econometricsr
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econometricsr [2025/06/02 13:07] – [Regressions] glebelg | econometricsr [2025/06/04 11:44] (current) – glebelg | ||
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- | ====Summary Stats==== | + | =====Start a script ===== |
+ | |||
library(stargazer) | library(stargazer) | ||
+ | rm(list = ls()) | ||
+ | |||
+ | set working directory | ||
+ | |||
+ | setwd("/ | ||
+ | |||
+ | data from excel | ||
+ | dataset <- readXL(" | ||
+ | |||
+ | data from Rdata | ||
+ | | ||
+ | =====Summary Stats===== | ||
+ | |||
stargazer(dataset, | stargazer(dataset, | ||
| | ||
Line 9: | Line 22: | ||
| | ||
| | ||
- | ====Regressions==== | + | =====Regressions===== |
+ | linear | ||
reg1 <- lm(depvar ~ var1 + var2 + var3, data=dataset) | reg1 <- lm(depvar ~ var1 + var2 + var3, data=dataset) | ||
+ | use rlm for robust regressions | ||
+ | | ||
+ | | ||
+ | probit | ||
reg2 <- glm(dummyvar ~ var1 + var2 + var3, family=binomial(link=probit), | reg2 <- glm(dummyvar ~ var1 + var2 + var3, family=binomial(link=probit), | ||
+ | | ||
+ | table | ||
stargazer(reg1, | stargazer(reg1, | ||
| | ||
+ | | ||
+ | =====Exemples===== | ||
+ | install.packages(" | ||
+ | install.packages(" | ||
+ | install.packages(" | ||
+ | install.packages(" | ||
+ | devtools:: | ||
+ | |||
+ | |||
+ | |||
+ | #load libraries | ||
+ | #import ods | ||
+ | library(readODS) | ||
+ | #import xls/ | ||
+ | library(readxl) | ||
+ | #robust lm | ||
+ | library(MASS) | ||
+ | #for tables | ||
+ | library(stargazer) | ||
+ | library(tidytab) | ||
+ | # for data manipulation | ||
+ | library(tidyverse) | ||
+ | | ||
+ | # set work directory | ||
+ | setwd("/ | ||
+ | |||
+ | # import ods | ||
+ | db1< | ||
+ | db2< | ||
+ | |||
+ | #generate variables in dataset | ||
+ | db1$niveauscore <- db1$niveau * db1$score | ||
+ | | ||
+ | #option2 - si beaucoup d' | ||
+ | attach(db2) | ||
+ | db2$niveauscore <- niveau * score | ||
+ | detach(db2) | ||
+ | |||
+ | attach(db1) | ||
+ | db1$niveauminscore <- niveau - score | ||
+ | detach(db1) | ||
+ | | ||
+ | | ||
+ | | ||
+ | # OLS regressions | ||
+ | | ||
+ | model1 <- rlm(score ~ age, data=db1) | ||
+ | model2 <- rlm(score ~ niveau, data=db1) | ||
+ | model3 <- rlm(score ~ age + niveau, data=db1) | ||
+ | | ||
+ | stargazer(model1, | ||
+ | title=" | ||
+ | ci=FALSE, ci.level=0.9, | ||
+ | |||
+ | #summary statistics table | ||
+ | stargazer(as.data.frame(db1), | ||
+ | |||
+ | # tabulate | ||
+ | table (" | ||
+ | db1 %>% tab(age, sexe) | ||
+ | db1 %>% tab1(age, sexe) | ||
+ | db1 %>% ftab( sexe, age) | ||
+ | |||
+ | =====Import/ | ||
+ | import excel | ||
+ | library(readxl) | ||
+ | db <- read_excel(" | ||
+ | View(db) | ||
+ | import stata | ||
+ | library(haven) | ||
+ | db <- read_dta(" | ||
+ | View(db) | ||
+ | | ||
+ | export excel | ||
+ | install.packages(" | ||
+ | library(xlsx) | ||
+ | write.xlsx(db, | ||
+ | |||
+ | =====Data Manipulation===== | ||
+ | |||
+ | ====drop publicates==== | ||
+ | newdata <- distinct(dataset, | ||
+ |
econometricsr.1748869665.txt.gz · Last modified: by glebelg