Príklad 1

Overte pomocí dostupných dat, ze osoby zijící ve svazku manzelském vydelávají více nez jejich svobodné protejsky s jinak srovnatelnými charakteristikami. Navrhnete vhodný funkcní tvar modelu, za kontrolní promenné volte vzdelání, pracovní zkusenosti, indikátor bydliste v urbánních oblastech a pohlaví.

getwd()
## [1] "C:/Users/Lukas/Desktop/Ekonometrie/AKM/cviceni 2017/cviceni 6"
wage = read.csv("wage.csv")
head(wage)   
##   wage educ exper tenure nonwhite female married urban
## 1 3.10   11     2      0        0      1       0     1
## 2 3.24   12    22      2        0      1       1     1
## 3 3.00   11     2      0        0      0       0     0
## 4 6.00    8    44     28        0      0       1     1
## 5 5.30   12     7      2        0      0       1     0
## 6 8.75   16     9      8        0      0       1     1

\(\log{wage}=\beta_0+\beta_1educ+\beta_2exper+\beta_3exper^2+\beta_4female+\beta_5married+\beta_6urban+\epsilon\)

model = lm(log(wage) ~ educ + exper + I(exper^2) + female + married + urban, data=wage)
summary(model)  
## 
## Call:
## lm(formula = log(wage) ~ educ + exper + I(exper^2) + female + 
##     married + urban, data = wage)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1.83272 -0.27126 -0.01534  0.24222  1.27378 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  0.3354092  0.1012208   3.314 0.000985 ***
## educ         0.0762198  0.0070494  10.812  < 2e-16 ***
## exper        0.0360291  0.0051518   6.993 8.30e-12 ***
## I(exper^2)  -0.0006364  0.0001110  -5.734 1.67e-08 ***
## female      -0.3319148  0.0360529  -9.206  < 2e-16 ***
## married      0.0811993  0.0415425   1.955 0.051165 .  
## urban        0.1773454  0.0408536   4.341 1.71e-05 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.406 on 519 degrees of freedom
## Multiple R-squared:  0.4232, Adjusted R-squared:  0.4166 
## F-statistic: 63.48 on 6 and 519 DF,  p-value: < 2.2e-16
library(lmtest) 
## Loading required package: zoo
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
bptest(model)
## 
##  studentized Breusch-Pagan test
## 
## data:  model
## BP = 13.322, df = 6, p-value = 0.0382
library(sandwich) 
## Warning: package 'sandwich' was built under R version 3.2.5
coeftest(model, vcov =vcovHC(model, vcov="HC1"))
## 
## t test of coefficients:
## 
##                Estimate  Std. Error t value  Pr(>|t|)    
## (Intercept)  0.33540920  0.10906411  3.0753  0.002213 ** 
## educ         0.07621980  0.00805251  9.4654 < 2.2e-16 ***
## exper        0.03602915  0.00502497  7.1700 2.595e-12 ***
## I(exper^2)  -0.00063638  0.00010470 -6.0782 2.356e-09 ***
## female      -0.33191477  0.03597483 -9.2263 < 2.2e-16 ***
## married      0.08119934  0.04144442  1.9592  0.050620 .  
## urban        0.17734539  0.04133441  4.2905 2.127e-05 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Vidíme, ze s kazdým rokem vzdelání se dle naseho modelu zvysuje mzda v prumeru pribilzne o 7.6 %. Dále vidíme, ze s rostoucími zkusenostmi se skutecne mzda nejprve zvysuje a pak zacíná klesat (okolo 30 let). Zena má v prumeru za jinak stejných okolností o 33 % nizsí mzdu nez muz: opet jde pouze o priblizný údaj, presný získáme jako

\(100[\exp{(b_4)}-1]=100[\exp{(-0.3319)}-1]=-28.24\)

Osoba zijící v manzelském svazku má za jinak stejných okolností v prumeru o 8 % vyssí mzdu nez osoba svobodná a osoba zijící ve meste o 17,7 % vyssí nez osoba ve meste nezijící.

Nyní otestujeme nulovou hypotézu, ze osoby zijící v manzelském svazku vydelávají více nez jejich svobodné protejsky. Nulovou hypotézu muzeme formulovat následovne:

\(H_0: \beta_5=0\)

Alternativní hypotéza si v tomto prípade zvolíme jako jednostrannou, protoze se domníváme, ze lidé v manzelském svazku vydelávají více:

\(H_0: \beta_5>0\)

V tomto prípade si musíte dát pozor. P-hodnota je konstruována pro oboustrannou hypotézu, takze pro jednostrannou, bude platit:

\(p=0.0506/2=0.0253\)

Jako hladinu významnosti \(\alpha=0.05\) a provnáme:

\(0.0253<0.05\)

Zamítáme nulovou hypotézu na hladine významnosti \(\alpha=0.05\). Tedy na petiprocentní hladine významnosti proto zamítáme nulovou hypotézu o tom, ze manzelský stav nemá na mzdu vliv, ve prospech jeho jednostranné alternativy.

Co kdyz budeme chtít rozlisit vliv manzelství na mzdu muze a na mzdu zeny? Nepomuze nám jen dosdit do predchozí rovnice jednicku pro female a marrried. Tedy pridáme dalsí promennou, která bude predstavovat interakci promenné married a promenné female.

\(\log{wage}=\beta_0+\beta_1educ+\beta_2exper+\beta_3exper^2+\beta_4female+\beta_5married+\beta_6urban+\beta_7 married \times female+\epsilon\)

V takto specifikovaném modelu je referencní kategorií (base group) svobodný muz.

Za jinak stejných okolností má svobodná zena o \(100\beta_4 \%\) vyssí mzdu nez svobodný muz. Zenatý muz má o \(100\beta_5 \%\) vyssí mzdu nez svobodný muz. Vdaná zena má o \(100 (\beta_4+\beta_5+\beta_7) \%\) vyssí mzdu nez svobodný muz.

model2 = lm(log(wage) ~ educ + exper + I(exper^2) +  female + married + urban + married:female, data=wage)
summary(model2)
## 
## Call:
## lm(formula = log(wage) ~ educ + exper + I(exper^2) + female + 
##     married + urban + married:female, data = wage)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1.91761 -0.23330 -0.03243  0.24144  1.19371 
## 
## Coefficients:
##                  Estimate Std. Error t value Pr(>|t|)    
## (Intercept)     0.2351263  0.1018129   2.309   0.0213 *  
## educ            0.0760139  0.0069209  10.983  < 2e-16 ***
## exper           0.0351740  0.0050613   6.950 1.11e-11 ***
## I(exper^2)     -0.0006239  0.0001090  -5.724 1.76e-08 ***
## female         -0.1326814  0.0564849  -2.349   0.0192 *  
## married         0.2536952  0.0558202   4.545 6.85e-06 ***
## urban           0.1682179  0.0401583   4.189 3.30e-05 ***
## female:married -0.3278547  0.0724387  -4.526 7.46e-06 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.3986 on 518 degrees of freedom
## Multiple R-squared:  0.4452, Adjusted R-squared:  0.4377 
## F-statistic: 59.38 on 7 and 518 DF,  p-value: < 2.2e-16
bptest(model2)
## 
##  studentized Breusch-Pagan test
## 
## data:  model2
## BP = 13.746, df = 7, p-value = 0.05589
coeftest(model2, vcov =vcovHC(model2, vcov="HC1"))
## 
## t test of coefficients:
## 
##                   Estimate  Std. Error t value  Pr(>|t|)    
## (Intercept)     0.23512626  0.11054638  2.1269   0.03390 *  
## educ            0.07601387  0.00794546  9.5670 < 2.2e-16 ***
## exper           0.03517397  0.00496021  7.0912 4.381e-12 ***
## I(exper^2)     -0.00062392  0.00010337 -6.0356 3.021e-09 ***
## female         -0.13268144  0.05789204 -2.2919   0.02231 *  
## married         0.25369522  0.05581832  4.5450 6.844e-06 ***
## urban           0.16821790  0.04114749  4.0882 5.039e-05 ***
## female:married -0.32785473  0.07222272 -4.5395 7.018e-06 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Vidíme, ze svobodná zena by za jinak stejných okolností mela v prumeru priblizne o 13 % nizsí mzdu nez svobodný muz.

Zenatý muz by mel priblizne o 25 % vyssí mzdu nez svobodný muz.

Vdaná zena by mela priblizne o 21 % nizsí mzdu nez svobodný muz (-0.13 + 0.25 - 0.33 = -0.21).

Vdaná zena by tudíz mela priblizne o 8 % nizsí mzdu nez svobodná zena.

Zdá se, ze vstupem do manzelského svazku se plat muzu zvýsí a plat zen snízí.

Chceme otestovat, ze dopad manzelství na mzdu muzu a zen se lisí.

Rozdíl mezi logaritmickou mzdou vdané a svobodné zeny je, za jinak stejných okolností, \(\beta_4+\beta_5+\beta_7-\beta_4\). Testujeme, zda je tento rozdíl pro muze stejný jako pro zeny, tedy zda: \((\beta_5) - (\beta_4+\beta_5+\beta_7-\beta_4)=0\).

Coz je:

\(H_0: \beta_7=0\)

\(H_1: \beta_7<0\)

Dále otestujeme, zdali je efekt manzelství na mzdu zeny statisticky významný.

\(H_0: \beta_5=\beta_7=0\)

\(H_1: non H_0\)

regrese_omezena=lm(log(wage) ~ educ + exper + I(exper^2) +  female  + urban, data=wage)
waldtest(model2,regrese_omezena, vcov = vcovHC)  # robustní verze F-testu
## Wald test
## 
## Model 1: log(wage) ~ educ + exper + I(exper^2) + female + married + urban + 
##     married:female
## Model 2: log(wage) ~ educ + exper + I(exper^2) + female + urban
##   Res.Df Df      F    Pr(>F)    
## 1    518                        
## 2    520 -2 12.353 5.742e-06 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Príklad 2

library(AER)
## Warning: package 'AER' was built under R version 3.2.5
## Loading required package: car
## Warning: package 'car' was built under R version 3.2.5
## Loading required package: survival
library(car)
data("CollegeDistance")
head(CollegeDistance)
##   gender ethnicity score fcollege mcollege home urban unemp wage distance
## 1   male     other 39.15      yes       no  yes   yes   6.2 8.09      0.2
## 2 female     other 48.87       no       no  yes   yes   6.2 8.09      0.2
## 3   male     other 48.74       no       no  yes   yes   6.2 8.09      0.2
## 4   male      afam 40.40       no       no  yes   yes   6.2 8.09      0.2
## 5 female     other 40.48       no       no   no   yes   5.6 8.09      0.4
## 6   male     other 54.71       no       no  yes   yes   5.6 8.09      0.4
##   tuition education income region
## 1 0.88915        12   high  other
## 2 0.88915        12    low  other
## 3 0.88915        12    low  other
## 4 0.88915        12    low  other
## 5 0.88915        13    low  other
## 6 0.88915        12    low  other
summary(CollegeDistance)
##     gender        ethnicity        score       fcollege   mcollege  
##  male  :2139   other   :3050   Min.   :28.95   no :3753   no :4088  
##  female:2600   afam    : 786   1st Qu.:43.92   yes: 986   yes: 651  
##                hispanic: 903   Median :51.19                        
##                                Mean   :50.89                        
##                                3rd Qu.:57.77                        
##                                Max.   :72.81                        
##   home      urban          unemp             wage           distance     
##  no : 852   no :3635   Min.   : 1.400   Min.   : 6.590   Min.   : 0.000  
##  yes:3887   yes:1104   1st Qu.: 5.900   1st Qu.: 8.850   1st Qu.: 0.400  
##                        Median : 7.100   Median : 9.680   Median : 1.000  
##                        Mean   : 7.597   Mean   : 9.501   Mean   : 1.803  
##                        3rd Qu.: 8.900   3rd Qu.:10.150   3rd Qu.: 2.500  
##                        Max.   :24.900   Max.   :12.960   Max.   :20.000  
##     tuition         education      income       region    
##  Min.   :0.2575   Min.   :12.00   low :3374   other:3796  
##  1st Qu.:0.4850   1st Qu.:12.00   high:1365   west : 943  
##  Median :0.8245   Median :13.00                           
##  Mean   :0.8146   Mean   :13.81                           
##  3rd Qu.:1.1270   3rd Qu.:16.00                           
##  Max.   :1.4042   Max.   :18.00

Model 1

\(score=\beta_0+\beta_1 gender+\beta_2 home+\beta_3 fcollege+\beta_4 mcollege+\beta_5 urban+\beta_6 distance+\) \(+ \beta_7 educ +\beta_8 tution + \beta_9 income +\epsilon\)

regrese1=lm(score~gender+home+fcollege+mcollege+urban+distance+education+tuition+income,data=CollegeDistance)
summary(regrese1)
## 
## Call:
## lm(formula = score ~ gender + home + fcollege + mcollege + urban + 
##     distance + education + tuition + income, data = CollegeDistance)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -21.0097  -5.7068  -0.0247   5.4090  24.5268 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  20.41512    0.95330  21.415  < 2e-16 ***
## genderfemale -1.18221    0.21924  -5.392 7.30e-08 ***
## homeyes       1.46751    0.28815   5.093 3.67e-07 ***
## fcollegeyes   1.99928    0.31516   6.344 2.45e-10 ***
## mcollegeyes   0.96359    0.35450   2.718  0.00659 ** 
## urbanyes     -1.47477    0.27190  -5.424 6.12e-08 ***
## distance     -0.09985    0.05039  -1.981  0.04760 *  
## education     1.99963    0.06462  30.945  < 2e-16 ***
## tuition       2.66690    0.32296   8.258  < 2e-16 ***
## incomehigh    0.38590    0.26305   1.467  0.14243    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 7.491 on 4729 degrees of freedom
## Multiple R-squared:  0.2604, Adjusted R-squared:  0.259 
## F-statistic:   185 on 9 and 4729 DF,  p-value: < 2.2e-16
  • Jak interpretujete odhad parametru pro promennou gender?
  • Jak zjistíme, jestli má prínos vzdelání matky u zeny vyssí, nez u muze? Napríklad, ze devce je motivováno vzdeláním matky.
  • Jak zjistíme, jestli má prinos vzdelání u zeny vetsí vliv nez u muze?

Nez zacneme intepretovat statistickou významnost parametru, musíme se ujistit, ze jsou splneny dané predpoklad! Víte jaké jsou predpoklady pro t-test? Co se stane, pokud se náhodná slozka \(\epsilon\) nerídí normálním rozdelením?

bptest(regrese1)
## 
##  studentized Breusch-Pagan test
## 
## data:  regrese1
## BP = 39.115, df = 9, p-value = 1.098e-05

Otestujeme normalitu residuí.

install.packages("normtest")
library(normtest)
## Warning: package 'normtest' was built under R version 3.2.5

Jako jeden z nejznámejsích testu na normalitu je Jarque-Bera test.

\(H_0: Normalita\) vs. \(H_1: Non normalita\)

jb.norm.test(regrese1$residuals, nrepl=2000)
## 
##  Jarque-Bera test for normality
## 
## data:  regrese1$residuals
## JB = 45.913, p-value < 2.2e-16

Pro odhad smerodatných chyb, pouzijeme robustní metodu.

coeftest(regrese1,vcovHC)
## 
## t test of coefficients:
## 
##               Estimate Std. Error t value  Pr(>|t|)    
## (Intercept)  20.415118   0.979098 20.8509 < 2.2e-16 ***
## genderfemale -1.182206   0.220081 -5.3717 8.174e-08 ***
## homeyes       1.467506   0.300459  4.8842 1.073e-06 ***
## fcollegeyes   1.999279   0.302055  6.6189 4.020e-11 ***
## mcollegeyes   0.963594   0.353359  2.7270  0.006416 ** 
## urbanyes     -1.474775   0.275047 -5.3619 8.627e-08 ***
## distance     -0.099848   0.047427 -2.1053  0.035318 *  
## education     1.999632   0.065858 30.3626 < 2.2e-16 ***
## tuition       2.666899   0.326190  8.1759 3.737e-16 ***
## incomehigh    0.385900   0.257680  1.4976  0.134306    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Model 2

\(score=\beta_0+\beta_1 gender+\beta_2 home+\beta_3 fcollege+\beta_4 mcollege+\beta_5 gender \times mcollege+\beta_6 urban+\beta_7 distance+\) \(+ \beta_8 educ +\beta_9 tution +\epsilon\)

Nejprve si musíme vytvorit nové, interakcní promenné.

attach(CollegeDistance)
## The following object is masked _by_ .GlobalEnv:
## 
##     wage
gender=as.numeric(gender)-1
mcollege=as.numeric(mcollege)-1
gender_mcollege=gender*mcollege
gender_educ=gender*education

regrese2=lm(score~gender+home+fcollege+mcollege+gender:mcollege+urban+distance+education+tuition,data=CollegeDistance)

regrese2=lm(score~gender+home+fcollege+mcollege+gender_mcollege+urban+distance+education+tuition,data=CollegeDistance)
summary(regrese2)
## 
## Call:
## lm(formula = score ~ gender + home + fcollege + mcollege + gender_mcollege + 
##     urban + distance + education + tuition, data = CollegeDistance)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -21.0922  -5.6806   0.0175   5.4429  24.7888 
## 
## Coefficients:
##                 Estimate Std. Error t value Pr(>|t|)    
## (Intercept)     20.22040    0.95389  21.198  < 2e-16 ***
## genderfemale    -1.06905    0.23581  -4.534 5.94e-06 ***
## homeyes          1.50788    0.28663   5.261 1.50e-07 ***
## fcollegeyes      2.09531    0.30569   6.854 8.08e-12 ***
## mcollegeyes      1.50551    0.48880   3.080  0.00208 ** 
## gender_mcollege -0.92709    0.63411  -1.462  0.14380    
## urbanyes        -1.50189    0.27141  -5.534 3.31e-08 ***
## distance        -0.10465    0.05033  -2.079  0.03764 *  
## education        2.01328    0.06427  31.325  < 2e-16 ***
## tuition          2.67856    0.32278   8.299  < 2e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 7.491 on 4729 degrees of freedom
## Multiple R-squared:  0.2604, Adjusted R-squared:  0.259 
## F-statistic:   185 on 9 and 4729 DF,  p-value: < 2.2e-16

Opet se musíme presvedcit, zdali jsou splneny GM.

bptest(regrese2)
## 
##  studentized Breusch-Pagan test
## 
## data:  regrese2
## BP = 35.515, df = 9, p-value = 4.833e-05

Pouzijeme robustní odhad chyb.

coeftest(regrese2,vcovHC)
## 
## t test of coefficients:
## 
##                  Estimate Std. Error t value  Pr(>|t|)    
## (Intercept)     20.220400   0.979765 20.6380 < 2.2e-16 ***
## genderfemale    -1.069052   0.236184 -4.5264 6.148e-06 ***
## homeyes          1.507877   0.299119  5.0411 4.802e-07 ***
## fcollegeyes      2.095310   0.293771  7.1325 1.135e-12 ***
## mcollegeyes      1.505508   0.503255  2.9915   0.00279 ** 
## gender_mcollege -0.927089   0.640095 -1.4484   0.14758    
## urbanyes        -1.501893   0.274107 -5.4792 4.494e-08 ***
## distance        -0.104647   0.047467 -2.2046   0.02753 *  
## education        2.013279   0.065470 30.7511 < 2.2e-16 ***
## tuition          2.678556   0.325819  8.2210 2.582e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
  • Jak interpretovat \(\beta_1\) ?

  • \(E[score|gender=1,home=1,fcollege=1,mcollege=1,gender_mcollege=1,urban=1,distance=0,education=12,tuition=1.2]=?\)

  • Jakou hodnotu score ocekáváte, pokud matka dívky nemá VS a ostatní promenné jsou stejné jako v predeslé otázce.

  • Jakou hodnotu score ocekávate pro muze, jehoz oba rodice mají VS a ostatní promenné jsou stejné jako v predeslé otázce.

linearHypothesis(regrese2,c("mcollegeyes=0","gender_mcollege=0"),test="F",white.adjust="hc0")
## Linear hypothesis test
## 
## Hypothesis:
## mcollegeyes = 0
## gender_mcollege = 0
## 
## Model 1: restricted model
## Model 2: score ~ gender + home + fcollege + mcollege + gender_mcollege + 
##     urban + distance + education + tuition
## 
## Note: Coefficient covariance matrix supplied.
## 
##   Res.Df Df      F   Pr(>F)   
## 1   4731                      
## 2   4729  2 5.0088 0.006714 **
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

\(\textbf{RESENI}\)

Vzdy musíte mít na pameti ceteris paribus efekt. Takze \(\beta_1\) nejde interpretovat samostatne, bez prihlédnutí k \(\beta_5\). Pokud tedy se jedná o zenu, jejíz matka mela VS vzdelání, tak rozdíl ve score oproti muzi, jehoz matka mela také VS vzdelání, je dán \(\beta_1+\beta_5\).

Model 3

\(score=\beta_0+\beta_1 gender+\beta_2 home+\beta_3 fcollege+\beta_4 mcollege+\beta_5 urban+\beta_6 distance+\) \(+ \beta_7 educ +\beta_8 gender \times educ + \beta_9 tution +\epsilon\)

regrese3=lm(score~gender+home+fcollege+mcollege+urban+distance+education+gender_educ+tuition,data=CollegeDistance)
summary(regrese3)
## 
## Call:
## lm(formula = score ~ gender + home + fcollege + mcollege + urban + 
##     distance + education + gender_educ + tuition, data = CollegeDistance)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -21.819  -5.684   0.014   5.421  24.065 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  17.46106    1.31545  13.274  < 2e-16 ***
## genderfemale  4.11153    1.70044   2.418  0.01565 *  
## homeyes       1.50843    0.28638   5.267 1.45e-07 ***
## fcollegeyes   2.08954    0.30528   6.845 8.65e-12 ***
## mcollegeyes   1.04362    0.35288   2.957  0.00312 ** 
## urbanyes     -1.51028    0.27121  -5.569 2.71e-08 ***
## distance     -0.10276    0.05028  -2.044  0.04106 *  
## education     2.21889    0.09231  24.037  < 2e-16 ***
## gender_educ  -0.38441    0.12211  -3.148  0.00165 ** 
## tuition       2.65743    0.32260   8.238 2.25e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 7.484 on 4729 degrees of freedom
## Multiple R-squared:  0.2617, Adjusted R-squared:  0.2602 
## F-statistic: 186.2 on 9 and 4729 DF,  p-value: < 2.2e-16
  • Jak interpretovat \(\beta_1\) ?
  • \(E[score|gender=1,home=1,fcollege=1,mcollege=1,urban=1,distance=0,education=12,tuition=1.2]=?\)
bptest(regrese3)
## 
##  studentized Breusch-Pagan test
## 
## data:  regrese3
## BP = 39.87, df = 9, p-value = 8.021e-06
coeftest(regrese3,vcovHC)
## 
## t test of coefficients:
## 
##               Estimate Std. Error t value  Pr(>|t|)    
## (Intercept)  17.461062   1.345401 12.9783 < 2.2e-16 ***
## genderfemale  4.111529   1.724341  2.3844  0.017146 *  
## homeyes       1.508434   0.299228  5.0411 4.802e-07 ***
## fcollegeyes   2.089544   0.293233  7.1259 1.190e-12 ***
## mcollegeyes   1.043619   0.351844  2.9661  0.003031 ** 
## urbanyes     -1.510277   0.274363 -5.5047 3.894e-08 ***
## distance     -0.102755   0.047252 -2.1746  0.029706 *  
## education     2.218891   0.092544 23.9767 < 2.2e-16 ***
## gender_educ  -0.384408   0.122395 -3.1407  0.001696 ** 
## tuition       2.657430   0.325590  8.1619 4.191e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

\(\textbf{RESENI}\)

Opet ceteris paribus. Nelze nezahrnout vliv vzdelání. Nyní vlastne porovnáváme rozdíl mezi muzem a zenou, kdy navíc kontolujeme vzdelání obou pohlaví. Pokud byste interpretovvali pouze odhad parametru \(\beta_1\), tak by to znamenalo, jaký je rozdíl ve score mezi muzem a zenou, pokud mají vzdelání =0. Vzdy si nejprve dosadte do rovnice 0 a 1 a pak vidíte co máte interpretovat.