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WS7-3

*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: Fri, 20 Nov 2009 04:00:16 -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/20/t12587148985ab1jqgblrk880o.htm/, Retrieved Fri, 20 Nov 2009 12:01:50 +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/20/t12587148985ab1jqgblrk880o.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 «
9.5 101.6 9.2 9.2 10 10.9 9.6 94.6 9.5 9.2 9.2 10 9.5 95.9 9.6 9.5 9.2 9.2 9.1 104.7 9.5 9.6 9.5 9.2 8.9 102.8 9.1 9.5 9.6 9.5 9 98.1 8.9 9.1 9.5 9.6 10.1 113.9 9 8.9 9.1 9.5 10.3 80.9 10.1 9 8.9 9.1 10.2 95.7 10.3 10.1 9 8.9 9.6 113.2 10.2 10.3 10.1 9 9.2 105.9 9.6 10.2 10.3 10.1 9.3 108.8 9.2 9.6 10.2 10.3 9.4 102.3 9.3 9.2 9.6 10.2 9.4 99 9.4 9.3 9.2 9.6 9.2 100.7 9.4 9.4 9.3 9.2 9 115.5 9.2 9.4 9.4 9.3 9 100.7 9 9.2 9.4 9.4 9 109.9 9 9 9.2 9.4 9.8 114.6 9 9 9 9.2 10 85.4 9.8 9 9 9 9.8 100.5 10 9.8 9 9 9.3 114.8 9.8 10 9.8 9 9 116.5 9.3 9.8 10 9.8 9 112.9 9 9.3 9.8 10 9.1 102 9 9 9.3 9.8 9.1 106 9.1 9 9 9.3 9.1 105.3 9.1 9.1 9 9 9.2 118.8 9.1 9.1 9.1 9 8.8 106.1 9.2 9.1 9.1 9.1 8.3 109.3 8.8 9.2 9.1 9.1 8.4 117.2 8.3 8.8 9.2 9.1 8.1 92.5 8.4 8.3 8.8 9.2 7.7 104.2 8.1 8.4 8.3 8.8 7.9 112.5 7.7 8.1 8.4 8.3 7.9 122.4 7.9 7.7 8.1 8.4 8 113.3 7.9 7.9 7.7 8.1 7.9 100 8 7.9 7.9 7.7 7.6 110.7 7.9 8 7.9 7.9 7.1 112.8 7.6 7.9 8 7.9 6.8 109.8 7.1 7.6 7.9 8 6.5 117.3 6.8 7.1 7.6 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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 2.22376675354193 -0.0079494985633593X[t] + 1.43718399412033Y1[t] -0.559931494666128Y2[t] -0.368554988553163Y3[t] + 0.368298781202975Y4[t] -0.276786896503478M1[t] -0.470758496794736M2[t] -0.348945862635600M3[t] -0.228263175107274M4[t] -0.364395505657626M5[t] -0.153384005778434M6[t] + 0.537200243224335M7[t] -0.634309077860441M8[t] -0.512368949548809M9[t] + 0.0643622420032612M10[t] -0.134758856878862M11[t] -0.00497891142074613t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.223766753541930.9850772.25750.0298080.014904
X-0.00794949856335930.004484-1.7730.0842480.042124
Y11.437183994120330.1475129.742800
Y2-0.5599314946661280.27011-2.0730.0450060.022503
Y3-0.3685549885531630.267209-1.37930.1758740.087937
Y40.3682987812029750.141532.60230.0131310.006565
M1-0.2767868965034780.13933-1.98660.0542170.027109
M2-0.4707584967947360.14209-3.31310.0020330.001017
M3-0.3489458626356000.13989-2.49440.0170810.008541
M4-0.2282631751072740.13444-1.69790.0977070.048853
M5-0.3643955056576260.130901-2.78380.0083270.004164
M6-0.1533840057784340.130524-1.17510.2472490.123624
M70.5372002432243350.1319184.07220.0002280.000114
M8-0.6343090778604410.195992-3.23640.0025110.001255
M9-0.5123689495488090.188841-2.71320.0099580.004979
M100.06436224200326120.1759970.36570.7166170.358309
M11-0.1347588568788620.142327-0.94680.349710.174855
t-0.004978911420746130.003513-1.41730.1645480.082274


Multiple Linear Regression - Regression Statistics
Multiple R0.985830567255625
R-squared0.971861907335547
Adjusted R-squared0.959273813248818
F-TEST (value)77.2048493314117
F-TEST (DF numerator)17
F-TEST (DF denominator)38
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.184535380982358
Sum Squared Residuals1.29402565970356


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
19.59.53396171613988-0.0339617161398841
29.69.78518798036736-0.185187980367362
39.59.5727872810232-0.0727872810232039
49.19.30825742432862-0.208257424328622
58.98.737003916951960.162996083048038
698.99062032467620.00937967532380436
710.19.916920400603370.183079599396632
810.310.4540663499839-0.154066349983899
910.210.01437188773250.185628112267515
109.69.82272263537158-0.222722635371578
119.29.20175437918828-0.00175437918828520
129.39.180081333060110.119918666939888
139.49.5019813780878-0.101981378087810
149.49.34343218827980.0565678117202089
159.29.20658360265735-0.0065836026573519
1698.917172380468130.0828276195318734
1798.75509309546420.244906904535796
1899.0736875937836-0.073687593783602
199.89.721981529587870.0780184704121272
20109.853706094188120.146293905811884
219.89.690121485863440.109878514136560
229.39.4539288479389-0.153928847938904
2398.850637019203130.149362980796870
2499.00521646253753-0.0052164625375295
259.19.088697375389750.0113026246102521
269.18.92808437480080.171915625199199
279.18.883999962706040.216000037293963
289.28.855530009352950.34446999064705
298.88.99592567666885-0.195925676668844
308.38.5456531226098-0.245653122609795
318.48.63698252349225-0.236982523492247
328.18.26478292578836-0.164782925788359
337.77.83854464358062-0.138544643580618
347.97.716417046930960.183582953069038
357.98.0924227722276-0.192422772227601
3688.21948921673943-0.219489216739433
377.97.9661396289281-0.0661396289280972
387.67.55607768995010.0439223100499016
397.17.24419991808063-0.144199918080629
406.86.90682501819357-0.106825018193571
416.56.6286397045399-0.128639704539894
426.96.710470291297310.189529708702688
438.28.011289190660930.188710809339073
448.78.63743943626130.062560563738707
458.38.45696198282346-0.156961982823456
467.97.706931469758560.193068530241444
477.57.455185829380980.0448141706190159
487.87.695212987662930.104787012337074
498.38.109219901454460.190780098545540
508.48.48721776660195-0.0872177666019477
518.28.192429235532780.00757076446722211
527.77.81221516765673-0.112215167656729
537.27.2833376063751-0.0833376063750966
547.37.17956866763310.120431332366905
558.18.31282635565558-0.212826355655585
568.58.390005193778330.109994806221667


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.2418823904121660.4837647808243330.758117609587834
220.175545942201790.351091884403580.82445405779821
230.1273964354915550.2547928709831090.872603564508445
240.09621730686938360.1924346137387670.903782693130616
250.04961260865432240.09922521730864490.950387391345678
260.0246138963750930.0492277927501860.975386103624907
270.02228568607229530.04457137214459070.977714313927705
280.3679429328342280.7358858656684560.632057067165772
290.4197344733046470.8394689466092950.580265526695352
300.3944822493437660.7889644986875320.605517750656234
310.8195934647518660.3608130704962680.180406535248134
320.7669542344234330.4660915311531340.233045765576567
330.744246532250160.511506935499680.25575346774984
340.7468611832929190.5062776334141620.253138816707081
350.7589079886980530.4821840226038940.241092011301947


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.133333333333333NOK
10% type I error level30.2NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/108c1d1258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/108c1d1258714811.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/1ejvc1258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/1ejvc1258714811.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/2vf671258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/2vf671258714811.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/3tccj1258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/3tccj1258714811.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/4edae1258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/4edae1258714811.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/5l6yb1258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/5l6yb1258714811.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/687bk1258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/687bk1258714811.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/7ay951258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/7ay951258714811.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/89ykk1258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/89ykk1258714811.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/9aduq1258714811.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587148985ab1jqgblrk880o/9aduq1258714811.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')
}
 





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Software written by Ed van Stee & Patrick Wessa


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