lm()系数的弹性函数

时间:2015-01-22 11:32:20

标签: r lm elasticity

我想知道是否有一个函数可以计算用lm()估算的模型的(经济)弹性。

因变量百分比变化的弹性,在其平均值Y附近,对于自变量中1%的变化,高于其平均值X,计算如下:b * X / Y(b =模型系数为自变量)。

下面是具有简单线性模型的Rmd文件的代码和每个系数的弹性。输出应该是变量名称和弹性的表格。

---
title: "Elasticity"
output: html_document
---

```{r}
N <- 1000
u <- rnorm(N)
x1 <- rnorm(N)
x2 <- 1 + x1 + rnorm(N)
y <- 1 + x1 + x2 + u
df <- data.frame(y,x1,x2)

fit <- lm(y ~ x1 + x2, data = df)

elax1 <- as.numeric(fit$coefficients["x1"] * mean(df$x1)/mean(df$y))
elax2 <- as.numeric(fit$coefficients["x2"] * mean(df$x2)/mean(df$y))

variable <-c ('x1','x2')
elasticity <-c (elax1,elax2)
a <- data.frame(variable,elasticity)

```

Output the results in a table:

```{r, message=FALSE,results='asis'}
require(stargazer)
stargazer(a, summary = FALSE,type = 'html',rownames=FALSE)
```

1 个答案:

答案 0 :(得分:1)

我提出了自己的解决方案,也许它可以帮助别人。请注意,我在模型中包含了一个交互。当然,欢迎改进。

---
title: "Elasticity"
output: html_document
---

Generate data and linear model:
```{r}
N <- 1000
u <- rnorm(N)
x1 <- rnorm(N)
x2 <- 1 + x1 + rnorm(N)
y <- 1 + x1 + x2 + u
df <- data.frame(y,x1,x2)

fit <- lm(y ~ x1 * x2, data = df)

```


Function to calculate elasticities:
```{r,results='asis'}

elasticities <- function(linmod){
Ncoef <- nrow(data.frame(linmod$coefficients))
for(i in 2:Ncoef){
  el <- as.numeric(linmod$coefficients[i] * colMeans(model.matrix(linmod))[i]/colMeans(model.matrix(linmod))[1])
  ifelse (i== 2, elasticity <- el, elasticity <- rbind(elasticity,el))
}
rownames(elasticity) <- names(coef(linmod)[-1])
colnames(elasticity) <- 'elasticities'

return(data.frame(elasticity))
}
```

Run the elasticites function and produce a nice table:
```{r,results='asis',message=FALSE}
a <- elasticities(fit)

require(stargazer)
stargazer(a, summary = FALSE, type = 'html')

```