{"id":170,"date":"2018-11-15T21:13:51","date_gmt":"2018-11-16T03:13:51","guid":{"rendered":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/?page_id=170"},"modified":"2018-11-15T21:13:51","modified_gmt":"2018-11-16T03:13:51","slug":"capitulo-5-5","status":"publish","type":"page","link":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/?page_id=170","title":{"rendered":"Capitulo 5.5"},"content":{"rendered":"
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DATASETS PARA R<\/h1>\n<\/header>\n
\n

Introducci\u00f3n a la econometr\u00eda, Wooldridge<\/h1>\n

\u00a0Una\u00a0 explicaci\u00f3n antes de comenzar.<\/h4>\n

 <\/p>\n

\n

Esta p\u00e1gina contiene ejemplos de cada cap\u00edtulo de\u00a0\u00a0Introducci\u00f3n a<\/em>la\u00a0Econometr\u00eda :\u00a0 Un Enfoque Moderno,\u00a0 4a\u00a0 edici\u00f3n<\/em>\u00a0de Jeffrey M. Wooldridge.\u00a0 Cada ejemplo ilustra c\u00f3mo cargar los datos, construir modelos econom\u00e9tricos\u00a0 y calcular estimaciones con el programa\u00a0R<\/strong>\u00a0.<\/p>\n

El sitio de recursos complementario al libro proporciona conjuntos de datos disponibles p\u00fablicamente para Eviews, Excel, y el software comercial Stata,\u00a0R<\/strong>\u00a0es la opci\u00f3n de\u00a0software<\/em>\u00a0libre.<\/p>\n

Adem\u00e1s, el uso de\u00a0R<\/strong>\u00a0al construir una base en el modelado econom\u00e9trico introduce uno a las herramientas de software capaces de escalar con las demandas de los m\u00e9todos modernos en computaci\u00f3n estad\u00edstica. En el\u00a0Ap\u00e9ndice\u00a0<\/strong>\u00a0se citan fuentes adicionales sobre el uso de\u00a0R<\/strong>\u00a0para la econometr\u00eda.<\/p>\n

Los estudiantes nuevos tanto en econometr\u00eda como en paquete\u00a0R<\/strong>\u00a0pueden considerar que la introducci\u00f3n a ambos es compleja.\u00a0En particular, el proceso de carga y preparaci\u00f3n de datos antes de construir el primer modelo econom\u00e9trico resulta frustrante debido a que no es amigable el programa y cualquier error se constituye en una verdadera complicaci\u00f3n.\u00a0El\u00a0\u00a0<\/code>paquete de datos \u00a0wooldridge\u00a0<\/code>tiene como objetivo simplificar esta tarea.\u00a0Contiene el conjunto de datos de Introducci\u00f3n a la<\/em>\u00a0Econometr\u00eda :\u00a0 Un Enfoque Moderno<\/em>, que se puede cargar con una simple llamada a la\u00a0funci\u00f3n data()<\/code>.<\/p>\n

Lo primero es\u00a0 instalar y carga el paquete\u00a0\u00a0wooldridge con el comando install<\/code>. Para aquellos familiarizados con Stata saben que contiene bases de datos precargadas y con el paquete. Pero con el uso regular de libros de texto, los autores ponen disponibles los datos no s\u00f3lo en la forma regular a trav\u00e9s de archivos indivuales. Ahora tambi\u00e9n se tiene la costrumbre de instalar directamente la biblioteca completa de bases de datos, en este caso los 111 archivos indivuales es cargan directamente con un s\u00f3lo proceso.<\/p>\n

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install.packages<\/span>(\"wooldridge\"<\/span>)<\/code><\/pre>\n<\/div>\n
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library<\/span>(wooldridge)<\/code><\/pre>\n<\/div>\n<\/div>\n
\n
<\/h2>\n<\/div>\n
\n
Cap\u00edtulo 5: An\u00e1lisis de regresi\u00f3n m\u00faltiple:<\/h2>\n<\/div>\n
Cap\u00edtulo 5: An\u00e1lisis de regresi\u00f3n m\u00faltiple: Asint\u00f3ticos OLS<\/h2>\n
Example 5.3:<\/code>\u00a0Modelo econ\u00f3mico del crimen<\/strong><\/p>\n
De J. Grogger (1991),\u00a0Certeza vs. Severidad de castigo<\/em>\u00a0, Economic Inquiry 29, 297-309.\u00a0El profesor Grogger amablemente proporcion\u00f3 un subconjunto de los datos que utiliz\u00f3 en su art\u00edculo.<\/p>\n
n\u00a0<\/span>a\u00a0<\/span>r\u00a0<\/span>r\u00a0<\/span>86\u00a0<\/span>=\u00a0<\/span>\u03b2<\/span>0<\/span><\/span>+\u00a0<\/span>\u03b2<\/span>1<\/span><\/span>p\u00a0<\/span>c\u00a0<\/span>n\u00a0<\/span>v\u00a0<\/span>+\u00a0<\/span>\u03b2<\/span>2<\/span><\/span>a\u00a0<\/span>v\u00a0<\/span>g<\/span>s\u00a0<\/span>e\u00a0<\/span>n\u00a0<\/span>+\u00a0<\/span>\u03b2<\/span>3<\/span><\/span>t\u00a0<\/span>o\u00a0<\/span>t\u00a0<\/span>t\u00a0<\/span>i\u00a0<\/span>m\u00a0<\/span>e\u00a0<\/span>+\u00a0<\/span>\u03b2<\/span>4<\/span><\/span>p\u00a0<\/span>t\u00a0<\/span>i\u00a0<\/span>m\u00a0<\/span>e\u00a0<\/span>86\u00a0<\/span>+\u00a0<\/span>\u03b2<\/span>5<\/span><\/span>q<\/span>e\u00a0<\/span>m\u00a0<\/span>p\u00a0<\/span>86\u00a0<\/span>+\u00a0<\/span>\u03bc<\/span><\/span><\/span>norteunrr86=\u03b20+\u03b21pagdonortev+\u03b22unvgramosminorte+\u03b23tottyometromi+\u03b24pagtyometromi86+\u03b25qmimetropag86+\u03bc<\/span><\/span><\/div>\n
n\u00a0<\/span>a\u00a0<\/span>r\u00a0<\/span>r\u00a0<\/span>86\u00a0<\/span>:<\/span><\/span><\/span>norteunrr86:<\/span><\/span><\/span>n\u00famero de veces arrestado, 1986.\u00a0p<\/span><\/span><\/span><\/span><\/span>c<\/span><\/span><\/span><\/span><\/span>n<\/span><\/span><\/span><\/span><\/span>v<\/span><\/span><\/span><\/span><\/span>:<\/span><\/span><\/span><\/span><\/span>
\n<\/span><\/span><\/span><\/span><\/span><\/span><\/span>pagdonortev:<\/span><\/span><\/span>proporci\u00f3n de detenciones previas que conducen a condenas\u00a0a<\/span><\/span><\/span><\/span><\/span>v<\/span><\/span><\/span><\/span><\/span>g<\/span><\/span><\/span><\/span><\/span>
\n<\/span><\/span><\/span>s\u00a0<\/span>e\u00a0<\/span>n\u00a0<\/span>:<\/span><\/span><\/span>unvgramosminorte:<\/span><\/span><\/span>oraci\u00f3n promedio cumplida, duraci\u00f3n en meses.\u00a0t<\/span><\/span><\/span><\/span><\/span>o<\/span><\/span><\/span><\/span><\/span>t<\/span><\/span><\/span><\/span><\/span>t<\/span><\/span><\/span><\/span><\/span>i<\/span><\/span><\/span><\/span><\/span>m<\/span><\/span><\/span><\/span><\/span>e<\/span><\/span><\/span><\/span><\/span>:<\/span><\/span><\/span><\/span><\/span>
\n<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span>tottyometromi:<\/span><\/span><\/span>tiempo en prisi\u00f3n desde que cumpli\u00f3 18 a\u00f1os, duraci\u00f3n en meses.\u00a0p<\/span><\/span><\/span><\/span><\/span>t<\/span><\/span><\/span><\/span><\/span>i<\/span><\/span><\/span><\/span><\/span>m<\/span><\/span><\/span><\/span><\/span>e<\/span><\/span><\/span><\/span><\/span>86<\/span><\/span><\/span><\/span><\/span>:<\/span><\/span><\/span><\/span><\/span>
\n<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span>pagtyometromi86:<\/span><\/span><\/span>meses de prisi\u00f3n durante 1986.\u00a0q<\/span><\/span><\/span><\/span><\/span>
\n<\/span>e\u00a0<\/span>m\u00a0<\/span>p\u00a0<\/span>86\u00a0<\/span>:<\/span><\/span><\/span>qmimetropag86:<\/span><\/span><\/span>\u00a0cuartos empleados, 1986.<\/p>\n
Cargue el\u00a0crime1<\/code>conjunto de datos.<\/p>\n
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data<\/span>(\"crime1\"<\/span>)\r\n?crime1<\/code><\/pre>\n<\/div>\n
Estime el modelo.<\/p>\n
\n
restricted_model <- lm<\/span>(narr86 ~<\/span> pcnv +<\/span> ptime86 +<\/span> qemp86, data =<\/span> crime1)<\/code><\/pre>\n<\/div>\n
Crea una nueva variable que\u00a0restricted_model_u<\/code>contenga los residuos\u00a0\u03bc<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span>~<\/span><\/span><\/span><\/span><\/span><\/span>\u03bc~<\/span><\/span><\/span>\u00a0de la regresi\u00f3n anterior.<\/p>\n
\n
restricted_model_u <- restricted_model$<\/span>residuals<\/code><\/pre>\n<\/div>\n
A continuaci\u00f3n, regresi\u00f3n\u00a0pcnv, ptime86, qemp86, avgsen<\/code>, y\u00a0tottime<\/code>, contra los residuos\u00a0\u03bc<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span>~<\/span><\/span><\/span><\/span><\/span><\/span>\u03bc~<\/span><\/span><\/span>guardado en\u00a0restricted_model_u<\/code>.<\/p>\n
\u03bc<\/span>~<\/span><\/span><\/span><\/span>=\u00a0<\/span>\u03b2<\/span>1<\/span><\/span>p\u00a0<\/span>c\u00a0<\/span>n\u00a0<\/span>v\u00a0<\/span>+\u00a0<\/span>\u03b2<\/span>2<\/span><\/span>a\u00a0<\/span>v\u00a0<\/span>g<\/span>s\u00a0<\/span>e\u00a0<\/span>n\u00a0<\/span>+\u00a0<\/span>\u03b2<\/span>3<\/span><\/span>t\u00a0<\/span>o\u00a0<\/span>t\u00a0<\/span>t\u00a0<\/span>i\u00a0<\/span>m\u00a0<\/span>e\u00a0<\/span>+\u00a0<\/span>\u03b2<\/span>4<\/span><\/span>p\u00a0<\/span>t\u00a0<\/span>i\u00a0<\/span>m\u00a0<\/span>e\u00a0<\/span>86\u00a0<\/span>+\u00a0<\/span>\u03b2<\/span>5<\/span><\/span>q<\/span>e\u00a0<\/span>m\u00a0<\/span>p\u00a0<\/span>86<\/span><\/span><\/span>\u03bc~=\u03b21pagdonortev+\u03b22unvgramosminorte+\u03b23tottyometromi+\u03b24pagtyometromi86+\u03b25qmimetropag86<\/span><\/span><\/div>\n
\n
LM_u_model <- lm<\/span>(restricted_model_u ~<\/span> pcnv +<\/span> ptime86 +<\/span> qemp86 +<\/span> avgsen +<\/span> tottime, \r\n    data =<\/span> crime1)\r\nsummary<\/span>(LM_u_model)$<\/span>r.square<\/code><\/pre>\n<\/div>\n
## [1] 0.001493846<\/code><\/pre>\n
L\u00a0<\/span>M<\/span>=\u00a0<\/span>2\u00a0<\/span>,\u00a0<\/span>725\u00a0<\/span>(\u00a0<\/span>0.0015\u00a0<\/span>)<\/span><\/span><\/span>LMETRO=2,725(0.0015)<\/span><\/span><\/div>\n
\n
LM_test <- nobs<\/span>(LM_u_model) *<\/span> 0.0015<\/span>\r\nLM_test<\/code><\/pre>\n<\/div>\n
## [1] 4.0875<\/code><\/pre>\n
\n
qchisq<\/span>(1<\/span> -<\/span> 0.10<\/span>, 2<\/span>)<\/code><\/pre>\n<\/div>\n
## [1] 4.60517<\/code><\/pre>\n
El\u00a0p-<\/em>\u00a0valor es:<\/p>\n
PAG<\/span>(\u00a0<\/span>X<\/span>2<\/span>2<\/span><\/span><\/span><\/span>>\u00a0<\/span>4.09\u00a0<\/span>)\u00a0<\/span>\u2248\u00a0<\/span>0.129<\/span><\/span><\/span>PAG(X22>4.09)\u22480.129<\/span><\/span><\/div>\n
\n
1<\/span>-<\/span>pchisq<\/span>(LM_test, 2<\/span>)<\/code><\/pre>\n<\/div>\n
## [1] 0.129542<\/code><\/pre>\n<\/div>\n","protected":false},"excerpt":{"rendered":"
DATASETS PARA R Introducci\u00f3n a la econometr\u00eda, Wooldridge \u00a0Una\u00a0 explicaci\u00f3n antes de comenzar.   Esta p\u00e1gina contiene ejemplos de cada cap\u00edtulo de\u00a0\u00a0Introducci\u00f3n ala\u00a0Econometr\u00eda :\u00a0 Un Enfoque Moderno,\u00a0 4a\u00a0 edici\u00f3n\u00a0de Jeffrey M. Wooldridge.\u00a0 Cada ejemplo ilustra c\u00f3mo cargar los datos, construir modelos econom\u00e9tricos\u00a0 y calcular estimaciones con el programa\u00a0R\u00a0. El sitio de recursos complementario al libro … Seguir leyendo Capitulo 5.5<\/span> →<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"open","template":"","meta":{"footnotes":""},"class_list":["post-170","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/index.php?rest_route=\/wp\/v2\/pages\/170","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=170"}],"version-history":[{"count":1,"href":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/index.php?rest_route=\/wp\/v2\/pages\/170\/revisions"}],"predecessor-version":[{"id":171,"href":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/index.php?rest_route=\/wp\/v2\/pages\/170\/revisions\/171"}],"wp:attachment":[{"href":"https:\/\/dcsh.izt.uam.mx\/proyectos\/r\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=170"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}