Warning: file_get_contents(/data/phpspider/zhask/data//catemap/4/jsp/3.json): failed to open stream: No such file or directory in /data/phpspider/zhask/libs/function.php on line 167

Warning: Invalid argument supplied for foreach() in /data/phpspider/zhask/libs/tag.function.php on line 1116

Notice: Undefined index: in /data/phpspider/zhask/libs/function.php on line 180

Warning: array_chunk() expects parameter 1 to be array, null given in /data/phpspider/zhask/libs/function.php on line 181
R 应用异方差稳健误差后如何找到残差图_R_Linear Regression - Fatal编程技术网
Fatal编程技术网
  • r/
  • R 应用异方差稳健误差后如何找到残差图

R 应用异方差稳健误差后如何找到残差图

r

R 应用异方差稳健误差后如何找到残差图,r,linear-regression,R,Linear Regression,我在网上找到了如何使用以下方法应用异质性稳健标准误差 model稳健标准误差只会改变标准误差，这不会影响我们系数的估计。因此，残差将是相同的。我们可以检查： #data ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14) trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69) group <- gl(2, 10, 20, labels = c("C

我在网上找到了如何使用以下方法应用异质性稳健标准误差

model稳健标准误差只会改变标准误差，这不会影响我们系数的估计。因此，残差将是相同的。我们可以检查：


#data
ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
group <- gl(2, 10, 20, labels = c("Ctl","Trt"))
weight <- c(ctl, trt)
lm.D9 <- lm(weight ~ group)

library(lmtest)
coeftest(lm.D9)

t test of coefficients:

            Estimate Std. Error t value  Pr(>|t|)    
(Intercept)  5.03200    0.22022 22.8501 9.547e-15 ***
groupTrt    -0.37100    0.31143 -1.1913     0.249    
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

coefs <- coeftest(lm.D9, vcov = vcovHC(lm.D9, type = "HC0"))
coefs

t test of coefficients:

            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  5.03200    0.17493 28.7662   <2e-16 ***
groupTrt    -0.37100    0.29545 -1.2557   0.2253    
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

#check if estimates are the same, we see it in the input, but just to be really sure
coefs[1:2] == lm.D9$coefficients

(Intercept)    groupTrt 
       TRUE        TRUE



#数据
ctl