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Regression die zu zwei Messreihen passt

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Regression die zu zwei Messreihen passt

Verfasst: Do Aug 31, 2017 12:59 pm
von max
Hallo ich habe zwei Messreihen die das selbe messen sollten.
Ich habe mit regsubset passende Modelle für jede Messung gefunden und diese mit der anderen getestet.
Gibt es eine Möglichkeit Modelle zu finden die die zu beiden Messreihen passen?
Ich habe nur 18 Beobachtungen. Gäbe es vielleicht noch bessere Möglichkeiten als multiple Regression?

Re: Regression die zu zwei Messreihen passt

Verfasst: Do Aug 31, 2017 1:02 pm
von jogo
Hallo max,

willkommen im Forum!
Kannst Du bitte Deinen Code zeigen und auch wenigstens die Struktur Deiner Daten? str(DeinDataframe)
Dann kannst Du auch viel besser erläutern, was Du erreichen möchtest.

Gruß, Jörg

Re: Regression die zu zwei Messreihen passt

Verfasst: Do Aug 31, 2017 1:19 pm
von max
Vielen Dank für die schnelle Antwort.
Leider habe ich nicht immer alles im Skipt stehen.
So sollte es aber stimmen.
Bei dem letzten hab ich was gelöscht weil ich den nicht veröffentlichen darf.




Code: Alles auswählen

 
library(readr)
SchnitteCPDS90_00 <- read_csv("~/Dokumente/hausarbeit zohlnhöfer1/fertig/SchnitteCPDS90-00.csv")
CWEDfertig <- read_csv("~/Dokumente/hausarbeit zohlnhöfer1/fertig/CWEDfertig.csv")
SIED <- read_csv("~/Dokumente/hausarbeit zohlnhöfer1/fertig/SIED.csv")
data1<-merge(SchnitteCPDS90_00,CWEDfertig,by="countrya")
data3<-merge(SchnitteCPDS90_00,SIED,by="countrya")
data2<-data1[-c(18),]
data4<-data3[-c(18),]



library("leaps", lib.loc="~/R/x86_64-redhat-linux-gnu-library/3.4")
library("stargazer", lib.loc="~/R/x86_64-redhat-linux-gnu-library/3.4")

library("robustbase", lib.loc="~/R/x86_64-redhat-linux-gnu-library/3.4")







data1<-data1[,c(2,3,7,8,11,17,18:19,21,24:28,30:32,34:37,43:60)]
data2<-data2[,c(2,3,7,8,11,18:19,21,24,26:28,30:32,34:37,43:60)]
data3<-data3[,c(2,3,7,8,11,17,18:19,21,24:28,30:32,34:37,43:60)]
data4<-data4[,c(2,3,7,8,11,17,18:19,21,24:28,30:32,34:37,43:60)]

n1<-regsubsets(SPSdif2~.,data1[,c(1:23,30,39)],weights=NULL,nvmax=7,nbest=1,force.out = NULL)
n2<-regsubsets(USdif2~.,data1[,c(1:23,27,36)],weights=NULL,nvmax=7,nbest=1,force.out = NULL,force.in=c(17))
n3<-regsubsets(SSdif2~.,data2[,c(1:21,23,35)],weights=NULL,nvmax=7,nbest=1,force.out = NULL,force.in=c(24))
n4<-regsubsets(pxdif2~.,data3,weights=NULL,nvmax=7,nbest=1,force.out = NULL)
n5<-regsubsets(uzrrdif2~.,data3,weights=NULL,nvmax=7,nbest=1,force.out = NULL)
n6<-regsubsets(szrrdif2~.,data4,weights=NULL,nvmax=7,nbest=1,force.out = NULL)


Classes ‘tbl_df’, ‘tbl’ and 'data.frame':	18 obs. of  16 variables:
 $ countrya: chr  "Australia" "Austria" "Belgium" "Canada" ...
 $ US80    : num  39.3 60.6 65.5 59.7 80.4 ...
 $ SS80    : num  39.3 92.5 86.2 36.1 80.4 ...
 $ SPS80   : num  35 69.8 52.5 44 52 ...
 $ US90    : num  48.1 59.5 69.7 65.2 70.4 ...
 $ SS90    : num  48.1 80 88.7 40.3 70.5 ...
 $ SPS90   : num  40.4 70.8 65.2 58.1 59 ...
 $ US00    : num  46.3 61.4 67.1 62.5 63.1 ...
 $ SS00    : num  46.3 74.2 86.7 40.9 63 ...
 $ SPS00   : num  39.7 75.3 67 63.6 57.4 ...
 $ USdif1  : num  7 0.75 1.6 2.8 -17.25 ...
 $ SSdif1  : num  7 -18.2 0.45 4.7 -17.35 ...
 $ SPSdif1 : num  4.65 5.5 14.6 19.65 5.35 ...
 $ USdif2  : num  -1.8 1.85 -2.55 -2.7 -7.25 ...
 $ SSdif2  : num  -1.8 -5.7 -1.95 0.55 -7.4 ...
 $ SPSdif2 : num  -0.7 4.55 1.85 5.55 -1.65 ...
 - attr(*, "spec")=List of 2
  ..$ cols   :List of 16
  .. ..$ countrya: list()
  .. .. ..- attr(*, "class")= chr  "collector_character" "collector"
  .. ..$ US80    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SS80    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SPS80   : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ US90    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SS90    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SPS90   : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ US00    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SS00    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SPS00   : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ USdif1  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SSdif1  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SPSdif1 : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ USdif2  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SSdif2  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ SPSdif2 : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  ..$ default: list()
  .. ..- attr(*, "class")= chr  "collector_guess" "collector"
  ..- attr(*, "class")= chr "col_spec"

Classes ‘tbl_df’, ‘tbl’ and 'data.frame':	18 obs. of  16 variables:
 $ countrya  : chr  "Australia" "Austria" "Belgium" "Canada" ...
 $ px2indst80: num  44.7 69.4 68.9 46.5 57 ...
 $ uzrr80    : num  41.7 69.4 82.6 61.2 80.1 ...
 $ szrr80    : num  41.7 117 63.4 46.8 79.9 ...
 $ px2indst90: num  45.9 67.4 68.7 51.2 62.1 ...
 $ uzrr90    : num  45.9 56.1 55.8 62.8 69.7 ...
 $ szrr90    : num  45.9 89.7 60.6 33.8 69.7 ...
 $ px2indst00: num  44.4 78.5 56.2 65.7 58.7 ...
 $ uzrr00    : num  43.9 51 52.4 57.8 62.5 ...
 $ szrr00    : num  43.9 90.6 71.7 35.3 62.4 ...
 $ pxdif1    : num  -0.3 9.17 -12.69 19.22 1.69 ...
 $ uzrrdif1  : num  2.23 -18.38 -30.16 -3.39 -17.64 ...
 $ szrrdif1  : num  2.23 -26.41 8.24 -11.52 -17.51 ...
 $ pxdif2    : num  -1.52 11.11 -12.53 14.54 -3.43 ...
 $ uzrrdif2  : num  -1.98 -5.11 -3.36 -5.02 -7.18 ...
 $ szrrdif2  : num  -1.975 0.861 11.024 1.452 -7.332 ...
 - attr(*, "spec")=List of 2
  ..$ cols   :List of 16
  .. ..$ countrya  : list()
  .. .. ..- attr(*, "class")= chr  "collector_character" "collector"
  .. ..$ px2indst80: list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ uzrr80    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ szrr80    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ px2indst90: list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ uzrr90    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ szrr90    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ px2indst00: list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ uzrr00    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ szrr00    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ pxdif1    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ uzrrdif1  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ szrrdif1  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ pxdif2    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ uzrrdif2  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ szrrdif2  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  ..$ default: list()
  .. ..- attr(*, "class")= chr  "collector_guess" "collector"
  ..- attr(*, "class")= chr "col_spec"


Classes ‘tbl_df’, ‘tbl’ and 'data.frame':	18 obs. of  45 variables:
 $ countrya    : chr  "Australia" "Austria" "Belgium" "Canada" ...
 $ eu          : int  0 1 1 0 1 1 1 1 1 1 ...
 $ emu         : num  0 0.5 0.5 0 0 0.5 0.5 0.5 0.5 0.5 ...
 $ gov_right1  : num  50 22.7 23.3 50 60 ...
 $ gov_cent1   : num  0 48.2 26.5 50 0 ...
 $ gov_left1   : num  50 25.5 50.2 0 40 ...
 $ kaopen      : num  0.848 0.848 0.909 1 0.939 ...
 $ openc       : num  38.1 82.3 142.8 68.5 78.3 ...
 $ outlays     : num  34 50.6 50.9 44.5 53.5 ...
 $ receipts    : num  34.6 48.2 47.4 42.8 53.6 ...
 $ realgdpgr   : num  2.44 4.03 3.39 2.67 2.68 ...
 $ nomgdpgr    : num  6.98 6.32 5.89 6.67 5.68 ...
 $ debt        : num  25 63.8 131 80.5 64 ...
 $ deficit     : num  0.5905 -2.3879 -3.4498 -1.6421 0.0577 ...
 $ pbal        : num  1.739 0.373 5.24 2.408 3.278 ...
 $ capb        : num  1.605 -0.679 4.197 1.876 3.052 ...
 $ labfopar    : num  74.8 69.1 64.4 76 82.7 ...
 $ unemp       : num  6.6 3.5 6.75 7.48 5.75 ...
 $ ud          : num  34.9 41.8 53.6 32.4 74.3 ...
 $ adjcov      : num  68.7 98 96 34.2 83.9 ...
 $ oldage_pmp  : num  4.51 9.65 6.72 3.78 7.21 ...
 $ incapben_pmp: num  2.15 3.75 2.68 1.05 3.82 ...
 $ almp_pmp    : num  0.287 0.417 0.978 0.423 1.318 ...
 $ unemp_pmp   : num  1.013 0.928 2.842 1.265 3.596 ...
 $ elderly     : num  11.8 15.2 15.9 11.9 15.2 ...
 $ integr2     : num  3.19 4.62 3.69 1.81 4.06 ...
 $ veto        : int  6 9 7 3 3 4 7 8 4 7 ...
 $ SVS         : int  0 1 1 1 0 1 1 1 0 1 ...
 $ deficit1    : num  -2.76 -3.48 -10.73 -6.1 -3.05 ...
 $ deficit2    : num  -2.43 -4.02 -6.54 -7.5 -3.21 ...







 $ difchildben : num  -0.718 -2.075 -0.544 8.14 -1.538 ...
 - attr(*, "spec")=List of 2
  ..$ cols   :List of 45
  .. ..$ countrya    : list()
  .. .. ..- attr(*, "class")= chr  "collector_character" "collector"
  .. ..$ eu          : list()
  .. .. ..- attr(*, "class")= chr  "collector_integer" "collector"
  .. ..$ emu         : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ gov_right1  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ gov_cent1   : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ gov_left1   : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ kaopen      : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ openc       : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ outlays     : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ receipts    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ realgdpgr   : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ nomgdpgr    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ debt        : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ deficit     : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ pbal        : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ capb        : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ labfopar    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ unemp       : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ ud          : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ adjcov      : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ oldage_pmp  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ incapben_pmp: list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ almp_pmp    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ unemp_pmp   : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ elderly     : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ integr2     : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ veto        : list()
  .. .. ..- attr(*, "class")= chr  "collector_integer" "collector"
  .. ..$ SVS         : list()
  .. .. ..- attr(*, "class")= chr  "collector_integer" "collector"
  .. ..$ deficit1    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ deficit2    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_KS     : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_SD     : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_GR     : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_CM     : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_NCM    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_LIB    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_KON    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_REG    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_R      : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_PL     : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_SON    : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_REL    : list()
  .. .. ..- attr(*, "class")= chr  "collector_integer" "collector"
  .. ..$ PROZ_KS+SD  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ PROZ_KON+R  : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  .. ..$ difchildben : list()
  .. .. ..- attr(*, "class")= chr  "collector_double" "collector"
  ..$ default: list()
  .. ..- attr(*, "class")= chr  "collector_guess" "collector"
  ..- attr(*, "class")= chr "col_spec"

Re: Regression die zu zwei Messreihen passt

Verfasst: Do Aug 31, 2017 1:21 pm
von max
Ich wollte die Auswirkungen verschiedener Messreihen auf die Ergebnisse der Regression beschreiben.
Dazu habe ich diese Modelle berechnet. Ich weiß, dass das Niveau dessen sehr niedrig ist.
Ich bin zwar Mathematiker aber Statistik- und R-Neuling.
Ich würde mich sehr freuen, wenn ihr mir ein paar Ideen zur weiteren Analyse der Differenz der Daten
und der Auswirkungen auf Regressionen mitgeben könnt.
Die Datensätze SIED und CWED sollten das selbe messen.
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