GAUSS™ 23　新機能

//aptech Web サイトから Excel ファイルを読み込む 
file_url = "http://www.aptech.com/wp-content/uploads/2019/03/skincancer2.xlsx";
skin_cancer = loadd(file_url);
// データフレームの最初の5行を出力します。
head(skin_cancer);

       State       Lat       Mort      Ocean        Long
     Alabama        33        219          1          87
     Arizona      34.5        160          0         112
    Arkansas        35        170          0        92.5
  California      37.5        182          1       119.5
    Colorado        39        149          0       105.5

hitters = loadd("islr_hitters.xlsx");

tau = 0.90;

call quantileFit(hitters, "ln(salary) ~ AtBat + Hits + HmRun", tau);

Linear quantile regression

===============================================================================
Valid cases:                 263            Dependent variable:     ln_salary_
Missing cases:                 0               Deletion method:           None
Number variables:              3                       DF model              3
DF residuals                 259

===============================================================================

                 Name    Coeff.  Standard   t-value  P >|t|      lb       ub
                                  Error

-------------------------------------------------------------------------------
Tau = 0.90


              CONSTANT    6.285    0.194   32.433    0.0000    5.905    6.664
                 AtBat   -0.001    0.002   -0.737    0.4621   -0.004    0.002
                  Hits    0.008    0.005    1.526    0.1281   -0.002    0.018
                 HmRun    0.017    0.009    1.951    0.0521   -0.000    0.034

// データを読み込み
fname = getGAUSShome("examples/auto2.dta");
auto = loadd(fname);
// 制御構造を宣言する
struct olsmtControl ctl;
ctl = olsmtControlCreate();
// 残差をONにする
ctl.res = 1;
// HACエラーをONにする
ctl.cov = "hac";
call olsmt(auto, "mpg ~ weight + foreign", ctl); 

Valid cases:                    74      Dependent variable:                 mpg
Missing cases:                   0      Deletion method:                   None
Total SS:                 2443.459      Degrees of freedom:                  71
R-squared:                   0.663      Rbar-squared:                     0.653
Residual SS:               824.172      Std error of est:                 3.407
F(2,71):                    69.748      Probability of F:                 0.000
Durbin-Watson:               2.421

                                  Std                 Prob      Std    Cor with
Variable            Estimate     Error     t-value    >|t|      Est    Dep Var
-------------------------------------------------------------------------------

CONSTANT             41.6797    1.8989     21.95     0.000      ---         ---
weight              -0.00659    0.0006    -11.99     0.000   -0.885   -0.807175
foreign: Foreign    -1.65003    0.9071    -1.819     0.073   -0.131    0.393397

Note: HAC robust standard errors reported

//観測値がリストの期間内にある場合は１を返す
match = between(unemp[.,"DATE"], "2020-03", "2020-08");
//一致する観測値を選択する
unemp = selif(unemp, match);

            DATE        UNRATE
      2020-03-01        4.4000
      2020-04-01        14.700
      2020-05-01        13.200
      2020-06-01        11.000
      2020-07-01        10.200
      2020-08-01        8.4000

// 毎日のホテルの部屋料金
hotel_price = { 238, 405, 405, 329, 238 };
// 毎日の気温予報
temperature = { 89, 94, 110, 103, 97 };
// 100 ℉以上気温がある日は料金が１割引きになります。
new_price = where(temperature .> 100,
                hotel_price .* 0.9,
                hotel_price);

new_price = 238 405 364.50 296.10 238