B6.1 Sadece 1981 yılı için, KİELMC.RAW’daki verileri kullanarak, aşağıdaki sorulara cevap veriniz. Veriler 1981’de kuzey Andover, Massachuaetts’te satılan evlerdir. 1981, yerel çöp yakma fırınının kurulmaya başlandığı yıldı.
log(price) = β0 + β1log(dist) + u
Burada price dolar cinsinden evin fiyatı ve dist, ev ile çöp yakma fırını arasındaki adım cinsinden uzaklıktır. Denklemin dikkatli biçimde yorumlanmasında çöp yakma fırınının bulunması ev fiyatlarını düşürüyorsa β1’in işaretini ne beklerseniz? Denklemi tahmin edin ve sonuçları yorumlayınız.
Çöp yakma fırınının bulunması ev fiyatlarını düşürüyorsa β1 düşebilir. O zaman β1 negatiftir.
library(wooldridge)
data("kielmc", package = 'wooldridge')
head(kielmc,30)
## year age agesq nbh cbd intst lintst price rooms area land baths dist
## 1 1978 48 2304 4 3000 1000 6.9078 60000 7 1660 4578 1 10700
## 2 1978 83 6889 4 4000 1000 6.9078 40000 6 2612 8370 2 11000
## 3 1978 58 3364 4 4000 1000 6.9078 34000 6 1144 5000 1 11500
## 4 1978 11 121 4 4000 1000 6.9078 63900 5 1136 10000 1 11900
## 5 1978 48 2304 4 4000 2000 7.6009 44000 5 1868 10000 1 12100
## 6 1978 78 6084 4 3000 2000 7.6009 46000 6 1780 9500 3 10000
## 7 1978 22 484 4 4000 2000 7.6009 56000 6 1700 10878 2 11700
## 8 1978 78 6084 4 3000 2000 7.6009 38500 6 1556 3870 2 10200
## 9 1978 42 1764 4 3000 2000 7.6009 60500 8 1642 7000 2 10500
## 10 1978 41 1681 4 3000 2000 7.6009 55000 5 1443 7950 2 11000
## 11 1978 78 6084 4 1000 4000 8.2940 39000 6 1439 4990 1 8600
## 12 1978 38 1444 0 6000 4000 8.2940 41000 5 1482 8017 1 12200
## 13 1978 18 324 0 5000 4000 8.2940 50900 6 1290 12538 2 12400
## 14 1978 32 1024 0 9000 7000 8.8537 52000 6 1274 7858 1 16800
## 15 1978 18 324 0 9000 8000 8.9872 49000 6 1476 15664 1 17200
## 16 1978 58 3364 4 2000 3000 8.0064 80000 7 1838 9249 2 9900
## 17 1978 56 3136 4 2000 3000 8.0064 50000 6 1536 10491 2 10000
## 18 1978 70 4900 4 2000 3000 8.0064 59000 5 2458 9400 2 10000
## 19 1978 26 676 4 3000 4000 8.2940 42000 4 750 8000 1 10600
## 20 1978 21 441 4 4000 4000 8.2940 71500 5 2106 13370 2 11700
## 21 1978 24 576 4 4000 5000 8.5172 43000 4 1000 8000 1 11700
## 22 1978 33 1089 4 5000 5000 8.5172 48000 6 1410 10370 2 12500
## 23 1978 128 16384 2 14000 14000 9.5468 37500 7 2346 43560 2 19600
## 24 1978 15 225 2 18000 18000 9.7981 59000 6 1215 44867 1 24000
## 25 1978 7 49 2 18000 18000 9.7981 59000 6 2128 44174 2 22200
## 26 1978 0 0 2 16000 17000 9.7410 94000 7 2290 25250 3 21700
## 27 1978 0 0 2 17000 17000 9.7410 95920 7 2464 48269 3 21700
## 28 1978 0 0 2 17000 17000 9.7410 95000 7 2240 44916 3 21900
## 29 1978 0 0 2 17000 17000 9.7410 95900 7 2464 50808 3 22000
## 30 1978 1 1 2 16000 17000 9.7410 91000 7 2240 53000 3 21600
## ldist wind lprice y81 larea lland y81ldist lintstsq nearinc
## 1 9.277999 3 11.00210 0 7.414573 8.429017 0 47.71770 1
## 2 9.305651 3 10.59663 0 7.867871 9.032409 0 47.71770 1
## 3 9.350102 3 10.43412 0 7.042286 8.517193 0 47.71770 1
## 4 9.384294 3 11.06507 0 7.035269 9.210340 0 47.71770 1
## 5 9.400961 3 10.69195 0 7.532624 9.210340 0 57.77368 1
## 6 9.210340 3 10.73640 0 7.484369 9.159047 0 57.77368 1
## 7 9.367344 3 10.93311 0 7.438384 9.294497 0 57.77368 1
## 8 9.230143 3 10.55841 0 7.349874 8.261010 0 57.77368 1
## 9 9.259131 3 11.01040 0 7.403670 8.853665 0 57.77368 1
## 10 9.305651 3 10.91509 0 7.274479 8.980927 0 57.77368 1
## 11 9.059517 3 10.57132 0 7.271704 8.515191 0 68.79043 1
## 12 9.409191 3 10.62133 0 7.301148 8.989320 0 68.79043 1
## 13 9.425452 3 10.83762 0 7.162397 9.436520 0 68.79043 1
## 14 9.729134 3 10.85900 0 7.149917 8.969288 0 78.38800 0
## 15 9.752665 3 10.79958 0 7.297091 9.659121 0 80.76976 0
## 16 9.200290 3 11.28978 0 7.516433 9.132271 0 64.10244 1
## 17 9.210340 3 10.81978 0 7.336937 9.258273 0 64.10244 1
## 18 9.210340 3 10.98529 0 7.807103 9.148465 0 64.10244 1
## 19 9.268609 3 10.64542 0 6.620073 8.987197 0 68.79043 1
## 20 9.367344 3 11.17745 0 7.652546 9.500769 0 68.79043 1
## 21 9.367344 5 10.66896 0 6.907755 8.987197 0 72.54270 1
## 22 9.433484 5 10.77896 0 7.251345 9.246673 0 72.54270 1
## 23 9.883285 7 10.53210 0 7.760467 10.681894 0 91.14138 0
## 24 10.085810 7 10.98529 0 7.102499 10.711458 0 96.00277 0
## 25 10.007850 7 10.98529 0 7.662938 10.695891 0 96.00277 0
## 26 9.985068 7 11.45105 0 7.736307 10.136581 0 94.88708 0
## 27 9.985068 7 11.47127 0 7.809541 10.784545 0 94.88708 0
## 28 9.994242 7 11.46163 0 7.714231 10.712549 0 94.88708 0
## 29 9.998798 7 11.47106 0 7.809541 10.835809 0 94.88708 0
## 30 9.980449 7 11.41861 0 7.714231 10.878047 0 94.88708 0
## y81nrinc rprice lrprice
## 1 0 60000 11.00210
## 2 0 40000 10.59663
## 3 0 34000 10.43412
## 4 0 63900 11.06507
## 5 0 44000 10.69195
## 6 0 46000 10.73640
## 7 0 56000 10.93311
## 8 0 38500 10.55841
## 9 0 60500 11.01040
## 10 0 55000 10.91509
## 11 0 39000 10.57132
## 12 0 41000 10.62133
## 13 0 50900 10.83762
## 14 0 52000 10.85900
## 15 0 49000 10.79958
## 16 0 80000 11.28978
## 17 0 50000 10.81978
## 18 0 59000 10.98529
## 19 0 42000 10.64542
## 20 0 71500 11.17745
## 21 0 43000 10.66896
## 22 0 48000 10.77896
## 23 0 37500 10.53210
## 24 0 59000 10.98529
## 25 0 59000 10.98529
## 26 0 94000 11.45105
## 27 0 95920 11.47127
## 28 0 95000 11.46163
## 29 0 95900 11.47106
## 30 0 91000 11.41861
reg<-lm (log(price)~log(dist) ,data = kielmc )
summary(reg)
##
## Call:
## lm(formula = log(price) ~ log(dist), data = kielmc)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.22356 -0.28076 -0.05527 0.27992 1.29332
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 8.25750 0.47383 17.427 < 2e-16 ***
## log(dist) 0.31722 0.04811 6.594 1.78e-10 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.4117 on 319 degrees of freedom
## Multiple R-squared: 0.1199, Adjusted R-squared: 0.1172
## F-statistic: 43.48 on 1 and 319 DF, p-value: 1.779e-10
reg2<-lm (log(price)~log(dist)+log(intst)+log(area)+log(land)+rooms+baths+age ,data = kielmc)
summary(reg2)
##
## Call:
## lm(formula = log(price) ~ log(dist) + log(intst) + log(area) +
## log(land) + rooms + baths + age, data = kielmc)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.35838 -0.18220 0.00115 0.20532 0.82180
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 6.2996586 0.5960546 10.569 < 2e-16 ***
## log(dist) 0.0281887 0.0532130 0.530 0.59667
## log(intst) -0.0437804 0.0424359 -1.032 0.30302
## log(area) 0.5124071 0.0698229 7.339 1.87e-12 ***
## log(land) 0.0782098 0.0337206 2.319 0.02102 *
## rooms 0.0503129 0.0235113 2.140 0.03313 *
## baths 0.1070528 0.0352304 3.039 0.00258 **
## age -0.0035630 0.0005774 -6.171 2.10e-09 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.2828 on 313 degrees of freedom
## Multiple R-squared: 0.5925, Adjusted R-squared: 0.5834
## F-statistic: 65.02 on 7 and 313 DF, p-value: < 2.2e-16
(ii), Şıktaki modele [log(ints)]2 ekleyiniz. Şimdi ne olur? Modelin fonksiyonel şeklinin önemi hakkında nasıl bir sonuca ulaşırsınız?
reg3<-lm (log(price)~log(dist)+log(intst)+log(area)+log(land)+rooms+baths+age+(log(intst))^2,data = kielmc)
summary(reg3)
##
## Call:
## lm(formula = log(price) ~ log(dist) + log(intst) + log(area) +
## log(land) + rooms + baths + age + (log(intst))^2, data = kielmc)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.35838 -0.18220 0.00115 0.20532 0.82180
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 6.2996586 0.5960546 10.569 < 2e-16 ***
## log(dist) 0.0281887 0.0532130 0.530 0.59667
## log(intst) -0.0437804 0.0424359 -1.032 0.30302
## log(area) 0.5124071 0.0698229 7.339 1.87e-12 ***
## log(land) 0.0782098 0.0337206 2.319 0.02102 *
## rooms 0.0503129 0.0235113 2.140 0.03313 *
## baths 0.1070528 0.0352304 3.039 0.00258 **
## age -0.0035630 0.0005774 -6.171 2.10e-09 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.2828 on 313 degrees of freedom
## Multiple R-squared: 0.5925, Adjusted R-squared: 0.5834
## F-statistic: 65.02 on 7 and 313 DF, p-value: < 2.2e-16
reg4<-lm (log(price)~log(dist)+log(intst)+log(area)+log(land)+rooms+baths+age+(log(intst))^2+(log(dist))^2,data = kielmc)
summary(reg4)
##
## Call:
## lm(formula = log(price) ~ log(dist) + log(intst) + log(area) +
## log(land) + rooms + baths + age + (log(intst))^2 + (log(dist))^2,
## data = kielmc)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.35838 -0.18220 0.00115 0.20532 0.82180
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 6.2996586 0.5960546 10.569 < 2e-16 ***
## log(dist) 0.0281887 0.0532130 0.530 0.59667
## log(intst) -0.0437804 0.0424359 -1.032 0.30302
## log(area) 0.5124071 0.0698229 7.339 1.87e-12 ***
## log(land) 0.0782098 0.0337206 2.319 0.02102 *
## rooms 0.0503129 0.0235113 2.140 0.03313 *
## baths 0.1070528 0.0352304 3.039 0.00258 **
## age -0.0035630 0.0005774 -6.171 2.10e-09 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.2828 on 313 degrees of freedom
## Multiple R-squared: 0.5925, Adjusted R-squared: 0.5834
## F-statistic: 65.02 on 7 and 313 DF, p-value: < 2.2e-16