R: Longley's Regression Data

longley {base} | R Documentation

## Longley's Regression Data

### Description

A macroeconomic data set which provides a well-known example for a highly collinear regression.

### Usage

    data(longley)

### Format

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 Product.
Unemployed:
  number of unemployed.
Armed.Forces:
  number of people 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.

### Source

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.

### Examples

    ## 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)

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