Importación de Datos
options(scipen = 999999)
library(foreign)
datos_regresion <- read.dta("https://stats.idre.ucla.edu/stat/data/crime.dta")
Estimación del modelo
modelo_crime<-lm(crime~poverty+single,data=datos_regresion)
Aplicación de la libreria “stargazer”, para presentar modelos corregidos con estimadores HAC
library(sandwich)
cov<- vcovHC(modelo_crime, type = "HC")
robust_se <- sqrt(diag(cov))
Salida stargazer
library(stargazer)
stargazer(modelo_crime,type = "html",se=list(NULL,robust_se),column.labels=c("default","robust"),align=TRUE)
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Dependent variable:
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crime
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default
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poverty
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6.787
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(8.989)
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single
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166.373***
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(19.423)
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Constant
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-1,368.189***
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(187.205)
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Observations
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51
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R2
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0.707
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Adjusted R2
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0.695
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Residual Std. Error
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243.610 (df = 48)
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F Statistic
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57.964*** (df = 2; 48)
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Note:
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p<0.1; p<0.05; p<0.01
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