Home » date » 2009 » Nov » 20 »

*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 09:55:46 -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/t125873623590w2svhyeolwm53.htm/, Retrieved Fri, 20 Nov 2009 17:57:27 +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/t125873623590w2svhyeolwm53.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 «
110.3 0 114.1 96.8 87.4 111.4 103.9 0 110.3 114.1 96.8 87.4 101.6 0 103.9 110.3 114.1 96.8 94.6 0 101.6 103.9 110.3 114.1 95.9 0 94.6 101.6 103.9 110.3 104.7 0 95.9 94.6 101.6 103.9 102.8 0 104.7 95.9 94.6 101.6 98.1 0 102.8 104.7 95.9 94.6 113.9 0 98.1 102.8 104.7 95.9 80.9 0 113.9 98.1 102.8 104.7 95.7 0 80.9 113.9 98.1 102.8 113.2 0 95.7 80.9 113.9 98.1 105.9 0 113.2 95.7 80.9 113.9 108.8 0 105.9 113.2 95.7 80.9 102.3 0 108.8 105.9 113.2 95.7 99 0 102.3 108.8 105.9 113.2 100.7 0 99 102.3 108.8 105.9 115.5 0 100.7 99 102.3 108.8 100.7 0 115.5 100.7 99 102.3 109.9 0 100.7 115.5 100.7 99 114.6 0 109.9 100.7 115.5 100.7 85.4 0 114.6 109.9 100.7 115.5 100.5 0 85.4 114.6 109.9 100.7 114.8 0 100.5 85.4 114.6 109.9 116.5 0 114.8 100.5 85.4 114.6 112.9 0 116.5 114.8 100.5 85.4 102 0 112.9 116.5 114.8 100.5 106 0 102 112.9 116.5 114.8 105.3 0 106 102 112.9 116.5 118.8 0 105.3 106 102 112.9 106.1 0 118.8 105.3 106 102 109.3 0 106.1 118.8 105.3 106 117.2 0 109.3 106.1 118.8 105.3 92.5 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 time6 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 50.2362928119604 -10.5265285686030X[t] -0.202061509463685Y1[t] + 0.236569774841816Y2[t] + 0.554834223280099Y3[t] -0.0160517215222272Y4[t] + 15.3454731041248M1[t] -1.3210319312054M2[t] -18.4272530266396M3[t] -18.0250317516137M4[t] -11.374623572876M5[t] + 1.64234957827378M6[t] -3.43736217073495M7[t] -8.17796939620031M8[t] -2.59167880781004M9[t] -24.2441038493184M10[t] -20.5106923504080M11[t] + 0.121203282376966t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)50.236292811960417.6138642.85210.0069120.003456
X-10.52652856860302.790755-3.77190.0005380.000269
Y1-0.2020615094636850.156023-1.29510.2029080.101454
Y20.2365697748418160.1206811.96030.0571340.028567
Y30.5548342232800990.1217994.55535e-052.5e-05
Y4-0.01605172152222720.149372-0.10750.9149740.457487
M115.34547310412485.054743.03590.0042590.00213
M2-1.32103193120547.150494-0.18470.8543850.427192
M3-18.42725302663964.747283-3.88160.0003890.000195
M4-18.02503175161373.206325-5.62172e-061e-06
M5-11.3746235728762.91686-3.89960.0003690.000185
M61.642349578273783.4322360.47850.6349610.31748
M7-3.437362170734954.611566-0.74540.4605120.230256
M8-8.177969396200314.622097-1.76930.084660.04233
M9-2.591678807810043.509868-0.73840.4646930.232347
M10-24.24410384931844.060683-5.97041e-060
M11-20.51069235040804.351302-4.71373.1e-051.5e-05
t0.1212032823769660.0580582.08760.0434130.021707


Multiple Linear Regression - Regression Statistics
Multiple R0.947256615280796
R-squared0.89729509519323
Adjusted R-squared0.852526290533869
F-TEST (value)20.0428647139588
F-TEST (DF numerator)17
F-TEST (DF denominator)39
p-value3.530509218308e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.49639337270593
Sum Squared Residuals476.765898051377


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1110.3112.252054510448-1.95205451044806
2103.9106.167926613587-2.26792661358659
3101.699.02488319713482.57511680286515
494.696.1129378365177-1.51293783651767
595.9100.264926894534-4.36492689453374
6104.7110.311047246063-5.61104724606301
7102.8100.0350175999862.7649824000144
898.198.714991084406-0.614991084405923
9113.9109.7843654043394.11563459566102
1080.982.753253680297-1.853253680297
1195.794.43647813786251.26352186213746
12113.2113.1128846797850.0871153202149736
13105.9109.981570750037-4.08157075003667
14108.8107.7925423906791.00745760932087
15102.397.96662027270484.33337972729524
169996.15830203207912.84169796792085
17100.7103.785209752577-3.08520975257667
18115.5112.1462289193023.35377108069795
19100.7102.872761982909-2.17276198290899
20109.9105.7412899081424.15871009185848
21114.6114.2728438021420.327156197858334
2285.485.5192628940012-0.119262894001209
23100.5101.727992026091-1.22799202609066
24114.8114.860966452005-0.0609664520048876
25116.5114.7337644423541.76623555764602
26112.9110.0746129435292.82538705647099
27102101.9109335796920.0890664203080536
28106104.4988559626271.50114403737323
29105.3105.858919709715-0.558919709714725
30118.8114.0949114629604.70508853703975
31106.1108.637274433892-2.53727443389214
32109.3109.325152778972-0.0251527789720770
33117.2118.883111898311-1.68311189831134
3492.589.24953461770333.25046538229669
35104.2101.9432962818232.25670371817728
36112.5118.699623670331-6.19962367033133
37122.4121.4258419788900.97415802111033
38113.3111.7316983474091.56830165259076
39100103.344799952820-3.34479995282032
40110.7109.7624871568680.937512843131833
41112.8106.0177589864066.78224101359374
42109.8114.029678337094-4.22967833709365
43117.3116.3243650113630.975634988636562
44109.1110.473188871372-1.37318887137233
45115.9117.913649146018-2.01364914601842
469697.2779488079985-1.27794880799848
4799.8102.092233554224-2.29223355422409
48116.8110.6265251978796.17347480212124
49115.7112.4067683182723.29323168172839
5099.4102.533219704796-3.13321970479604
5194.397.9527629976481-3.65276299764814
529194.7674170119082-3.76741701190823
5393.291.97318465676861.22681534323140
54103.1101.3181340345811.78186596541895
5594.193.13058097184980.969419028150166
5691.893.9453773571081-2.14537735710815
57102.7103.446029749190-0.746029749189583


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.7291108495587810.5417783008824370.270889150441219
220.6100231031584550.779953793683090.389976896841545
230.5062694081396980.9874611837206050.493730591860302
240.3609190855997110.7218381711994210.63908091440029
250.2511553994777510.5023107989555010.74884460052225
260.1894628301208480.3789256602416970.810537169879152
270.2102221418341290.4204442836682590.78977785816587
280.1451817029666810.2903634059333610.85481829703332
290.1491848362001640.2983696724003270.850815163799836
300.1609054716593610.3218109433187220.839094528340639
310.1565973692570740.3131947385141480.843402630742926
320.1102334458382660.2204668916765320.889766554161734
330.1130418743424260.2260837486848520.886958125657574
340.1055865265408990.2111730530817980.894413473459101
350.05571121590480240.1114224318096050.944288784095198
360.599685947429870.800628105140260.40031405257013


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 level00OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/10jbut1258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/10jbut1258736139.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/1npqs1258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/1npqs1258736139.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/2t6yn1258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/2t6yn1258736139.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/3ufig1258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/3ufig1258736139.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/4jmi91258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/4jmi91258736139.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/5rknp1258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/5rknp1258736139.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/6ayzs1258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/6ayzs1258736139.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/7yec91258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/7yec91258736139.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/87gkz1258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/87gkz1258736139.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/99xjd1258736139.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t125873623590w2svhyeolwm53/99xjd1258736139.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