# S&W:n kirjan kotisivut: http://wps.aw.com/aw_stock_ie_2/ datamat = t(matrix(scan("C:/HY-Data/JPLUOTO/OPETUS/EKONOMETRIAN_PERUSKURSSI/test_data.txt"),nrow=13)) datam = matrix(datamat,nc=13) colnames(datam) = c("enrl_tot","teachers","calw_pct","meal_pct","computer","testscr","comp_stu","expn_stu","str","avginc","el_pct","read_scr","math_scr") library(sandwich) library(lmtest) # Usean muuttujan regressiomalli (S&W 6) Test_score = datam[,"testscr"] STR = datam[,"str"] PctEL= datam[,"el_pct"] model = lm(Test_score~STR+PctEL) model$newse = vcovHC(model) coeftest(model,model$newse) summary(model) #Täydellinen multikollineaarisuus model = lm(Test_score~rep(1,length(STR))+STR+PctEL) summary(model) model$newse = vcovHC(model) coeftest(model,model$newse)