Multiple Linear Regression - Estimated Regression Equation |
Outcome[t] = + 0.427411652340019 + 0.017510347023241Treatment[t] -0.141568502600021CA[t] + 0.146927730022286Used[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) | 0.427411652340019 | 0.071795 | 5.9532 | 0 | 0 |
Treatment | 0.017510347023241 | 0.130022 | 0.1347 | 0.893201 | 0.446601 |
CA | -0.141568502600021 | 0.211738 | -0.6686 | 0.505627 | 0.252814 |
Used | 0.146927730022286 | 0.134202 | 1.0948 | 0.2768 | 0.1384 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.122691906398297 |
R-squared | 0.0150533038956485 |
Adjusted R-squared | -0.0209813313276814 |
F-TEST (value) | 0.417745421935131 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 82 |
p-value | 0.740730478163243 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.506942991806355 |
Sum Squared Residuals | 21.0732781492094 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 0.44492199936326 | 0.55507800063674 |
2 | 0 | 0.427411652340019 | -0.427411652340019 |
3 | 0 | 0.427411652340019 | -0.427411652340019 |
4 | 0 | 0.427411652340019 | -0.427411652340019 |
5 | 0 | 0.427411652340019 | -0.427411652340019 |
6 | 1 | 0.427411652340019 | 0.572588347659981 |
7 | 0 | 0.427411652340019 | -0.427411652340019 |
8 | 0 | 0.44492199936326 | -0.44492199936326 |
9 | 1 | 0.427411652340019 | 0.572588347659981 |
10 | 0 | 0.427411652340019 | -0.427411652340019 |
11 | 0 | 0.44492199936326 | -0.44492199936326 |
12 | 0 | 0.427411652340019 | -0.427411652340019 |
13 | 0 | 0.574339382362305 | -0.574339382362305 |
14 | 0 | 0.44492199936326 | -0.44492199936326 |
15 | 1 | 0.574339382362305 | 0.425660617637695 |
16 | 1 | 0.591849729385546 | 0.408150270614454 |
17 | 0 | 0.450281226785525 | -0.450281226785525 |
18 | 0 | 0.44492199936326 | -0.44492199936326 |
19 | 1 | 0.427411652340019 | 0.572588347659981 |
20 | 1 | 0.450281226785525 | 0.549718773214475 |
21 | 0 | 0.427411652340019 | -0.427411652340019 |
22 | 1 | 0.574339382362305 | 0.425660617637695 |
23 | 1 | 0.427411652340019 | 0.572588347659981 |
24 | 1 | 0.427411652340019 | 0.572588347659981 |
25 | 1 | 0.591849729385546 | 0.408150270614454 |
26 | 0 | 0.574339382362305 | -0.574339382362305 |
27 | 1 | 0.427411652340019 | 0.572588347659981 |
28 | 0 | 0.574339382362305 | -0.574339382362305 |
29 | 1 | 0.427411652340019 | 0.572588347659981 |
30 | 0 | 0.427411652340019 | -0.427411652340019 |
31 | 0 | 0.427411652340019 | -0.427411652340019 |
32 | 0 | 0.427411652340019 | -0.427411652340019 |
33 | 0 | 0.427411652340019 | -0.427411652340019 |
34 | 1 | 0.44492199936326 | 0.55507800063674 |
35 | 0 | 0.427411652340019 | -0.427411652340019 |
36 | 0 | 0.427411652340019 | -0.427411652340019 |
37 | 0 | 0.591849729385546 | -0.591849729385546 |
38 | 1 | 0.574339382362305 | 0.425660617637695 |
39 | 1 | 0.427411652340019 | 0.572588347659981 |
40 | 0 | 0.44492199936326 | -0.44492199936326 |
41 | 1 | 0.432770879762284 | 0.567229120237716 |
42 | 1 | 0.574339382362305 | 0.425660617637695 |
43 | 1 | 0.427411652340019 | 0.572588347659981 |
44 | 0 | 0.44492199936326 | -0.44492199936326 |
45 | 0 | 0.427411652340019 | -0.427411652340019 |
46 | 1 | 0.427411652340019 | 0.572588347659981 |
47 | 0 | 0.427411652340019 | -0.427411652340019 |
48 | 1 | 0.427411652340019 | 0.572588347659981 |
49 | 1 | 0.427411652340019 | 0.572588347659981 |
50 | 0 | 0.427411652340019 | -0.427411652340019 |
51 | 0 | 0.591849729385546 | -0.591849729385546 |
52 | 0 | 0.450281226785525 | -0.450281226785525 |
53 | 1 | 0.427411652340019 | 0.572588347659981 |
54 | 0 | 0.432770879762284 | -0.432770879762284 |
55 | 0 | 0.427411652340019 | -0.427411652340019 |
56 | 1 | 0.591849729385546 | 0.408150270614454 |
57 | 1 | 0.574339382362305 | 0.425660617637695 |
58 | 1 | 0.427411652340019 | 0.572588347659981 |
59 | 1 | 0.427411652340019 | 0.572588347659981 |
60 | 1 | 0.450281226785525 | 0.549718773214475 |
61 | 1 | 0.44492199936326 | 0.55507800063674 |
62 | 0 | 0.574339382362305 | -0.574339382362305 |
63 | 0 | 0.427411652340019 | -0.427411652340019 |
64 | 1 | 0.44492199936326 | 0.55507800063674 |
65 | 0 | 0.427411652340019 | -0.427411652340019 |
66 | 0 | 0.427411652340019 | -0.427411652340019 |
67 | 0 | 0.450281226785525 | -0.450281226785525 |
68 | 0 | 0.427411652340019 | -0.427411652340019 |
69 | 1 | 0.427411652340019 | 0.572588347659981 |
70 | 0 | 0.574339382362305 | -0.574339382362305 |
71 | 0 | 0.427411652340019 | -0.427411652340019 |
72 | 1 | 0.427411652340019 | 0.572588347659981 |
73 | 1 | 0.574339382362305 | 0.425660617637695 |
74 | 0 | 0.574339382362305 | -0.574339382362305 |
75 | 1 | 0.427411652340019 | 0.572588347659981 |
76 | 1 | 0.44492199936326 | 0.55507800063674 |
77 | 1 | 0.427411652340019 | 0.572588347659981 |
78 | 1 | 0.574339382362305 | 0.425660617637695 |
79 | 1 | 0.450281226785525 | 0.549718773214475 |
80 | 0 | 0.44492199936326 | -0.44492199936326 |
81 | 0 | 0.427411652340019 | -0.427411652340019 |
82 | 1 | 0.574339382362305 | 0.425660617637695 |
83 | 0 | 0.427411652340019 | -0.427411652340019 |
84 | 0 | 0.432770879762284 | -0.432770879762284 |
85 | 1 | 0.427411652340019 | 0.572588347659981 |
86 | 0 | 0.427411652340019 | -0.427411652340019 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.633162115314595 | 0.733675769370811 | 0.366837884685405 |
8 | 0.714387002840548 | 0.571225994318904 | 0.285612997159452 |
9 | 0.794426680153731 | 0.411146639692538 | 0.205573319846269 |
10 | 0.722050599958622 | 0.555898800082756 | 0.277949400041378 |
11 | 0.677287680175704 | 0.645424639648593 | 0.322712319824296 |
12 | 0.599569537326871 | 0.800860925346258 | 0.400430462673129 |
13 | 0.509544557106402 | 0.980910885787196 | 0.490455442893598 |
14 | 0.447728238713796 | 0.895456477427591 | 0.552271761286204 |
15 | 0.520612618014928 | 0.958774763970143 | 0.479387381985072 |
16 | 0.471903976412641 | 0.943807952825282 | 0.528096023587359 |
17 | 0.394512578608191 | 0.789025157216381 | 0.60548742139181 |
18 | 0.348588895503843 | 0.697177791007687 | 0.651411104496157 |
19 | 0.442538614632349 | 0.885077229264698 | 0.557461385367651 |
20 | 0.502086935491167 | 0.995826129017665 | 0.497913064508833 |
21 | 0.452356224946352 | 0.904712449892705 | 0.547643775053648 |
22 | 0.408702120006195 | 0.81740424001239 | 0.591297879993805 |
23 | 0.467729820266006 | 0.935459640532013 | 0.532270179733994 |
24 | 0.506346490964614 | 0.987307018070772 | 0.493653509035386 |
25 | 0.461432867544927 | 0.922865735089853 | 0.538567132455073 |
26 | 0.516266601201665 | 0.96746679759667 | 0.483733398798335 |
27 | 0.543910391837135 | 0.912179216325731 | 0.456089608162865 |
28 | 0.565742676914353 | 0.868514646171294 | 0.434257323085647 |
29 | 0.584311456519564 | 0.831377086960871 | 0.415688543480436 |
30 | 0.558352765351398 | 0.883294469297205 | 0.441647234648602 |
31 | 0.531041567776447 | 0.937916864447106 | 0.468958432223553 |
32 | 0.503152239979324 | 0.993695520041351 | 0.496847760020676 |
33 | 0.475402810466892 | 0.950805620933784 | 0.524597189533108 |
34 | 0.488549188610599 | 0.977098377221198 | 0.511450811389401 |
35 | 0.462031568872747 | 0.924063137745494 | 0.537968431127253 |
36 | 0.436829491885176 | 0.873658983770353 | 0.563170508114823 |
37 | 0.4587675252874 | 0.917535050574799 | 0.5412324747126 |
38 | 0.443116087295125 | 0.88623217459025 | 0.556883912704875 |
39 | 0.463783735461652 | 0.927567470923304 | 0.536216264538348 |
40 | 0.447337886559706 | 0.894675773119412 | 0.552662113440294 |
41 | 0.452688792870524 | 0.905377585741049 | 0.547311207129476 |
42 | 0.432534930758793 | 0.865069861517585 | 0.567465069241207 |
43 | 0.448704590529335 | 0.89740918105867 | 0.551295409470665 |
44 | 0.448827443834116 | 0.897654887668233 | 0.551172556165884 |
45 | 0.4324109618313 | 0.8648219236626 | 0.5675890381687 |
46 | 0.446363474693196 | 0.892726949386393 | 0.553636525306804 |
47 | 0.43113686348452 | 0.862273726969041 | 0.568863136515479 |
48 | 0.44307023816502 | 0.886140476330041 | 0.55692976183498 |
49 | 0.455237166059043 | 0.910474332118087 | 0.544762833940956 |
50 | 0.439055746745074 | 0.878111493490147 | 0.560944253254926 |
51 | 0.500747892451319 | 0.998504215097363 | 0.499252107548681 |
52 | 0.502466055751327 | 0.995067888497347 | 0.497533944248674 |
53 | 0.520280917565251 | 0.959438164869499 | 0.479719082434749 |
54 | 0.488288932934962 | 0.976577865869924 | 0.511711067065038 |
55 | 0.468719886363914 | 0.937439772727828 | 0.531280113636086 |
56 | 0.425328440564771 | 0.850656881129542 | 0.574671559435229 |
57 | 0.404578200993018 | 0.809156401986037 | 0.595421799006982 |
58 | 0.420238336460132 | 0.840476672920265 | 0.579761663539868 |
59 | 0.443421793647913 | 0.886843587295827 | 0.556578206352087 |
60 | 0.440650289958636 | 0.881300579917271 | 0.559349710041364 |
61 | 0.415350485119964 | 0.830700970239928 | 0.584649514880036 |
62 | 0.428443422103461 | 0.856886844206921 | 0.571556577896539 |
63 | 0.398637204963231 | 0.797274409926461 | 0.601362795036769 |
64 | 0.372358731374282 | 0.744717462748564 | 0.627641268625718 |
65 | 0.345162400974375 | 0.690324801948751 | 0.654837599025625 |
66 | 0.323545091501942 | 0.647090183003883 | 0.676454908498058 |
67 | 0.309088604947806 | 0.618177209895612 | 0.690911395052194 |
68 | 0.292150291488848 | 0.584300582977695 | 0.707849708511152 |
69 | 0.290083486668505 | 0.580166973337009 | 0.709916513331495 |
70 | 0.324996536019324 | 0.649993072038649 | 0.675003463980676 |
71 | 0.30583737797342 | 0.611674755946839 | 0.69416262202658 |
72 | 0.303333621104612 | 0.606667242209224 | 0.696666378895388 |
73 | 0.248945103697018 | 0.497890207394036 | 0.751054896302982 |
74 | 0.344108905487037 | 0.688217810974073 | 0.655891094512963 |
75 | 0.373333070444995 | 0.746666140889991 | 0.626666929555004 |
76 | 0.337900308339269 | 0.675800616678538 | 0.662099691660731 |
77 | 0.459243112375042 | 0.918486224750084 | 0.540756887624958 |
78 | 0.326491165035423 | 0.652982330070846 | 0.673508834964577 |
79 | 0.417136331543201 | 0.834272663086403 | 0.582863668456799 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |