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Type 'q()' to quit R. > if(!requireNamespace("quantreg") || !requireNamespace("KernSmooth")) q() Loading required namespace: quantreg Loading required namespace: KernSmooth > > ################################################### > ### chunk number 1: setup > ################################################### > options(prompt = "R> ", continue = "+ ", width = 64, + digits = 4, show.signif.stars = FALSE, useFancyQuotes = FALSE) R> R> options(SweaveHooks = list(onefig = function() {par(mfrow = c(1,1))}, + twofig = function() {par(mfrow = c(1,2))}, + threefig = function() {par(mfrow = c(1,3))}, + fourfig = function() {par(mfrow = c(2,2))}, + sixfig = function() {par(mfrow = c(3,2))})) R> R> library("AER") Loading required package: car Loading required package: carData Loading required package: lmtest Loading required package: zoo Attaching package: 'zoo' The following objects are masked from 'package:base': as.Date, as.Date.numeric Loading required package: sandwich Loading required package: survival R> R> suppressWarnings(RNGversion("3.5.0")) R> set.seed(1071) R> R> R> ################################################### R> ### chunk number 2: journals-data R> ################################################### R> data("Journals", package = "AER") R> R> R> ################################################### R> ### chunk number 3: journals-dim R> ################################################### R> dim(Journals) [1] 180 10 R> names(Journals) [1] "title" "publisher" "society" "price" [5] "pages" "charpp" "citations" "foundingyear" [9] "subs" "field" R> R> R> ################################################### R> ### chunk number 4: journals-plot eval=FALSE R> ################################################### R> ## plot(log(subs) ~ log(price/citations), data = Journals) R> R> R> ################################################### R> ### chunk number 5: journals-lm eval=FALSE R> ################################################### R> ## j_lm <- lm(log(subs) ~ log(price/citations), data = Journals) R> ## abline(j_lm) R> R> R> ################################################### R> ### chunk number 6: journals-lmplot R> ################################################### R> plot(log(subs) ~ log(price/citations), data = Journals) R> j_lm <- lm(log(subs) ~ log(price/citations), data = Journals) R> abline(j_lm) R> R> R> ################################################### R> ### chunk number 7: journals-lm-summary R> ################################################### R> summary(j_lm) Call: lm(formula = log(subs) ~ log(price/citations), data = Journals) Residuals: Min 1Q Median 3Q Max -2.7248 -0.5361 0.0372 0.4662 1.8481 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.7662 0.0559 85.2 <2e-16 log(price/citations) -0.5331 0.0356 -15.0 <2e-16 Residual standard error: 0.75 on 178 degrees of freedom Multiple R-squared: 0.557, Adjusted R-squared: 0.555 F-statistic: 224 on 1 and 178 DF, p-value: <2e-16 R> R> R> ################################################### R> ### chunk number 8: cps-data R> ################################################### R> data("CPS1985", package = "AER") R> cps <- CPS1985 R> R> R> ################################################### R> ### chunk number 9: cps-data1 eval=FALSE R> ################################################### R> ## data("CPS1985", package = "AER") R> ## cps <- CPS1985 R> R> R> ################################################### R> ### chunk number 10: cps-reg R> ################################################### R> library("quantreg") Loading required package: SparseM Attaching package: 'SparseM' The following object is masked from 'package:base': backsolve Attaching package: 'quantreg' The following object is masked from 'package:survival': untangle.specials R> cps_lm <- lm(log(wage) ~ experience + I(experience^2) + + education, data = cps) R> cps_rq <- rq(log(wage) ~ experience + I(experience^2) + + education, data = cps, tau = seq(0.2, 0.8, by = 0.15)) R> R> R> ################################################### R> ### chunk number 11: cps-predict R> ################################################### R> cps2 <- data.frame(education = mean(cps$education), + experience = min(cps$experience):max(cps$experience)) R> cps2 <- cbind(cps2, predict(cps_lm, newdata = cps2, + interval = "prediction")) R> cps2 <- cbind(cps2, + predict(cps_rq, newdata = cps2, type = "")) R> R> R> ################################################### R> ### chunk number 12: rq-plot eval=FALSE R> ################################################### R> ## plot(log(wage) ~ experience, data = cps) R> ## for(i in 6:10) lines(cps2[,i] ~ experience, R> ## data = cps2, col = "red") R> R> R> ################################################### R> ### chunk number 13: rq-plot1 R> ################################################### R> plot(log(wage) ~ experience, data = cps) R> for(i in 6:10) lines(cps2[,i] ~ experience, + data = cps2, col = "red") R> R> R> ################################################### R> ### chunk number 14: srq-plot eval=FALSE R> ################################################### R> ## plot(summary(cps_rq)) R> R> R> ################################################### R> ### chunk number 15: srq-plot1 R> ################################################### R> try(plot(summary(cps_rq))) Warning messages: 1: In rq.fit.br(x, y, tau = tau, ci = TRUE, ...) : Solution may be nonunique 2: In rq.fit.br(x, y, tau = tau, ci = TRUE, ...) : Solution may be nonunique R> R> R> ################################################### R> ### chunk number 16: bkde-fit R> ################################################### R> library("KernSmooth") KernSmooth 2.23 loaded Copyright M. P. Wand 1997-2009 R> cps_bkde <- bkde2D(cbind(cps$experience, log(cps$wage)), + bandwidth = c(3.5, 0.5), gridsize = c(200, 200)) R> R> R> ################################################### R> ### chunk number 17: bkde-plot eval=FALSE R> ################################################### R> ## image(cps_bkde$x1, cps_bkde$x2, cps_bkde$fhat, R> ## col = rev(gray.colors(10, gamma = 1)), R> ## xlab = "experience", ylab = "log(wage)") R> ## box() R> ## lines(fit ~ experience, data = cps2) R> ## lines(lwr ~ experience, data = cps2, lty = 2) R> ## lines(upr ~ experience, data = cps2, lty = 2) R> R> R> ################################################### R> ### chunk number 18: bkde-plot1 R> ################################################### R> image(cps_bkde$x1, cps_bkde$x2, cps_bkde$fhat, + col = rev(gray.colors(10, gamma = 1)), + xlab = "experience", ylab = "log(wage)") R> box() R> lines(fit ~ experience, data = cps2) R> lines(lwr ~ experience, data = cps2, lty = 2) R> lines(upr ~ experience, data = cps2, lty = 2) R> R> R> ################################################### R> ### chunk number 19: install eval=FALSE R> ################################################### R> ## install.packages("AER") R> R> R> ################################################### R> ### chunk number 20: library R> ################################################### R> library("AER") R> R> R> ################################################### R> ### chunk number 21: objects R> ################################################### R> objects() [1] "CPS1985" "Journals" "cps" "cps2" "cps_bkde" [6] "cps_lm" "cps_rq" "i" "j_lm" R> R> R> ################################################### R> ### chunk number 22: search R> ################################################### R> search() [1] ".GlobalEnv" "package:KernSmooth" [3] "package:quantreg" "package:SparseM" [5] "package:AER" "package:survival" [7] "package:sandwich" "package:lmtest" [9] "package:zoo" "package:car" [11] "package:carData" "package:stats" [13] "package:graphics" "package:grDevices" [15] "package:utils" "package:datasets" [17] "package:methods" "Autoloads" [19] "package:base" R> R> R> ################################################### R> ### chunk number 23: assignment R> ################################################### R> x <- 2 R> objects() [1] "CPS1985" "Journals" "cps" "cps2" "cps_bkde" [6] "cps_lm" "cps_rq" "i" "j_lm" "x" R> R> R> ################################################### R> ### chunk number 24: remove R> ################################################### R> remove(x) R> objects() [1] "CPS1985" "Journals" "cps" "cps2" "cps_bkde" [6] "cps_lm" "cps_rq" "i" "j_lm" R> R> R> ################################################### R> ### chunk number 25: log eval=FALSE R> ################################################### R> ## log(16, 2) R> ## log(x = 16, 2) R> ## log(16, base = 2) R> ## log(base = 2, x = 16) R> R> R> ################################################### R> ### chunk number 26: q eval=FALSE R> ################################################### R> ## q() R> R> R> ################################################### R> ### chunk number 27: apropos R> ################################################### R> apropos("help") [1] "help" "help.request" "help.search" "help.start" R> R> R> > proc.time() user system elapsed 2.20 0.25 2.43