education.RdEducation Expenditure Data, from Chatterjee and Price (1977, p.108). This data set, representing the education expenditure variables in the 50 US states, providing an interesting example of heteroscedacity.
data(education, package="robustbase")A data frame with 50 observations on the following 6 variables.
StateState
RegionRegion (1=Northeastern, 2=North central, 3=Southern, 4=Western)
X1Number of residents per thousand residing in urban areas in 1970
X2Per capita personal income in 1973
X3Number of residents per thousand under 18 years of age in 1974
YPer capita expenditure on public education in a state, projected for 1975
P. J. Rousseeuw and A. M. Leroy (1987) Robust Regression and Outlier Detection; Wiley, p.110, table 16.
data(education)
education.x <- data.matrix(education[, 3:5])
summary(lm.education <- lm(Y ~ Region + X1+X2+X3, data=education))
#>
#> Call:
#> lm(formula = Y ~ Region + X1 + X2 + X3, data = education)
#>
#> Residuals:
#> Min 1Q Median 3Q Max
#> -80.143 -24.595 -4.734 15.016 95.274
#>
#> Coefficients:
#> Estimate Std. Error t value Pr(>|t|)
#> (Intercept) -522.77813 126.45851 -4.134 0.000153 ***
#> Region 7.02248 6.24147 1.125 0.266499
#> X1 -0.01803 0.05269 -0.342 0.733707
#> X2 0.07509 0.01182 6.355 9.27e-08 ***
#> X3 1.37998 0.34905 3.953 0.000270 ***
#> ---
#> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#>
#> Residual standard error: 40.36 on 45 degrees of freedom
#> Multiple R-squared: 0.6025, Adjusted R-squared: 0.5672
#> F-statistic: 17.05 on 4 and 45 DF, p-value: 1.406e-08
#>
## See example(lmrob.M.S) # for how robust regression is used