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Model 2

*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: Thu, 19 Nov 2009 13:38:54 -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/Nov/19/t1258663194avt1561g1ekoyrr.htm/, Retrieved Thu, 19 Nov 2009 21:40:06 +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/Nov/19/t1258663194avt1561g1ekoyrr.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 «
3 101.2 3.21 101.1 3.37 100.7 3.51 100.1 3.75 99.9 4.11 99.7 4.25 99.5 4.25 99.2 4.5 99 4.7 99 4.75 99.3 4.75 99.5 4.75 99.7 4.75 100 4.75 100.4 4.75 100.6 4.58 100.7 4.5 100.7 4.5 100.6 4.49 100.5 4.03 100.6 3.75 100.5 3.39 100.4 3.25 100.3 3.25 100.4 3.25 100.4 3.25 100.4 3.25 100.4 3.25 100.4 3.25 100.5 3.25 100.6 3.25 100.6 3.25 100.5 3.25 100.5 3.25 100.7 2.85 101.1 2.75 101.5 2.75 101.9 2.55 102.1 2.5 102.1 2.5 102.1 2.1 102.4 2 102.8 2 103.1 2 103.1 2 102.9 2 102.4 2 101.9 2 101.3 2 100.7 2 100.6 2 101 2 101.5 2 101.9 2 102.1 2 102.3 2 102.5 2 102.9 2 103.6 2 104.3
 
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
Tprod[t] = + 104.239014386218 -0.949163093002725Rente[t] -0.429150643259583M1[t] -0.389285793353394M2[t] -0.376879098097416M3[t] -0.35979416242337M4[t] -0.266505879121328M5[t] -0.169285793353391M6[t] -0.0816924886093766M7[t] -0.0635908147953803M8[t] -0.103455664701495M9[t] -0.0986422741895337M10[t] -0.037490385955704M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)104.2390143862180.460177226.519600
Rente-0.9491630930027250.101565-9.345400
M1-0.4291506432595830.49181-0.87260.387320.19366
M2-0.3892857933533940.491987-0.79130.4327720.216386
M3-0.3768790980974160.49195-0.76610.4474520.223726
M4-0.359794162423370.492035-0.73120.4682640.234132
M5-0.2665058791213280.492105-0.54160.5906770.295339
M6-0.1692857933533910.491987-0.34410.7323160.366158
M7-0.08169248860937660.492025-0.1660.8688430.434421
M8-0.06359081479538030.492015-0.12920.8977150.448857
M9-0.1034556647014950.491833-0.21030.8343060.417153
M10-0.09864227418953370.491773-0.20060.8418890.420944
M11-0.0374903859557040.491592-0.07630.9395330.469767


Multiple Linear Regression - Regression Statistics
Multiple R0.811936829502331
R-squared0.659241415102298
Adjusted R-squared0.572239223213523
F-TEST (value)7.57729662656181
F-TEST (DF numerator)12
F-TEST (DF denominator)47
p-value1.54445368716338e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.77708225964867
Sum Squared Residuals28.3812713982522


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.2100.9623744639510.237625536049289
2101.1100.8029150643260.297084935674034
3100.7100.6634556647010.0365443352985084
4100.1100.547657767355-0.447657767355165
599.9100.413146908337-0.513146908336542
699.7100.168668280624-0.4686682806235
799.5100.123378752347-0.623378752347136
899.2100.141480426161-0.94148042616113
99999.8643248030043-0.864324803004337
109999.6793055749158-0.679305574915753
1199.399.6929993084995-0.39299930849945
1299.599.7304896944551-0.230489694455151
1399.799.30133905119560.398660948804435
1410099.34120390110170.658796098898244
15100.499.35361059635771.04638940364227
16100.699.37069553203181.22930446796821
17100.799.62534154114431.07465845885572
18100.799.79849467435240.901505325647562
19100.699.88608797909650.713912020903539
20100.599.91368128384050.586318716159522
21100.6100.3104314567160.289568543284378
22100.5100.581010513268-0.081010513268341
23100.4100.983861114983-0.583861114983145
24100.3101.154234333959-0.85423433395924
25100.4100.725083690700-0.325083690699647
26100.4100.764948540606-0.364948540605836
27100.4100.777355235862-0.377355235861815
28100.4100.794440171536-0.394440171535861
29100.4100.887728454838-0.487728454837904
30100.5100.984948540606-0.484948540605845
31100.6101.072541845350-0.472541845349865
32100.6101.090643519164-0.490643519163862
33100.5101.050778669258-0.550778669257742
34100.5101.055592059770-0.555592059769703
35100.7101.116743948004-0.41674394800353
36101.1101.533899571160-0.433899571160332
37101.5101.1996652372010.300334762798985
38101.9101.2395300871070.660469912892802
39102.1101.4417694009640.658230599036267
40102.1101.5063124912880.593687508712085
41102.1101.599600774590.500399225410042
42102.4102.0764860975590.323513902441028
43102.8102.2589957116030.541004288396733
44103.1102.2770973854170.822902614582734
45103.1102.2372325355110.862767464488848
46102.9102.2420459260230.657954073976898
47102.4102.3031978142570.0968021857430683
48101.9102.340688200213-0.440688200212636
49101.3101.911537556953-0.61153755695306
50100.7101.951402406859-1.25140240685924
51100.6101.963809102115-1.36380910211523
52101101.980894037789-0.980894037789271
53101.5102.074182321091-0.574182321091314
54101.9102.171402406859-0.271402406859245
55102.1102.258995711603-0.158995711603270
56102.3102.2770973854170.0229026145827360
57102.5102.2372325355110.262767464488854
58102.9102.2420459260230.657954073976898
59103.6102.3031978142571.29680218574306
60104.3102.3406882002131.95931179978736


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.3105351729267220.6210703458534440.689464827073278
170.3670707223317680.7341414446635360.632929277668232
180.408036097844930.816072195689860.59196390215507
190.4502055154402600.9004110308805190.54979448455974
200.5254032456780410.9491935086439180.474596754321959
210.5847768979282570.8304462041434860.415223102071743
220.5596333624056630.8807332751886750.440366637594337
230.4728482710277720.9456965420555440.527151728972228
240.3939850904250490.7879701808500970.606014909574951
250.3055184837602960.6110369675205920.694481516239704
260.2367171656078750.4734343312157490.763282834392125
270.1801540299602530.3603080599205050.819845970039747
280.1252560226989810.2505120453979620.874743977301019
290.08224957348475730.1644991469695150.917750426515243
300.05042438563514330.1008487712702870.949575614364857
310.02973464679669310.05946929359338620.970265353203307
320.01835768987870990.03671537975741970.98164231012129
330.01233617454752520.02467234909505050.987663825452475
340.01090663993233430.02181327986466860.989093360067666
350.02050226244934180.04100452489868360.979497737550658
360.1775266221759920.3550532443519850.822473377824008
370.1858739244410090.3717478488820180.814126075558991
380.1595892181216500.3191784362433010.84041078187835
390.1356631228653820.2713262457307640.864336877134618
400.1073659586275570.2147319172551130.892634041372443
410.07966888073666140.1593377614733230.920331119263339
420.04994172037049340.09988344074098680.950058279629507
430.03920182939234450.0784036587846890.960798170607656
440.03424093803349640.06848187606699270.965759061966504


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level40.137931034482759NOK
10% type I error level80.275862068965517NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/10hwzw1258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/10hwzw1258663129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/1l7fy1258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/1l7fy1258663129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/2vrr71258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/2vrr71258663129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/3r00m1258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/3r00m1258663129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/4hsfl1258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/4hsfl1258663129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/5fy9f1258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/5fy9f1258663129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/68e4l1258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/68e4l1258663129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/7ap7j1258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/7ap7j1258663129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/89qx61258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/89qx61258663129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/912fw1258663129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258663194avt1561g1ekoyrr/912fw1258663129.ps (open in new window)


 
Parameters (Session):
par1 = 2 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 2 ; par2 = Include Monthly Dummies ; par3 = No 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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