Multiple Linear Regression - Estimated Regression Equation |
Crimerate[t] = + 1395.25905402689 -22.0239243392042`25+HSgraduate`[t] + 11.3564365152109`Dropouts16-19`[t] -13.0018979457832`CollegeStudents18-24`[t] + 52.8071869293045`25+CollegeGrads`[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 1395.25905402689 | 1026.946018 | 1.3586 | 0.18103 | 0.090515 |
`25+HSgraduate` | -22.0239243392042 | 14.248002 | -1.5458 | 0.129168 | 0.064584 |
`Dropouts16-19` | 11.3564365152109 | 21.102839 | 0.5381 | 0.593127 | 0.296564 |
`CollegeStudents18-24` | -13.0018979457832 | 9.404988 | -1.3824 | 0.173658 | 0.086829 |
`25+CollegeGrads` | 52.8071869293045 | 28.752215 | 1.8366 | 0.072875 | 0.036438 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.387809301531643 |
R-squared | 0.150396054354461 |
Adjusted R-squared | 0.0748757036304126 |
F-TEST (value) | 1.99146392876285 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 45 |
p-value | 0.112003982595635 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 551.841741660512 |
Sum Squared Residuals | 13703818.8527508 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 184 | 543.494356859904 | -359.494356859904 |
2 | 213 | 325.905056330308 | -112.905056330308 |
3 | 347 | 694.884831292732 | -347.884831292732 |
4 | 565 | 634.770330622917 | -69.7703306229168 |
5 | 327 | 802.06187611668 | -475.061876116680 |
6 | 260 | 364.530760757196 | -104.530760757196 |
7 | 325 | 461.164503455000 | -136.164503455000 |
8 | 102 | 394.23533343439 | -292.23533343439 |
9 | 38 | 263.742124735350 | -225.742124735350 |
10 | 226 | 81.885699360451 | 144.114300639549 |
11 | 137 | 423.682093874672 | -286.682093874672 |
12 | 369 | 556.659516241847 | -187.659516241847 |
13 | 109 | 196.503995433985 | -87.5039954339852 |
14 | 809 | 408.421691842421 | 400.578308157579 |
15 | 29 | 225.793838281084 | -196.793838281084 |
16 | 245 | 292.513164757297 | -47.5131647572974 |
17 | 118 | 377.037146931949 | -259.037146931949 |
18 | 148 | 481.911114085486 | -333.911114085486 |
19 | 387 | 708.050220291597 | -321.050220291597 |
20 | 98 | 474.278745410024 | -376.278745410024 |
21 | 608 | 742.412082493774 | -134.412082493774 |
22 | 218 | 700.399436467627 | -482.399436467627 |
23 | 254 | 727.933171429199 | -473.933171429199 |
24 | 697 | 887.873140568521 | -190.873140568521 |
25 | 827 | 558.008008344116 | 268.991991655884 |
26 | 693 | 412.518783309636 | 280.481216690364 |
27 | 448 | 719.231635035129 | -271.231635035129 |
28 | 942 | 568.087442120621 | 373.912557879379 |
29 | 1017 | 827.910681586276 | 189.089318413724 |
30 | 216 | 776.060007396327 | -560.060007396327 |
31 | 673 | 795.913094019909 | -122.913094019909 |
32 | 989 | 607.524272412276 | 381.475727587724 |
33 | 630 | 726.124137592459 | -96.1241375924588 |
34 | 404 | 712.059956357979 | -308.059956357979 |
35 | 692 | 684.631991945748 | 7.36800805425159 |
36 | 1517 | 799.962216794608 | 717.037783205392 |
37 | 879 | 949.903615451446 | -70.9036154514464 |
38 | 631 | 668.291202446305 | -37.2912024463051 |
39 | 1375 | 506.700814617712 | 868.299185382288 |
40 | 1139 | 636.235813023111 | 502.764186976889 |
41 | 3545 | 837.690989246338 | 2707.30901075366 |
42 | 706 | 626.999067179681 | 79.0009328203192 |
43 | 451 | 1123.34470038617 | -672.344700386167 |
44 | 433 | 968.02062553921 | -535.020625539211 |
45 | 601 | 679.479272002822 | -78.4792720028218 |
46 | 1024 | 1013.28767509950 | 10.7123249005013 |
47 | 457 | 764.131923457837 | -307.131923457837 |
48 | 1441 | 541.668916398959 | 899.331083601041 |
49 | 1022 | 709.26462662095 | 312.735373379049 |
50 | 1244 | 825.804300540465 | 418.195699459535 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.0235992788881026 | 0.0471985577762051 | 0.976400721111897 |
9 | 0.010835361680389 | 0.021670723360778 | 0.98916463831961 |
10 | 0.00308401705664872 | 0.00616803411329744 | 0.996915982943351 |
11 | 0.000730553498523277 | 0.00146110699704655 | 0.999269446501477 |
12 | 0.000185246680527109 | 0.000370493361054218 | 0.999814753319473 |
13 | 3.70348016458373e-05 | 7.40696032916746e-05 | 0.999962965198354 |
14 | 0.00106866312637741 | 0.00213732625275482 | 0.998931336873623 |
15 | 0.000457327567321123 | 0.000914655134642246 | 0.999542672432679 |
16 | 0.000142106641282960 | 0.000284213282565921 | 0.999857893358717 |
17 | 5.29282624427728e-05 | 0.000105856524885546 | 0.999947071737557 |
18 | 3.12630951783484e-05 | 6.25261903566969e-05 | 0.999968736904822 |
19 | 1.15185336732675e-05 | 2.30370673465350e-05 | 0.999988481466327 |
20 | 6.65435070634497e-06 | 1.33087014126899e-05 | 0.999993345649294 |
21 | 4.24253734655200e-06 | 8.48507469310399e-06 | 0.999995757462653 |
22 | 1.97423567481337e-06 | 3.94847134962674e-06 | 0.999998025764325 |
23 | 9.317249313127e-07 | 1.8634498626254e-06 | 0.999999068275069 |
24 | 4.01861598763344e-07 | 8.03723197526689e-07 | 0.9999995981384 |
25 | 2.28966121671521e-06 | 4.57932243343042e-06 | 0.999997710338783 |
26 | 6.91088999824635e-06 | 1.38217799964927e-05 | 0.999993089110002 |
27 | 2.51679391435658e-06 | 5.03358782871317e-06 | 0.999997483206086 |
28 | 5.5137934224229e-06 | 1.10275868448458e-05 | 0.999994486206578 |
29 | 4.68568667059819e-06 | 9.37137334119638e-06 | 0.99999531431333 |
30 | 5.43244389242611e-06 | 1.08648877848522e-05 | 0.999994567556107 |
31 | 1.87138506344722e-06 | 3.74277012689444e-06 | 0.999998128614937 |
32 | 2.9610561616965e-06 | 5.922112323393e-06 | 0.999997038943838 |
33 | 9.49798478653584e-07 | 1.89959695730717e-06 | 0.999999050201521 |
34 | 3.34355683850764e-07 | 6.68711367701528e-07 | 0.999999665644316 |
35 | 1.09660379377435e-07 | 2.19320758754870e-07 | 0.99999989033962 |
36 | 6.65310942433421e-07 | 1.33062188486684e-06 | 0.999999334689058 |
37 | 5.25495056954094e-06 | 1.05099011390819e-05 | 0.99999474504943 |
38 | 5.56385739546331e-06 | 1.11277147909266e-05 | 0.999994436142605 |
39 | 5.66393268194933e-06 | 1.13278653638987e-05 | 0.999994336067318 |
40 | 3.03525818234719e-06 | 6.07051636469439e-06 | 0.999996964741818 |
41 | 0.755658869435375 | 0.48868226112925 | 0.244341130564625 |
42 | 0.613546663461366 | 0.772906673077269 | 0.386453336538634 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 31 | 0.885714285714286 | NOK |
5% type I error level | 33 | 0.942857142857143 | NOK |
10% type I error level | 33 | 0.942857142857143 | NOK |