Multiple Linear Regression - Estimated Regression Equation |
Depression[t] = + 7.11427357027146 + 0.0468181164894483CriticParents[t] -0.0610717012753496ExpecParents[t] + 0.586101505807562FutureWorrying[t] + 0.214964224328964SleepDepri[t] + 0.335215733141913ChangesLastYear[t] -0.0863956836856015FreqSmoking[t] + 0.284326292090269FreqHighAlc[t] + 0.192259706857739FreqBeerOrWine[t] + 0.00201094154728408Month[t] + 0.00643775319164656t + 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) | 7.11427357027146 | 7.483087 | 0.9507 | 0.343461 | 0.171731 |
CriticParents | 0.0468181164894483 | 0.116614 | 0.4015 | 0.688707 | 0.344353 |
ExpecParents | -0.0610717012753496 | 0.087154 | -0.7007 | 0.484685 | 0.242343 |
FutureWorrying | 0.586101505807562 | 0.168914 | 3.4698 | 0.000701 | 0.000351 |
SleepDepri | 0.214964224328964 | 0.142253 | 1.5111 | 0.133107 | 0.066553 |
ChangesLastYear | 0.335215733141913 | 0.136964 | 2.4475 | 0.015681 | 0.00784 |
FreqSmoking | -0.0863956836856015 | 0.276683 | -0.3123 | 0.755332 | 0.377666 |
FreqHighAlc | 0.284326292090269 | 0.316307 | 0.8989 | 0.370322 | 0.185161 |
FreqBeerOrWine | 0.192259706857739 | 0.297069 | 0.6472 | 0.518617 | 0.259309 |
Month | 0.00201094154728408 | 0.830247 | 0.0024 | 0.998071 | 0.499036 |
t | 0.00643775319164656 | 0.009936 | 0.648 | 0.518125 | 0.259062 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.460266102707896 |
R-squared | 0.211844885301915 |
Adjusted R-squared | 0.153027339428924 |
F-TEST (value) | 3.60172941862223 |
F-TEST (DF numerator) | 10 |
F-TEST (DF denominator) | 134 |
p-value | 0.000291280874432198 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.90976371595358 |
Sum Squared Residuals | 1134.54113427912 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 11.8036106675367 | 0.196389332463273 |
2 | 11 | 11.5508456162323 | -0.550845616232324 |
3 | 14 | 14.9635192005732 | -0.96351920057319 |
4 | 12 | 11.3898313870292 | 0.610168612970842 |
5 | 21 | 15.7238049273334 | 5.27619507266658 |
6 | 12 | 13.0242257831403 | -1.02422578314027 |
7 | 22 | 14.7391410342392 | 7.26085896576085 |
8 | 11 | 12.7631853318159 | -1.7631853318159 |
9 | 10 | 11.9412872340357 | -1.94128723403571 |
10 | 13 | 12.5395140794335 | 0.460485920566535 |
11 | 10 | 13.3444378414633 | -3.34443784146334 |
12 | 8 | 12.0451921235579 | -4.04519212355785 |
13 | 15 | 14.2193383094178 | 0.780661690582233 |
14 | 10 | 11.8890449362461 | -1.8890449362461 |
15 | 14 | 12.442321304433 | 1.55767869556696 |
16 | 14 | 10.1207063777474 | 3.87929362225262 |
17 | 11 | 12.7552121739999 | -1.75521217399988 |
18 | 10 | 12.9422437533277 | -2.94224375332767 |
19 | 13 | 14.1009755624887 | -1.10097556248867 |
20 | 7 | 10.471036383413 | -3.47103638341297 |
21 | 12 | 13.6636587629925 | -1.66365876299254 |
22 | 14 | 12.7258943378747 | 1.27410566212531 |
23 | 11 | 12.3013828475795 | -1.3013828475795 |
24 | 9 | 11.1070961196034 | -2.10709611960338 |
25 | 11 | 11.9385348373061 | -0.938534837306142 |
26 | 15 | 13.1281839409482 | 1.87181605905182 |
27 | 13 | 12.9527447423218 | 0.0472552576781619 |
28 | 9 | 9.5097567821449 | -0.50975678214491 |
29 | 15 | 10.0932115094958 | 4.90678849050425 |
30 | 10 | 12.4134271117406 | -2.41342711174058 |
31 | 11 | 10.5474868678832 | 0.452513132116783 |
32 | 13 | 11.3400153274631 | 1.65998467253691 |
33 | 8 | 10.4169465784909 | -2.41694657849088 |
34 | 20 | 13.6399829770906 | 6.36001702290945 |
35 | 12 | 12.8818562563983 | -0.881856256398277 |
36 | 10 | 10.1687193089356 | -0.168719308935558 |
37 | 10 | 12.2595270712165 | -2.25952707121649 |
38 | 9 | 12.4573737266206 | -3.45737372662062 |
39 | 14 | 14.5751431802521 | -0.575143180252132 |
40 | 8 | 10.9595694415788 | -2.9595694415788 |
41 | 14 | 11.8411671796724 | 2.15883282032757 |
42 | 11 | 12.3649781224478 | -1.36497812244781 |
43 | 13 | 11.1884779756636 | 1.81152202433642 |
44 | 11 | 12.1093159022772 | -1.10931590227716 |
45 | 11 | 11.817854051164 | -0.81785405116399 |
46 | 10 | 12.1460502681753 | -2.14605026817532 |
47 | 14 | 10.6098120005329 | 3.39018799946709 |
48 | 18 | 13.7219336641805 | 4.27806633581946 |
49 | 14 | 12.4857298554586 | 1.51427014454136 |
50 | 11 | 12.9662549813077 | -1.96625498130772 |
51 | 12 | 11.4241398370063 | 0.575860162993728 |
52 | 13 | 13.0811240404095 | -0.0811240404094553 |
53 | 9 | 13.6873941433871 | -4.68739414338714 |
54 | 10 | 12.2383282348886 | -2.23832823488863 |
55 | 15 | 13.4831526599615 | 1.51684734003852 |
56 | 20 | 14.108927054757 | 5.89107294524297 |
57 | 12 | 11.6716728367125 | 0.328327163287499 |
58 | 12 | 11.9836341976523 | 0.0163658023476846 |
59 | 14 | 11.3360290363818 | 2.66397096361824 |
60 | 13 | 14.9334498006976 | -1.93344980069765 |
61 | 11 | 14.3350803358606 | -3.33508033586061 |
62 | 17 | 13.177850756168 | 3.82214924383195 |
63 | 12 | 12.2093348402978 | -0.209334840297785 |
64 | 13 | 12.8277784887814 | 0.172221511218607 |
65 | 14 | 13.7962544782571 | 0.203745521742893 |
66 | 13 | 10.7293720042401 | 2.27062799575992 |
67 | 15 | 13.7963061293053 | 1.20369387069474 |
68 | 13 | 11.9119366957431 | 1.0880633042569 |
69 | 10 | 13.5687290267362 | -3.56872902673615 |
70 | 11 | 11.2740290370396 | -0.274029037039564 |
71 | 13 | 12.7322278454552 | 0.267772154544794 |
72 | 17 | 14.1405875078338 | 2.85941249216623 |
73 | 13 | 12.8679211337016 | 0.13207886629842 |
74 | 9 | 12.0559796182532 | -3.05597961825323 |
75 | 11 | 12.3405120902909 | -1.34051209029094 |
76 | 10 | 10.2977621453233 | -0.297762145323322 |
77 | 9 | 10.3067320766891 | -1.30673207668907 |
78 | 12 | 11.2847818028269 | 0.71521819717314 |
79 | 12 | 12.4356251708188 | -0.435625170818834 |
80 | 13 | 12.3644571038532 | 0.63554289614679 |
81 | 13 | 12.4242190216587 | 0.575780978341261 |
82 | 22 | 14.5127421626098 | 7.48725783739022 |
83 | 13 | 11.921241989622 | 1.07875801037795 |
84 | 15 | 13.7397553889324 | 1.26024461106757 |
85 | 13 | 14.1020870449101 | -1.10208704491012 |
86 | 15 | 11.5952583591029 | 3.40474164089706 |
87 | 10 | 11.6879387993883 | -1.68793879938832 |
88 | 11 | 10.8755490820834 | 0.124450917916564 |
89 | 16 | 14.1842235180053 | 1.81577648199473 |
90 | 11 | 12.0431181019344 | -1.04311810193439 |
91 | 11 | 12.4260672197303 | -1.42606721973026 |
92 | 10 | 12.7077254873256 | -2.70772548732559 |
93 | 10 | 14.5624853048147 | -4.56248530481474 |
94 | 16 | 14.2260127790261 | 1.77398722097385 |
95 | 12 | 13.3895944532429 | -1.3895944532429 |
96 | 11 | 13.9190171801555 | -2.91901718015545 |
97 | 16 | 14.4214751161114 | 1.57852488388861 |
98 | 19 | 14.9907964038188 | 4.00920359618118 |
99 | 11 | 14.8962880701177 | -3.89628807011766 |
100 | 15 | 12.7676318314541 | 2.2323681685459 |
101 | 24 | 16.5720384528752 | 7.4279615471248 |
102 | 14 | 11.6955904986755 | 2.30440950132447 |
103 | 15 | 13.6529041812879 | 1.34709581871206 |
104 | 11 | 14.9181760885708 | -3.91817608857076 |
105 | 15 | 13.5622175456571 | 1.43778245434289 |
106 | 12 | 12.9353799338188 | -0.935379933818797 |
107 | 10 | 10.847922758518 | -0.847922758518026 |
108 | 14 | 13.9973467009923 | 0.00265329900766953 |
109 | 9 | 12.9090591348176 | -3.90905913481764 |
110 | 15 | 10.720384787291 | 4.27961521270903 |
111 | 15 | 9.7988526496398 | 5.20114735036021 |
112 | 14 | 13.1670225466734 | 0.832977453326589 |
113 | 11 | 14.2205581250718 | -3.22055812507182 |
114 | 8 | 14.4199190525284 | -6.41991905252838 |
115 | 11 | 14.3118270389759 | -3.31182703897588 |
116 | 8 | 11.8963767425822 | -3.8963767425822 |
117 | 10 | 11.3258760802794 | -1.32587608027941 |
118 | 11 | 13.7111430389992 | -2.71114303899924 |
119 | 13 | 14.1597103656976 | -1.1597103656976 |
120 | 11 | 13.8536302177452 | -2.85363021774524 |
121 | 20 | 12.774475453894 | 7.22552454610595 |
122 | 10 | 12.2969266458795 | -2.29692664587946 |
123 | 12 | 11.070090923955 | 0.929909076044998 |
124 | 14 | 12.6760573573323 | 1.3239426426677 |
125 | 23 | 14.1249388859686 | 8.8750611140314 |
126 | 14 | 13.138499305452 | 0.861500694547955 |
127 | 16 | 15.3457418790671 | 0.65425812093294 |
128 | 11 | 13.5615720081091 | -2.56157200810915 |
129 | 12 | 14.3746587974792 | -2.37465879747916 |
130 | 10 | 13.7928820084057 | -3.79288200840569 |
131 | 14 | 13.9163293194792 | 0.083670680520829 |
132 | 12 | 9.9953446817404 | 2.00465531825959 |
133 | 12 | 13.8348264611174 | -1.83482646111738 |
134 | 11 | 10.3670685047542 | 0.632931495245838 |
135 | 12 | 12.5528936335421 | -0.552893633542136 |
136 | 13 | 15.9196808217229 | -2.91968082172285 |
137 | 17 | 16.4624508260438 | 0.537549173956198 |
138 | 11 | 12.6660009479622 | -1.6660009479622 |
139 | 12 | 13.8578614879676 | -1.85786148796757 |
140 | 19 | 15.2845874539023 | 3.71541254609766 |
141 | 15 | 14.1067073208563 | 0.893292679143717 |
142 | 14 | 13.6464936282831 | 0.353506371716863 |
143 | 11 | 13.8720868687904 | -2.8720868687904 |
144 | 9 | 10.7770318219383 | -1.77703182193828 |
145 | 18 | 12.012959816005 | 5.98704018399503 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
14 | 0.68311727933409 | 0.63376544133182 | 0.31688272066591 |
15 | 0.647686378735782 | 0.704627242528435 | 0.352313621264218 |
16 | 0.7409553327876 | 0.518089334424801 | 0.2590446672124 |
17 | 0.634796713357325 | 0.73040657328535 | 0.365203286642675 |
18 | 0.540273870019096 | 0.919452259961808 | 0.459726129980904 |
19 | 0.665029473373891 | 0.669941053252218 | 0.334970526626109 |
20 | 0.587883290908774 | 0.824233418182453 | 0.412116709091226 |
21 | 0.507231657701736 | 0.985536684596528 | 0.492768342298264 |
22 | 0.531075105726838 | 0.937849788546324 | 0.468924894273162 |
23 | 0.580527192154862 | 0.838945615690275 | 0.419472807845138 |
24 | 0.500070827400118 | 0.999858345199765 | 0.499929172599882 |
25 | 0.426433828477759 | 0.852867656955518 | 0.573566171522241 |
26 | 0.386764964616073 | 0.773529929232145 | 0.613235035383927 |
27 | 0.325203467854637 | 0.650406935709275 | 0.674796532145363 |
28 | 0.277154874816906 | 0.554309749633813 | 0.722845125183094 |
29 | 0.331169249183927 | 0.662338498367855 | 0.668830750816073 |
30 | 0.284178128457894 | 0.568356256915787 | 0.715821871542106 |
31 | 0.232617076062244 | 0.465234152124487 | 0.767382923937756 |
32 | 0.189450845007783 | 0.378901690015567 | 0.810549154992217 |
33 | 0.184922901762141 | 0.369845803524281 | 0.81507709823786 |
34 | 0.20071539448522 | 0.40143078897044 | 0.79928460551478 |
35 | 0.207448760992178 | 0.414897521984357 | 0.792551239007822 |
36 | 0.203788039361156 | 0.407576078722312 | 0.796211960638844 |
37 | 0.255580022349218 | 0.511160044698436 | 0.744419977650782 |
38 | 0.301645471233817 | 0.603290942467633 | 0.698354528766183 |
39 | 0.305573361138401 | 0.611146722276802 | 0.694426638861599 |
40 | 0.277441614818607 | 0.554883229637214 | 0.722558385181393 |
41 | 0.319837211644628 | 0.639674423289255 | 0.680162788355372 |
42 | 0.281535374704289 | 0.563070749408577 | 0.718464625295711 |
43 | 0.290217977579703 | 0.580435955159406 | 0.709782022420297 |
44 | 0.245849794437236 | 0.491699588874471 | 0.754150205562764 |
45 | 0.208525645188416 | 0.417051290376832 | 0.791474354811584 |
46 | 0.183736905039568 | 0.367473810079136 | 0.816263094960432 |
47 | 0.191979390294511 | 0.383958780589022 | 0.808020609705489 |
48 | 0.294752491271766 | 0.589504982543532 | 0.705247508728234 |
49 | 0.267701144436493 | 0.535402288872985 | 0.732298855563507 |
50 | 0.242730424789298 | 0.485460849578596 | 0.757269575210702 |
51 | 0.204605126569084 | 0.409210253138169 | 0.795394873430916 |
52 | 0.168367770366836 | 0.336735540733672 | 0.831632229633164 |
53 | 0.256232966366131 | 0.512465932732263 | 0.743767033633869 |
54 | 0.254446303410919 | 0.508892606821838 | 0.745553696589081 |
55 | 0.234464772540683 | 0.468929545081367 | 0.765535227459317 |
56 | 0.308570819657855 | 0.61714163931571 | 0.691429180342145 |
57 | 0.267586177885504 | 0.535172355771009 | 0.732413822114496 |
58 | 0.238143157213732 | 0.476286314427463 | 0.761856842786268 |
59 | 0.208484884434669 | 0.416969768869338 | 0.791515115565331 |
60 | 0.235632560556164 | 0.471265121112328 | 0.764367439443836 |
61 | 0.200360908754896 | 0.400721817509791 | 0.799639091245104 |
62 | 0.321340378871703 | 0.642680757743407 | 0.678659621128297 |
63 | 0.276060001343578 | 0.552120002687157 | 0.723939998656422 |
64 | 0.236345620373494 | 0.472691240746987 | 0.763654379626507 |
65 | 0.200080852312932 | 0.400161704625863 | 0.799919147687068 |
66 | 0.184187140601981 | 0.368374281203962 | 0.815812859398019 |
67 | 0.155354826723128 | 0.310709653446256 | 0.844645173276872 |
68 | 0.129767947084091 | 0.259535894168182 | 0.870232052915909 |
69 | 0.143052226386343 | 0.286104452772686 | 0.856947773613657 |
70 | 0.116302478818932 | 0.232604957637863 | 0.883697521181068 |
71 | 0.0931960382013929 | 0.186392076402786 | 0.906803961798607 |
72 | 0.0949980970831094 | 0.189996194166219 | 0.90500190291689 |
73 | 0.0754600702384655 | 0.150920140476931 | 0.924539929761535 |
74 | 0.0764878859488304 | 0.152975771897661 | 0.92351211405117 |
75 | 0.0632141909268903 | 0.126428381853781 | 0.93678580907311 |
76 | 0.0505123221330846 | 0.101024644266169 | 0.949487677866915 |
77 | 0.044523998661522 | 0.089047997323044 | 0.955476001338478 |
78 | 0.034048952045869 | 0.068097904091738 | 0.965951047954131 |
79 | 0.0259938309901171 | 0.0519876619802341 | 0.974006169009883 |
80 | 0.0196339248593474 | 0.0392678497186948 | 0.980366075140653 |
81 | 0.014834895930607 | 0.029669791861214 | 0.985165104069393 |
82 | 0.0678801129076602 | 0.13576022581532 | 0.93211988709234 |
83 | 0.053063519393785 | 0.10612703878757 | 0.946936480606215 |
84 | 0.0412752733541987 | 0.0825505467083975 | 0.9587247266458 |
85 | 0.0335754238296065 | 0.0671508476592129 | 0.966424576170394 |
86 | 0.0336083453875839 | 0.0672166907751677 | 0.966391654612416 |
87 | 0.0287996406657452 | 0.0575992813314905 | 0.971200359334255 |
88 | 0.0212736009483744 | 0.0425472018967487 | 0.978726399051626 |
89 | 0.018459770724648 | 0.0369195414492959 | 0.981540229275352 |
90 | 0.0143952061086949 | 0.0287904122173898 | 0.985604793891305 |
91 | 0.0116400034142736 | 0.0232800068285472 | 0.988359996585726 |
92 | 0.0115221304854555 | 0.0230442609709109 | 0.988477869514545 |
93 | 0.0178228629237879 | 0.0356457258475758 | 0.982177137076212 |
94 | 0.0137558923703684 | 0.0275117847407368 | 0.986244107629632 |
95 | 0.0108631939703725 | 0.0217263879407449 | 0.989136806029628 |
96 | 0.0116979041531237 | 0.0233958083062475 | 0.988302095846876 |
97 | 0.00981309941302263 | 0.0196261988260453 | 0.990186900586977 |
98 | 0.0146681249326634 | 0.0293362498653269 | 0.985331875067337 |
99 | 0.0174887926787057 | 0.0349775853574113 | 0.982511207321294 |
100 | 0.0138727648062623 | 0.0277455296125247 | 0.986127235193738 |
101 | 0.0666106280974114 | 0.133221256194823 | 0.933389371902589 |
102 | 0.0592133116474592 | 0.118426623294918 | 0.94078668835254 |
103 | 0.0489544601322428 | 0.0979089202644855 | 0.951045539867757 |
104 | 0.0505349790749298 | 0.10106995814986 | 0.94946502092507 |
105 | 0.0418267813081927 | 0.0836535626163855 | 0.958173218691807 |
106 | 0.0311854609731846 | 0.0623709219463693 | 0.968814539026815 |
107 | 0.0249451903822615 | 0.049890380764523 | 0.975054809617738 |
108 | 0.0180741559493218 | 0.0361483118986436 | 0.981925844050678 |
109 | 0.0165843631165886 | 0.0331687262331772 | 0.983415636883411 |
110 | 0.0249433465863773 | 0.0498866931727546 | 0.975056653413623 |
111 | 0.0363572563311682 | 0.0727145126623363 | 0.963642743668832 |
112 | 0.0292781223673607 | 0.0585562447347214 | 0.97072187763264 |
113 | 0.025629219026761 | 0.051258438053522 | 0.97437078097324 |
114 | 0.0449844914344846 | 0.0899689828689693 | 0.955015508565515 |
115 | 0.0414144488805389 | 0.0828288977610778 | 0.95858555111946 |
116 | 0.061972417775428 | 0.123944835550856 | 0.938027582224572 |
117 | 0.0468773178743193 | 0.0937546357486385 | 0.95312268212568 |
118 | 0.0406098757203631 | 0.0812197514407262 | 0.959390124279637 |
119 | 0.0306168802889339 | 0.0612337605778678 | 0.969383119711066 |
120 | 0.0677928614399973 | 0.135585722879995 | 0.932207138560003 |
121 | 0.145109878244906 | 0.290219756489813 | 0.854890121755094 |
122 | 0.3668839223259 | 0.7337678446518 | 0.6331160776741 |
123 | 0.310387192039348 | 0.620774384078696 | 0.689612807960652 |
124 | 0.238216274538241 | 0.476432549076483 | 0.761783725461759 |
125 | 0.488251399902644 | 0.976502799805288 | 0.511748600097356 |
126 | 0.914016258993131 | 0.171967482013737 | 0.0859837410068685 |
127 | 0.866177864039285 | 0.267644271921431 | 0.133822135960715 |
128 | 0.797356913213175 | 0.405286173573649 | 0.202643086786825 |
129 | 0.74574545013031 | 0.508509099739379 | 0.25425454986969 |
130 | 0.679843124891131 | 0.640313750217738 | 0.320156875108869 |
131 | 0.610445671813246 | 0.779108656373508 | 0.389554328186754 |
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 | 19 | 0.161016949152542 | NOK |
10% type I error level | 37 | 0.313559322033898 | NOK |