set.seed(34567) x <- rnorm(n = 50) eps <- rnorm(n = 50) # Responses yLin <- -0.5 + 1.5 * x + eps yQua <- -0.5 + 1.5 * x^2 + eps yExp <- -0.5 + 1.5 * 2^x + eps # Data leastSquares <- data.frame(x = x, yLin = yLin, yQua = yQua, yExp = yExp) # Plots plot(yLin ~ x) beta1_hat1 <- cov(x,yLin)/var(x) beta0_hat1 <- mean(yLin) - beta1_hat1*mean(x) beta1_hat1 beta0_hat1 #vamos a hallar la prediccion model1 y tambien hallamos el error y_pred1 = beta0_hat1+beta1_hat1*(x) sigma_hat1= sum((yLin-y_pred1)^2)/(length(x)-2) model1<-lm(yLin ~ x, data = leastSquares) summary(model1) abline(model1) # MODELO 2 plot(yQua ~ x) beta1_hat2 <- cov(x,yQua)/var(x) beta0_hat2 <- mean(yQua) - beta1_hat2*mean(x) beta1_hat2 beta0_hat2 #vamos a hallar la prediccion model1 y tambien hallamos el error y_pred2 = beta0_hat2+beta1_hat2*(x) sigma_hat2= sum((yQua-y_pred2)^2)/(length(x)-2) model2<-lm(yQua ~ x, data = leastSquares) summary(model2) abline(model2) # MODELO 3 plot(yExp ~ x) beta1_hat3 <- cov(x,yExp)/var(x) beta0_hat3 <- mean(yExp) - beta1_hat3*mean(x) beta1_hat3 beta0_hat3 #vamos a hallar la prediccion model1 y tambien hallamos el error y_pred3 = beta0_hat3+beta1_hat3*(x) sigma_hat3= sum((yExp-y_pred3)^2)/(length(x)-2) model3<-lm(yExp ~ x, data = leastSquares) summary(model3) abline(model3) #ejercicio 6 n <- 20 M <- 5e3 mu<-0 sigma <- 1 beta_0 <- 1 beta_1 <- 2 x <- rchisq(n=n,df=5) #Step2-4 beta_hat <- matrix(nrow = M,ncol=2) linear_tren <- beta_0+beta_1*x for (i in 1:M){ #Step2: eps <- rnorm(n=n,sd=sigma) #step3: y <- linear_tren +eps #Step4 beta_hat[i,] <- coef(lm(y~x)) } par(mfrow=c(1,2)) hist(beta_hat[,1],freq=F) x<-seq(-0.5,2.5,len=100) lines(x,dnorm(x,mean=mean(beta_hat[,1]),sd=sd(beta_hat[,1])),col='red',lty=2) hist(beta_hat[,2],freq=F) x<-seq(1.7,2.3,len=100) lines(x,dnorm(x,mean=mean(beta_hat[,2]),sd=sd(beta_hat[,2])),col='red',lty=2) error= rnorm(n=20,mu=0,sd=sigma)