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multiple

*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: Tue, 24 Nov 2009 14:03:26 -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/24/t125909664709bwct50kpk84xb.htm/, Retrieved Tue, 24 Nov 2009 22:04:18 +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/24/t125909664709bwct50kpk84xb.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 «
2,4 0 1,7 1 1,2 1,4 2 0 2,4 1,7 1 1,2 2,1 0 2 2,4 1,7 1 2 0 2,1 2 2,4 1,7 1,8 0 2 2,1 2 2,4 2,7 0 1,8 2 2,1 2 2,3 0 2,7 1,8 2 2,1 1,9 0 2,3 2,7 1,8 2 2 0 1,9 2,3 2,7 1,8 2,3 0 2 1,9 2,3 2,7 2,8 0 2,3 2 1,9 2,3 2,4 0 2,8 2,3 2 1,9 2,3 0 2,4 2,8 2,3 2 2,7 0 2,3 2,4 2,8 2,3 2,7 0 2,7 2,3 2,4 2,8 2,9 0 2,7 2,7 2,3 2,4 3 0 2,9 2,7 2,7 2,3 2,2 0 3 2,9 2,7 2,7 2,3 0 2,2 3 2,9 2,7 2,8 0 2,3 2,2 3 2,9 2,8 0 2,8 2,3 2,2 3 2,8 0 2,8 2,8 2,3 2,2 2,2 0 2,8 2,8 2,8 2,3 2,6 0 2,2 2,8 2,8 2,8 2,8 0 2,6 2,2 2,8 2,8 2,5 0 2,8 2,6 2,2 2,8 2,4 0 2,5 2,8 2,6 2,2 2,3 0 2,4 2,5 2,8 2,6 1,9 0 2,3 2,4 2,5 2,8 1,7 0 1,9 2,3 2,4 2,5 2 0 1,7 1,9 2,3 2,4 2,1 0 2 1,7 1,9 2,3 1,7 0 2,1 2 1,7 1,9 1,8 0 1,7 2,1 2 1,7 1,8 0 1,8 1,7 2,1 2 1,8 0 1,8 1,8 1,7 2,1 1,3 1 1,8 1,8 1,8 1,7 1,3 1 1,3 1,8 1,8 1,8 1,3 1 1,3 1,3 1,8 1,8 1,2 1 1,3 1,3 1,3 1,8 1,4 1 1,2 1,3 1,3 1,3 2,2 1 1,4 1,2 1,3 1,3 2,9 1 2,2 1,4 1,2 1,3 3,1 1 2,9 2,2 1,4 1,2 3,5 1 3,1 2,9 2,2 1,4 3,6 1 3,5 3,1 2,9 2,2 4,4 1 3,6 3,5 3,1 2,9 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] = + 0.264585623036714 + 0.136019702329563x[t] + 1.1180927364462y1[t] -0.26871069986116y2[t] + 0.274416880874272y3[t] -0.284488421665747y4[t] + 0.289579993080271M1[t] + 0.0893609542088653M2[t] + 0.0956344083568998M3[t] -0.074459306273987M4[t] + 0.0764602746631292M5[t] + 0.105570035656608M6[t] -0.0471979987964152M7[t] + 0.110257357802178M8[t] + 0.027425940682833M9[t] + 0.152467811299498M10[t] + 0.216128371847527M11[t] + 0.00063940059680417t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.2645856230367140.3277440.80730.4245210.212261
x0.1360197023295630.2803440.48520.6303290.315164
y11.11809273644620.1553897.195400
y2-0.268710699861160.234661-1.14510.2593290.129665
y30.2744168808742720.2388751.14880.2578220.128911
y4-0.2844884216657470.187206-1.51970.1368760.068438
M10.2895799930802710.3403490.85080.4001920.200096
M20.08936095420886530.3377540.26460.7927680.396384
M30.09563440835689980.337340.28350.7783360.389168
M4-0.0744593062739870.337874-0.22040.8267580.413379
M50.07646027466312920.3392820.22540.8229080.411454
M60.1055700356566080.3393430.31110.7574240.378712
M7-0.04719799879641520.338018-0.13960.8896880.444844
M80.1102573578021780.3383320.32590.74630.37315
M90.0274259406828330.3506860.07820.9380740.469037
M100.1524678112994980.3503880.43510.6659220.332961
M110.2161283718475270.3488720.61950.539280.26964
t0.000639400596804170.0087950.07270.9424250.471213


Multiple Linear Regression - Regression Statistics
Multiple R0.934795605561394
R-squared0.873842824176893
Adjusted R-squared0.81740408762445
F-TEST (value)15.4830330647980
F-TEST (DF numerator)17
F-TEST (DF denominator)38
p-value3.88156173869447e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.492188623641708
Sum Squared Residuals9.2054863672081


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12.42.117868435528250.282131564471752
222.51487053102147-0.51487053102147
32.12.13543830223016-0.0354383022301558
422.17822746323113-0.178227463231126
51.81.88219745361858-0.0821974536185777
62.71.856436194659460.843563805340538
72.32.70844263332305-0.408442633323055
81.92.15102613205665-0.251026132056648
922.03295417802008-0.0329541780200847
102.32.012122670973760.287877329026242
112.82.389007999382920.410992000617075
122.42.79318924315068-0.393189243150680
132.32.5556924144144-0.255692414414402
142.72.403649696377060.296350303622945
152.72.632659752503910.0673402474960914
162.92.442074839104230.457925160895766
1732.955467962443680.0445320375563233
182.22.92948888904005-0.72948888904005
192.31.910898372215610.389101627784392
202.82.366314966698830.433685033301168
212.82.568315901547280.231684098452717
222.82.8146742482502-0.0146742482501972
232.22.98773380766559-0.78773380766559
242.61.959144983714280.640855016285725
252.82.85782789188653-0.0578278918865263
262.52.60973239243214-0.109732392432137
272.42.50793509162004-0.107935091620041
282.32.248372721408240.0516272785917584
291.92.17577075068823-0.275770750688227
301.71.84305872609844-0.143058726098443
3121.575802978976600.424197021023405
322.12.041749786894950.058250213105049
331.72.04966582655013-0.349665826550127
341.81.84046168179443-0.0404616817944307
351.82.06615035811605-0.26615035811605
361.81.685574722362930.114425277637072
371.32.25305087512329-0.953050875123293
381.31.46597602645902-0.165976026459016
391.31.60724423113443-0.307244231134435
401.21.30058147666322-0.100581476663216
411.41.48257539538539-0.0825753953853896
422.21.762814174251030.437185825748971
432.92.423975901492110.476024098507889
443.13.23309923265235-0.133099232652350
453.53.349064093882510.150935906117495
463.63.83274139898162-0.232741398981615
474.43.757107834835430.642892165164565
484.14.46209105077212-0.362091050772117
495.14.115560383047530.984439616952469
505.85.305771353710320.494228646289679
515.95.516722622511460.38327737748854
525.45.63074349959318-0.230743499593182
535.55.103988437864130.396011562135871
544.85.20820201595102-0.408202015951016
553.24.08088011399263-0.88088011399263
562.72.80780988169722-0.107809881697220


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.4261129160160040.8522258320320080.573887083983996
220.2831482302976100.5662964605952210.71685176970239
230.4338258991977540.8676517983955080.566174100802246
240.4364714388532960.8729428777065920.563528561146704
250.3616351881008640.7232703762017280.638364811899136
260.2983718803722550.5967437607445090.701628119627745
270.239437169997240.478874339994480.76056283000276
280.2274436472918650.454887294583730.772556352708135
290.1854530820705980.3709061641411950.814546917929402
300.1285338670411270.2570677340822530.871466132958873
310.1498785147119730.2997570294239460.850121485288027
320.2326656914846370.4653313829692740.767334308515363
330.1680294195465170.3360588390930340.831970580453483
340.1226244661328810.2452489322657610.87737553386712
350.08432487869439320.1686497573887860.915675121305607


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/24/t125909664709bwct50kpk84xb/10cgkv1259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/10cgkv1259096602.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/1xl6n1259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/1xl6n1259096602.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/2lyjw1259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/2lyjw1259096602.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/33sr51259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/33sr51259096602.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/4rt7t1259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/4rt7t1259096602.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/5vvys1259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/5vvys1259096602.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/6qio61259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/6qio61259096602.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/77yba1259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/77yba1259096602.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/8rdbl1259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/8rdbl1259096602.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/9vohf1259096602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/24/t125909664709bwct50kpk84xb/9vohf1259096602.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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