Multiple Linear Regression - Estimated Regression Equation |
IQ[t] = + 124.806271001475 -0.539555259424816Add[t] -0.12564858068688MumAge[t] + 0.146475237115816Grade[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) | 124.806271001475 | 10.323086 | 12.09 | 0 | 0 |
Add | -0.539555259424816 | 0.115387 | -4.6761 | 1.1e-05 | 6e-06 |
MumAge | -0.12564858068688 | 0.152349 | -0.8247 | 0.411855 | 0.205927 |
Grade | 0.146475237115816 | 0.078836 | 1.858 | 0.066676 | 0.033338 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.650848372128899 |
R-squared | 0.423603603502838 |
Adjusted R-squared | 0.403018017913654 |
F-TEST (value) | 20.5776805166718 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 84 |
p-value | 4.34927538428553e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.8517620375016 |
Sum Squared Residuals | 8152.80608045885 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 111 | 104.750484978835 | 6.24951502116548 |
2 | 102 | 103.62297161924 | -1.62297161923987 |
3 | 108 | 107.698759225873 | 0.301240774126788 |
4 | 109 | 99.2091457895839 | 9.79085421041612 |
5 | 118 | 108.908321270936 | 9.09167872906374 |
6 | 79 | 87.3168367109284 | -8.31683671092842 |
7 | 88 | 90.7758320928283 | -2.77583209282829 |
8 | 102 | 101.661575241762 | 0.338424758237811 |
9 | 105 | 93.676613279927 | 11.323386720073 |
10 | 92 | 104.386239081089 | -12.3862390810891 |
11 | 131 | 116.398815722138 | 14.6011842778623 |
12 | 104 | 101.089173349073 | 2.91082665092666 |
13 | 83 | 87.8354547445783 | -4.83545474457834 |
14 | 84 | 100.960209676432 | -16.9602096764324 |
15 | 85 | 100.319147584704 | -15.3191475847037 |
16 | 110 | 99.7641466871438 | 10.2358533128562 |
17 | 121 | 112.515160399545 | 8.48483960045468 |
18 | 120 | 96.5200656027077 | 23.4799343972923 |
19 | 100 | 106.847483987494 | -6.84748398749446 |
20 | 94 | 101.110000005502 | -7.11000000550227 |
21 | 89 | 105.094473518285 | -16.0944735182852 |
22 | 93 | 103.202995280095 | -10.2029952800948 |
23 | 128 | 105.079019105517 | 22.920980894483 |
24 | 84 | 101.61259432825 | -17.6125943282498 |
25 | 127 | 119.828968204841 | 7.17103179515919 |
26 | 106 | 103.408635394543 | 2.59136460545659 |
27 | 129 | 116.29948538552 | 12.7005146144805 |
28 | 82 | 84.0411757081089 | -2.04117570810886 |
29 | 106 | 99.365685646541 | 6.63431435345905 |
30 | 109 | 96.6256867384248 | 12.3743132615751 |
31 | 91 | 85.7472711901455 | 5.25272880985452 |
32 | 111 | 108.241170848464 | 2.75882915153612 |
33 | 105 | 104.130368887514 | 0.86963111248607 |
34 | 118 | 111.096753717426 | 6.90324628257439 |
35 | 103 | 101.595202107754 | 1.40479789224598 |
36 | 101 | 105.057512581608 | -4.05751258160795 |
37 | 101 | 103.874948648094 | -2.87494864809374 |
38 | 95 | 104.015362999436 | -9.01536299943561 |
39 | 108 | 95.6122607114701 | 12.3877392885299 |
40 | 95 | 98.6917856961814 | -3.69178569618137 |
41 | 98 | 82.9970795435758 | 15.0029204564242 |
42 | 82 | 97.0663703900197 | -15.0663703900197 |
43 | 100 | 106.875748813924 | -6.87574881392387 |
44 | 100 | 96.3225523003728 | 3.67744769962715 |
45 | 107 | 104.071892652294 | 2.92810734770557 |
46 | 95 | 101.198687649512 | -6.19868764951186 |
47 | 97 | 91.1776082253852 | 5.82239177461482 |
48 | 93 | 90.1691044879361 | 2.8308955120639 |
49 | 81 | 93.3325141711304 | -12.3325141711304 |
50 | 89 | 93.1558275252245 | -4.1558275252245 |
51 | 111 | 104.954059166943 | 6.04594083305663 |
52 | 95 | 91.7643083853077 | 3.23569161469234 |
53 | 106 | 110.188948826188 | -4.18894882618803 |
54 | 83 | 91.9793332521174 | -8.9793332521174 |
55 | 81 | 93.9742561303392 | -12.9742561303392 |
56 | 115 | 105.511006646864 | 9.48899335313605 |
57 | 112 | 103.601456320698 | 8.39854367930232 |
58 | 92 | 100.922560097642 | -8.92256009764186 |
59 | 85 | 92.2231922434907 | -7.22319224349068 |
60 | 95 | 100.940640960251 | -5.94064096025089 |
61 | 115 | 107.402484885054 | 7.59751511494563 |
62 | 91 | 94.3410179085795 | -3.34101790857949 |
63 | 107 | 113.991354674771 | -6.99135467477126 |
64 | 102 | 83.7879319643744 | 18.2120680356256 |
65 | 86 | 98.1300352707343 | -12.1300352707342 |
66 | 96 | 97.0750665002676 | -1.0750665002676 |
67 | 114 | 111.614793678308 | 2.38520632169178 |
68 | 105 | 100.693466876924 | 4.30653312307644 |
69 | 82 | 89.8339226280793 | -7.83392262807928 |
70 | 120 | 106.299232617822 | 13.7007673821782 |
71 | 88 | 95.4216162810016 | -7.4216162810016 |
72 | 90 | 104.745792602654 | -14.745792602654 |
73 | 85 | 97.6059256494445 | -12.6059256494445 |
74 | 106 | 113.337592738727 | -7.33759273872735 |
75 | 109 | 114.72647665417 | -5.72647665417024 |
76 | 75 | 90.0630246234307 | -15.0630246234307 |
77 | 91 | 102.57212592682 | -11.5721259268197 |
78 | 96 | 84.7191987365149 | 11.2808012634851 |
79 | 108 | 106.65271647898 | 1.34728352102048 |
80 | 86 | 103.319947750534 | -17.3199477505338 |
81 | 98 | 87.2833102101843 | 10.7166897898157 |
82 | 99 | 96.485272387083 | 2.51472761291702 |
83 | 95 | 87.1811235104003 | 7.81887648959972 |
84 | 88 | 84.7278948467628 | 3.27210515323724 |
85 | 111 | 106.336193554499 | 4.66380644550095 |
86 | 103 | 100.620224871049 | 2.37977512895093 |
87 | 107 | 98.5876524140367 | 8.41234758596331 |
88 | 118 | 107.02966222104 | 10.9703377789598 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.163503869587591 | 0.327007739175183 | 0.836496130412409 |
8 | 0.0738139966896469 | 0.147627993379294 | 0.926186003310353 |
9 | 0.0460221955137902 | 0.0920443910275804 | 0.95397780448621 |
10 | 0.0380856759276478 | 0.0761713518552955 | 0.961914324072352 |
11 | 0.0661861914594557 | 0.132372382918911 | 0.933813808540544 |
12 | 0.039400046524523 | 0.0788000930490459 | 0.960599953475477 |
13 | 0.036106388149446 | 0.072212776298892 | 0.963893611850554 |
14 | 0.412791391035616 | 0.825582782071232 | 0.587208608964384 |
15 | 0.449688566128575 | 0.899377132257151 | 0.550311433871425 |
16 | 0.46412823256857 | 0.928256465137139 | 0.53587176743143 |
17 | 0.403789703096223 | 0.807579406192446 | 0.596210296903777 |
18 | 0.713459577362132 | 0.573080845275735 | 0.286540422637868 |
19 | 0.690723649813574 | 0.618552700372852 | 0.309276350186426 |
20 | 0.632520716090229 | 0.734958567819542 | 0.367479283909771 |
21 | 0.786661271083772 | 0.426677457832456 | 0.213338728916228 |
22 | 0.765149097247579 | 0.469701805504842 | 0.234850902752421 |
23 | 0.963567544366475 | 0.072864911267051 | 0.0364324556335255 |
24 | 0.982265916157045 | 0.0354681676859105 | 0.0177340838429552 |
25 | 0.978044678984469 | 0.0439106420310626 | 0.0219553210155313 |
26 | 0.968245465948056 | 0.0635090681038869 | 0.0317545340519435 |
27 | 0.972935839075762 | 0.0541283218484755 | 0.0270641609242378 |
28 | 0.962128126234692 | 0.0757437475306163 | 0.0378718737653082 |
29 | 0.955321351354827 | 0.0893572972903451 | 0.0446786486451725 |
30 | 0.958872031694237 | 0.0822559366115265 | 0.0411279683057632 |
31 | 0.945828344393403 | 0.108343311213195 | 0.0541716556065974 |
32 | 0.929147969996512 | 0.141704060006976 | 0.0708520300034878 |
33 | 0.913613896637467 | 0.172772206725066 | 0.0863861033625329 |
34 | 0.907501372098811 | 0.184997255802379 | 0.0924986279011893 |
35 | 0.884190886508919 | 0.231618226982163 | 0.115809113491082 |
36 | 0.86208901908907 | 0.275821961821861 | 0.13791098091093 |
37 | 0.827905475619297 | 0.344189048761406 | 0.172094524380703 |
38 | 0.82162960242764 | 0.356740795144719 | 0.17837039757236 |
39 | 0.846633537748894 | 0.306732924502212 | 0.153366462251106 |
40 | 0.81400606831408 | 0.371987863371839 | 0.18599393168592 |
41 | 0.85004879779231 | 0.29990240441538 | 0.14995120220769 |
42 | 0.90021882572708 | 0.19956234854584 | 0.0997811742729199 |
43 | 0.883340416301745 | 0.233319167396511 | 0.116659583698256 |
44 | 0.854455828416214 | 0.291088343167573 | 0.145544171583786 |
45 | 0.829093494941581 | 0.341813010116838 | 0.170906505058419 |
46 | 0.804824016801119 | 0.390351966397761 | 0.195175983198881 |
47 | 0.768898404002555 | 0.46220319199489 | 0.231101595997445 |
48 | 0.718789482818422 | 0.562421034363156 | 0.281210517181578 |
49 | 0.750281237945147 | 0.499437524109706 | 0.249718762054853 |
50 | 0.706410636064714 | 0.587178727870573 | 0.293589363935287 |
51 | 0.668345948356914 | 0.663308103286172 | 0.331654051643086 |
52 | 0.610537618590965 | 0.77892476281807 | 0.389462381409035 |
53 | 0.555089425744954 | 0.889821148510091 | 0.444910574255046 |
54 | 0.538624233646774 | 0.922751532706451 | 0.461375766353226 |
55 | 0.581270277059355 | 0.83745944588129 | 0.418729722940645 |
56 | 0.557752138302643 | 0.884495723394714 | 0.442247861697357 |
57 | 0.556787537896979 | 0.886424924206043 | 0.443212462103021 |
58 | 0.534978002224854 | 0.930043995550292 | 0.465021997775146 |
59 | 0.500241497296428 | 0.999517005407144 | 0.499758502703572 |
60 | 0.452880863193636 | 0.905761726387273 | 0.547119136806363 |
61 | 0.433778456140602 | 0.867556912281203 | 0.566221543859398 |
62 | 0.372499792444519 | 0.744999584889038 | 0.627500207555481 |
63 | 0.324983686167255 | 0.64996737233451 | 0.675016313832745 |
64 | 0.440074402923815 | 0.880148805847631 | 0.559925597076185 |
65 | 0.46534272923133 | 0.93068545846266 | 0.53465727076867 |
66 | 0.391341917694 | 0.782683835388001 | 0.608658082306 |
67 | 0.335794478859105 | 0.67158895771821 | 0.664205521140895 |
68 | 0.282110025762589 | 0.564220051525178 | 0.717889974237411 |
69 | 0.272644168592394 | 0.545288337184789 | 0.727355831407606 |
70 | 0.424158282816036 | 0.848316565632071 | 0.575841717183964 |
71 | 0.383407086341471 | 0.766814172682941 | 0.61659291365853 |
72 | 0.431582917049243 | 0.863165834098487 | 0.568417082950757 |
73 | 0.464038052320428 | 0.928076104640856 | 0.535961947679572 |
74 | 0.398728807535957 | 0.797457615071913 | 0.601271192464043 |
75 | 0.317456943242838 | 0.634913886485675 | 0.682543056757162 |
76 | 0.582516364812369 | 0.834967270375261 | 0.417483635187631 |
77 | 0.805034806057423 | 0.389930387885154 | 0.194965193942577 |
78 | 0.772796672871306 | 0.454406654257387 | 0.227203327128694 |
79 | 0.681898951895302 | 0.636202096209396 | 0.318101048104698 |
80 | 0.947112254872918 | 0.105775490254165 | 0.0528877451270825 |
81 | 0.930281069708892 | 0.139437860582216 | 0.0697189302911081 |
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 | 2 | 0.0266666666666667 | OK |
10% type I error level | 12 | 0.16 | NOK |