longley e e <- eigen(cor(x)) e$values plot(e$values,type="l",xlab="EV no.") e$evc e$vec nx <- scale(x) g <- lm(longley$Emp~enx) summary(g) plot(mfrow=c(3,2)) par(mfrow=c(3,2)) for(i in 1:6) plot(logley[,6],longley[,i],xlab="Year") for(i in 1:6) plot(longley[,6],longley[,i],xlab="Year") summary(Employed ~ Population+I(Unemployed-Armed.Forces),longley) longley summary(lm(Employed ~ Population+I(Unemployed-Armed.Forces),longley)) g <- lm(Employed~.,longley) summary(g) cor(longley[,-7],3) cor(longley[,-7]) e sqrt(max(e$val)/min(e$val)) x vif(x) summary(lm(x[,1]~x[,-1]))$r.squared 1/(1-0.9926217) for(i in 1:6){1/(1-summary(lm(x[,i]~x[,-i])$r.squared)} for(i in 1:6){1/(1-summary(lm(x[,i]~x[,-i]))$r.squared)} for(i in 1:6){print(1/(1-summary(lm(x[,i]~x[,-i]))$r.squared))} summary(lm(Employed~Armed.Forces+Unemployed+population,longley) ) summary(lm(Employed~Armed.Forces+Unemployed+Population,longley)) g vif(x) summary(lm(x[,1]~x[,-1]))$r.squared 1/(1-0.9926217) for(i in 1:6){1/(1-summary(lm(x[,i]~x[,-i])$r.squared)} for(i in 1:6){1/(1-summary(lm(x[,i]~x[,-i]))$r.squared)} for(i in 1:6){print(1/(1-summary(lm(x[,i]~x[,-i]))$r.squared))} summary(lm(Employed~Armed.Forces+Unemployed+population,longley) ) summary(lm(Employed~Armed.Forces+Unemployed+Population,longley)) g summary(g) x <- as.matrix(cbind(1,longley[,-7])) solve(t(x)%*%x))%*%t(x)%*%longley[,7]) solve(t(x)%*%x))%*%t(x)%*%longley[,7] solve(t(x)%*%x)%*%t(x)%*%longley[,7] solve(t(x)%*%x, t(x)%*%longley[,7],tol=1e-12)