# Comportamento do estimador da inclinacao # quando o regressor tem mais ou menos variabilidade set.seed(345436) par(mfrow=c(2,2)) for (n in c(20,100)){ for (a in c(0.2,1)){ x = runif(n,-a,a) e = rnorm(n,0,0.25) y = 2*x+e reg = lm(y~x-1) summary(reg) beta = reg$coef sig = summary(reg)$sigma plot(x,y,xlim=c(-1,1),ylim=c(-3,3)) abline(c(0,beta),col=2,lwd=3) Varb = sig/sum(x^2) betas = rnorm(1000,beta,sqrt(Varb)) for (i in 1:1000) abline(c(0,betas[i]),col=grey(0.75)) points(x,y) abline(c(0,beta),col=2) }}