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- n = 100;
- x1 = 1:n;
- x2 = round(runif(n,0,1),2);
- x3 = round(rnorm(n),2);
- x4 = round(runif(n,10,20),2);
- x5 = 0.2*x1+0.7*x2+0.1*x4;
- er = round(rnorm(n,0,2),2);
- y = 10+0.8*x1 -12*x2 + 6 *x3 + er;
- par(mfrow=c(1,3));
- plot(x1,y);
- plot(x2,y);
- plot(x3,y);
- X=cbind(1,x1,x2,x3);
- bet=round(solve(t(X) %*% X) %*% t(X) %*% y,2);
- ya=X%*%bet;
- ee=y-ya;
- s2 = t(ee)%*% ee/(n-3-1);
- dat=cbind(y,x1,x2,x3);
- cor(dat);
- reg1 = lm(y~x1 + x2 +x3 + x4 + x5);
- summary(reg1);
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