<html><head><style type="text/css"><!-- DIV {margin:0px;} --></style></head><body><div style="font-family:times new roman, new york, times, serif;font-size:12pt"><DIV>Obrigada Tura, vou dar uma olhada no systemfit tb. Obrigada pela ajuda</DIV>
<DIV>Abs.</DIV>
<DIV>Ayuni<BR></DIV>
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<B><SPAN style="FONT-WEIGHT: bold">De:</SPAN></B> Bernardo Rangel Tura <tura@centroin.com.br><BR><B><SPAN style="FONT-WEIGHT: bold">Para:</SPAN></B> r-br@listas.c3sl.ufpr.br<BR><B><SPAN style="FONT-WEIGHT: bold">Enviadas:</SPAN></B> Quarta-feira, 20 de Abril de 2011 6:35:35<BR><B><SPAN style="FONT-WEIGHT: bold">Assunto:</SPAN></B> Re: [R-br] Res: regressão multivariada<BR></FONT><BR>On Tue, 2011-04-19 at 17:01 -0700, Ayuni Sena wrote:<BR>> Muito obrigada Meninos!<BR>> Bem lembrado Benilton....o que eu quero é fazer o ajuste simultaneo da<BR>> matrix Y em função da matriz X <BR>> agradeço a atenção de voces.<BR>> Ayuni<BR><BR><BR>É por isso que sugeri o systemfit, vejam o exemplo com apenas um<BR>modificação<BR><BR>Codigo:<BR><BR>require('systemfit')<BR>data("Kmenta")<BR>attach(Kmenta)<BR>eqDemand <- consump ~ price + income<BR>eqSupply <- consump ~ price + farmPrice + trend<BR>eqSystem <- list(demand = eqDemand,
supply = eqSupply)<BR>fitols <- systemfit(eqSystem)<BR>summary(fitols)<BR><BR>resposta:<BR><BR>systemfit results <BR>method: OLS <BR><BR> N DF SSR detRCov OLS-R2 McElroy-R2<BR>system 40 33 155.883 4.43485 0.709298 0.557559<BR><BR> N DF SSR MSE RMSE R2 Adj R2<BR>demand 20 17 63.3317 3.72539 1.93013 0.763789 0.735999<BR>supply 20 16 92.5511 5.78444 2.40509 0.654807 0.590084<BR><BR>The covariance matrix of the residuals<BR> demand supply<BR>demand 3.72539 4.13696<BR>supply 4.13696 5.78444<BR><BR>The correlations of the residuals<BR> demand supply<BR>demand 1.000000 0.891179<BR>supply 0.891179 1.000000<BR><BR><BR>OLS estimates for 'demand' (equation 1)<BR>Model Formula: consump ~ price + income<BR><BR>
Estimate Std. Error t value Pr(>|t|) <BR>(Intercept) 99.8954229 7.5193621 13.28509 2.0906e-10 ***<BR>price -0.3162988 0.0906774 -3.48818 0.0028153 ** <BR>income 0.3346356 0.0454218 7.36729 1.0999e-06 ***<BR>---<BR>Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 <BR><BR>Residual standard error: 1.930127 on 17 degrees of freedom<BR>Number of observations: 20 Degrees of Freedom: 17 <BR>SSR: 63.33165 MSE: 3.725391 Root MSE: 1.930127 <BR>Multiple R-Squared: 0.763789 Adjusted R-Squared: 0.735999 <BR><BR><BR>OLS estimates for 'supply' (equation 2)<BR>Model Formula: consump ~ price + farmPrice + trend<BR><BR> Estimate Std. Error t value Pr(>|t|) <BR>(Intercept) 58.2754312 11.4629099 5.08383 0.00011056 ***<BR>price
0.1603666 0.0948839 1.69013 0.11038810 <BR>farmPrice 0.2481333 0.0461879 5.37226 6.2274e-05 ***<BR>trend 0.2483023 0.0975178 2.54623 0.02156713 * <BR>---<BR>Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 <BR><BR>Residual standard error: 2.405087 on 16 degrees of freedom<BR>Number of observations: 20 Degrees of Freedom: 16 <BR>SSR: 92.551058 MSE: 5.784441 Root MSE: 2.405087 <BR>Multiple R-Squared: 0.654807 Adjusted R-Squared: 0.590084 <BR><BR>fim da reposta<BR><BR>Obs você pode usar outras formas de ajuste com SURE por exemplo<BR><BR><BR>-- <BR>[]s<BR>Tura<BR><BR>_______________________________________________<BR>R-br mailing list<BR><A href="mailto:R-br@listas.c3sl.ufpr.br" ymailto="mailto:R-br@listas.c3sl.ufpr.br">R-br@listas.c3sl.ufpr.br</A><BR><A href="https://listas.inf.ufpr.br/cgi-bin/mailman/listinfo/r-br"
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