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-fi...@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 > > > > > > > > _________________________________________________________________ > > > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- Ista Zahn Graduate student University of Rochester Department of Clinical and Social Psychology http://yourpsyche.org ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
