library(readxl)
library(lmtest)
## Loading required package: zoo
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
library(dplyr)
##
## Attaching package: 'dplyr'
## The following objects are masked from 'package:stats':
##
## filter, lag
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union
library(ggplot2)
library(olsrr)
##
## Attaching package: 'olsrr'
## The following object is masked from 'package:datasets':
##
## rivers
library(car)
## Loading required package: carData
##
## Attaching package: 'car'
## The following object is masked from 'package:dplyr':
##
## recode
library(gvlma)
datos <- read_excel('datos20221_2.xlsx')
attach(datos)
modelo <-lm(PMF~MS)
modelo
##
## Call:
## lm(formula = PMF ~ MS)
##
## Coefficients:
## (Intercept) MS
## -210.00 25.11
n=length(PMF)
summary(modelo)$sigma -> sigma
sqrt(sigma**2*(1/n+mean(MS)**2/sum((MS-mean(MS))^2)))
## [1] 11.96696
sigma**2/sum((MS-mean(MS))^2)
## [1] 0.6330865
sPMF=sd(PMF)
sMS=sd(MS)
covar= cor(PMF,MS)*sPMF*sMS
covar
## [1] 141.6135
cov(PMF,MS)
## [1] 141.6135
modelo |> confint(level = 0.98)
## 1 % 99 %
## (Intercept) -238.46432 -181.53696
## MS 23.21514 27.00016
modelo |> summary()
##
## Call:
## lm(formula = PMF ~ MS)
##
## Residuals:
## Min 1Q Median 3Q Max
## -37.266 -12.665 2.789 12.669 30.254
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -210.0006 11.9670 -17.55 <2e-16 ***
## MS 25.1077 0.7957 31.55 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 16.26 on 73 degrees of freedom
## Multiple R-squared: 0.9317, Adjusted R-squared: 0.9308
## F-statistic: 995.7 on 1 and 73 DF, p-value: < 2.2e-16
r2 = cor(PMF,MS)* cor(PMF,MS)
r2
## [1] 0.9316957
modelo |> AIC()
## [1] 635.0771
El nuevo modelo tiene modelo cuyo AIC = 635 ligeramente menor, por los decimales, según los números se tiene que optar por el menor AIC, aunque ambos modelos podrían usarse
library(normtest)
modelo |> residuals() -> residuales
residuales |> skewness.norm.test()
##
## Skewness test for normality
##
## data: residuales
## T = -0.44243, p-value = 0.1035
modelo |> dwtest(alternative = "two.sided")
##
## Durbin-Watson test
##
## data: modelo
## DW = 2.1617, p-value = 0.4884
## alternative hypothesis: true autocorrelation is not 0