Multiple Linear Regression - Estimated Regression Equation |
Depression[t] = + 3.57528362188804 + 0.0487723304199297CriticParents[t] -0.0653193315455429ExpecParents[t] + 0.583907859497645FutureWorrying[t] + 0.209150813801292SleepDepri[t] + 0.344831674824937ChangesLastYear[t] -0.0957309283109171FreqSmoking[t] + 0.278761636850479FreqHighAlc[t] + 0.219683555262319FreqBeerOrWine[t] + 0.41893516356332`Month `[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) | 3.57528362188804 | 5.104194 | 0.7005 | 0.484846 | 0.242423 |
CriticParents | 0.0487723304199297 | 0.116324 | 0.4193 | 0.675678 | 0.337839 |
ExpecParents | -0.0653193315455429 | 0.08672 | -0.7532 | 0.45263 | 0.226315 |
FutureWorrying | 0.583907859497645 | 0.168517 | 3.465 | 0.000711 | 0.000356 |
SleepDepri | 0.209150813801292 | 0.141664 | 1.4764 | 0.14217 | 0.071085 |
ChangesLastYear | 0.344831674824937 | 0.135865 | 2.538 | 0.012283 | 0.006142 |
FreqSmoking | -0.0957309283109171 | 0.275714 | -0.3472 | 0.728973 | 0.364487 |
FreqHighAlc | 0.278761636850479 | 0.31551 | 0.8835 | 0.378523 | 0.189261 |
FreqBeerOrWine | 0.219683555262319 | 0.293406 | 0.7487 | 0.455319 | 0.22766 |
`Month ` | 0.41893516356332 | 0.523545 | 0.8002 | 0.425007 | 0.212504 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.457575654121686 |
R-squared | 0.209375479244889 |
Adjusted R-squared | 0.156667177861214 |
F-TEST (value) | 3.97234351607735 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 135 |
p-value | 0.000162058967582701 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.90350467507246 |
Sum Squared Residuals | 1138.09581875263 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 11.9533231151477 | 0.0466768848522711 |
2 | 11 | 11.7365079060082 | -0.736507906008179 |
3 | 14 | 15.1947818840083 | -1.19478188400829 |
4 | 12 | 11.6171994774105 | 0.382800522589452 |
5 | 21 | 15.9303637957081 | 5.06963620429189 |
6 | 12 | 13.1949204441149 | -1.19492044411492 |
7 | 22 | 14.9159813667843 | 7.08401863321572 |
8 | 11 | 12.9735962824977 | -1.97359628249768 |
9 | 10 | 12.0919976647950 | -2.09199766479502 |
10 | 13 | 12.7019310433413 | 0.298068956658741 |
11 | 10 | 13.5274969833744 | -3.52749698337435 |
12 | 8 | 12.1658167650092 | -4.16581676500919 |
13 | 15 | 14.3168405913193 | 0.683159408680745 |
14 | 10 | 11.9868073304906 | -1.98680733049057 |
15 | 14 | 12.5916606773013 | 1.40833932269875 |
16 | 14 | 10.2216281378182 | 3.7783718621818 |
17 | 11 | 12.822974274514 | -1.82297427451401 |
18 | 10 | 12.9669767295980 | -2.96697672959802 |
19 | 13 | 14.2180728096892 | -1.21807280968916 |
20 | 7 | 10.5828977275724 | -3.58289772757242 |
21 | 12 | 13.7515064082732 | -1.75150640827319 |
22 | 14 | 12.8057445250691 | 1.19425547493091 |
23 | 11 | 12.2992542697815 | -1.29925426978154 |
24 | 9 | 11.1762877268382 | -2.17628772683818 |
25 | 11 | 11.9781106493407 | -0.9781106493407 |
26 | 15 | 13.2420302144542 | 1.75796978554582 |
27 | 13 | 12.9900611218173 | 0.00993887818272487 |
28 | 9 | 9.5490889795559 | -0.549088979555896 |
29 | 15 | 10.1094348752832 | 4.89056512471677 |
30 | 10 | 12.4631583757777 | -2.46315837577768 |
31 | 11 | 10.6198087573637 | 0.380191242636305 |
32 | 13 | 11.3726327492094 | 1.62736725079062 |
33 | 8 | 10.4390365675354 | -2.43903656753538 |
34 | 20 | 13.6511904371561 | 6.34880956284388 |
35 | 12 | 12.9206960574295 | -0.92069605742949 |
36 | 10 | 10.1928462693326 | -0.192846269332646 |
37 | 10 | 12.2107179312865 | -2.21071793128648 |
38 | 9 | 12.4670557598607 | -3.46705575986066 |
39 | 14 | 14.5914909868504 | -0.591490986850424 |
40 | 8 | 10.8894491537756 | -2.88944915377562 |
41 | 14 | 11.8046764252521 | 2.19532357474789 |
42 | 11 | 12.3471208110589 | -1.34712081105886 |
43 | 13 | 11.1483205894211 | 1.85167941057892 |
44 | 11 | 11.9950676844593 | -0.995067684459282 |
45 | 11 | 11.7602802532374 | -0.76028025323739 |
46 | 10 | 12.022737041715 | -2.022737041715 |
47 | 14 | 10.4932112151686 | 3.5067887848314 |
48 | 18 | 13.5986666036726 | 4.40133339632736 |
49 | 14 | 12.3853147696904 | 1.61468523030963 |
50 | 11 | 12.8792701052554 | -1.87927010525538 |
51 | 12 | 11.2399242855605 | 0.760075714439515 |
52 | 13 | 12.9578357925230 | 0.042164207477042 |
53 | 9 | 13.6333342612761 | -4.63333426127614 |
54 | 10 | 12.1190206854671 | -2.11902068546714 |
55 | 15 | 13.3752910749508 | 1.62470892504915 |
56 | 20 | 13.9297282690710 | 6.07027173092905 |
57 | 12 | 11.4933487866714 | 0.506651213328632 |
58 | 12 | 11.8440973968949 | 0.155902603105073 |
59 | 14 | 11.137961364127 | 2.86203863587299 |
60 | 13 | 14.7716651111975 | -1.77166511119747 |
61 | 11 | 14.5449237881039 | -3.54492378810391 |
62 | 17 | 13.4503920813122 | 3.54960791868781 |
63 | 12 | 12.4077588600124 | -0.407758860012392 |
64 | 13 | 13.0464947493062 | -0.0464947493062124 |
65 | 14 | 14.0165698714801 | -0.0165698714801257 |
66 | 13 | 10.9297068813012 | 2.07029311869878 |
67 | 15 | 14.0584518933057 | 0.94154810669432 |
68 | 13 | 12.1115362928085 | 0.888463707191539 |
69 | 10 | 13.7865150405731 | -3.78651504057308 |
70 | 11 | 11.4674111337216 | -0.467411133721637 |
71 | 13 | 12.9315489921367 | 0.0684510078632942 |
72 | 17 | 14.3213587128994 | 2.67864128710062 |
73 | 13 | 13.0819489180606 | -0.0819489180606048 |
74 | 9 | 12.1870200286794 | -3.18702002867938 |
75 | 11 | 12.5150377167482 | -1.51503771674821 |
76 | 10 | 10.4214916885705 | -0.421491688570493 |
77 | 9 | 10.4375160260926 | -1.43751602609263 |
78 | 12 | 11.4858523436620 | 0.514147656337974 |
79 | 12 | 12.5846485397974 | -0.584648539797394 |
80 | 13 | 12.4810074574869 | 0.518992542513072 |
81 | 13 | 12.5491790888401 | 0.45082091115986 |
82 | 22 | 14.6752667778843 | 7.32473322211569 |
83 | 13 | 12.0861672840315 | 0.913832715968464 |
84 | 15 | 13.8610948220537 | 1.13890517794630 |
85 | 13 | 14.2571287471371 | -1.25712874713711 |
86 | 15 | 11.7415211597877 | 3.25847884021226 |
87 | 10 | 11.7572104598007 | -1.75721045980065 |
88 | 11 | 10.9439191718146 | 0.0560808281854015 |
89 | 16 | 14.2545830300528 | 1.74541696994719 |
90 | 11 | 12.0969226922594 | -1.09692269225940 |
91 | 11 | 12.4886531309515 | -1.48865313095152 |
92 | 10 | 12.7440907661687 | -2.7440907661687 |
93 | 10 | 14.6275953538625 | -4.62759535386246 |
94 | 16 | 14.2441791332578 | 1.75582086674217 |
95 | 12 | 13.4379495945200 | -1.43794959451998 |
96 | 11 | 13.9211569602615 | -2.92115696026154 |
97 | 16 | 14.4668407048852 | 1.53315929511485 |
98 | 19 | 15.0135944077371 | 3.9864055922629 |
99 | 11 | 14.9549427180191 | -3.95494271801909 |
100 | 15 | 12.7467497913397 | 2.2532502086603 |
101 | 24 | 16.5654766923619 | 7.4345233076381 |
102 | 14 | 11.6718440641491 | 2.32815593585087 |
103 | 15 | 13.6178655357985 | 1.38213446420149 |
104 | 11 | 14.9018027041945 | -3.90180270419452 |
105 | 15 | 13.4960563784255 | 1.50394362157449 |
106 | 12 | 12.9193610665679 | -0.91936106656788 |
107 | 10 | 10.8141552461896 | -0.814155246189576 |
108 | 14 | 13.8970822521993 | 0.102917747800676 |
109 | 9 | 12.8565796395828 | -3.85657963958282 |
110 | 15 | 10.6670023978373 | 4.33299760216274 |
111 | 15 | 9.76840117718311 | 5.23159882281689 |
112 | 14 | 13.0733803334639 | 0.926619666536133 |
113 | 11 | 14.1722117496141 | -3.17221174961414 |
114 | 8 | 14.3678314589529 | -6.36783145895287 |
115 | 11 | 14.2391592631075 | -3.23915926310749 |
116 | 8 | 11.7883536510655 | -3.7883536510655 |
117 | 10 | 11.2820620724470 | -1.28206207244703 |
118 | 11 | 13.6154650677525 | -2.61546506775249 |
119 | 13 | 14.0867271285035 | -1.08672712850354 |
120 | 11 | 13.7609378831198 | -2.76093788311982 |
121 | 20 | 12.7206524039161 | 7.27934759608392 |
122 | 10 | 12.1998906866310 | -2.19989068663104 |
123 | 12 | 10.9300857065190 | 1.06991429348097 |
124 | 14 | 12.5379370806619 | 1.46206291933814 |
125 | 23 | 13.9441318144583 | 9.05586818554169 |
126 | 14 | 12.9274004552264 | 1.07259954477358 |
127 | 16 | 15.2096972308605 | 0.790302769139498 |
128 | 11 | 13.4278088667962 | -2.42780886679623 |
129 | 12 | 14.1771717857407 | -2.17717178574068 |
130 | 10 | 13.6412497455121 | -3.64124974551207 |
131 | 14 | 13.7968317896223 | 0.203168210377721 |
132 | 12 | 9.82080097266093 | 2.17919902733907 |
133 | 12 | 13.6239633838582 | -1.62396338385822 |
134 | 11 | 10.1695516112381 | 0.830448388761868 |
135 | 12 | 12.3549832889945 | -0.354983288994520 |
136 | 13 | 15.7227265786984 | -2.72272657869835 |
137 | 17 | 16.2977833528086 | 0.702216647191386 |
138 | 11 | 11.9781106493407 | -0.9781106493407 |
139 | 12 | 13.6294305470718 | -1.62943054707183 |
140 | 19 | 14.6536400014960 | 4.34635999850403 |
141 | 15 | 13.8610948220537 | 1.13890517794630 |
142 | 14 | 13.4120016939615 | 0.587998306038517 |
143 | 11 | 13.6154650677525 | -2.61546506775249 |
144 | 9 | 10.5268165962368 | -1.52681659623684 |
145 | 18 | 11.7548319454804 | 6.2451680545196 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.463720170630141 | 0.927440341260281 | 0.53627982936986 |
14 | 0.595244491345927 | 0.809511017308145 | 0.404755508654073 |
15 | 0.526502848626357 | 0.946994302747286 | 0.473497151373643 |
16 | 0.660271780959514 | 0.679456438080972 | 0.339728219040486 |
17 | 0.572663919387063 | 0.854672161225874 | 0.427336080612937 |
18 | 0.47944735384196 | 0.95889470768392 | 0.52055264615804 |
19 | 0.578406806815173 | 0.843186386369654 | 0.421593193184827 |
20 | 0.501828616792978 | 0.996342766414043 | 0.498171383207022 |
21 | 0.427941971951781 | 0.855883943903562 | 0.572058028048219 |
22 | 0.470760245443116 | 0.941520490886231 | 0.529239754556884 |
23 | 0.512864764058792 | 0.974270471882415 | 0.487135235941208 |
24 | 0.435760484905663 | 0.871520969811325 | 0.564239515094337 |
25 | 0.373551320595144 | 0.747102641190288 | 0.626448679404856 |
26 | 0.327701944707683 | 0.655403889415366 | 0.672298055292317 |
27 | 0.271362906144581 | 0.542725812289162 | 0.728637093855419 |
28 | 0.230300343626697 | 0.460600687253394 | 0.769699656373303 |
29 | 0.292648707853310 | 0.585297415706619 | 0.70735129214669 |
30 | 0.246676194296136 | 0.493352388592272 | 0.753323805703864 |
31 | 0.204583908374283 | 0.409167816748567 | 0.795416091625717 |
32 | 0.162541543461697 | 0.325083086923394 | 0.837458456538303 |
33 | 0.155648368273335 | 0.311296736546669 | 0.844351631726665 |
34 | 0.175082523361786 | 0.350165046723573 | 0.824917476638214 |
35 | 0.176379133808796 | 0.352758267617592 | 0.823620866191204 |
36 | 0.180373827697340 | 0.360747655394680 | 0.81962617230266 |
37 | 0.222498539458227 | 0.444997078916455 | 0.777501460541773 |
38 | 0.27636677028634 | 0.55273354057268 | 0.72363322971366 |
39 | 0.299865162589139 | 0.599730325178277 | 0.700134837410861 |
40 | 0.292063534348118 | 0.584127068696235 | 0.707936465651882 |
41 | 0.302935039537297 | 0.605870079074593 | 0.697064960462703 |
42 | 0.270313473678946 | 0.540626947357892 | 0.729686526321054 |
43 | 0.26822901004801 | 0.53645802009602 | 0.73177098995199 |
44 | 0.230089334479770 | 0.460178668959541 | 0.76991066552023 |
45 | 0.193131218912177 | 0.386262437824354 | 0.806868781087823 |
46 | 0.171518784121948 | 0.343037568243896 | 0.828481215878052 |
47 | 0.176046933409106 | 0.352093866818213 | 0.823953066590894 |
48 | 0.279061580149718 | 0.558123160299436 | 0.720938419850282 |
49 | 0.261565770475928 | 0.523131540951856 | 0.738434229524072 |
50 | 0.233270653692691 | 0.466541307385382 | 0.766729346307309 |
51 | 0.198045349341860 | 0.396090698683719 | 0.80195465065814 |
52 | 0.162870339696552 | 0.325740679393104 | 0.837129660303448 |
53 | 0.240803835693615 | 0.481607671387231 | 0.759196164306385 |
54 | 0.239566050756154 | 0.479132101512308 | 0.760433949243846 |
55 | 0.220051694281134 | 0.440103388562268 | 0.779948305718866 |
56 | 0.299422245994341 | 0.598844491988682 | 0.700577754005659 |
57 | 0.261079547251513 | 0.522159094503025 | 0.738920452748487 |
58 | 0.233430179356408 | 0.466860358712815 | 0.766569820643592 |
59 | 0.208640400482261 | 0.417280800964521 | 0.79135959951774 |
60 | 0.225035891630721 | 0.450071783261442 | 0.774964108369279 |
61 | 0.190370363429096 | 0.380740726858192 | 0.809629636570904 |
62 | 0.313765748543129 | 0.627531497086259 | 0.686234251456871 |
63 | 0.269372641102558 | 0.538745282205117 | 0.730627358897442 |
64 | 0.230563214323947 | 0.461126428647894 | 0.769436785676053 |
65 | 0.195260604154597 | 0.390521208309195 | 0.804739395845403 |
66 | 0.180468658689432 | 0.360937317378863 | 0.819531341310568 |
67 | 0.15265943383562 | 0.30531886767124 | 0.84734056616438 |
68 | 0.127599442360225 | 0.255198884720449 | 0.872400557639775 |
69 | 0.140213172726677 | 0.280426345453354 | 0.859786827273323 |
70 | 0.113993867525851 | 0.227987735051702 | 0.886006132474149 |
71 | 0.0914660400172556 | 0.182932080034511 | 0.908533959982744 |
72 | 0.0952469983178697 | 0.190493996635739 | 0.90475300168213 |
73 | 0.0757159917290826 | 0.151431983458165 | 0.924284008270917 |
74 | 0.076856470739402 | 0.153712941478804 | 0.923143529260598 |
75 | 0.063403676525013 | 0.126807353050026 | 0.936596323474987 |
76 | 0.0505960446579487 | 0.101192089315897 | 0.949403955342051 |
77 | 0.0439903870261913 | 0.0879807740523826 | 0.956009612973809 |
78 | 0.0338735042272436 | 0.0677470084544872 | 0.966126495772756 |
79 | 0.0256777645474870 | 0.0513555290949741 | 0.974322235452513 |
80 | 0.0194334983233036 | 0.0388669966466071 | 0.980566501676696 |
81 | 0.0149266667374899 | 0.0298533334749798 | 0.98507333326251 |
82 | 0.0744444847094754 | 0.148888969418951 | 0.925555515290525 |
83 | 0.0587009727597632 | 0.117401945519526 | 0.941299027240237 |
84 | 0.0462159134693274 | 0.0924318269386549 | 0.953784086530673 |
85 | 0.0373253017283394 | 0.0746506034566787 | 0.96267469827166 |
86 | 0.0369379141445012 | 0.0738758282890024 | 0.96306208585550 |
87 | 0.031624012608112 | 0.063248025216224 | 0.968375987391888 |
88 | 0.0234805572533352 | 0.0469611145066705 | 0.976519442746665 |
89 | 0.0200946369969564 | 0.0401892739939128 | 0.979905363003044 |
90 | 0.0158451879948606 | 0.0316903759897213 | 0.98415481200514 |
91 | 0.013041039214474 | 0.026082078428948 | 0.986958960785526 |
92 | 0.0128584972400251 | 0.0257169944800501 | 0.987141502759975 |
93 | 0.0191508695850257 | 0.0383017391700514 | 0.980849130414974 |
94 | 0.0150794607464794 | 0.0301589214929588 | 0.98492053925352 |
95 | 0.0117979736717177 | 0.0235959473434354 | 0.988202026328282 |
96 | 0.0121891469592923 | 0.0243782939185847 | 0.987810853040708 |
97 | 0.0107091873776448 | 0.0214183747552897 | 0.989290812622355 |
98 | 0.0166773467199409 | 0.0333546934398818 | 0.98332265328006 |
99 | 0.0190369700066788 | 0.0380739400133575 | 0.98096302999332 |
100 | 0.0156005130819242 | 0.0312010261638484 | 0.984399486918076 |
101 | 0.0760643702125682 | 0.152128740425136 | 0.923935629787432 |
102 | 0.0681050584495527 | 0.136210116899105 | 0.931894941550447 |
103 | 0.0555274685363109 | 0.111054937072622 | 0.944472531463689 |
104 | 0.0574774401070363 | 0.114954880214073 | 0.942522559892964 |
105 | 0.0464580373234465 | 0.092916074646893 | 0.953541962676554 |
106 | 0.0354768242551100 | 0.0709536485102201 | 0.96452317574489 |
107 | 0.030039437722173 | 0.060078875444346 | 0.969960562277827 |
108 | 0.0217056107382437 | 0.0434112214764874 | 0.978294389261756 |
109 | 0.0198900178712116 | 0.0397800357424232 | 0.980109982128788 |
110 | 0.0286583683914527 | 0.0573167367829054 | 0.971341631608547 |
111 | 0.0368310941687365 | 0.073662188337473 | 0.963168905831264 |
112 | 0.0271148334988265 | 0.054229666997653 | 0.972885166501174 |
113 | 0.0260231344095799 | 0.0520462688191597 | 0.97397686559042 |
114 | 0.0480050441505055 | 0.096010088301011 | 0.951994955849495 |
115 | 0.0484218533181728 | 0.0968437066363456 | 0.951578146681827 |
116 | 0.0764824247386656 | 0.152964849477331 | 0.923517575261334 |
117 | 0.0580699834566578 | 0.116139966913316 | 0.941930016543342 |
118 | 0.0477062594770188 | 0.0954125189540377 | 0.95229374052298 |
119 | 0.0339263480430335 | 0.067852696086067 | 0.966073651956966 |
120 | 0.0402146914142725 | 0.080429382828545 | 0.959785308585728 |
121 | 0.174552049455104 | 0.349104098910208 | 0.825447950544896 |
122 | 0.196099843750635 | 0.392199687501271 | 0.803900156249365 |
123 | 0.147395101421045 | 0.294790202842091 | 0.852604898578955 |
124 | 0.12502982965789 | 0.25005965931578 | 0.87497017034211 |
125 | 0.538487830094849 | 0.923024339810302 | 0.461512169905151 |
126 | 0.892142779320441 | 0.215714441359118 | 0.107857220679559 |
127 | 0.895619632230892 | 0.208760735538215 | 0.104380367769108 |
128 | 0.846594078681532 | 0.306811842636936 | 0.153405921318468 |
129 | 0.838951245997927 | 0.322097508004146 | 0.161048754002073 |
130 | 0.79359862394103 | 0.41280275211794 | 0.20640137605897 |
131 | 0.741400233805957 | 0.517199532388085 | 0.258599766194043 |
132 | 0.594843135016627 | 0.810313729966745 | 0.405156864983373 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 17 | 0.141666666666667 | NOK |
10% type I error level | 36 | 0.3 | NOK |