case rstudio econometrie

#REGRESSIE

install.packages('readxl')
library(readxl)

loonverschillen_regressie<-lm(formula = log(loonverschillen$W_i) ~
loonverschillen$S_i + loonverschillen$E_i +
loonverschillen$E_i_2 + loonverschillen$Female_i_dum +
loonverschillen$Nonwhite_i_dum + loonverschillen$Union_i_dum+
loonverschillen$S_i_X_Fem_dum)
summary(loonverschillen_regressie)


#NORMAILTEIT STORINGSTERMEN

install.packages('tseries')
library(tseries)
jarque.bera.test(loonverschillen_regressie$residuals)

#MULTICOLLINEARITEIT

##VIF S_i

install.packages('readxl')
library(readxl)

hulpregressie_S_i <- lm(loonverschillen$S_i ~ loonverschillen$E_i + loonverschillen$E_i_2 +
loonverschillen$Female_i_dum + loonverschillen$Nonwhite_i_dum +
loonverschillen$Union_i_dum + loonverschillen$S_i_X_Fem_dum)


summary(hulpregressie_S_i)

VIF_S_i<-1/(1-summary(hulpregressie_S_i)$r.squared)
print(VIF_S_i)

##VIF E_i

hulpregressie_E_i<- lm(loonverschillen$E_i ~ loonverschillen$S_i +
loonverschillen$E_i_2 + loonverschillen$Female_i_dum +
loonverschillen$Nonwhite_i_dum + loonverschillen$Union_i_dum+
loonverschillen$S_i_X_Fem_dum)

summary(hulpregressie_E_i)

VIF_E_i<-1/(1-summary(hulpregressie_E_i)$r.squared)
print(VIF_E_i)

, ##VIF E_I_2

hulpregressie_E_i_2<- lm(loonverschillen$E_i_2 ~ loonverschillen$S_i +
loonverschillen$E_i + loonverschillen$Female_i_dum +
loonverschillen$Nonwhite_i_dum + loonverschillen$Union_i_dum+
loonverschillen$S_i_X_Fem_dum)

summary(hulpregressie_E_i_2)

VIF_E_i_2<-1/(1-summary(hulpregressie_E_i_2)$r.squared)
print(VIF_E_i_2)

##VIF female_i_dum

hulpregressie_female_i_dum <- lm(loonverschillen$Female_i_dum ~ loonverschillen$S_i +
loonverschillen$E_i + loonverschillen$E_i_2 + loonverschillen$Nonwhite_i_dum +
loonverschillen$Union_i_dum+ loonverschillen$S_i_X_Fem_dum)

summary(hulpregressie_female_i_dum)

VIF_female_i_dum<-1/(1-summary(hulpregressie_female_i_dum)$r.squared)
print(VIF_female_i_dum)


##VIF nonwhite_i_dum

hulpregressie_nonwhite_i_dum <- lm(loonverschillen$Nonwhite_i_dum ~
loonverschillen$S_i + loonverschillen$E_i +
loonverschillen$E_i_2 + loonverschillen$Female_i_dum + loonverschillen$Union_i_dum+
loonverschillen$S_i_X_Fem_dum)

summary(hulpregressie_nonwhite_i_dum)

VIF_nonwhite_i_dum<-1/(1-summary(hulpregressie_nonwhite_i_dum)$r.squared)
print(VIF_nonwhite_i_dum)

##VIF union_i_dum

hulpregressie_union_i_dum<-lm(loonverschillen$Union_i_dum ~
loonverschillen$S_i + loonverschillen$E_i +
loonverschillen$E_i_2 + loonverschillen$Female_i_dum +
loonverschillen$Nonwhite_i_dum + loonverschillen$S_i_X_Fem_dum)

summary(hulpregressie_union_i_dum)

VIF_union_i_dum<-1/(1-summary(hulpregressie_union_i_dum)$r.squared)