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9.6 KiB

Correlation and Regressions

- Pearson's product-moment correlation
- data:  worker$wage and worker$years_edu
- t = 35.998, df = 37633, p-value < 0.00000000000000022
- alternative hypothesis: true correlation is not equal to 0
- 95 percent confidence interval:
- 0.1726625 0.1921962
- sample estimates:
- cor 
- 0.1824473
- Pearson's product-moment correlation
- data:  worker$wage and worker$age
- t = 9.3777, df = 37633, p-value < 0.00000000000000022
- alternative hypothesis: true correlation is not equal to 0
- 95 percent confidence interval:
- 0.03819950 0.05835859
- sample estimates:
- cor 
- 0.04828396
- Call:
- lm(formula = wage ~ sex
- age
- years_edu, data = worker)
- Residuals:
- Min      1Q  Median      3Q     Max 
- -1638.7  -489.5   -72.1   437.6 12305.1 
- Coefficients:
- Estimate Std. Error t value             Pr(>|t|)    
- (Intercept) 2185.0021    19.6473 111.211 < 0.0000000000000002 ***
- sex         -667.9011     9.5525 -69.919 < 0.0000000000000002 ***
- age            1.9781     0.3152   6.276       0.000000000352 ***
- years_edu     10.7387     0.8999  11.933 < 0.0000000000000002 ***
- ---
- Signif. codes:  0 *** 0.001 ** 0.01 * 0.05 . 0.1   1
- Residual standard error: 695.3 on 37631 degrees of freedom
- Multiple R-squared:  0.1343,	Adjusted R-squared:  0.1342 
- F-statistic:  1946 on 3 and 37631 DF,  p-value: < 0.00000000000000022
- Call:
- lm(formula = wage ~ sex
- age
- years_edu
- sector
- social_group
- religion
- quarter, data = worker)
- Residuals:
- Min      1Q  Median      3Q     Max 
- -1789.3  -484.2   -60.3   432.2 12337.4 
- Coefficients:
- Estimate Std. Error t value             Pr(>|t|)    
- (Intercept)  1716.2498    23.9940  71.528 < 0.0000000000000002 ***
- sex          -621.1712     9.4569 -65.684 < 0.0000000000000002 ***
- age             1.5207     0.3096   4.912  0.00000090742386603 ***
- years_edu       8.0624     0.8860   9.100 < 0.0000000000000002 ***
- sector        211.8919     8.0576  26.297 < 0.0000000000000002 ***
- social_group   15.1192     1.3090  11.550 < 0.0000000000000002 ***
- religion       24.2759     3.0235   8.029  0.00000000000000101 ***
- quarterQ2      33.0336    11.4750   2.879              0.00399 ** 
- quarterQ3      42.1100    10.9479   3.846              0.00012 ***
- quarterQ4      60.3340    10.7247   5.626  0.00000001860438745 ***
- quarterQ5      96.8388    13.8317   7.001  0.00000000000257946 ***
- ---
- Signif. codes:  0 *** 0.001 ** 0.01 * 0.05 . 0.1   1
- Residual standard error: 682.3 on 37624 degrees of freedom
- Multiple R-squared:  0.1665,	Adjusted R-squared:  0.1662 
- F-statistic: 751.4 on 10 and 37624 DF,  p-value: < 0.00000000000000022
- Call:
- lm(formula = wage ~ sex
- age
- years_edu
- sector
- social_group
- religion
- quarter
- state, data = worker)
- Residuals:
- Min      1Q  Median      3Q     Max 
- -2166.6  -420.9   -26.9   393.6 11885.4 
- Coefficients:
- Estimate Std. Error t value             Pr(>|t|)    
- (Intercept)  2334.9216    31.6980  73.661 < 0.0000000000000002 ***
- sex          -600.1791     8.9602 -66.983 < 0.0000000000000002 ***
- age            -0.7958     0.2925  -2.720             0.006522 ** 
- years_edu       3.5156     0.8463   4.154   0.0000327426267356 ***
- sector        170.5218     7.7194  22.090 < 0.0000000000000002 ***
- social_group   11.0980     1.2958   8.565 < 0.0000000000000002 ***
- religion        6.8266     3.0199   2.261             0.023793 *  
- quarterQ2      27.5969    10.5232   2.622             0.008733 ** 
- quarterQ3      47.4106    10.0603   4.713   0.0000024541348868 ***
- quarterQ4      65.0550     9.8696   6.591   0.0000000000441218 ***
- quarterQ5     111.5467    12.9159   8.636 < 0.0000000000000002 ***
- state02      -182.7089    36.7495  -4.972   0.0000006664834133 ***
- state03      -302.4308    31.4091  -9.629 < 0.0000000000000002 ***
- state04        54.6670   157.9356   0.346             0.729243    
- state05      -364.2626    49.7310  -7.325   0.0000000000002443 ***
- state06      -158.2256    34.1364  -4.635   0.0000035796630662 ***
- state07       103.8315    85.9533   1.208             0.227056    
- state08      -232.7281    31.6792  -7.346   0.0000000000002077 ***
- state09      -625.4561    26.6275 -23.489 < 0.0000000000000002 ***
- state1       -329.4467    43.8025  -7.521   0.0000000000000555 ***
- state10      -228.9421    27.2168  -8.412 < 0.0000000000000002 ***
- state11       229.4834    90.4784   2.536             0.011206 *  
- state12         8.6292    53.5113   0.161             0.871889    
- state13      -414.2133   108.2687  -3.826             0.000131 ***
- state14        24.9990    33.2053   0.753             0.451537    
- state15      -386.4679    38.6430 -10.001 < 0.0000000000000002 ***
- state16      -408.9313    35.7746 -11.431 < 0.0000000000000002 ***
- state17      -169.2716    39.6051  -4.274   0.0000192485172076 ***
- state18      -191.4328    31.9025  -6.001   0.0000000019842884 ***
- state19      -849.3718    25.4194 -33.414 < 0.0000000000000002 ***
- state2       -127.5145    72.9047  -1.749             0.080289 .  
- state20      -627.1074    29.7862 -21.054 < 0.0000000000000002 ***
- state21      -739.1066    28.7611 -25.698 < 0.0000000000000002 ***
- state22      -873.9305    30.4180 -28.731 < 0.0000000000000002 ***
- state23      -803.9339    26.7202 -30.087 < 0.0000000000000002 ***
- state24      -541.8985    29.4421 -18.406 < 0.0000000000000002 ***
- state25        57.8958   313.5190   0.185             0.853493    
- state26      -211.9977   199.1455  -1.065             0.287093    
- state27      -594.3999    24.9000 -23.872 < 0.0000000000000002 ***
- state28      -381.2620    26.4571 -14.411 < 0.0000000000000002 ***
- state29      -367.1243    26.4633 -13.873 < 0.0000000000000002 ***
- state3       -479.1579    40.3655 -11.870 < 0.0000000000000002 ***
- state30        63.4353    74.2422   0.854             0.392869    
- state31       157.6998    89.1517   1.769             0.076920 .  
- state32        38.5378    26.3576   1.462             0.143717    
- state33      -423.9537    25.3135 -16.748 < 0.0000000000000002 ***
- state34      -419.1475    40.5708 -10.331 < 0.0000000000000002 ***
- state35       416.7570    57.3598   7.266   0.0000000000003784 ***
- state36       -31.7199    29.3147  -1.082             0.279238    
- state4        371.0493   182.0114   2.039             0.041496 *  
- state5       -599.6303    58.8906 -10.182 < 0.0000000000000002 ***
- state6       -197.8508    55.0537  -3.594             0.000326 ***
- state7        253.3238   116.6312   2.172             0.029861 *  
- state8       -291.8271    42.4682  -6.872   0.0000000000064448 ***
- state9       -734.4680    34.6586 -21.192 < 0.0000000000000002 ***
- ---
- Signif. codes:  0 *** 0.001 ** 0.01 * 0.05 . 0.1   1
- Residual standard error: 625.2 on 37580 degrees of freedom
- Multiple R-squared:  0.301,	Adjusted R-squared:    0.3 
- F-statistic: 299.7 on 54 and 37580 DF,  p-value: < 0.00000000000000022

/Courseware/quantitative-methods/src/commit/60e8528de302e9d848b1efbc54bd882372c7b517/bsample2.png

- category sex    V1       prop
- 1:        1   2  3697 0.52995986
- 2:        1   1  7066 0.23051577
- 3:        2   2  3047 0.43678326
- 4:        2   1 20363 0.66430692
- 5:        3   1  3224 0.10517731
- 6:        3   2   232 0.03325688