Hello!!, for linear models fit I use Gretl, but now I'm starting to use R,
I would like to know if is there some function to obtain a extended summary
like in Gretl.
I will write a example in Gretl
Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15)
Variable dependiente: Invest
Coeficient
St error
t-ratio
p-value
const
377,631
35,0955
10,7601
<0,00001
***
GNP
0,63612
0,055015
11,5627
<0,00001
***
CPI
-9,70228
0,913737
-10,6182
<0,00001
***
Interest
-0,941363
2,21077
-0,4258
0,67927
time
8,49182
3,18142
2,6692
0,02353
**
Average of Dep Var.
276,0067
St Error Dep. Var
117,5827
Squared Sum of remainders
818,6362
Regression standar error
9,047852
R^2
0,995771
R^2 adj
0,994079
F(4, 10)
588,6040
p-value (de F)
8,09e-12
Log-likelihood
-51,28100
Akaike
112,5620
Schwarz
116,1023
Hannan-Quinn
112,5243
rho
-0,440663
Durbin-Watson
2,757428
Like you can see Gretl shows more statisticas.
The same model in R:
Call:
lm(formula = Invest ~ CPI + GNP + Interest + Year, data = Tabla6_3)
Residuals:
Min 1Q Median 3Q Max
-16.397 -3.864 1.391 4.219 15.779
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -1.633e+04 6.250e+03 -2.612 0.0260 *
CPI -9.702e+00 9.137e-01 -10.618 9.15e-07 ***
GNP 6.361e-01 5.502e-02 11.563 4.14e-07 ***
Interest -9.414e-01 2.211e+00 -0.426 0.6793
Year 8.492e+00 3.181e+00 2.669 0.0235 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Thanks so much,
Otto
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