2012 (KMN10): 7.23399
## Mansson et al. 2012 (KMN11): 0.13824
## Mansson et al. 2012 (KMN12): 5.57425
## Dorugade et al. 2010: 0.00000
## Dorugade et al. 2014: 0.00000
rstats1(ridge) ->Ketqua
Ketqua
##
## Ridge Regression Statistics 1:
##
## Variance Bias^2 MSE rsigma2 F R2 adj-R2 CN
## K=0 2.8510 0.0000 2.8510 0.0092 728.7577 0.9945 0.9934 980.1984
## K=0.001 2.1737 0.1051 2.2787 0.0092 727.9093 0.9939 0.9927 814.0597
## K=0.002 1.7477 0.3079 2.0555 0.0092 726.3653 0.9934 0.9921 696.1200
## K=0.003 1.4568 0.5294 1.9862 0.0093 724.7952 0.9929 0.9915 608.0617
## K=0.004 1.2461 0.7428 1.9889 0.0093 723.4062 0.9925 0.9910 539.8054
## K=0.005 1.0866 0.9397 2.0263 0.0093 722.2359 0.9920 0.9904 485.3468
## K=0.006 0.9619 1.1181 2.0800 0.0093 721.2757 0.9916 0.9899 440.8863
## K=0.007 0.8616 1.2789 2.1405 0.0093 720.4975 0.9911 0.9894 403.9020
## K=0.008 0.7793 1.4236 2.2029 0.0093 719.8746 0.9907 0.9888 372.6544
## K=0.009 0.7105 1.5541 2.2646 0.0093 719.3770 0.9903 0.9883 345.9049
## K=0.01 0.6522 1.6720 2.3243 0.0093 718.9864 0.9899 0.9878 322.7473
## K=0.011 0.6022 1.7790 2.3812 0.0093 718.6800 0.9894 0.9873 302.5038
## K=0.012 0.5588 1.8764 2.4352 0.0093 718.4410 0.9890 0.9868 284.6569
## K=0.013 0.5208 1.9653 2.4861 0.0094 718.2616 0.9886 0.9863 268.8047
## K=0.014 0.4873 2.0468 2.5341 0.0094 718.1247 0.9882 0.9858 254.6305
## K=0.015 0.4574 2.1217 2.5792 0.0094 718.0240 0.9878 0.9853 241.8813
## K=0.016 0.4308 2.1908 2.6216 0.0094 717.9515 0.9873 0.9848 230.3525
## K=0.017 0.4068 2.2548 2.6616 0.0094 717.9023 0.9869 0.9843 219.8769
## K=0.018 0.3852 2.3141 2.6992 0.0094 717.8678 0.9865 0.9838 210.3164
## K=0.019 0.3655 2.3692 2.7347 0.0094 717.8484 0.9861 0.9833 201.5561
## K=0.02 0.3476 2.4207 2.7682 0.0094 717.8361 0.9857 0.9828 193.4997
## K=0.021 0.3311 2.4687 2.7999 0.0094 717.8305 0.9853 0.9823 186.0655
## K=0.022 0.3161 2.5137 2.8298 0.0094 717.8263 0.9849 0.9818 179.1842
## K=0.023 0.3022 2.5560 2.8582 0.0094 717.8240 0.9844 0.9813 172.7962
## K=0.024 0.2894 2.5957 2.8851 0.0094 717.8245 0.9840 0.9808 166.8505
## K=0.025 0.2775 2.6331 2.9106 0.0094 717.8171 0.9836 0.9804 161.3025
## K=0.026 0.2664 2.6685 2.9349 0.0094 717.8086 0.9832 0.9799 156.1137
## K=0.027 0.2562 2.7018 2.9580 0.0094 717.7921 0.9828 0.9794 151.2502
## K=0.028 0.2466 2.7334 2.9800 0.0094 717.7707 0.9824 0.9789 146.6825
## K=0.029 0.2376 2.7634 3.0010 0.0094 717.7435 0.9820 0.9784 142.3843
## K=0.03 0.2292 2.7919 3.0211 0.0094 717.7067 0.9816 0.9779 138.3325
## K=0.031 0.2213 2.8189 3.0403 0.0094 717.6631 0.9812 0.9774 134.5064
## K=0.032 0.2139 2.8447 3.0586 0.0094 717.6099 0.9808 0.9769 130.8877
## K=0.033 0.2070 2.8692 3.0762 0.0094 717.5476 0.9804 0.9764 127.4601
## K=0.034 0.2004 2.8926 3.0930 0.0094 717.4769 0.9799 0.9759 124.2086
## K=0.035 0.1942 2.9150 3.1092 0.0094 717.3945 0.9795 0.9754 121.1202
## K=0.036 0.1883 2.9364 3.1247 0.0094 717.3021 0.9791 0.9750 118.1829
## K=0.037 0.1827 2.9569 3.1396 0.0094 717.1984 0.9787 0.9745 115.3857
## K=0.038 0.1775 2.9765 3.1539 0.0094 717.0866 0.9783 0.9740 112.7190
## K=0.039 0.1724 2.9953 3.1677 0.0094 716.9636 0.9779 0.9735 110.1738
## K=0.04 0.1677 3.0134 3.1810 0.0094 716.8265 0.9775 0.9730 107.7420
## K=0.041 0.1632 3.0307 3.1939 0.0094 716.6799 0.9771 0.9725 105.4161
## K=0.042 0.1588 3.0474 3.2062 0.0094 716.5244 0.9767 0.9720 103.1895
## K=0.043 0.1547 3.0634 3.2182 0.0094 716.3554 0.9763 0.9716 101.0558
## K=0.044 0.1508 3.0789 3.2297 0.0094 716.1752 0.9759 0.9711 99.0094
## K=0.045 0.1470 3.0938 3.2408 0.0094 715.9857 0.9755 0.9706 97.0451
## K=0.046 0.1435 3.1081 3.2516 0.0094 715.7823 0.9751 0.9701 95.1579
## K=0.047 0.1400 3.1220 3.2620 0.0094 715.5695 0.9747 0.9696 93.3435
## K=0.048 0.1367 3.1354 3.2721 0.0094 715.3442 0.9743 0.9691 91.5977
## K=0.049 0.1336 3.1483 3.2819 0.0094 715.1079 0.9739 0.9687 89.9166
## K=0.05 0.1306 3.1608 3.2914 0.0094 714.8612 0.9735 0.9682 88.2968
## K=0.051 0.1277 3.1729 3.3005 0.0094 714.6019 0.9731 0.9677 86.7350
## K=0.052 0.1249 3.1846 3.3095 0.0094 714.3327 0.9727 0.9672 85.2281
## K=0.053 0.1222 3.1959 3.3181 0.0094 714.0521 0.9723 0.9667 83.7732
## K=0.054 0.1196 3.2069 3.3265 0.0094 713.7592 0.9719 0.9662 82.3677
## K=0.055 0.1172 3.2175 3.3347 0.0094 713.4558 0.9715 0.9658 81.0092
## K=0.056 0.1148 3.2278 3.3426 0.0094 713.1428 0.9711 0.9653 79.6953
## K=0.057 0.1125 3.2378 3.3503 0.0094 712.8161 0.9707 0.9648 78.4238
## K=0.058 0.1103 3.2475 3.3578 0.0094 712.4829 0.9703 0.9643 77.1928
## K=0.059 0.1081 3.2570 3.3651 0.0094 712.1356 0.9699 0.9638 76.0003
## K=0.06 0.1061 3.2662 3.3722 0.0094 711.7776 0.9695 0.9634 74.8446
## K=0.061 0.1041 3.2751 3.3791 0.0094 711.4087 0.9691 0.9629 73.7239
## K=0.062 0.1022 3.2837 3.3859 0.0094 711.0331 0.9687 0.9624 72.6368
## K=0.063 0.1003 3.2922 3.3925 0.0095 710.6433 0.9683 0.9619 71.5816
## K=0.064 0.0985 3.3004 3.3989 0.0095 710.2439 0.9679 0.9614 70.5571
## K=0.065 0.0968 3.3084 3.4051 0.0095 709.8343 0.9675 0.9610 69.5620
## K=0.066 0.0951 3.3162 3.4112 0.0095 709.4144 0.9671 0.9605 68.5948
## K=0.067 0.0934 3.3237 3.4172 0.0095 708.9840 0.9667 0.9600 67.6546
## K=0.068 0.0919 3.3311 3.4230 0.0095 708.5444 0.9663 0.9595 66.7402
## K=0.069 0.0903 3.3383 3.4287 0.0095 708.0959 0.9659 0.9591 65.8506
## K=0.07 0.0888 3.3454 3.4342 0.0095 707.6335 0.9655 0.9586 64.9847
## K=0.071 0.0874 3.3522 3.4396 0.0095 707.1642 0.9651 0.9581 64.1416
## K=0.072 0.0860 3.3589 3.4449 0.0095 706.6825 0.9647 0.9576 63.3204
## K=0.073 0.0846 3.3654 3.4501 0.0095 706.1952 0.9643 0.9571 62.5204
## K=0.074 0.0833 3.3718 3.4551 0.0095 705.6950 0.9639 0.9567 61.7406
## K=0.075 0.0821 3.3780 3.4601 0.0095 705.1871 0.9635 0.9562 60.9803
## K=0.076 0.0808 3.3841 3.4649 0.0095 704.6703 0.9631 0.9557 60.2389
## K=0.077 0.0796 3.3901 3.4697 0.0095 704.1421 0.9627 0.9552 59.5155
## K=0.078 0.0784 3.3959 3.4743 0.0095 703.6069 0.9623 0.9548 58.8096
## K=0.079 0.0773 3.4016 3.4789 0.0096 703.0604 0.9619 0.9543 58.1205
## K=0.08 0.0762 3.4072 3.4833 0.0096 702.5049 0.9615 0.9538 57.4477
## K=0.081 0.0751 3.4126 3.4877 0.0096 701.9419 0.9611 0.9534 56.7905
## K=0.082 0.0740 3.4179 3.4920 0.0096 701.3667 0.9607 0.9529 56.1484
## K=0.083 0.0730 3.4232 3.4962 0.0096 700.7870 0.9603 0.9524 55.5210
## K=0.084 0.0720 3.4283 3.5003 0.0096 700.1949 0.9599 0.9519 54.9077
## K=0.085 0.0710 3.4333 3.5043 0.0096 699.5955 0.9596 0.9515 54.3080
## K=0.086 0.0701 3.4382 3.5082 0.0096 698.9891 0.9592 0.9510 53.7215
## K=0.087 0.0692 3.4430 3.5121 0.0096 698.3714 0.9588 0.9505 53.1478
## K=0.088 0.0682 3.4477 3.5159 0.0096 697.7460 0.9584 0.9500 52.5864
## K=0.089 0.0674 3.4523 3.5196 0.0096 697.1136 0.9580 0.9496 52.0370
## K=0.09 0.0665 3.4568 3.5233 0.0096 696.4723 0.9576 0.9491 51.4992
## K=0.091 0.0657 3.4612 3.5269 0.0097 695.8211 0.9572 0.9486 50.9725
## K=0.092 0.0648 3.4656 3.5304 0.0097 695.1653 0.9568 0.9482 50.4568
## K=0.093 0.0640 3.4699 3.5339 0.0097 694.4996 0.9564 0.9477 49.9516
## K=0.094 0.0633 3.4741 3.5373 0.0097 693.8252 0.9560 0.9472 49.4566
## K=0.095 0.0625 3.4782 3.5407 0.0097 693.1436 0.9556 0.9468 48.9715
## K=0.096 0.0618 3.4822 3.5440 0.0097 692.4531 0.9552 0.9463 48.4960
## K=0.097 0.0610 3.4862 3.5472 0.0097 691.7556 0.9548 0.9458 48.0299
## K=0.098 0.0603 3.4901 3.5504 0.0097 691.0539 0.9545 0.9453 47.5728
## K=0.099 0.0596 3.4939 3.5535 0.0097 690.3400 0.9541 0.9449 47.1246
## K=0.1 0.0589 3.4976 3.5566 0.0097 689.6207 0.9537 0.9444 46.6848
infocr(ridge)
## AIC BIC
## K=0 -112.7466 -26.18038
## K=0.001 -113.2140 -26.97601
## K=0.002 -113.4972 -27.51608
## K=0.003 -113.6900 -27.91865
## K=0.004 -113.8334 -28.23902
## K=0.005 -113.9475 -28.50559
## K=0.006 -114.0427 -28.73467
## K=0.007 -114.1249 -28.93591
## K=0.008 -114.1978 -29.11583
## K=0.009 -114.2634 -29.27858
## K=0.01 -114.3234 -29.42742
## K=0.011 -114.3787 -29.56443
## K=0.012 -114.4299 -29.69127
## K=0.013 -114.4778 -29.80952
## K=0.014 -114.5226 -29.91994
## K=0.015 -114.5647 -30.02356
## K=0.016 -114.6044 -30.12100
## K=0.017 -114.6418 -30.21296
## K=0.018 -114.6770 -30.29969
## K=0.019 -114.7104 -30.38197
## K=0.02 -114.7418 -30.45988
## K=0.021 -114.7717 -30.53396
## K=0.022 -114.7998 -30.60418
## K=0.023 -114.8265 -30.67107
## K=0.024 -114.8518 -30.73498
## K=0.025 -114.8755 -30.79560
## K=0.026 -114.8981 -30.85358
## K=0.027 -114.9193 -30.90878
## K=0.028 -114.9393 -30.96150
## K=0.029 -114.9581 -31.01191
## K=0.03 -114.9758 -31.05996
## K=0.031 -114.9925 -31.10596
## K=0.032 -115.0080 -31.14985
## K=0.033 -115.0226 -31.19179
## K=0.034 -115.0362 -31.23197
## K=0.035 -115.0488 -31.27025
## K=0.036 -115.0605 -31.30682
## K=0.037 -115.0713 -31.34175
## K=0.038 -115.0813 -31.37517
## K=0.039 -115.0904 -31.40707
## K=0.04 -115.0986 -31.43736
## K=0.041 -115.1060 -31.46630
## K=0.042 -115.1128 -31.49399
## K=0.043 -115.1186 -31.52024
## K=0.044 -115.1238 -31.54525
## K=0.045 -115.1282 -31.56907
## K=0.046 -115.1319 -31.59161
## K=0.047 -115.1350 -31.61308
## K=0.048 -115.1372 -31.63330
## K=0.049 -115.1389 -31.65244
## K=0.05 -115.1399 -31.67062
## K=0.051 -115.1402 -31.68770
## K=0.052 -115.1399 -31.70376
## K=0.053 -115.1390 -31.71886
## K=0.054 -115.1374 -31.73297
## K=0.055 -115.1353 -31.74610
## K=0.056 -115.1325 -31.75842
## K=0.057 -115.1292 -31.76970
## K=0.058 -115.1254 -31.78034
## K=0.059 -115.1209 -31.78997
## K=0.06 -115.1158 -31.79875
## K=0.061 -115.1102 -31.80669
## K=0.062 -115.1042 -31.81403
## K=0.063 -115.0976 -31.82042
## K=0.064 -115.0904 -31.82607
## K=0.065 -115.0827 -31.83097
## K=0.066 -115.0745 -31.83513
## K=0.067 -115.0658 -31.83858
## K=0.068 -115.0567 -31.84132
## K=0.069 -115.0471 -31.84347
## K=0.07 -115.0368 -31.84470
## K=0.071 -115.0262 -31.84541
## K=0.072 -115.0151 -31.84532
## K=0.073 -115.0036 -31.84478
## K=0.074 -114.9915 -31.84346
## K=0.075 -114.9791 -31.84162
## K=0.076 -114.9662 -31.83916
## K=0.077 -114.9528 -31.83600
## K=0.078 -114.9390 -31.83235
## K=0.079 -114.9247 -31.82804
## K=0.08 -114.9101 -31.82313
## K=0.081 -114.8950 -31.81772
## K=0.082 -114.8794 -31.81157
## K=0.083 -114.8635 -31.80508
## K=0.084 -114.8471 -31.79789
## K=0.085 -114.8304 -31.79022
## K=0.086 -114.8133 -31.78211
## K=0.087 -114.7957 -31.77332
## K=0.088 -114.7778 -31.76405
## K=0.089 -114.7595 -31.75437
## K=0.09 -114.7407 -31.74410
## K=0.091 -114.7216 -31.73329
## K=0.092 -114.7022 -31.72212
## K=0.093 -114.6823 -31.71044
## K=0.094 -114.6621 -31.69818
## K=0.095 -114.6415 -31.68552
## K=0.096 -114.6205 -31.67232
## K=0.097 -114.5992 -31.65870
## K=0.098 -114.5776 -31.64478
## K=0.099 -114.5556 -31.63022
## K=0.1 -114.5332 -31.61526
min(Ketqua$mse)
## [1] 1.986154
kq1<-lmridge(congthuc, data=dulieu, K=0.02)
summary(kq1)
##
## Call:
## lmridge.default(formula = congthuc, data = dulieu, K = 0.02)
##
##
## Coefficients: for Ridge parameter K= 0.02
## Estimate Estimate (Sc) StdErr (Sc) t-value (Sc) Pr(>|t|)
## Intercept 6.4743 -29.2257 7.1152 -4.1075 0.0005
## LnSMEH 3.0301 1.1369 0.2035 5.5855 <0.0000000000000002
## LnSMER 0.3104 1.3939 0.2531 5.5065 <0.0000000000000002
## LnK 0.1617 1.2943 0.2944 4.3959 0.0003
## Shool 0.1247 0.8008 0.2631 3.0440 0.0062
## Open 0.1626 1.2615 0.2935 4.2979 0.0003
##
## Intercept ***
## LnSMEH ***
## LnSMER ***
## LnK ***
## Shool **
## Open ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Ridge Summary
## R2 adj-R2 DF ridge F AIC BIC
## 0.98570 0.98280 3.12589 717.83606 -114.74185 -30.45988
## Ridge minimum MSE= 2.768224 at K= 0.02
## P-value for F-test ( 3.12589 , 21.13123 ) = 0.000000000000000000001558635
## -------------------------------------------------------------------
vif(kq1)
## LnSMEH LnSMER LnK Shool Open
## k=0.02 4.42778 6.84793 9.26511 7.39595 9.20688
Hồi quy NP
#library(np)
#np1 <- npreg(congthuc, regtype = "ll", bwmethod = "cv.aic", gradients = TRUE, data = dulieu)
#summary(np1)
#npsigtest(np1)
Hoi quy duong cong
library(npreg)
np2 <-gsm(congthuc, data=dulieu, family = gaussian, method="GCV")
np2
##
## Call:
## gsm(formula = congthuc, family = gaussian, data = dulieu, method = "GCV")
##
## Smoothing Parameter: spar = 0.00009994644 lambda = 0.00000005970383
## Equivalent Degrees of Freedom (Df): 24.98551
## Penalized Criterion (deviance): 0.000000005241091
## Generalized Cross-Validation (GCV): -77.79899
summary(np2)
##
## Call:
## gsm(formula = congthuc, family = gaussian, data = dulieu, method = "GCV")
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.00003636822 -0.00000923506 0.00000007564 0.00000588914 0.00004256963
##
## Approx. Signif. of Parametric Effects:
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) 12.296084 0.05148 238.83102 0.000000000000000 ***
## LnSMEH 0.563492 0.24237 2.32493 0.020075605845795 *
## LnSMER -0.002991 0.21739 -0.01376 0.989020487326352
## LnK 0.583427 0.20373 2.86379 0.004186092294576 **
## Shool 2.002288 0.28301 7.07487 0.000000000001496 ***
## Open 0.472686 0.23406 2.01952 0.043433382001969 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Approx. Signif. of Nonparametric Effects:
## Df Sum Sq Chi Sq p.value
## s(LnSMEH) 17561.38680 0.020331187415 0.0000011577 1
## s(LnSMER) 9360.79783 0.006095303008 0.0000006512 1
## s(LnK) 13246.68726 0.075837469335 0.0000057250 1
## s(Shool) 11309.86724 0.039389746359 0.0000034828 1
## s(Open) 7956.57192 0.042676729668 0.0000053637 1
## Residuals 0.01449 0.000000005241
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Dispersion Parameter: 0.0000003617, Deviance Explained: 1
## Multiple R-squared: 1, Adjusted R-squared: 1