setwd("c:/vidu")
library(foreign)
dulieu <- read.dta("muanha2.dta")
head(dulieu)
##   TIME      GIADV NGANG  DAI DTICH DTN KCACH MTIEN STHUONG XEHOI SLAU PHONG
## 1    1 0.10172414   6.8  7.0   116  12  10.5     1       0     0    2     3
## 2    2 0.05309735  10.0 20.0   226  12  10.5     1       0     0    1     3
## 3    3 0.11538462   6.0 10.0    52   7  11.0     0       1     0    3     3
## 4    4 0.09200000   5.0 20.0   100  20  10.6     1       1     0    2     3
## 5    5 0.05714286   8.5 13.5   112   6   6.8     1       1     1    3     4
## 6    6 0.08989899   5.3 18.7    99  10   5.7     1       0     0    2     3

Xây dựng mô hình lồng ghép

m0 <- lm(GIADV~.,data=dulieu)
m1 <- lm(GIADV~NGANG+DAI, data=dulieu)
m2 <- lm(GIADV~NGANG + DAI + DTICH + KCACH, data=dulieu)
m3 <- lm(GIADV~NGANG + DAI + DTICH + KCACH + MTIEN + STHUONG, data=dulieu)
m4 <- lm(GIADV~NGANG + DAI + DTICH + KCACH + MTIEN + STHUONG +SLAU +PHONG, data=dulieu)
library(stargazer)
## 
## Please cite as:
##  Hlavac, Marek (2018). stargazer: Well-Formatted Regression and Summary Statistics Tables.
##  R package version 5.2.2. https://CRAN.R-project.org/package=stargazer
stargazer(m1, m2, m3, m4, type="text")
## 
## ================================================================================================================
##                                                         Dependent variable:                                     
##                     --------------------------------------------------------------------------------------------
##                                                                GIADV                                            
##                             (1)                   (2)                      (3)                     (4)          
## ----------------------------------------------------------------------------------------------------------------
## NGANG                     -0.001                 0.006*                   0.003                   0.002         
##                           (0.003)               (0.003)                  (0.003)                 (0.003)        
##                                                                                                                 
## DAI                       0.002*                0.003**                  0.002*                   0.001         
##                           (0.001)               (0.001)                  (0.001)                 (0.001)        
##                                                                                                                 
## DTICH                                          -0.0005***              -0.0005***              -0.0005***       
##                                                 (0.0001)                (0.0001)                (0.0001)        
##                                                                                                                 
## KCACH                                          -0.025***                -0.023***               -0.021***       
##                                                 (0.001)                  (0.001)                 (0.001)        
##                                                                                                                 
## MTIEN                                                                   0.063***                0.058***        
##                                                                          (0.011)                 (0.011)        
##                                                                                                                 
## STHUONG                                                                  -0.013                  -0.017         
##                                                                          (0.012)                 (0.012)        
##                                                                                                                 
## SLAU                                                                                             0.007**        
##                                                                                                  (0.003)        
##                                                                                                                 
## PHONG                                                                                             0.018         
##                                                                                                  (0.014)        
##                                                                                                                 
## Constant                 0.188***               0.358***                0.325***                0.247***        
##                           (0.023)               (0.026)                  (0.026)                 (0.049)        
##                                                                                                                 
## ----------------------------------------------------------------------------------------------------------------
## Observations                998                   998                      998                     994          
## R2                         0.003                 0.349                    0.370                   0.386         
## Adjusted R2                0.001                 0.346                    0.366                   0.381         
## Residual Std. Error  0.222 (df = 995)       0.180 (df = 993)        0.177 (df = 991)        0.175 (df = 985)    
## F Statistic         1.596 (df = 2; 995) 133.155*** (df = 4; 993) 97.106*** (df = 6; 991) 77.439*** (df = 8; 985)
## ================================================================================================================
## Note:                                                                                *p<0.1; **p<0.05; ***p<0.01

Phân tích Anova

anova(m1, m2, m3)
## Analysis of Variance Table
## 
## Model 1: GIADV ~ NGANG + DAI
## Model 2: GIADV ~ NGANG + DAI + DTICH + KCACH
## Model 3: GIADV ~ NGANG + DAI + DTICH + KCACH + MTIEN + STHUONG
##   Res.Df    RSS Df Sum of Sq       F    Pr(>F)    
## 1    995 49.094                                   
## 2    993 32.057  2   17.0371 272.176 < 2.2e-16 ***
## 3    991 31.016  2    1.0408  16.627 7.897e-08 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1