yann
July 15, 2020, 6:26pm
1
I've residus value in my model result. I would like to transform and add them in my data frame.That's means, to have results with low residus. I'm using FE model. So, i've tried to add but my method doesn't work. Here my R details:
fixed = plm(sp ~lag(debt)+lag(I(debt^2))+outgp++bcour+gvex+vlexp+vlimp, data=bdata, index=c("country", "year"), model="within")
method for adding my residus values:
bdata$resid = fixed$resid
yann
July 15, 2020, 6:35pm
3
@phiggins thanks for answering, kendly please give me more details btw?please please
In the example below, using the starwars data
library(tidyverse)
library(broom)
model <- lm(height ~ gender + species + birth_year,
data = starwars) %>%
broom::augment()
model
#> # A tibble: 40 x 12
#> .rownames height gender species birth_year .fitted .se.fit .resid .hat
#> <chr> <int> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 1 172 male Human 19 178. 3.07 -6.41e+ 0 0.141
#> 2 4 202 male Human 41.9 181. 2.04 2.13e+ 1 0.0622
#> 3 5 150 female Human 19 156. 4.11 -5.84e+ 0 0.252
#> 4 6 178 male Human 52 182. 1.84 -3.73e+ 0 0.0507
#> 5 7 165 female Human 47 159. 3.66 6.34e+ 0 0.200
#> 6 9 183 male Human 24 179. 2.80 4.09e+ 0 0.117
#> 7 10 182 male Human 57 182. 1.83 -2.35e- 1 0.0502
#> 8 11 188 male Human 41.9 181. 2.04 7.28e+ 0 0.0622
#> 9 12 180 male Human 64 183. 1.93 -2.94e+ 0 0.0554
#> 10 13 228 male Wookiee 200 228. 8.18 5.77e-15 1
#> # ... with 30 more rows, and 3 more variables: .sigma <dbl>, .cooksd <dbl>,
#> # .std.resid <dbl>
Created on 2020-07-15 by the reprex package (v0.3.0)
1 Like
yann
July 15, 2020, 8:09pm
5
Thanks, , i've tried the broom function , but how could i get the below information:
lm(formula = sp ~ lag(debt) + lag(I(debt^2)) + outgp + +bcour +
gvex + vlexp + vlimp, data = bdata, index = c("country",
"year"))
Residuals:
Min 1Q Median 3Q Max
-7.7946 -1.8998 -0.5945 1.3142 29.2998
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -4.902e-02 6.212e-01 -0.079 0.93715
lag(debt) 2.416e-02 1.552e-02 1.557 0.12056
lag(I(debt^2)) -1.629e-05 7.232e-05 -0.225 0.82198
outgp 1.197e-02 1.311e-02 0.913 0.36212
bcour 3.048e-01 2.696e-02 11.306 < 2e-16 ***
gvex -6.354e-01 7.479e-02 -8.496 8.61e-16 ***
vlexp -5.924e-02 1.971e-02 -3.006 0.00286 **
vlimp 3.777e-02 1.625e-02 2.323 0.02081 *
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 3.946 on 307 degrees of freedom
Multiple R-squared: 0.4922, Adjusted R-squared: 0.4807
F-statistic: 42.52 on 7 and 307 DF, p-value: < 2.2e-16
yann
July 15, 2020, 8:50pm
7
thanks a lot, now im reading the document
system
Closed
August 5, 2020, 9:01pm
8
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