[R] question about the degrees of freedom
Ista Zahn
istazahn at gmail.com
Mon May 3 16:38:53 CEST 2010
Hi Serdal,
There is a lot of confusion here (how much is yours and how much is
mine remains to be seen). See specific comments in line.
On Mon, May 3, 2010 at 9:19 AM, serdal ozusaglam
<saint-filth at hotmail.com> wrote:
>
> Dear R users,
>
>
> I think i have a simple question which i want to explain by an example;
>
> i have several 2-digit industry codes that i want to use for conducting by-industry analysis but i think there is a problem with the degrees of freedom!
>
> for example, when i do my analysis without any 2-digit industry code, i got the following summary (i have 146574 observations in total):
>> abc<-lm(lnQ~lnC+lnM+lnL+lnE+eco+inno, data=ds)
>> summary(abc)
>
> Call:
> lm(formula = lnQ ~ lnC + lnM + lnL + lnE + eco + inno, data = ds)
>
> Residuals:
> Min 1Q Median 3Q Max
> -11.01340 -0.17637 -0.02217 0.14974 7.79005
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 0.8870369 0.0050646 175.144 <2e-16 ***
> lnC 0.0658922 0.0006549 100.614 <2e-16 ***
> lnM 0.8027478 0.0006549 1225.764 <2e-16 ***
> lnL 0.0173622 0.0004025 43.138 <2e-16 ***
> lnE 0.0657710 0.0006745 97.516 <2e-16 ***
> ecoTRUE 0.0101649 0.0045892 2.215 0.0268 *
> innoTRUE 0.0945100 0.0030317 31.174 <2e-16 ***
> ---
> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
> Residual standard error: 0.294 on 146160 degrees of freedom
> (407 observations deleted due to missingness)
> Multiple R-squared: 0.9705, Adjusted R-squared: 0.9705
> F-statistic: 8.027e+05 on 6 and 146160 DF, p-value: < 2.2e-16
>
> as we can see from the last row there are 146160 DF (407 deleted) this is ok!
>
>
Usually it is better to make a small example that demonstrates your
issue. I have no idea what these variable are which makes it harder to
diagnose your problem.
>
>
> but when i want to use for example just one of the industry lets say just the 11th industry
> 1st: i create the dummy for this industry such as;
>
>
>>ind1=(ind_2d==11)# so here the R supposed to consider just the 11th industry!!
This makes no sense to me. What are you trying to do here? What is
ind_2d? Are you trying to subset your data.frame? If so, see ?subset,
or ?"["
>> abc<-lm(lnQ~lnC+lnM+lnL+lnE+eco+inno+ind, data=ds)
>> summary(abc)
>
> Call:
> lm(formula = lnQ ~ lnC + lnM + lnL + lnE + eco + inno + ind,
> data = ds)
>
> Residuals:
> Min 1Q Median 3Q Max
> -11.03392 -0.17647 -0.02301 0.14901 7.74957
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 0.8980397 0.0050451 178.001 < 2e-16 ***
> lnC 0.0672255 0.0006523 103.065 < 2e-16 ***
> lnM 0.7990819 0.0006579 1214.596 < 2e-16 ***
> lnL 0.0171633 0.0004004 42.870 < 2e-16 ***
> lnE 0.0670030 0.0006716 99.770 < 2e-16 ***
> ecoTRUE 0.0162249 0.0045672 3.552 0.000382 ***
> innoTRUE 0.0966967 0.0030160 32.062 < 2e-16 ***
> indTRUE -0.1251466 0.0031509 -39.717 < 2e-16 ***
> ---
> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
> Residual standard error: 0.2924 on 146159 degrees of freedom
> (407 observations deleted due to missingness)
> Multiple R-squared: 0.9709, Adjusted R-squared: 0.9709
> F-statistic: 6.957e+05 on 7 and 146159 DF, p-value: < 2.2e-16
>
> but as we can see it again counted in all the industries! so the DF is 146159!!!
>
>
> So i just wonder, where do i made mistake, or there is no mistake at all, and i just misunderstood the DF issue?
I think the misunderstanding runs deeper than that. Try creating a
minimal example, and clearly stating a) what you are trying to
accomplish, b) what you tried, and c) what doesn't work as you expect.
Best,
Ista
>
> Any answer would be appreciated
> thanks in advance
>
>
>
>
>
>
>
> _________________________________________________________________
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>
--
Ista Zahn
Graduate student
University of Rochester
Department of Clinical and Social Psychology
http://yourpsyche.org
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