在回归分析中, 解释变量的个数应当是越少越好, 因为模型越简洁应用范围越广, 也越容易被理解。但是, 为了模型拟合好, 我们又期望模型越复杂越好, 解释变量越多, 模型的拟合优度$R^2$
数据介绍
使用上一篇教程用过的数据: icecream.dta, 具体内容可以参看上篇文章: stata教程05-自相关的检验和处理/
1use data/icecream.dta, clear
进行回归分析1reg consumption temp price income
输出(stream):
Source | SS df MS Number of obs = 30
-------------+---------------------------------- F(3, 26) = 22.17
Model | .090250523 3 .030083508 Prob > F = 0.0000
Residual | .035272835 26 .001356647 R-squared = 0.7190
-------------+---------------------------------- Adj R-squared = 0.6866
Total | .125523358 29 .004328392 Root MSE = .03683
------------------------------------------------------------------------------
consumption | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------