# Estimación del Modelo
options(scipen = 9999999)
library(stargazer)
library(foreign)
library(haven)
crime <- read_dta("C:/Users/Rene/Downloads/crime.dta")
modelo_crime<-lm(crime~poverty+single,data = crime)
stargazer(modelo_crime,type = "text",title = "Estimación del modelo crime")
##
## Estimación del modelo crime
## ===============================================
## 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
Modelo sin corregir
options(scipen = 999999)
library(lmtest)
modelo_no_corregido<-coeftest(modelo_crime)
print(modelo_no_corregido)
##
## t test of coefficients:
##
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -1368.1887 187.2052 -7.3085 0.00000000247861 ***
## poverty 6.7874 8.9885 0.7551 0.4539
## single 166.3727 19.4229 8.5658 0.00000000003117 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
corregido (usando un estimador HAC)
library(lmtest)
library(sandwich)
estimacion_omega<-vcovHC(modelo_crime,type ="HC0")
modelo_corregido<-coeftest(modelo_crime,vcov. = estimacion_omega)
print(modelo_corregido)
##
## t test of coefficients:
##
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -1368.1887 276.4111 -4.9498 0.00000956181 ***
## poverty 6.7874 10.6010 0.6403 0.5251
## single 166.3727 25.4510 6.5370 0.00000003774 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Comparación
Aplicación de la librería stargazer para presentar modelos corregidos con estimadores HAC
Libreria Stargazer para autocorrelación 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("sin corregir", "Calculo corregido"), align = T,
type = "text",
title="Errores Autocorrelación de Primer Orden")
##
## Errores Autocorrelación de Primer Orden
## =============================================================
## Dependent variable:
## -------------------------------
## crime
## sin corregir Calculo corregido
## (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("sin corregir", "Calculo corregido"), align = T,
type = "text",
title="Errores Autocorrelación de Orden 2")
##
## Errores Autocorrelación de Orden 2
## =============================================================
## Dependent variable:
## -------------------------------
## crime
## sin corregir Calculo corregido
## (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