[R] Some problem with the OLS

From: roberto laforgia <roby.laf_at_gmail.com>
Date: Wed, 11 Jun 2008 17:09:21 +0200


Dear all!!

 I estimated the following OLS model with R 2.5.6:

Output R 2.5.6

Call:

lm(formula = UN ~ log(x) + time2, data = dati)

Residuals:

   Min 1Q Median 3Q Max

-5.649 -2.753 -1.015 1.225 16.199

Coefficients:

              Estimate Std. Error t value Pr(>|t|)

(Intercept) 7.3036294 0.6871025 10.630 <2e-16 ***

log(x) -0.0028542 0.0270730 -0.105 0.916

time2 -0.0002670 0.0003823 -0.698 0.487

---

Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1



Residual standard error: 4.323 on 87 degrees of freedom

Multiple R-Squared: 0.02933,    Adjusted R-squared: 0.007017

F-statistic: 1.314 on 2 and 87 DF,  p-value: 0.2739

is significant only the intercept

After I estimated the same model with R 2.7 and this is the new output:

Output R 2.7

regressione14<-lm(UN ~ log(x)+ time2,data=dati)

> summary(regressione14)



Call:

lm(formula = UN ~ log(x) + time2, data = dati)



Residuals:

   Min     1Q Median     3Q    Max

-8.825 -2.094 -0.861  2.233 12.664



Coefficients:

             Estimate Std. Error t value Pr(>|t|)

(Intercept) 22.724208   3.304670   6.876 8.89e-10 ***

log(x)      -7.117981   1.499482  -4.747 8.05e-06 ***

time2        0.002051   0.000523   3.922 0.000175 ***

---

Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1



Residual standard error: 3.853 on 87 degrees of freedom

Multiple R-Squared: 0.2289,     Adjusted R-squared: 0.2112

F-statistic: 12.91 on 2 and 87 DF,  p-value: 1.227e-05


Well, how you can see the two outputs are very differents, so i try to
estimated the same model with another package and i show the

output:






*Variabile*

*Coefficiente*

*Errore Std.*

*Statistica t*

*p-value*
const 22,7242 3,30467 6,8764 <0,00001
***
logx -7,11798 1,49948 -4,7470 <0,00001
***
time2 0,00205144 0,000523012 3,9224 0,00017
***
Media della variabile dipendente = 6,47833 Scarto quadratico medio della variabile dipendente = 4,33827 Somma dei quadrati dei residui = 1291,58 Errore standard dei residui = 3,85302 R2 = 0,228922 R2 corretto = 0,211196 Statistica F (2, 87) = 12,9145 (p-value = 1,23e-005) Log-verosimiglianza = -247,576 Criterio di informazione di Akaike = 501,152 Criterio bayesiano di Schwarz = 508,652 Criterio di Hannan-Quinn = 504,176 How you can see this package show the same output of the R 2.7 My question is where is the bug?
Kind regards [[alternative HTML version deleted]] ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Received on Wed 11 Jun 2008 - 15:55:36 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Wed 11 Jun 2008 - 17:30:39 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive