Hi all,
I have run a regression and want to calculate the likelihood of obtaining
the sample.
Is there a way in which I can use R to get this likelihood value?
Appreciate your help on this.
The following are the details:
raw_ols1=lm(data$LOSS~data$GDP+data$HPI+data$UE)
summary(raw_ols1)
Call:
lm(formula = data$LOSS ~ data$GDP + data$HPI + data$UE)
Residuals:
Min 1Q Median 3Q Max
-0.0023859 -0.0006236 0.0002444 0.0006739 0.0017713
Coefficients:
Estimate Std. Erro t value Pr(>|t|)
(Intercept) -3.940e-02 6.199e-03 -6.356 9.54e-06 ***
data$GDP 3.467e-09 7.652e-09 0.453 0.656580
data$HPI 7.935e-05 1.875e-05 4.232 0.000635 ***
data$UE 6.858e-04 2.800e-04 2.449 0.026227 *
---
Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1
Residual standard error: 0.001198 on 16 degrees of freedom
Multiple R-squared: 0.9528, Adjusted R-squared: 0.944
F-statistic: 107.8 on 3 and 16 DF, p-value: 7.989e-11
Thanks and regards,
Preetam
--
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year, Room No. N-114
Statistics Division, C.V.Raman
Hall
Indian Statistical Institute, B.H.O.S.
Kolkata.
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