Multiple Linear Regression - Estimated Regression Equation |
Depression[t] = + 7.13203448823286 + 0.0467973554484997CriticParents[t] -0.0610624420846635ExpecParents[t] + 0.586113320938374FutureWorrying[t] + 0.214967677788581SleepDepri[t] + 0.335209949039189ChangesLastYear[t] -0.0864177319112125FreqSmoking[t] + 0.284315482532366FreqHighAlc[t] + 0.192320018536851`FreqBeerOrWine `[t] + 0.00645640371582369t + 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) | 7.13203448823286 | 1.486388 | 4.7982 | 4e-06 | 2e-06 |
CriticParents | 0.0467973554484997 | 0.115867 | 0.4039 | 0.686934 | 0.343467 |
ExpecParents | -0.0610624420846635 | 0.086747 | -0.7039 | 0.4827 | 0.24135 |
FutureWorrying | 0.586113320938374 | 0.168218 | 3.4843 | 0.000666 | 0.000333 |
SleepDepri | 0.214967677788581 | 0.141718 | 1.5169 | 0.131638 | 0.065819 |
ChangesLastYear | 0.335209949039189 | 0.136435 | 2.4569 | 0.015282 | 0.007641 |
FreqSmoking | -0.0864177319112125 | 0.275507 | -0.3137 | 0.754258 | 0.377129 |
FreqHighAlc | 0.284315482532366 | 0.315102 | 0.9023 | 0.368507 | 0.184253 |
`FreqBeerOrWine ` | 0.192320018536851 | 0.294925 | 0.6521 | 0.515447 | 0.257723 |
t | 0.00645640371582369 | 0.006255 | 1.0321 | 0.30386 | 0.15193 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.460266065223322 |
R-squared | 0.211844850796159 |
Adjusted R-squared | 0.15930117418257 |
F-TEST (value) | 4.03178582941739 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 135 |
p-value | 0.000136292636910840 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.89896684527411 |
Sum Squared Residuals | 1134.5411839498 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 11.8034208580377 | 0.196579141962334 |
2 | 11 | 11.5506662152276 | -0.550666215227555 |
3 | 14 | 14.9632607176114 | -0.96326071761145 |
4 | 12 | 11.3896606579000 | 0.61033934209998 |
5 | 21 | 15.7236502322503 | 5.27634976774972 |
6 | 12 | 13.0241333406027 | -1.02413334060272 |
7 | 22 | 14.7391887361509 | 7.26081126384911 |
8 | 11 | 12.7631915478620 | -1.76319154786198 |
9 | 10 | 11.9412646851759 | -1.94126468517594 |
10 | 13 | 12.5395636768147 | 0.460436323185273 |
11 | 10 | 13.3443485570999 | -3.34434855709992 |
12 | 8 | 12.0450959149375 | -4.04509591493755 |
13 | 15 | 14.2192793865912 | 0.780720613408847 |
14 | 10 | 11.8891818950974 | -1.88918189509736 |
15 | 14 | 12.4423731250763 | 1.55762687492375 |
16 | 14 | 10.1207470775334 | 3.87925292246656 |
17 | 11 | 12.7553316738041 | -1.75533167380410 |
18 | 10 | 12.9422151434725 | -2.94221514347248 |
19 | 13 | 14.1012420580262 | -1.10124205802625 |
20 | 7 | 10.471230258614 | -3.47123025861401 |
21 | 12 | 13.6638097338473 | -1.66380973384726 |
22 | 14 | 12.7259439300828 | 1.27405606991716 |
23 | 11 | 12.3015373524674 | -1.30153735246739 |
24 | 9 | 11.1074244391899 | -2.10742443918993 |
25 | 11 | 11.9387738468684 | -0.938773846868396 |
26 | 15 | 13.1284802889286 | 1.87151971107138 |
27 | 13 | 12.9530355035056 | 0.0469644964944373 |
28 | 9 | 9.51003830215407 | -0.510038302154067 |
29 | 15 | 10.0933216906617 | 4.90667830933828 |
30 | 10 | 12.4138445152097 | -2.4138445152097 |
31 | 11 | 10.5478599837229 | 0.45214001627708 |
32 | 13 | 11.3403016363769 | 1.65969836362309 |
33 | 8 | 10.4172076389737 | -2.41720763897374 |
34 | 20 | 13.6403118829695 | 6.35968811703054 |
35 | 12 | 12.8822780862179 | -0.882278086217913 |
36 | 10 | 10.1691920958358 | -0.169192095835807 |
37 | 10 | 12.2598983384968 | -2.2598983384968 |
38 | 9 | 12.4578783487166 | -3.45787834871664 |
39 | 14 | 14.5756197355890 | -0.575619735588976 |
40 | 8 | 10.9601235592323 | -2.96012355923227 |
41 | 14 | 11.8418086160867 | 2.15819138391332 |
42 | 11 | 12.3654532504075 | -1.36545325040751 |
43 | 13 | 11.1890075069695 | 1.81099249303052 |
44 | 11 | 12.1098714923107 | -1.10987149231069 |
45 | 11 | 11.8184464215306 | -0.818446421530552 |
46 | 10 | 12.1466187771893 | -2.14661877718933 |
47 | 14 | 10.6103434696096 | 3.38965653039036 |
48 | 18 | 13.7226613535657 | 4.27733864643429 |
49 | 14 | 12.4864126150200 | 1.51358738497998 |
50 | 11 | 12.9670372099912 | -1.96703720999121 |
51 | 12 | 11.4246719766547 | 0.575328023345259 |
52 | 13 | 13.0819133275888 | -0.0819133275888192 |
53 | 9 | 13.6882139190418 | -4.68821391904182 |
54 | 10 | 12.2390407889505 | -2.23904078895049 |
55 | 15 | 13.4839668625129 | 1.51603313748708 |
56 | 20 | 14.1097729893239 | 5.89022701067606 |
57 | 12 | 11.6725921879785 | 0.327407812021524 |
58 | 12 | 11.9845671611827 | 0.0154328388173484 |
59 | 14 | 11.3368204586236 | 2.66317954137641 |
60 | 13 | 14.9342063362509 | -1.93420633625086 |
61 | 11 | 14.3339567919935 | -3.33395679199350 |
62 | 17 | 13.1768012688317 | 3.82319873116826 |
63 | 12 | 12.2082127195663 | -0.208212719566292 |
64 | 13 | 12.8267565218183 | 0.173243478181712 |
65 | 14 | 13.7952789289943 | 0.204721071005673 |
66 | 13 | 10.7283395619145 | 2.27166043808553 |
67 | 15 | 13.7954029674143 | 1.20459703258573 |
68 | 13 | 11.9109387612743 | 1.08906123872567 |
69 | 10 | 13.5677501317880 | -3.56775013178802 |
70 | 11 | 11.273139121698 | -0.273139121697992 |
71 | 13 | 12.7314620715271 | 0.268537928472890 |
72 | 17 | 14.1397036225824 | 2.86029637741759 |
73 | 13 | 12.8670398050245 | 0.132960194975543 |
74 | 9 | 12.0549466343081 | -3.05494663430812 |
75 | 11 | 12.3397040899440 | -1.33970408994403 |
76 | 10 | 10.2967752046680 | -0.296775204668031 |
77 | 9 | 10.3058972499947 | -1.30589724999465 |
78 | 12 | 11.2841401005794 | 0.715859899420595 |
79 | 12 | 12.4348775095511 | -0.434877509551113 |
80 | 13 | 12.3637336548888 | 0.636266345111186 |
81 | 13 | 12.4234991526585 | 0.57650084734154 |
82 | 22 | 14.512220941371 | 7.48777905862899 |
83 | 13 | 11.9205907468917 | 1.07940925310831 |
84 | 15 | 13.7390295626360 | 1.26097043736396 |
85 | 13 | 14.1015011530776 | -1.10150115307764 |
86 | 15 | 11.5946402649398 | 3.40535973506017 |
87 | 10 | 11.6874586748402 | -1.68745867484024 |
88 | 11 | 10.8750542243480 | 0.124945775652039 |
89 | 16 | 14.1837910355097 | 1.81620896449035 |
90 | 11 | 12.0425833932396 | -1.04258339323962 |
91 | 11 | 12.4255241935236 | -1.42552419352357 |
92 | 10 | 12.7072587998349 | -2.70725879983489 |
93 | 10 | 14.5620910104904 | -4.56209101049043 |
94 | 16 | 14.2255723382278 | 1.77442766177225 |
95 | 12 | 13.3892112914856 | -1.38921129148557 |
96 | 11 | 13.9185426575266 | -2.91854265752657 |
97 | 16 | 14.4210525468873 | 1.57894745311269 |
98 | 19 | 14.9904390611284 | 4.00956093887163 |
99 | 11 | 14.8959736676309 | -3.89597366763086 |
100 | 15 | 12.7672596931523 | 2.23274030684774 |
101 | 24 | 16.571589722843 | 7.428410277157 |
102 | 14 | 11.6953526889516 | 2.30464731104837 |
103 | 15 | 13.6526776275226 | 1.34732237247740 |
104 | 11 | 14.9179142605919 | -3.91791426059188 |
105 | 15 | 13.5618988422876 | 1.43810115771242 |
106 | 12 | 12.9351808535059 | -0.935180853505916 |
107 | 10 | 10.8477922441472 | -0.847792244147166 |
108 | 14 | 13.9971501977574 | 0.00284980224257205 |
109 | 9 | 12.9089923937108 | -3.90899239371078 |
110 | 15 | 10.7201602693727 | 4.27983973062725 |
111 | 15 | 9.79877947006756 | 5.20122052993244 |
112 | 14 | 13.1668567400140 | 0.833143259986041 |
113 | 11 | 14.2205243292760 | -3.22052432927598 |
114 | 8 | 14.4197763322497 | -6.4197763322497 |
115 | 11 | 14.3117863018382 | -3.31178630183823 |
116 | 8 | 11.8963645932459 | -3.89636459324589 |
117 | 10 | 11.3260138183465 | -1.32601381834645 |
118 | 11 | 13.7110640088442 | -2.71106400884425 |
119 | 13 | 14.1597410318982 | -1.15974103189823 |
120 | 11 | 13.8537558806655 | -2.85375588066549 |
121 | 20 | 12.7745649493019 | 7.22543505069813 |
122 | 10 | 12.2969965736639 | -2.29699657366387 |
123 | 12 | 11.0701418180347 | 0.92985818196535 |
124 | 14 | 12.6762041235299 | 1.32379587647015 |
125 | 23 | 14.1250790331462 | 8.87492096685384 |
126 | 14 | 13.1385635147755 | 0.861436485224494 |
127 | 16 | 15.3459235257493 | 0.654076474250725 |
128 | 11 | 13.5617021817485 | -2.56170218174851 |
129 | 12 | 14.3748513742172 | -2.37485137421721 |
130 | 10 | 13.7930867095764 | -3.7930867095764 |
131 | 14 | 13.9165352062806 | 0.0834647937194315 |
132 | 12 | 9.99551526151993 | 2.00448473848007 |
133 | 12 | 13.8351566065299 | -1.83515660652989 |
134 | 11 | 10.3673615487187 | 0.632638451281277 |
135 | 12 | 12.5532725501845 | -0.553272550184466 |
136 | 13 | 15.9200443612809 | -2.92004436128085 |
137 | 17 | 16.4628398674848 | 0.537160132515228 |
138 | 11 | 12.6683474667565 | -1.66834746675647 |
139 | 12 | 13.8583047626368 | -1.85830476263683 |
140 | 19 | 15.2869993557498 | 3.71300064425025 |
141 | 15 | 14.107044574438 | 0.892955425562008 |
142 | 14 | 13.6469730267066 | 0.353026973293381 |
143 | 11 | 13.8724741017398 | -2.87247410173984 |
144 | 9 | 10.7776270678648 | -1.77762706786479 |
145 | 18 | 12.0135143157458 | 5.98648568425415 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.402671123218951 | 0.805342246437902 | 0.597328876781049 |
14 | 0.533270412555893 | 0.933459174888214 | 0.466729587444107 |
15 | 0.516580081089885 | 0.96683983782023 | 0.483419918910115 |
16 | 0.640498739051791 | 0.719002521896419 | 0.359501260948209 |
17 | 0.531050458821396 | 0.937899082357208 | 0.468949541178604 |
18 | 0.441004927557038 | 0.882009855114077 | 0.558995072442962 |
19 | 0.581190520850798 | 0.837618958298404 | 0.418809479149202 |
20 | 0.504890125441824 | 0.990219749116352 | 0.495109874558176 |
21 | 0.427808788919080 | 0.855617577838159 | 0.57219121108092 |
22 | 0.456837564948535 | 0.91367512989707 | 0.543162435051465 |
23 | 0.511995152816762 | 0.976009694366475 | 0.488004847183238 |
24 | 0.43369630294148 | 0.86739260588296 | 0.56630369705852 |
25 | 0.364335547240132 | 0.728671094480264 | 0.635664452759868 |
26 | 0.329058861882457 | 0.658117723764914 | 0.670941138117543 |
27 | 0.273275018916258 | 0.546550037832516 | 0.726724981083742 |
28 | 0.230824072439464 | 0.461648144878928 | 0.769175927560536 |
29 | 0.283463863453706 | 0.566927726907413 | 0.716536136546294 |
30 | 0.241161683391162 | 0.482323366782324 | 0.758838316608838 |
31 | 0.195245517807672 | 0.390491035615343 | 0.804754482192328 |
32 | 0.157538363678278 | 0.315076727356556 | 0.842461636321722 |
33 | 0.15460319223178 | 0.30920638446356 | 0.84539680776822 |
34 | 0.170320148674268 | 0.340640297348536 | 0.829679851325732 |
35 | 0.177678787613773 | 0.355357575227545 | 0.822321212386227 |
36 | 0.17541508727267 | 0.35083017454534 | 0.82458491272733 |
37 | 0.224813329982337 | 0.449626659964675 | 0.775186670017663 |
38 | 0.269532193637579 | 0.539064387275158 | 0.730467806362421 |
39 | 0.274689952996456 | 0.549379905992912 | 0.725310047003544 |
40 | 0.248398175948942 | 0.496796351897884 | 0.751601824051058 |
41 | 0.290628552023277 | 0.581257104046554 | 0.709371447976723 |
42 | 0.253980427532261 | 0.507960855064521 | 0.746019572467739 |
43 | 0.263739451911075 | 0.527478903822149 | 0.736260548088925 |
44 | 0.221773067441902 | 0.443546134883805 | 0.778226932558098 |
45 | 0.186522137217062 | 0.373044274434123 | 0.813477862782938 |
46 | 0.162151707184911 | 0.324303414369822 | 0.837848292815089 |
47 | 0.172410639605071 | 0.344821279210142 | 0.827589360394929 |
48 | 0.273253416509989 | 0.546506833019977 | 0.726746583490012 |
49 | 0.247998952398139 | 0.495997904796278 | 0.752001047601861 |
50 | 0.223080047841007 | 0.446160095682015 | 0.776919952158993 |
51 | 0.187193833772047 | 0.374387667544095 | 0.812806166227953 |
52 | 0.152886600911436 | 0.305773201822873 | 0.847113399088564 |
53 | 0.227737137228514 | 0.455474274457027 | 0.772262862771486 |
54 | 0.220055461329851 | 0.440110922659703 | 0.779944538670149 |
55 | 0.201443843273614 | 0.402887686547229 | 0.798556156726386 |
56 | 0.288793352872919 | 0.577586705745839 | 0.71120664712708 |
57 | 0.247582684180814 | 0.495165368361627 | 0.752417315819186 |
58 | 0.212954125408914 | 0.425908250817827 | 0.787045874591086 |
59 | 0.194357158458752 | 0.388714316917504 | 0.805642841541248 |
60 | 0.216919936787527 | 0.433839873575053 | 0.783080063212473 |
61 | 0.269897397489615 | 0.539794794979231 | 0.730102602510385 |
62 | 0.305164025002802 | 0.610328050005604 | 0.694835974997198 |
63 | 0.262481244065422 | 0.524962488130844 | 0.737518755934578 |
64 | 0.222693743055660 | 0.445387486111321 | 0.77730625694434 |
65 | 0.187233517375458 | 0.374467034750915 | 0.812766482624542 |
66 | 0.172485630892524 | 0.344971261785047 | 0.827514369107476 |
67 | 0.146126361814526 | 0.292252723629051 | 0.853873638185474 |
68 | 0.121995310566522 | 0.243990621133043 | 0.878004689433478 |
69 | 0.133984989783259 | 0.267969979566518 | 0.866015010216741 |
70 | 0.108705052307732 | 0.217410104615464 | 0.891294947692268 |
71 | 0.0869915730080343 | 0.173983146016069 | 0.913008426991966 |
72 | 0.0892423661981333 | 0.178484732396267 | 0.910757633801867 |
73 | 0.0708755909812244 | 0.141751181962449 | 0.929124409018776 |
74 | 0.0724592239096161 | 0.144918447819232 | 0.927540776090384 |
75 | 0.0598788165938048 | 0.119757633187610 | 0.940121183406195 |
76 | 0.0477608472605966 | 0.0955216945211933 | 0.952239152739403 |
77 | 0.0418745039159361 | 0.0837490078318722 | 0.958125496084064 |
78 | 0.0320187500230407 | 0.0640375000460813 | 0.96798124997696 |
79 | 0.0244182395834017 | 0.0488364791668033 | 0.975581760416598 |
80 | 0.0184051854345944 | 0.0368103708691887 | 0.981594814565406 |
81 | 0.0139045825444571 | 0.0278091650889143 | 0.986095417455543 |
82 | 0.0659997439974944 | 0.131999487994989 | 0.934000256002506 |
83 | 0.0518138432605953 | 0.103627686521191 | 0.948186156739405 |
84 | 0.040321744735627 | 0.080643489471254 | 0.959678255264373 |
85 | 0.0328151943462775 | 0.065630388692555 | 0.967184805653723 |
86 | 0.0334241716437087 | 0.0668483432874175 | 0.966575828356291 |
87 | 0.028570510523537 | 0.057141021047074 | 0.971429489476463 |
88 | 0.0211853854978990 | 0.0423707709957979 | 0.978814614502101 |
89 | 0.0184896677268707 | 0.0369793354537413 | 0.98151033227313 |
90 | 0.0144400452973548 | 0.0288800905947097 | 0.985559954702645 |
91 | 0.0116860357337379 | 0.0233720714674758 | 0.988313964266262 |
92 | 0.0115685459439798 | 0.0231370918879596 | 0.98843145405602 |
93 | 0.0176145094850588 | 0.0352290189701177 | 0.982385490514941 |
94 | 0.0137599998101145 | 0.0275199996202291 | 0.986240000189885 |
95 | 0.0108337348641421 | 0.0216674697282841 | 0.989166265135858 |
96 | 0.0118201733511398 | 0.0236403467022796 | 0.98817982664886 |
97 | 0.009975170552696 | 0.019950341105392 | 0.990024829447304 |
98 | 0.0151825124393321 | 0.0303650248786642 | 0.984817487560668 |
99 | 0.0178203524223689 | 0.0356407048447378 | 0.982179647577631 |
100 | 0.0141480859613225 | 0.0282961719226451 | 0.985851914038677 |
101 | 0.0690155142356918 | 0.138031028471384 | 0.930984485764308 |
102 | 0.0620600435545498 | 0.124120087109100 | 0.93793995644545 |
103 | 0.0516527470095528 | 0.103305494019106 | 0.948347252990447 |
104 | 0.0530853169311383 | 0.106170633862277 | 0.946914683068862 |
105 | 0.0445332668259305 | 0.089066533651861 | 0.95546673317407 |
106 | 0.0333650139268554 | 0.0667300278537107 | 0.966634986073145 |
107 | 0.0263383472861093 | 0.0526766945722185 | 0.97366165271389 |
108 | 0.0190960004053130 | 0.0381920008106259 | 0.980903999594687 |
109 | 0.0178981913546507 | 0.0357963827093013 | 0.98210180864535 |
110 | 0.0270168894872160 | 0.0540337789744319 | 0.972983110512784 |
111 | 0.0415455591031522 | 0.0830911182063045 | 0.958454440896848 |
112 | 0.0341426802884413 | 0.0682853605768827 | 0.965857319711559 |
113 | 0.0302078238031110 | 0.0604156476062219 | 0.96979217619689 |
114 | 0.0539784627196432 | 0.107956925439286 | 0.946021537280357 |
115 | 0.0506360980142687 | 0.101272196028537 | 0.949363901985731 |
116 | 0.076084919097917 | 0.152169838195834 | 0.923915080902083 |
117 | 0.0580716836609768 | 0.116143367321954 | 0.941928316339023 |
118 | 0.0505787428201364 | 0.101157485640273 | 0.949421257179864 |
119 | 0.0380493884522973 | 0.0760987769045947 | 0.961950611547703 |
120 | 0.078777940659504 | 0.157555881319008 | 0.921222059340496 |
121 | 0.181057099691235 | 0.362114199382469 | 0.818942900308765 |
122 | 0.379188054510414 | 0.758376109020828 | 0.620811945489586 |
123 | 0.330995224498295 | 0.66199044899659 | 0.669004775501705 |
124 | 0.258364879987658 | 0.516729759975315 | 0.741635120012342 |
125 | 0.502726585656352 | 0.994546828687296 | 0.497273414343648 |
126 | 0.828209672295613 | 0.343580655408774 | 0.171790327704387 |
127 | 0.787320259179968 | 0.425359481640064 | 0.212679740820032 |
128 | 0.704622346002689 | 0.590755307994622 | 0.295377653997311 |
129 | 0.634359688280721 | 0.731280623438557 | 0.365640311719279 |
130 | 0.592248877960882 | 0.815502244078236 | 0.407751122039118 |
131 | 0.569248570896568 | 0.861502858206864 | 0.430751429103432 |
132 | 0.466622727475853 | 0.933245454951706 | 0.533377272524147 |
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 | 18 | 0.15 | NOK |
10% type I error level | 33 | 0.275 | NOK |