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*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 11:33:48 -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/t1258742440ppytnwgw8ezac04.htm/, Retrieved Fri, 20 Nov 2009 19:40:53 +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/t1258742440ppytnwgw8ezac04.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 «
0,2 1 0,6 0 1,9 3,2 0,9 1 0,2 0,6 0 1,9 2,4 1 0,9 0,2 0,6 0 4,7 1 2,4 0,9 0,2 0,6 9,4 1 4,7 2,4 0,9 0,2 12,5 1 9,4 4,7 2,4 0,9 15,8 1 12,5 9,4 4,7 2,4 18,2 1 15,8 12,5 9,4 4,7 16,8 0 18,2 15,8 12,5 9,4 17,3 0 16,8 18,2 15,8 12,5 19,3 0 17,3 16,8 18,2 15,8 17,9 0 19,3 17,3 16,8 18,2 20,2 0 17,9 19,3 17,3 16,8 18,7 0 20,2 17,9 19,3 17,3 20,1 0 18,7 20,2 17,9 19,3 18,2 0 20,1 18,7 20,2 17,9 18,4 0 18,2 20,1 18,7 20,2 18,2 0 18,4 18,2 20,1 18,7 18,9 0 18,2 18,4 18,2 20,1 19,9 0 18,9 18,2 18,4 18,2 21,3 0 19,9 18,9 18,2 18,4 20 0 21,3 19,9 18,9 18,2 19,5 0 20 21,3 19,9 18,9 19,6 0 19,5 20 21,3 19,9 20,9 0 19,6 19,5 20 21,3 21 0 20,9 19,6 19,5 20 19,9 0 21 20,9 19,6 19,5 19,6 0 19,9 21 20,9 19,6 20,9 0 19,6 19,9 21 20,9 21,7 0 20,9 19,6 19,9 21 22,9 0 21,7 20,9 19,6 19,9 21,5 0 22,9 21,7 20,9 19,6 21,3 0 21,5 22,9 21,7 20,9 23,5 0 21,3 21,5 22,9 21,7 21,6 0 23,5 21,3 21,5 22,9 24,5 0 21,6 23,5 21,3 21,5 22,2 0 24,5 21,6 23,5 21,3 23,5 0 22,2 24,5 21,6 23,5 20,9 0 23,5 22,2 24,5 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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 0.519647105611932 + 1.28632287139419X[t] + 0.92813262756989Y1[t] + 0.336764561898729Y2[t] -0.439355918249917Y3[t] + 0.115147021620269Y4[t] + 0.182944690656144M1[t] + 0.332354786967214M2[t] + 0.351787973684101M3[t] + 0.236941355263420M4[t] + 0.445899792676542M5[t] + 0.6150272299015M6[t] + 0.59084113843511M7[t] + 0.333801824039458M8[t] + 0.49230003939364M9[t] + 0.912247008553877M10[t] + 0.618871180476981M11[t] + 0.00823090323162158t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.5196471056119322.0878430.24890.8047850.402392
X1.286322871394191.8234850.70540.4848510.242425
Y10.928132627569890.160895.76881e-061e-06
Y20.3367645618987290.2027261.66120.1049080.052454
Y3-0.4393559182499170.205414-2.13890.0389330.019466
Y40.1151470216202690.1524880.75510.4548310.227415
M10.1829446906561441.1423510.16010.8736130.436807
M20.3323547869672141.1390710.29180.7720440.386022
M30.3517879736841011.1349060.310.7582770.379138
M40.2369413552634201.1332380.20910.83550.41775
M50.4458997926765421.135870.39260.6968360.348418
M60.61502722990151.1403290.53930.5927970.296399
M70.590841138435111.1465630.51530.6093180.304659
M80.3338018240394581.1566650.28860.7744640.387232
M90.492300039393641.1918880.4130.6818970.340949
M100.9122470085538771.1874570.76820.4470950.223548
M110.6188711804769811.183090.52310.6039440.301972
t0.008230903231621580.0181770.45280.6532480.326624


Multiple Linear Regression - Regression Statistics
Multiple R0.964983665084489
R-squared0.931193473879893
Adjusted R-squared0.900411606931424
F-TEST (value)30.2513643970582
F-TEST (DF numerator)17
F-TEST (DF denominator)38
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.67073379959745
Sum Squared Residuals106.071354306458


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10.22.08771937194585-1.88771937194584
20.92.76125117416827-1.86125117416827
32.42.82150938662777-0.421509386627771
44.74.587658386394790.112341613605212
59.47.091091661875322.30890833812468
612.511.82680088203680.673199117963227
715.815.43305220064830.366947799351721
818.217.49091693630300.709083063697043
916.818.8893521989686-2.08935219896863
1017.317.7334605781177-0.433460578117702
1119.316.76644254794622.53355745205376
1217.919.0719009442286-1.17190094422856
1320.218.25633619392261.94366380607740
1418.719.2560735245281-0.556073524528114
1520.119.51148949427930.588510505720713
1618.219.0273881725968-0.827388172596795
1718.418.8764679346185-0.476467934618465
1818.217.81178131500110.388218684998854
1918.918.67353458857540.226465411424633
2019.918.7004155796021.19958442039798
2121.320.14191310706091.15808689293914
222021.8756626728503-1.87566267285030
2319.520.4966627157067-0.996662715706658
2419.618.48421093027841.11578906972161
2520.919.33218602996711.56781397003295
262120.80006273255910.199937267440922
2719.921.2568249130978-1.35682491309780
2819.619.6032917722089-0.00329177220886537
2920.919.27735584277541.6226441572246
3021.721.05506344274020.644936557259845
3122.922.22455333872230.675446661277677
3221.522.7532089299502-1.25320892995017
3321.321.8228762377230-0.522876237723018
3423.521.1588477133392.34115228666101
3521.623.6015163682619-2.00151636826194
3624.521.89497148819262.6050285118074
3722.223.1482666099516-0.94826660995159
3823.523.23591948782930.264080512170718
3920.922.2026859972483-1.3026859972483
4020.721.4651643555195-0.765164355519465
4118.119.7851384662620-1.68513846626202
4217.118.7740155782133-1.67401557821328
4314.816.7428288289092-1.94282882890921
4413.815.1418467955614-1.34184679556143
4515.213.74585845624751.45414154375251
461616.032029035693-0.0320290356930054
4717.617.13537836808520.46462163191484
481517.5489166373005-2.54891663730046
491515.6754917942129-0.675491794212917
5016.314.34669308091531.95330691908474
5119.416.90749020874682.49250979125315
5221.319.81649731328011.48350268671991
5320.522.2699460944688-1.76994609446879
5421.121.1323387820086-0.0323387820086480
5521.620.92603104314480.67396895685518
5622.621.91361175858340.68638824141658


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.193113669280710.386227338561420.80688633071929
220.4788712199718920.9577424399437830.521128780028108
230.6821375647804250.635724870439150.317862435219575
240.5885206738486010.8229586523027980.411479326151399
250.4951374376793580.9902748753587160.504862562320642
260.3683015973610170.7366031947220350.631698402638983
270.352927278495340.705854556990680.64707272150466
280.240590733759810.481181467519620.75940926624019
290.2302828445089110.4605656890178210.76971715549109
300.1727928396937630.3455856793875270.827207160306237
310.1368469173349940.2736938346699870.863153082665006
320.1194575204409730.2389150408819470.880542479559027
330.06599591045590460.1319918209118090.934004089544095
340.0849280850056920.1698561700113840.915071914994308
350.06041992134779780.1208398426955960.939580078652202


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/t1258742440ppytnwgw8ezac04/10bqs11258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/10bqs11258742024.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/11z9l1258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/11z9l1258742024.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/2xgc11258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/2xgc11258742024.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/3ixqj1258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/3ixqj1258742024.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/4d3cc1258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/4d3cc1258742024.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/56h5o1258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/56h5o1258742024.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/6w0l11258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/6w0l11258742024.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/76c5l1258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/76c5l1258742024.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/8uxx61258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/8uxx61258742024.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/9zp4y1258742024.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742440ppytnwgw8ezac04/9zp4y1258742024.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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