Free Statistics

of Irreproducible Research!

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_linear_regression.wasp
Title produced by softwareLinear Regression Graphical Model Validation
Date of computationWed, 28 Oct 2009 10:52:59 -0600
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Oct/28/t12567488916mzqy2ifsgxka35.htm/, Retrieved Mon, 06 May 2024 07:40:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=51559, Retrieved Mon, 06 May 2024 07:40:30 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsY[t] = c + b ln X[t] + e[t]
Estimated Impact124
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Linear Regression Graphical Model Validation] [Workshop 4:Linear...] [2009-10-27 19:42:59] [1433a524809eda02c3198b3ae6eebb69]
-    D  [Linear Regression Graphical Model Validation] [Workshop 4:Linear...] [2009-10-27 20:24:52] [1433a524809eda02c3198b3ae6eebb69]
F    D      [Linear Regression Graphical Model Validation] [workshop 4 part 2] [2009-10-28 16:52:59] [ac4f1d4b47349b2602192853b2bc5b72] [Current]
Feedback Forum
2009-12-14 19:51:05 [f1e24346ff4ab8a20729561498ad5c34] [reply
Je moet wel rekening houden met het feit dat je hier twee verschillende calculators hebt gebruikt. Het model uit de opgave is ook ln Yt = c+blnXt + et. Hier schrijf je geen ln bij Yt. Ik neem aan dat je wel een logaritme van je Y reeks hebt genomen.

Post a new message
Dataseries X:
3.147704154
3.159187111
3.112373757
3.088046927
3.100290366
3.124301228
3.124301228
3.124301228
3.088046927
3.088046927
3.037384045
3.088046927
3.088046927
3.100290366
3.112373757
3.112373757
3.136076753
3.159187111
3.17052917
3.17052917
3.17052917
3.136076753
3.063062535
3.010971786
2.969882079
2.983782585
3.010971786
3.024272248
3.037384045
3.050312455
3.037384045
3.010971786
3.024272248
2.997477149
2.941437798
2.983782585
2.969882079
2.941437798
2.926880549
2.912090375
2.955769344
2.997477149
2.997477149
2.941437798
2.897059699
2.850443123
2.897059699
3.050312455
3.063062535
3.010971786
2.897059699
2.850443123
2.912090375
3.037384045
3.112373757
3.136076753
3.112373757
3.07563914
3.088046927
3.147704154
3.159187111
Dataseries Y:
3.286888614
3.286888614
3.225241362
3.17052917
3.181733746
3.203743505
3.214554929
3.203743505
3.17052917
3.159187111
3.136076753
3.214554929
3.225241362
3.225241362
3.203743505
3.192804132
3.203743505
3.225241362
3.225241362
3.214554929
3.203743505
3.181733746
3.147704154
3.17052917
3.159187111
3.159187111
3.147704154
3.136076753
3.136076753
3.147704154
3.147704154
3.136076753
3.147704154
3.112373757
3.050312455
3.088046927
3.063062535
3.024272248
3.024272248
3.024272248
3.050312455
3.063062535
3.037384045
2.997477149
2.941437798
2.897059699
2.955769344
3.112373757
3.136076753
3.088046927
3.010971786
2.969882079
3.010971786
3.112373757
3.147704154
3.147704154
3.112373757
3.063062535
3.07563914
3.159187111
3.181733746




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=51559&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=51559&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=51559&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Simple Linear Regression
StatisticsEstimateS.D.T-STAT (H0: coeff=0)P-value (two-sided)
constant term0.5171084721757990.1848274828762912.797789939724010.00693860786726264
slope0.8577482164189980.060681224471936514.13531489984490

\begin{tabular}{lllllllll}
\hline
Simple Linear Regression \tabularnewline
Statistics & Estimate & S.D. & T-STAT (H0: coeff=0) & P-value (two-sided) \tabularnewline
constant term & 0.517108472175799 & 0.184827482876291 & 2.79778993972401 & 0.00693860786726264 \tabularnewline
slope & 0.857748216418998 & 0.0606812244719365 & 14.1353148998449 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=51559&T=1

[TABLE]
[ROW][C]Simple Linear Regression[/C][/ROW]
[ROW][C]Statistics[/C][C]Estimate[/C][C]S.D.[/C][C]T-STAT (H0: coeff=0)[/C][C]P-value (two-sided)[/C][/ROW]
[ROW][C]constant term[/C][C]0.517108472175799[/C][C]0.184827482876291[/C][C]2.79778993972401[/C][C]0.00693860786726264[/C][/ROW]
[ROW][C]slope[/C][C]0.857748216418998[/C][C]0.0606812244719365[/C][C]14.1353148998449[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=51559&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=51559&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Simple Linear Regression
StatisticsEstimateS.D.T-STAT (H0: coeff=0)P-value (two-sided)
constant term0.5171084721757990.1848274828762912.797789939724010.00693860786726264
slope0.8577482164189980.060681224471936514.13531489984490



Parameters (Session):
par1 = 0 ;
Parameters (R input):
par1 = 0 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
library(lattice)
z <- as.data.frame(cbind(x,y))
m <- lm(y~x)
summary(m)
bitmap(file='test1.png')
plot(z,main='Scatterplot, lowess, and regression line')
lines(lowess(z),col='red')
abline(m)
grid()
dev.off()
bitmap(file='test2.png')
m2 <- lm(m$fitted.values ~ x)
summary(m2)
z2 <- as.data.frame(cbind(x,m$fitted.values))
names(z2) <- list('x','Fitted')
plot(z2,main='Scatterplot, lowess, and regression line')
lines(lowess(z2),col='red')
abline(m2)
grid()
dev.off()
bitmap(file='test3.png')
m3 <- lm(m$residuals ~ x)
summary(m3)
z3 <- as.data.frame(cbind(x,m$residuals))
names(z3) <- list('x','Residuals')
plot(z3,main='Scatterplot, lowess, and regression line')
lines(lowess(z3),col='red')
abline(m3)
grid()
dev.off()
bitmap(file='test4.png')
m4 <- lm(m$fitted.values ~ m$residuals)
summary(m4)
z4 <- as.data.frame(cbind(m$residuals,m$fitted.values))
names(z4) <- list('Residuals','Fitted')
plot(z4,main='Scatterplot, lowess, and regression line')
lines(lowess(z4),col='red')
abline(m4)
grid()
dev.off()
bitmap(file='test5.png')
myr <- as.ts(m$residuals)
z5 <- as.data.frame(cbind(lag(myr,1),myr))
names(z5) <- list('Lagged Residuals','Residuals')
plot(z5,main='Lag plot')
m5 <- lm(z5)
summary(m5)
abline(m5)
grid()
dev.off()
bitmap(file='test6.png')
hist(m$residuals,main='Residual Histogram',xlab='Residuals')
dev.off()
bitmap(file='test7.png')
if (par1 > 0)
{
densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1)
} else {
densityplot(~m$residuals,col='black',main='Density Plot')
}
dev.off()
bitmap(file='test8.png')
acf(m$residuals,main='Residual Autocorrelation Function')
dev.off()
bitmap(file='test9.png')
qqnorm(x)
qqline(x)
grid()
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Simple Linear Regression',5,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Statistics',1,TRUE)
a<-table.element(a,'Estimate',1,TRUE)
a<-table.element(a,'S.D.',1,TRUE)
a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE)
a<-table.element(a,'P-value (two-sided)',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'constant term',header=TRUE)
a<-table.element(a,m$coefficients[[1]])
sd <- sqrt(vcov(m)[1,1])
a<-table.element(a,sd)
tstat <- m$coefficients[[1]]/sd
a<-table.element(a,tstat)
pval <- 2*(1-pt(abs(tstat),length(x)-2))
a<-table.element(a,pval)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'slope',header=TRUE)
a<-table.element(a,m$coefficients[[2]])
sd <- sqrt(vcov(m)[2,2])
a<-table.element(a,sd)
tstat <- m$coefficients[[2]]/sd
a<-table.element(a,tstat)
pval <- 2*(1-pt(abs(tstat),length(x)-2))
a<-table.element(a,pval)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')