# 계량경제학 강의 R 코드
# 제6장 최소제곱을 이용한 가설검정
# 6.1 최소제곱 추정량의 표집분포
pnorm(1.5)-pnorm(-0.5)
qnorm(0.8)
# 6.5 '영향없음'이라는 귀무가설의 검정
qt(.975,23) # 23 = degrees of freedom
qt(.95,23) # probability changed to 0.95
data(Housing, package="Ecdat")
ols <- lm(log(price)~log(lotsize),data=Housing)
summary(ols)
qt(.995,544)
# 6.6 p값
2*pt(-1.54,48)
2*(1-pt(1.54,48))
qt(.975,544)
# 6.7 신뢰구간
data(Housing, package="Ecdat")
ols <- lm(log(price)~log(lotsize),data=Housing)
confint(ols)
confint(ols,'log(lotsize)',level=.99)
# 예제 6.1 주택가격
data(Housing, package="Ecdat")
Housing$unitprice <- with(Housing, price/lotsize)
summary(lm(log(unitprice)~log(lotsize),data=Housing))
summary(lm(log(price/lotsize)~log(lotsize),data=Housing))