1.Estimacion del modelo.
options(scipen = 9999999)
library(foreign)
library(haven)
library(stargazer)
crime <- read_dta("C:\\Users\\Emerson\\Downloads\\crime.dta")
modelo_crime<-lm(crime~poverty+single,data = crime)
stargazer(modelo_crime, type = "text", title = "Modelo Estimado")
##
## Modelo Estimado
## ===============================================
## Dependent variable:
## ---------------------------
## crime
## -----------------------------------------------
## poverty 6.787
## (8.989)
##
## single 166.373***
## (19.423)
##
## Constant -1,368.189***
## (187.205)
##
## -----------------------------------------------
## Observations 51
## R2 0.707
## Adjusted R2 0.695
## Residual Std. Error 243.610 (df = 48)
## F Statistic 57.964*** (df = 2; 48)
## ===============================================
## Note: *p<0.1; **p<0.05; ***p<0.01
2.Libreria Stargazer para modelos robustos a autocorrelacion de primer orden.
library(lmtest)
library(stargazer)
library(sandwich)
## Modelo no corregido (Por defecto) y Corregido (Calculo Robusto)
estimacion.omega <- vcovHC(modelo_crime,type = "HC1")
Robusto <- sqrt(diag(estimacion.omega))
stargazer(modelo_crime, modelo_crime, se = list(NULL, Robusto),
column.labels = c("Por Defecto", "Calculo Robusto"), align = T,
type = "text",
title="Errores Robustos a Autocorrelación de Primer Orden")
##
## Errores Robustos a Autocorrelación de Primer Orden
## ===========================================================
## Dependent variable:
## -----------------------------
## crime
## Por Defecto Calculo Robusto
## (1) (2)
## -----------------------------------------------------------
## poverty 6.787 6.787
## (8.989) (10.927)
##
## single 166.373*** 166.373***
## (19.423) (26.234)
##
## Constant -1,368.189*** -1,368.189***
## (187.205) (284.918)
##
## -----------------------------------------------------------
## Observations 51 51
## R2 0.707 0.707
## Adjusted R2 0.695 0.695
## Residual Std. Error (df = 48) 243.610 243.610
## F Statistic (df = 2; 48) 57.964*** 57.964***
## ===========================================================
## Note: *p<0.1; **p<0.05; ***p<0.01
3.Libreria Stargazer para modelos robustos a autocorrelacion de segundo orden.
estimacion.omega.2 <- NeweyWest(modelo_crime,lag = 2)
Robusto.2 <- sqrt(diag(estimacion.omega.2))
stargazer(modelo_crime,modelo_crime, se = list(NULL, Robusto.2),
column.labels = c("Por defecto", "Robusto Orden 2"), align = T,
type = "text",
title="Errores Robustos a Autocorrelación de Orden 2")
##
## Errores Robustos a Autocorrelación de Orden 2
## ===========================================================
## Dependent variable:
## -----------------------------
## crime
## Por defecto Robusto Orden 2
## (1) (2)
## -----------------------------------------------------------
## poverty 6.787 6.787
## (8.989) (10.594)
##
## single 166.373*** 166.373***
## (19.423) (25.915)
##
## Constant -1,368.189*** -1,368.189***
## (187.205) (303.847)
##
## -----------------------------------------------------------
## Observations 51 51
## R2 0.707 0.707
## Adjusted R2 0.695 0.695
## Residual Std. Error (df = 48) 243.610 243.610
## F Statistic (df = 2; 48) 57.964*** 57.964***
## ===========================================================
## Note: *p<0.1; **p<0.05; ***p<0.01