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Multiple Lineair Regression Totaal # niet-werkende werkzoekende vrouwen in het Vlaams gewest

*The author of this computation has been verified*
R Software Module: rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Tue, 16 Dec 2008 14:55:43 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/16/t1229464873cdf59olwhk1bmv3.htm/, Retrieved Tue, 16 Dec 2008 23:01:25 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/16/t1229464873cdf59olwhk1bmv3.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
Multiple Lineair Regression Totaal niet-werkende werkzoekende vrouwen Vlaams gewest
 
Dataseries X:
» Textbox « » Textfile « » CSV «
121148 1 114624 1 109822 1 112081 1 113534 1 112110 1 109826 1 107423 1 105540 1 108573 1 128591 1 139145 1 129700 1 132828 1 126868 1 128390 1 126830 1 124105 1 122323 1 119296 1 116822 1 119224 1 139357 1 144322 1 133676 1 128283 1 121640 1 122877 0 117284 0 116463 0 112685 0 113235 0 111692 0 113152 0 129889 0 131153 0 123770 0 112516 0 105940 0 104320 0 103582 0 99064 0 94989 0 92241 0 89752 0 90610 0 109456 0 110213 0 97694 0 91844 0 87572 0 89812 0 89050 0 85990 0 85070 0 83277 0 79586 0 84215 0 99708 0 100698 0 90861 0 86700 0
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
werkl.vrouwen[t] = + 124894.424539170 + 4421.27050264550Wetswijziging[t] -517.044354838710t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)124894.4245391707691.22615116.238600
Wetswijziging4421.270502645505953.9631670.74260.4606850.230342
t-517.044354838710164.962713-3.13430.0026830.001342


Multiple Linear Regression - Regression Statistics
Multiple R0.693931270817882
R-squared0.481540608618921
Adjusted R-squared0.463965713995833
F-TEST (value)27.3993454268761
F-TEST (DF numerator)2
F-TEST (DF denominator)59
p-value3.83782350343864e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation11904.7773391412
Sum Squared Residuals8361699686.17732


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1121148128798.650686977-7650.65068697747
2114624128281.606332139-13657.6063321386
3109822127764.5619773-17942.5619772999
4112081127247.517622461-15166.5176224612
5113534126730.473267622-13196.4732676225
6112110126213.428912784-14103.4289127837
7109826125696.384557945-15870.3845579450
8107423125179.340203106-17756.3402031063
9105540124662.295848268-19122.2958482676
10108573124145.251493429-15572.2514934289
11128591123628.2071385904962.79286140981
12139145123111.16278375116033.8372162485
13129700122594.1184289137105.88157108723
14132828122077.07407407410750.9259259259
15126868121560.0297192355307.97028076464
16128390121042.9853643977347.01463560335
17126830120525.9410095586304.05899044206
18124105120008.8966547194096.10334528077
19122323119491.8522998812831.14770011948
20119296118974.807945042321.192054958192
21116822118457.763590203-1635.76359020310
22119224117940.7192353641283.28076463561
23139357117423.67488052621933.3251194743
24144322116906.63052568727415.3694743130
25133676116389.58617084817286.4138291517
26128283115872.54181601012410.4581839904
27121640115355.4974611716284.50253882916
28122877110417.18260368712459.8173963134
29117284109900.1382488487383.86175115207
30116463109383.0938940097079.90610599078
31112685108866.0495391713818.95046082949
32113235108349.0051843324885.9948156682
33111692107831.9608294933860.03917050691
34113152107314.9164746545837.08352534562
35129889106797.87211981623091.1278801843
36131153106280.82776497724872.1722350230
37123770105763.78341013818006.2165898618
38112516105246.7390553007269.26094470046
39105940104729.6947004611210.30529953917
40104320104212.650345622107.349654377878
41103582103695.605990783-113.605990783412
4299064103178.561635945-4114.5616359447
4394989102661.517281106-7672.517281106
4492241102144.472926267-9903.47292626728
4589752101627.428571429-11875.4285714286
4690610101110.384216590-10500.3842165899
47109456100593.3398617518862.66013824884
48110213100076.29550691210136.7044930876
499769499559.2511520737-1865.25115207374
509184499042.206797235-7198.20679723503
518757298525.1624423963-10953.1624423963
528981298008.1180875576-8196.11808755761
538905097491.073732719-8441.0737327189
548599096974.0293778802-10984.0293778802
558507096456.9850230415-11386.9850230415
568327795939.9406682028-12662.9406682028
577958695422.896313364-15836.8963133641
588421594905.8519585254-10690.8519585253
599970894388.80760368665319.19239631336
6010069893871.7632488486826.23675115207
619086193354.7188940092-2493.71889400922
628670092837.6745391705-6137.67453917051


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.05368318357813060.1073663671562610.94631681642187
70.01755170390940530.03510340781881050.982448296090595
80.006232561015528950.01246512203105790.99376743898447
90.002718816341547850.005437632683095690.997281183658452
100.002318308051609550.004636616103219110.99768169194839
110.3284824258885720.6569648517771450.671517574111428
120.765615198471350.4687696030573020.234384801528651
130.726307661538620.5473846769227580.273692338461379
140.6776899288046470.6446201423907050.322310071195353
150.6001028309944280.7997943380111450.399897169005572
160.5144112174595380.9711775650809240.485588782540462
170.4405779957061780.8811559914123560.559422004293822
180.4004402440956860.8008804881913720.599559755904314
190.386149523980260.772299047960520.61385047601974
200.4247368768208770.8494737536417550.575263123179123
210.5205702156149520.9588595687700960.479429784385048
220.5716401614957890.8567196770084220.428359838504211
230.585497615362280.829004769275440.41450238463772
240.6734871148372180.6530257703255630.326512885162782
250.6135353561045720.7729292877908570.386464643895428
260.5592861008347260.8814277983305480.440713899165274
270.5554533841449770.8890932317100460.444546615855023
280.4811067979130820.9622135958261640.518893202086918
290.4175287424792290.8350574849584590.582471257520771
300.3535063011594450.707012602318890.646493698840555
310.315435756420830.630871512841660.68456424357917
320.2683584786592550.5367169573185090.731641521340745
330.2328173570021420.4656347140042840.767182642997858
340.1882211846595710.3764423693191420.811778815340429
350.2666953436634370.5333906873268750.733304656336563
360.4763959174231930.9527918348463850.523604082576807
370.6216993966985020.7566012066029950.378300603301498
380.660823805515050.6783523889699010.339176194484950
390.7001671204188070.5996657591623860.299832879581193
400.7309066261414950.5381867477170090.269093373858505
410.7528354197778320.4943291604443360.247164580222168
420.7737342184716740.4525315630566510.226265781528326
430.797554336987980.4048913260240410.202445663012020
440.8209324493977840.3581351012044310.179067550602216
450.8514752546319190.2970494907361630.148524745368081
460.8619519391983180.2760961216033630.138048060801682
470.8810094649781750.2379810700436500.118990535021825
480.9628007082682240.07439858346355150.0371992917317757
490.968221378835970.06355724232805850.0317786211640293
500.9601925638581140.07961487228377260.0398074361418863
510.9394649060557720.1210701878884570.0605350939442283
520.9146947691989970.1706104616020070.0853052308010035
530.881025864146360.2379482717072800.118974135853640
540.8133473169729670.3733053660540660.186652683027033
550.7042831924700070.5914336150599870.295716807529993
560.5480605870680180.9038788258639640.451939412931982


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.0392156862745098NOK
5% type I error level40.0784313725490196NOK
10% type I error level70.137254901960784NOK
 
Charts produced by software:
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229464873cdf59olwhk1bmv3/10u5ij1229464538.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229464873cdf59olwhk1bmv3/69i0d1229464538.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229464873cdf59olwhk1bmv3/87g861229464538.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229464873cdf59olwhk1bmv3/9paog1229464538.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
 
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
 





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Software written by Ed van Stee & Patrick Wessa


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