{"id":1661,"date":"2019-07-05T18:49:38","date_gmt":"2019-07-05T15:49:38","guid":{"rendered":"http:\/\/www.gokberkcan.com\/?p=1661"},"modified":"2019-07-05T18:49:38","modified_gmt":"2019-07-05T15:49:38","slug":"rda-standart-hatalari-sirket-yil-seviyesinde-kumelemek","status":"publish","type":"post","link":"https:\/\/www.gokberkcan.com\/?p=1661","title":{"rendered":"R&#039;da Standart hatalar\u0131 \u015firket-y\u0131l seviyesinde k\u00fcmelemek"},"content":{"rendered":"\n<p>R\/R-Studio&#8217;nun i\u015fletme sistemi fark etmeksizin kullan\u0131labilmesi, paketlerle geni\u015fletilebilmesi ve tabii ki \u00fccretsiz olmas\u0131 kullan\u0131m\u0131n\u0131 cazip hale getiriyor. Ancak bu \u00f6zellikler kullan\u0131m\u0131n\u0131n \u00e7ok kolay oldu\u011fu anlam\u0131na gelmiyor. Baz\u0131 programlarla sadece iki t\u0131klamayla \u00e7\u00f6z\u00fclebilecek bir model\/test\/analiz i\u00e7in kod(lar) yazman\u0131z gerekebiliyor. Benzer bir durum Stata\u2019yla kar\u015f\u0131la\u015ft\u0131rd\u0131\u011f\u0131n\u0131zda da ge\u00e7erli. Do\u011frusal regresyonun sa\u011flaml\u0131k testi i\u00e7in \u201crobust\u201d veya \u201cvce\u201d eklemeniz yeterliyken R\/R-Studio bu i\u015fi paketlerle hallediyor.  <\/p>\n\n\n<p>\u00d6ncelikle kullanca\u011f\u0131m\u0131z verisetini tan\u0131mlayal\u0131m (<strong>plm<\/strong> paketi i\u00e7erisindeki <strong>EmplUK<\/strong>)<\/p>\n\n\n<p><code>install.packages(plm)<\/code><\/p>\n\n\n<p><code>library(plm)<\/code><\/p>\n\n\n<p><code>data(EmplUK)<\/code><\/p>\n\n\n<p>Do\u011frusal regresyon modelimizi <strong>\u015firket ve y\u0131l<\/strong> sabit olarak (kukla de\u011fi\u015fken kullanarak) \u00e7al\u0131\u015ft\u0131ral\u0131m.<\/p>\n\n\n<p><code>emplm&lt;-lm(emp~wage+capital+output+factor(firm)+factor(year),data=EmplUK)<\/code><\/p>\n\n\n<p><strong>coeftest<\/strong> ve <strong>sandwich<\/strong> paketlerini kullanarak standart hatalar\u0131 firma-y\u0131l olarak k\u00fcmeleyece\u011fiz. Vekt\u00f6r\u00fcn kay\u0131t edilebilmesi i\u00e7in her iki paketin de <strong>library()<\/strong> fonksiyonu ile etkinle\u015ftirilmesi gerekiyor. \u0130\u015flem verisetinin b\u00fcy\u00fckl\u00fc\u011f\u00fcne g\u00f6re normalden uzun s\u00fcrecektir.<\/p>\n\n\n<p><code>emplm_SE&lt;-coeftest(emplm,vcov=vcovHAC(emplm,type=\"HC0\",cluster=c(EmplUK$firm,EmplUK$year)))<\/code><\/p>\n\n\n<p>\u0130\u015finize yaramas\u0131 dile\u011fiyle.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>R\/R-Studio&#8217;nun i\u015fletme sistemi fark etmeksizin kullan\u0131labilmesi, paketlerle geni\u015fletilebilmesi ve tabii ki \u00fccretsiz olmas\u0131 kullan\u0131m\u0131n\u0131 cazip hale getiriyor. Ancak bu \u00f6zellikler kullan\u0131m\u0131n\u0131n \u00e7ok kolay oldu\u011fu anlam\u0131na gelmiyor. Baz\u0131 programlarla sadece iki t\u0131klamayla \u00e7\u00f6z\u00fclebilecek bir model\/test\/analiz i\u00e7in kod(lar) yazman\u0131z gerekebiliyor. Benzer bir durum Stata\u2019yla kar\u015f\u0131la\u015ft\u0131rd\u0131\u011f\u0131n\u0131zda da ge\u00e7erli. Do\u011frusal regresyonun sa\u011flaml\u0131k testi i\u00e7in \u201crobust\u201d veya \u201cvce\u201d eklemeniz yeterliyken [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[],"class_list":["post-1661","post","type-post","status-publish","format-standard","hentry","category-r"],"_links":{"self":[{"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/posts\/1661","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1661"}],"version-history":[{"count":0,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/posts\/1661\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1661"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1661"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1661"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}