SORU 2.4: i) Örneklemdeki ortalama maaş ve IQ’yu bulunuz.IQ’nun örneklem standart sapması nedir?

library(wooldridge)
data(wage2)
head(wage2)
##   wage hours  IQ KWW educ exper tenure age married black south urban sibs
## 1  769    40  93  35   12    11      2  31       1     0     0     1    1
## 2  808    50 119  41   18    11     16  37       1     0     0     1    1
## 3  825    40 108  46   14    11      9  33       1     0     0     1    1
## 4  650    40  96  32   12    13      7  32       1     0     0     1    4
## 5  562    40  74  27   11    14      5  34       1     0     0     1   10
## 6 1400    40 116  43   16    14      2  35       1     1     0     1    1
##   brthord meduc feduc    lwage
## 1       2     8     8 6.645091
## 2      NA    14    14 6.694562
## 3       2    14    14 6.715384
## 4       3    12    12 6.476973
## 5       6     6    11 6.331502
## 6       2     8    NA 7.244227

ii) IQ, wage’teki değişimin çoğunu açıklamakta mıdır?

?wage2
## httpd yardım sunucusu başlatılıyor ... tamamlandı

wage2 Description Wooldridge Source: M. Blackburn and D. Neumark (1992), “Unobserved Ability, Efficiency Wages, and Interindustry Wage Differentials,” Quarterly Journal of Economics 107, 1421-1436. Professor Neumark kindly provided the data, of which I used just the data for 1980. Data loads lazily.

Usage data(‘wage2’) Format A data.frame with 935 observations on 17 variables:

wage: monthly earnings

hours: average weekly hours

IQ: IQ score

KWW: knowledge of world work score

educ: years of education

exper: years of work experience

tenure: years with current employer

age: age in years

married: =1 if married

black: =1 if black

south: =1 if live in south

urban: =1 if live in SMSA

sibs: number of siblings

brthord: birth order

meduc: mother’s education

feduc: father’s education

lwage: natural log of wage

Notes As with WAGE1.RAW, there are some clear inconsistencies among the variables tenure, exper, and age. I have not been able to track down the causes, and so any changes would be effectively arbitrary. Instead, I am using the data as provided by the authors of the above QJE article.

Used in Text: pages 64, 106, 111, 165, 218-219, 220-221, 262, 310-312, 338, 519-520, 534, 546-547, 549, 678

Soru 2.5 : Kimya endüstrisinde firmaların anakütlesi için araştırma ve geliştirme üzeirne yıllık harcalamaları rd ve yıllık satışları ise sales’ı göstersin. i) rd ve sales arasında sabit esnekliği ifade eden bir model yazın.Hangi parametre esnektir ?

library(wooldridge)
data("rdchem")
help("rdchem")

rdchem

Description Wooldridge Source: From Businessweek R&D Scoreboard, October 25, 1991. Data loads lazily.

Usage data(‘rdchem’) Format A data.frame with 32 observations on 8 variables:

rd: R&D spending, millions

sales: firm sales, millions

profits: profits, millions

rdintens: rd as percent of sales

profmarg: profits as percent of sales

salessq: sales^2

lsales: log(sales)

lrd: log(rd)

Notes It would be interesting to collect more recent data and see whether the R&D/firm size relationship has changed over time.

Used in Text: pages 64, 139-140, 159-160, 204, 218, 327-329, 339

head(rdchem, 1-20)
##        rd   sales profits rdintens   profmarg      salessq    lsales       lrd
## 1   430.6  4570.2   186.9 9.421906  4.0895362 2.088673e+07  8.427312 6.0651798
## 2    59.0  2830.0   467.0 2.084806 16.5017662 8.008900e+06  7.948032 4.0775375
## 3    23.5   596.8   107.4 3.937668 17.9959793 3.561702e+05  6.391582 3.1570003
## 4     3.5   133.6    -4.3 2.619760 -3.2185628 1.784896e+04  4.894850 1.2527629
## 5     1.7    42.0     8.0 4.047619 19.0476189 1.764000e+03  3.737670 0.5306283
## 6     8.4   390.0    47.3 2.153846 12.1282053 1.521000e+05  5.966147 2.1282318
## 7     2.5    93.9     0.9 2.662407  0.9584664 8.817210e+03  4.542231 0.9162908
## 8    39.9   907.9    77.4 4.394757  8.5251675 8.242824e+05  6.811134 3.6863763
## 9  1136.0 19773.0  2563.0 5.745208 12.9621201 3.909715e+08  9.892073 7.0352688
## 10 1428.0 39709.0  4154.0 3.596162 10.4611044 1.576805e+09 10.589334 7.2640300
## 11   45.3  2936.5    93.7 1.542653  3.1908734 8.623032e+06  7.984974 3.8133070
## 12   65.2  2513.8   355.4 2.593683 14.1379576 6.319191e+06  7.829551 4.1774592
## 13   20.3  1124.8    45.3 1.804765  4.0273824 1.265175e+06  7.025361 3.0106208

RDCHEM=β0+β1rd+β2sales+u

(ii) Şimdi, RDCHEM.RAW’daki veriyi kullanarak model tahmin ediniz. Genel şekilde tahmin tahmin edilmiş denklemi yazınız. sales ile ilgili olarak rd’nin tahmin edilmiş esnekliği nedir? Bu esnekliğin ne anlama geldiğini bir deyişle açıklayınız.

RDCHEM=430,6rd+4570,2sales+u

rd: Ar-Ge harcamaları, milyonlar ve satışlar: sabit satışlar, milyonlar arasında pozitif bir ilişki vardır, biri arttıkça diğeri de artmaktadır.

SORU 3.2:

library(wooldridge)
data("hprice1")
help("hprice1")

hprice1 Description Wooldridge Source: Collected from the real estate pages of the Boston Globe during 1990. These are homes that sold in the Boston, MA area. Data loads lazily.

Usage data(‘hprice1’) Format A data.frame with 88 observations on 10 variables:

price: house price, $1000s

assess: assessed value, $1000s

bdrms: number of bdrms

lotsize: size of lot in square feet

sqrft: size of house in square feet

colonial: =1 if home is colonial style

lprice: log(price)

lassess: log(assess

llotsize: log(lotsize)

lsqrft: log(sqrft)

Notes Typically, it is very easy to obtain data on selling prices and characteristics of homes, using publicly available data bases. It is interesting to match the information on houses with other information – such as local crime rates, quality of the local schools, pollution levels, and so on – and estimate the effects of such variables on housing prices.

Used in Text: pages 110, 153-154, 160-161, 165, 211-212, 221, 222, 234, 278, 280, 299, 307

head(hprice1, 1-10)
##      price assess bdrms lotsize sqrft colonial   lprice  lassess  llotsize
## 1  300.000  349.1     4    6126  2438        1 5.703783 5.855359  8.720297
## 2  370.000  351.5     3    9903  2076        1 5.913503 5.862210  9.200593
## 3  191.000  217.7     3    5200  1374        0 5.252274 5.383118  8.556414
## 4  195.000  231.8     3    4600  1448        1 5.273000 5.445875  8.433811
## 5  373.000  319.1     4    6095  2514        1 5.921578 5.765504  8.715224
## 6  466.275  414.5     5    8566  2754        1 6.144775 6.027073  9.055556
## 7  332.500  367.8     3    9000  2067        1 5.806640 5.907539  9.104980
## 8  315.000  300.2     3    6210  1731        1 5.752573 5.704449  8.733916
## 9  206.000  236.1     3    6000  1767        0 5.327876 5.464255  8.699514
## 10 240.000  256.3     3    2892  1890        0 5.480639 5.546349  7.969704
## 11 285.000  314.0     4    6000  2336        1 5.652489 5.749393  8.699514
## 12 300.000  416.5     5    7047  2634        1 5.703783 6.031887  8.860357
## 13 405.000  434.0     3   12237  3375        1 6.003887 6.073044  9.412219
## 14 212.000  279.3     3    6460  1899        0 5.356586 5.632287  8.773385
## 15 265.000  287.5     3    6519  2312        1 5.579730 5.661223  8.782476
## 16 227.400  232.9     4    3597  1760        1 5.426711 5.450609  8.187856
## 17 240.000  303.8     4    5922  2000        0 5.480639 5.716370  8.686430
## 18 285.000  305.6     3    7123  1774        1 5.652489 5.722277  8.871084
## 19 268.000  266.7     3    5642  1376        1 5.590987 5.586124  8.637994
## 20 310.000  326.0     4    8602  1835        1 5.736572 5.786897  9.059750
## 21 266.000  294.3     3    5494  2048        1 5.583496 5.684599  8.611412
## 22 270.000  318.8     3    7800  2124        1 5.598422 5.764564  8.961879
## 23 225.000  294.2     3    6003  1768        0 5.416101 5.684260  8.700015
## 24 150.000  208.0     4    5218  1732        0 5.010635 5.337538  8.559870
## 25 247.000  239.7     3    9425  1440        1 5.509388 5.479388  9.151121
## 26 275.000  294.1     3    6114  1932        0 5.616771 5.683920  8.718336
## 27 230.000  267.4     3    6710  1932        0 5.438079 5.588746  8.811355
## 28 343.000  359.9     3    8577  2106        1 5.837730 5.885826  9.056840
## 29 477.500  478.1     7    8400  3529        1 6.168564 6.169820  9.035987
## 30 350.000  355.3     4    9773  2051        1 5.857933 5.872962  9.187379
## 31 230.000  217.8     4    4806  1573        1 5.438079 5.383577  8.477620
## 32 335.000  385.0     4   15086  2829        0 5.814130 5.953243  9.621523
## 33 251.000  224.3     3    5763  1630        1 5.525453 5.412984  8.659213
## 34 235.000  251.9     4    6383  1840        1 5.459586 5.529032  8.761394
## 35 361.000  354.9     4    9000  2066        1 5.888878 5.871836  9.104980
## 36 190.000  212.5     4    3500  1702        0 5.247024 5.358942  8.160519
## 37 360.000  452.4     4   10892  2750        1 5.886104 6.114567  9.295784
## 38 575.000  518.1     5   15634  3880        1 6.354370 6.250168  9.657204
## 39 209.001  289.4     4    6400  1854        1 5.342339 5.667810  8.764053
## 40 225.000  268.1     2    8880  1421        0 5.416101 5.591360  9.091557
## 41 246.000  278.5     3    6314  1662        1 5.505332 5.629418  8.750525
## 42 713.500  655.4     5   28231  3331        1 6.570182 6.485246 10.248176
## 43 248.000  273.3     4    7050  1656        1 5.513429 5.610570  8.860783
## 44 230.000  212.1     3    5305  1171        0 5.438079 5.357058  8.576406
## 45 375.000  354.0     5    6637  2293        1 5.926926 5.869297  8.800415
## 46 265.000  252.1     3    7834  1764        1 5.579730 5.529826  8.966228
## 47 313.000  324.0     3    1000  2768        0 5.746203 5.780744  6.907755
## 48 417.500  475.5     4    8112  3733        0 6.034285 6.164367  9.001100
## 49 253.000  256.8     3    5850  1536        1 5.533390 5.548297  8.674197
## 50 315.000  279.2     4    6660  1638        1 5.752573 5.631928  8.803875
## 51 264.000  313.9     3    6637  1972        1 5.575949 5.749074  8.800415
## 52 255.000  279.8     2   15267  1478        0 5.541264 5.634075  9.633449
## 53 210.000  198.7     3    5146  1408        1 5.347107 5.291796  8.545975
## 54 180.000  221.5     3    6017  1812        1 5.192957 5.400423  8.702344
## 55 250.000  268.4     3    8410  1722        1 5.521461 5.592478  9.037177
## 56 250.000  282.3     4    5625  1780        1 5.521461 5.642970  8.634976
## 57 209.000  230.7     4    5600  1674        1 5.342334 5.441118  8.630522
## 58 258.000  287.0     4    6525  1850        1 5.552959 5.659482  8.783396
## 59 289.000  298.7     3    6060  1925        1 5.666427 5.699440  8.709465
## 60 316.000  314.6     4    5539  2343        0 5.755742 5.751302  8.619569
## 61 225.000  291.0     3    7566  1567        0 5.416101 5.673323  8.931419
## 62 266.000  286.4     4    5484  1664        1 5.583496 5.657390  8.609590
## 63 310.000  253.6     6    5348  1386        1 5.736572 5.535758  8.584478
## 64 471.250  482.0     5   15834  2617        1 6.155389 6.177944  9.669915
## 65 335.000  384.3     4    8022  2321        1 5.814130 5.951424  8.989944
## 66 495.000  543.6     4   11966  2638        1 6.204558 6.298213  9.389825
## 67 279.500  336.5     4    8460  1915        1 5.633002 5.818598  9.043104
## 68 380.000  515.1     4   15105  2589        1 5.940171 6.244361  9.622781
## 69 325.000  437.0     4   10859  2709        0 5.783825 6.079933  9.292749
## 70 220.000  263.4     3    6300  1587        1 5.393628 5.573674  8.748305
## 71 215.000  300.4     3   11554  1694        0 5.370638 5.705115  9.354787
## 72 240.000  250.7     3    6000  1536        1 5.480639 5.524257  8.699514
## 73 725.000  708.6     5   31000  3662        0 6.586172 6.563291 10.341743
## 74 230.000  276.3     3    4054  1736        1 5.438079 5.621487  8.307459
## 75 306.000  388.6     2   20700  2205        0 5.723585 5.962551  9.937889
## 76 425.000  252.5     3    5525  1502        0 6.052089 5.531411  8.617039
## 77 318.000  295.2     4   92681  1696        1 5.762052 5.687653 11.436919
## 78 330.000  359.5     3    8178  2186        1 5.799093 5.884714  9.009203
## 79 246.000  276.2     4    5944  1928        1 5.505332 5.621125  8.690138
##      lsqrft
## 1  7.798934
## 2  7.638198
## 3  7.225482
## 4  7.277938
## 5  7.829630
## 6  7.920810
## 7  7.633853
## 8  7.456455
## 9  7.477038
## 10 7.544332
## 11 7.756196
## 12 7.876259
## 13 8.124150
## 14 7.549083
## 15 7.745868
## 16 7.473069
## 17 7.600903
## 18 7.480992
## 19 7.226936
## 20 7.514800
## 21 7.624619
## 22 7.661057
## 23 7.477604
## 24 7.457032
## 25 7.272398
## 26 7.566311
## 27 7.566311
## 28 7.652546
## 29 8.168770
## 30 7.626083
## 31 7.360740
## 32 7.947679
## 33 7.396335
## 34 7.517521
## 35 7.633369
## 36 7.439559
## 37 7.919356
## 38 8.263591
## 39 7.525101
## 40 7.259116
## 41 7.415777
## 42 8.111028
## 43 7.412160
## 44 7.065613
## 45 7.737616
## 46 7.475339
## 47 7.925880
## 48 8.224967
## 49 7.336937
## 50 7.401231
## 51 7.586803
## 52 7.298445
## 53 7.249926
## 54 7.502186
## 55 7.451241
## 56 7.484369
## 57 7.422971
## 58 7.522941
## 59 7.562681
## 60 7.759187
## 61 7.356918
## 62 7.416980
## 63 7.234177
## 64 7.869784
## 65 7.749753
## 66 7.877776
## 67 7.557473
## 68 7.859027
## 69 7.904335
## 70 7.369601
## 71 7.434848
## 72 7.336937
## 73 8.205765
## 74 7.459339
## 75 7.698483
## 76 7.314553
## 77 7.436028
## 78 7.689829
## 79 7.564239

i)Sonuçları denklem şeklinde yazalım.

price=12438sqrf+4bdrms+U

ii)Ayak kare sabit tutularak, yatak odası sayısı bir fazla olan bir ev için fiyatta tahmin edilen artış 1000$

iii)140 ayak kare büyüklükte olan ek bir yatak odalı bir ev için fiyatta tahmin edilen artış nedir?

Bir ev 6126 ve ayak kare 140 olduğunda tahmini fiyat 6126*140=857.640$

iv)Fiyattaki değişimin ne kadarlık yüzdesi ayak kare ve yatak odalarının sayısı ile açıklanmaktadır?

Fiyattaki yüzde bir birimlik artışı, yatak odalarının sayısı ve ayak kare de o kadar artmaktadır.

v)Örneklemdeki ilk eve ait değerler, sqrdt= 2438 ve bdrms=4 tür. SEKK regresyon doğrusundan bu ev için tahmin edilen satış fiyatını bulunuz.

Bu ev için tahmin edilen satış değeri=1000$