day10pr - 4/6/11 1 PADP 8120: Data Analysis and Stascal...

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Unformatted text preview: 4/6/11 1 PADP 8120: Data Analysis and Stascal Modeling Regression Diagnos,cs PRACTICE Spring 2011 Angela Ferg, Ph.D. Graphing residuals reg faminc educhd predict r, resid scaer r educhd 4/6/11 2 Detecng Non-Linearity Graphically drop if faminc>200000 twoway (scaFer faminc educhd) (lt faminc educhd) (lowess faminc educhd) Soluon Polynomial terms: gen educsq=educhd*educhd reg faminc educhd educsq predict r2, residual scaFer r2 educhd Log transformaon gen lvar1=log(var1) reg dvar lvar1 4/6/11 3 Detecng Heteroskedascity Graphically . reg lfaminc educhd educsq agehd agesq black hisp femalehd marriedhd nkids hstat fstamps tanf Source | SS df MS Number of obs = 7467-------------+------------------------------ F( 12, 7454) = 492.51 Model | 3141.67977 12 261.806648 Prob > F = 0.0000 Residual | 3962.34271 7454 .531572674 R-squared = 0.4422-------------+------------------------------ Adj R-squared = 0.4413 Total | 7104.02248 7466 .951516539 Root MSE = .72909------------------------------------------------------------------------------ lfaminc | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+---------------------------------------------------------------- educhd | .0434182 .0163782 2.65 0.008 .0113123 .0755242 educsq | .0017264 .0006707 2.57 0.010 .0004116 .0030411 agehd | .0654106 .0027722 23.60 0.000 .0599764 .0708449 agesq | -.0006251 .0000272 -22.98 0.000 -.0006784 -.0005718 black | -.18598 .019845 -9.37 0.000 -.2248818 -.1470782 hisp | -.0052076 .0345632 -0.15 0.880 -.0729613 .0625461 femalehd | -.1658746 .0242433 -6.84 0.000 -.2133983 -.118351 marriedhd | .5492764 .0235177 23.36 0.000 .5031751 .5953777 nkids | .0674659 .0082506 8.18 0.000 .0512923 .0836394 hstat | -.1007932 .0086367 -11.67 0.000 -.1177235 -.0838628 fstamps | -.5435868 .0286101 -19.00 0.000 -.5996706 -.487503 tanf | -.2624728 .0686072 -3.83 0.000 -.3969623 -.1279834 _cons | 8.324983 .1229927 67.69 0.000 8.083883 8.566084------------------------------------------------------------------------------ rvfplot, yline(0) (This plots the residuals versus Fed (predicted) values. If the spread varies by the x-axis, then there is heteroskedascity.) RVplot 4/6/11...
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day10pr - 4/6/11 1 PADP 8120: Data Analysis and Stascal...

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