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Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.
0
votes
R squared change multiple linear regression
Why not computing all the nested models ?
lm(var ~ VAR1)
lm(var ~ VAR1 + VAR2)
lm(var ~VAR1 + VAR2 + VAR3)
5
votes
1
answer
4k
views
Generalized method of moments versus standard least squares estimation
thinking that in a very standard case such as a simple linear model with iid errors and no endogeneity, I would get the same results using the a simple least square estimate (such as provided by lm() in R) … I've just run the following simulation in R to compare the results of the lm() function and of the gmm() function :
> library("gmm")
> set.seed(1234567)
> N <- 1000
> dd <- data.frame(id = 1:N)
> dd …
22
votes
2
answers
83k
views
Does it make sense to use a date variable in a regression?
I'm not used to using variables in the date format in R. I'm just wondering if it is possible to add a date variable as an explanatory variable in a linear regression model. …
4
votes
Accepted
Compare 2 regression lines in R
You have to use a Chow test (wikipedia). It's an application of the Fisher test to test the equality of coefficients among two groups of individuals. You can compute it easily using the sum of squared …