Mô hình tổng quát

> MOHINH= lm(CANNANG ~ NAM + TPCN + TANTT + TAPLUYEN + BATN, data = KTL)
> summary(MOHINH)

Câu 1
1) > HQ1 <- lm(CANNANG ~ TANTT, data=KTL)
> summary(HQ1)

2) > HQ2 <- lm(CANNANG ~ TAPLUYEN, data=KTL)

> summary(HQ2)

3) > HQ3 <- lm(CANNANG ~ BATN, data=KTL)

> summary(HQ3)
4) chọn ra mô hình lớn nhất
5)
> HQLINLIN= lm(CANNANG ~ BATN, data = KTL)
> summary(HQLINLIN)

> HQLINLOG= lm(CANNANG ~ log(BATN), data = KTL)

> summary(HQLINLOG)

> HQTOADO= lm(CANNANG ~ 0+BATN, data = KTL)

> summary(HQTOADO)

> HQBACHAI= lm(CANNANG ~ I(BATN^2), data= KTL)

> summary(HQBACHAI)

AIC BIC
> RESET_LINLIN <- lm(CANNANG ~ BATN, data = KTL)
> AIC(RESET_LINLIN)
[1] 952.6406
> BIC(RESET_LINLIN)
[1] 961.028
> RESET_LINLOG <- lm(CANNANG ~ log(BATN), data=KTL)
> AIC(RESET_LINLOG)
[1] 956.8275
> BIC(RESET_LINLOG)
[1] 965.2149
> RESET_TOADO <- lm(CANNANG ~ 0 + BATN, data=KTL)
> AIC(RESET_TOADO)
[1] 1002.809
> BIC(RESET_TOADO)
[1] 1008.4
> RESET_BACHAI <- lm(CANNANG ~ I(BATN^2), data=KTL)
> AIC(RESET_BACHAI)
[1] 954.6673
> BIC(RESET_BACHAI)
[1] 963.0546
CP
> FULL_MODELFULLLINLIN <- lm(CANNANG ~ NAM + TPCN + TANTT + TAPLUYEN + BATN, data = KTL)
> REST_LINLIN <-lm(CANNANG ~ BATN, data= KTL)
> ols_mallows_cp(REST_LINLIN, FULL_MODELFULLLINLIN)
[1] 87.04986
> FULL_MODELFULLLINLOG <- lm(CANNANG ~ NAM + TPCN + TANTT + TAPLUYEN + log(BATN), data = KTL)
> REST_LINLOG <-lm(CANNANG ~ log(BATN), data= KTL)
> ols_mallows_cp(REST_LINLOG, FULL_MODELFULLLINLOG)
[1] 91.404
> FULL_MODELFULLTOADO <- lm(CANNANG ~ NAM + TPCN + TANTT + TAPLUYEN + 0 + BATN, data = KTL)
> REST_TOADO <-lm(CANNANG ~ 0 + BATN, data= KTL)
> ols_mallows_cp(REST_TOADO, FULL_MODELFULLTOADO)
[1] 27.82223
> FULL_MODELFULLBACHAI <- lm(CANNANG ~ NAM + TPCN + TANTT + TAPLUYEN + I(BATN^2), data = KTL)
> REST_BACHAI <-lm(CANNANG ~ I(BATN^2), data= KTL)
> ols_mallows_cp(REST_BACHAI, FULL_MODELFULLBACHAI)
[1] 90.7448

6)
> HQLOGLOG= lm(log(CANNANG) ~ log(BATN), data = KTL)
> summary(HQLOGLOG)
> HQLOGLIN= lm(log(CANNANG) ~ BATN, data = KTL)
> summary(HQLOGLIN)

AIC BIC
> RESET_LOGLOG <- lm(log(CANNANG) ~ log(BATN), data = KTL)
> AIC(RESET_LOGLOG)
[1] -25.44929
> BIC(RESET_LOGLOG)
[1] -17.06192
> RESET_LOGLIN <- lm(log(CANNANG) ~ BATN, data=KTL)
> AIC(RESET_LOGLIN)
[1] -28.05592
> BIC(RESET_LOGLIN)
[1] -19.66855

CP
> FULL_MODELFULLLOGLOG <- lm(log(CANNANG) ~ NAM + TPCN + TANTT + TAPLUYEN + log(BATN), data = KTL)
> REST_LOGLOG <-lm(log(CANNANG) ~ log(BATN), data= KTL)
> ols_mallows_cp(REST_LOGLOG, FULL_MODELFULLLOGLOG)
[1] 69.29661
> FULL_MODELFULLLOGLIN <- lm(log(CANNANG) ~ NAM + TPCN + TANTT + TAPLUYEN + BATN, data = KTL)
> REST_LOGLIN <-lm(log(CANNANG) ~ BATN, data= KTL)
> ols_mallows_cp(REST_LOGLIN, FULL_MODELFULLLOGLIN)
[1] 66.36944

Câu 2
t_test <- function(reg, coefnum, val){
coefnum <- coefnum+1
co <- coef(summary(reg))
tstat <- (co[coefnum,1]-val)/co[coefnum,2]
p_value <- 2 * pt(abs(tstat), reg$df.residual, lower.tail = FALSE)
result1 <- c(t_stat = round(tstat, digits=4))
result2 = c(p_value_2p = round(p_value, digits=4))
result3 = c(p_value_1p = round(p_value/2, digits=4))
return(list(result1, result2, result3))

> linearHypothesis(MOHINH, c("NAM=0","TPCN=0","TANTT=0","TAPLUYEN=0","BATN")) (4)

> MH1= lm(CANNANG ~ BATN, data = KTL) (5)
> summary(MH1)
> confint(MH1,level=0.96)

> mean(KTL[["TANTT"]]) (6)

[1] 3.008264
> mean(KTL[["TAPLUYEN"]])
[1] 2.280992
> mean(KTL[["BATN"]])
[1] 3.190083
>
> CVALUES <- data.frame(NAM=1,TPCN=0,TANTT=2,TAPLUYEN=3,BATN=3)
> predict(MOHINH,CVALUES,interval="confidence", level=0.94)
fit lwr upr
1 61.12369 58.11437 64.13301
>
> vif(MOHINH) (7)
NAM TPCN TANTT TAPLUYEN BATN
1.249447 1.312475 1.358890 1.087743 1.576777
> library(fBasics) (8)
> PHANDU= resid(MOHINH)
> jarqueberaTest(PHANDU)

Câu 3:
> HQ_CAU3= lm(CANNANG ~ TANTT + TAPLUYEN + BATN + NAM + TANTT:NAM + TAPLUYEN:NAM + BATN:NAM , data = KTL)
> summary(HQ_CAU3)
> linearHypothesis(HQ_CAU3, c("NAM=0","TANTT:NAM=0","TAPLUYEN:NAM=0","BATN:NAM=0"))
Câu 4
> library(lmtest)
> bptest(HQ_CAU3)
> BPTESTHQ_CAU3 <- lm(resid(HQ_CAU3)^2 ~ TANTT + TAPLUYEN + BATN + NAM + TANTT:NAM + TAPLUYEN:NAM + BATN:NAM , data =
> summary(BPTESTHQ_CAU3)
> bptest(HQ_CAU3, ~ fitted(HQ_CAU3) + I(fitted(HQ_CAU3)^2)) (white rút gọn)

Câu 5
> library(lmtest)
> resettest(HQ_CAU3, power=2:3, type="fitted")
> resettest(HQ_CAU3, power=2:4, type="fitted")

Câu 6
> FULLMODEL= lm(CANNANG~.,data=KTL)
> summary(FULLMODEL)

> HQ_BOBIENHANGSO= lm(CANNANG ~ NAM + TUOI + BATN + TANTT + GNTB + TAPLUYEN + CDTHIT + CDBOT + CBEO + CMKVITAMIN + TP
> vif(HQ_BOBIENHANGSO)

> FULLHQ= lm(CANNANG ~ NAM + TUOI + BATN + TANTT + GNTB + TAPLUYEN + CDTHIT + CBEO + CMKVITAMIN + TPCN + NNNGOI + DIN
> vif(FULLHQ)

> library(leaps)
> full <- regsubsets(CANNANG~., data=KTL_CUOI, nvmax = 12)
> smfull <- summary(full)
> fullhq <- lm(CANNANG~.,data=KTL_CUOI)
> names(smfull)
> c6_r2 <- smfull$rsq
> c6_adjr2 <- smfull$adjr2
> c6_bic <- smfull$bic
> c6_cp <- smfull$cp
> c6_rss <- smfull$rss
> mininumVars <- c(
+ BIC= which.min(c6_bic),
+ CP= which.min(c6_cp)
+ )
> maximumVars <- c(
+ R2= which.max(c6_r2),
+ AdjR2= which.max(c6_adjr2)
+ )
> print(mininumVars)
> print(maximumVars)

> coef(full,3)
> coef(full,4)
> coef(full,8)
> coef(full,12)

> install.packages("BMA")
> library(BMA)
> X= KTL_CUOI[, -1]
> Y= KTL_CUOI$CANNANG
> BMA= bicreg(X, Y, strict = FALSE, OR = 10)
> BMA= bicreg(X, Y, strict = FALSE, OR = 20)
> summary(BMA)

> imageplot.bma(BMA)

> H0 <- c("TUOI","TANTT","GNTB","TAPLUYEN","CDTHIT","CBEO","CMKVITAMIN","NNNGOI","DINGU")

> linearHypothesis(FULLHQ, H0)
EN + BATN, data = KTL)

EN + log(BATN), data = KTL)

EN + 0 + BATN, data = KTL)

YEN + I(BATN^2), data = KTL)

data = KTL)
N:NAM , data = KTL)
APLUYEN:NAM + BATN:NAM , data = KTL)

CDBOT + CBEO + CMKVITAMIN + TPCN + LVIEC + NNNGOI + DINGU, data= KTL)

MKVITAMIN + TPCN + NNNGOI + DINGU, data= KTL)