Home » date » 2009 » Dec » 16 »

Model 4, kijken naar het verleden

*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: Wed, 16 Dec 2009 07:57:17 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n.htm/, Retrieved Wed, 16 Dec 2009 15:59:31 +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/2009/Dec/16/t12609755597k0k67stgje1d9n.htm/},
    year = {2009},
}
@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 = {2009},
    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:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
101.6 8.3 103.9 110.3 114.1 96.8 94.6 8.5 101.6 103.9 110.3 114.1 95.9 8.6 94.6 101.6 103.9 110.3 104.7 8.5 95.9 94.6 101.6 103.9 102.8 8.2 104.7 95.9 94.6 101.6 98.1 8.1 102.8 104.7 95.9 94.6 113.9 7.9 98.1 102.8 104.7 95.9 80.9 8.6 113.9 98.1 102.8 104.7 95.7 8.7 80.9 113.9 98.1 102.8 113.2 8.7 95.7 80.9 113.9 98.1 105.9 8.5 113.2 95.7 80.9 113.9 108.8 8.4 105.9 113.2 95.7 80.9 102.3 8.5 108.8 105.9 113.2 95.7 99 8.7 102.3 108.8 105.9 113.2 100.7 8.7 99 102.3 108.8 105.9 115.5 8.6 100.7 99 102.3 108.8 100.7 8.5 115.5 100.7 99 102.3 109.9 8.3 100.7 115.5 100.7 99 114.6 8 109.9 100.7 115.5 100.7 85.4 8.2 114.6 109.9 100.7 115.5 100.5 8.1 85.4 114.6 109.9 100.7 114.8 8.1 100.5 85.4 114.6 109.9 116.5 8 114.8 100.5 85.4 114.6 112.9 7.9 116.5 114.8 100.5 85.4 102 7.9 112.9 116.5 114.8 100.5 106 8 102 112.9 116.5 114.8 105.3 8 106 102 112.9 116.5 118.8 7.9 105.3 106 102 112.9 106.1 8 118.8 105.3 106 102 109.3 7.7 106.1 118.8 105.3 106 117.2 7.2 109.3 106.1 118.8 105.3 92.5 7.5 117.2 etc...
 
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'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = -6.79694103656072 + 1.05486730212581X[t] + 0.110965757067476Y1[t] + 0.391959746665791Y2[t] + 0.599520525239775Y3[t] -0.106726216223816Y4[t] -15.4550336799605M1[t] -10.4574260073356M2[t] -2.31357909367123M3[t] + 10.2745695704598M4[t] + 1.88615375451333M5[t] -1.91130093006396M6[t] + 4.78338037640562M7[t] -17.3903720895910M8[t] -8.15431671909183M9[t] + 9.7410438791364M10[t] + 21.7116429765906M11[t] -0.0196445345992148t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-6.7969410365607230.840317-0.22040.8267160.413358
X1.054867302125811.8554740.56850.5729440.286472
Y10.1109657570674760.1581740.70150.487130.243565
Y20.3919597466657910.1365942.86950.0066060.003303
Y30.5995205252397750.143524.17730.0001618e-05
Y4-0.1067262162238160.175443-0.60830.5464990.27325
M1-15.45503367996054.849677-3.18680.0028310.001416
M2-10.45742600733567.951912-1.31510.1961620.098081
M3-2.313579093671237.859658-0.29440.7700430.385021
M410.27456957045986.3118841.62780.1116180.055809
M51.886153754513334.4097790.42770.6712070.335604
M6-1.911300930063964.507512-0.4240.6738770.336938
M74.783380376405625.4742470.87380.3875780.193789
M8-17.39037208959105.774528-3.01160.0045440.002272
M9-8.154316719091837.291104-1.11840.2702410.135121
M109.74104387913648.0635511.2080.2343090.117154
M1121.71164297659066.3397423.42470.0014620.000731
t-0.01964453459921480.057226-0.34330.7332310.366616


Multiple Linear Regression - Regression Statistics
Multiple R0.932735061561709
R-squared0.869994695066524
Adjusted R-squared0.813325715992958
F-TEST (value)15.3522210791396
F-TEST (DF numerator)17
F-TEST (DF denominator)39
p-value2.81630274656663e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.21808938618669
Sum Squared Residuals693.898844724573


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.699.3204757724642.27952422753588
294.697.6211072144157-3.02110721441568
395.9100.741156867006-4.84115686700567
4104.7109.908862099633-5.20886209963304
5102.898.71921451194534.08078548805473
698.199.5614995911654-1.46149959116536
7113.9109.8963368667484.00366313325251
880.986.2741154292514-5.3741154292514
995.795.5121403516550.187859648344918
10113.2112.0695154949521.13048450504796
11105.9110.081950047467-4.18195004746746
12108.8106.6892902550582.11070974494150
13102.397.69265450713044.60734549286965
149997.05278833180631.94721166819372
15100.7104.780776260850-4.0807762608503
16115.5111.9325788420803.56742115792044
17100.7104.442959207415-3.74295920741531
18109.9105.9449789803153.95502101968509
19114.6116.214905481883-1.61490548188281
2085.487.9075988955933-2.50759889559334
21100.5102.715670536558-2.21567053655809
22114.8112.6576102086332.14238979136728
23116.5114.000867988742.49913201125992
24112.9110.1269253565292.77307464347073
25102101.8806796318080.119320368192365
26106103.8365476609212.16345233907934
27105.3105.792543371155-0.492543371154899
28118.8113.5951643804825.20483561951772
29106.1110.077654515693-3.97765451569272
30109.3108.9797173385470.320282661453414
31117.2118.672757541408-1.47275754140807
3292.589.87200681204682.62799318795316
33104.2102.5069606134251.69303938657547
34112.5116.077798358938-3.57779835893824
35122.4117.8844036598524.51559634014761
36113.3110.1554707269903.14452927300966
37100101.489702705205-1.48970270520455
38110.7106.5798999150034.12010008499718
39112.8103.9551714833128.84482851668796
40109.8113.631798383320-3.83179838331952
41117.3113.1263376045624.17366239543843
42109.1108.7661647221650.333835277835293
43115.9115.8702406771360.0297593228638166
449697.2997642524604-1.29976425246039
4599.8101.467741331825-1.66774133182538
46116.8116.4950759374770.304924062523
47115.7118.53277830394-2.83277830394008
4899.4107.428313661422-8.02831366142187
4994.399.8164873833933-5.51648738339334
509196.2096568778546-5.20965687785457
5193.292.63035201767710.56964798232291
52103.1102.8315962944860.26840370551438
5394.194.6338341603851-0.533834160385132
5491.894.9476393678084-3.14763936780844
55102.7103.645759432825-0.945759432825444
5682.676.0465146106486.55348538935196
5789.187.0974871665372.00251283346307


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.361796195304230.723592390608460.63820380469577
220.2069390838643560.4138781677287110.793060916135644
230.1811225178688970.3622450357377930.818877482131103
240.1529816806287580.3059633612575170.847018319371242
250.1585778930262110.3171557860524230.841422106973789
260.1008317391418170.2016634782836340.899168260858183
270.08659480306153520.1731896061230700.913405196938465
280.1047146912159490.2094293824318980.895285308784051
290.09520499130450440.1904099826090090.904795008695496
300.06936422168660150.1387284433732030.930635778313398
310.07091530847805330.1418306169561070.929084691521947
320.04057599807679490.08115199615358980.959424001923205
330.02684040906709410.05368081813418820.973159590932906
340.3865992059216360.7731984118432710.613400794078364
350.4312383479232330.8624766958464650.568761652076767
360.3019171665804820.6038343331609630.698082833419518


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level20.125NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/10jsni1260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/10jsni1260975432.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/1zh781260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/1zh781260975432.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/2du0o1260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/2du0o1260975432.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/3aigl1260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/3aigl1260975432.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/4sazh1260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/4sazh1260975432.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/5n6fv1260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/5n6fv1260975432.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/64gbi1260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/64gbi1260975432.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/7aoeg1260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/7aoeg1260975432.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/81or01260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/81or01260975432.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/9yu9p1260975432.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t12609755597k0k67stgje1d9n/9yu9p1260975432.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly 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')
}
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by