| longley {base} | R Documentation |
A macroeconomic data set which provides a well-known example for a highly collinear regression.
data(longley)
A data frame with 7 economical variables, observed yearly from 1947 to 1962 (n=16).
| GNP.deflator: | GNP implicit price deflator (1954=100) |
| GNP: | Gross National Producr. |
| Unemployed: | number of unemployed |
| Armed.Forces: | number of .. in the armed forces |
| Population: | `noninstitutionalized' population >= 14 years of age. |
| Year: | the year (time). |
| Employed: | number of people employed. |
The regression lm(Employed ~ .) is known to be highly
collinear.
J. W. Longley (1967) An appraisal of least-squares programs from the point of view of the user. Journal of the American Statistical Association, 62, 819–841.
# give the data set in the form it is used in S-plus:
data(longley)
longley.x <- data.matrix(longley[, 1:6])
longley.y <- longley[, "Employed"]
pairs(longley, main = "longley data")
summary(fm1 <- lm(Employed ~ ., data = longley))
opar <- par(mfrow = c(2, 2), oma = c(0, 0, 1.1, 0),
mar = c(4.1, 4.1, 2.1, 1.1))
plot(fm1)
par(opar)