Repository of Reproducible Computations

Multiple Linear Regression - Estimated Regression Equation

Useful[t] = + 0.17063333590264 + 0.106578497505225UseLimit[t] + 0.00138847919926387T40[t] + 0.204411120819957Used[t] + 0.196952252470963CorrectAnalysis[t] + 0.130990812386676Outcome[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)	0.17063333590264	0.084294	2.0243	0.046281	0.023141
UseLimit	0.106578497505225	0.116964	0.9112	0.364924	0.182462
T40	0.00138847919926387	0.124175	0.0112	0.991106	0.495553
Used	0.204411120819957	0.12456	1.6411	0.104709	0.052354
CorrectAnalysis	0.196952252470963	0.194909	1.0105	0.315311	0.157655
Outcome	0.130990812386676	0.101547	1.2899	0.200784	0.100392

Multiple Linear Regression - Regression Statistics
Multiple R	0.336218362325341
R-squared	0.113042787164734
Adjusted R-squared	0.0576079613625298
F-TEST (value)	2.03920163054322
F-TEST (DF numerator)	5
F-TEST (DF denominator)	80
p-value	0.0819123275241831
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.46538433066361
Sum Squared Residuals	17.3266060181773

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	0	0.409591124993804	-0.409591124993804
2	0	0.17063333590264	-0.17063333590264
3	0	0.17063333590264	-0.17063333590264
4	0	0.17063333590264	-0.17063333590264
5	0	0.17063333590264	-0.17063333590264
6	1	0.408202645794541	0.591797354205459
7	0	0.17063333590264	-0.17063333590264
8	0	0.172021815101904	-0.172021815101904
9	0	0.301624148289316	-0.301624148289316
10	0	0.277211833407864	-0.277211833407864
11	0	0.278600312607128	-0.278600312607128
12	0	0.17063333590264	-0.17063333590264
13	1	0.375044456722597	0.624955543277403
14	0	0.278600312607128	-0.278600312607128
15	1	0.506035269109273	0.493964730890727
16	1	0.507423748308537	0.492576251691463
17	1	0.679963685898048	0.320036314101952
18	0	0.278600312607128	-0.278600312607128
19	0	0.301624148289316	-0.301624148289316
20	1	0.7043760007795	0.2956239992205
21	1	0.277211833407864	0.722788166592136
22	1	0.612613766614498	0.387386233385502
23	1	0.301624148289316	0.698375851710684
24	1	0.408202645794541	0.591797354205459
25	0	0.507423748308537	-0.507423748308537
26	1	0.375044456722597	0.624955543277403
27	0	0.408202645794541	-0.408202645794541
28	0	0.375044456722597	-0.375044456722597
29	0	0.301624148289316	-0.301624148289316
30	1	0.17063333590264	0.82936666409736
31	0	0.17063333590264	-0.17063333590264
32	0	0.277211833407864	-0.277211833407864
33	1	0.277211833407864	0.722788166592136
34	0	0.30301262748858	-0.30301262748858
35	0	0.17063333590264	-0.17063333590264
36	0	0.17063333590264	-0.17063333590264
37	1	0.483011433427085	0.516988566572915
38	0	0.506035269109273	-0.506035269109273
39	1	0.301624148289316	0.698375851710684
40	1	0.172021815101904	0.827978184898096
41	1	0.702987521580236	0.297012478419764
42	0	0.506035269109273	-0.506035269109273
43	1	0.408202645794541	0.591797354205459
44	0	0.278600312607128	-0.278600312607128
45	1	0.17063333590264	0.82936666409736
46	1	0.301624148289316	0.698375851710684
47	0	0.17063333590264	-0.17063333590264
48	0	0.301624148289316	-0.301624148289316
49	1	0.301624148289316	0.698375851710684
50	0	0.17063333590264	-0.17063333590264
51	0	0.376432935921861	-0.376432935921861
52	1	0.679963685898048	0.320036314101952
53	0	0.301624148289316	-0.301624148289316
54	0	0.57199670919356	-0.57199670919356
55	0	0.17063333590264	-0.17063333590264
56	0	0.507423748308537	-0.507423748308537
57	1	0.506035269109273	0.493964730890727
58	0	0.301624148289316	-0.301624148289316
59	0	0.301624148289316	-0.301624148289316
60	1	0.810954498284724	0.189045501715276
61	0	0.409591124993805	-0.409591124993805
62	1	0.375044456722597	0.624955543277403
63	0	0.17063333590264	-0.17063333590264
64	0	0.409591124993805	-0.409591124993805
65	0	0.17063333590264	-0.17063333590264
66	0	0.17063333590264	-0.17063333590264
67	1	0.573385188392824	0.426614811607176
68	0	0.277211833407864	-0.277211833407864
69	0	0.301624148289316	-0.301624148289316
70	0	0.375044456722597	-0.375044456722597
71	0	0.17063333590264	-0.17063333590264
72	0	0.301624148289316	-0.301624148289316
73	0	0.506035269109273	-0.506035269109273
74	0	0.481622954227822	-0.481622954227822
75	0	0.301624148289316	-0.301624148289316
76	1	0.30301262748858	0.69698737251142
77	0	0.301624148289316	-0.301624148289316
78	1	0.506035269109273	0.493964730890727
79	0	0.7043760007795	-0.7043760007795
80	1	0.172021815101904	0.827978184898096
81	0	0.17063333590264	-0.17063333590264
82	0	0.612613766614498	-0.612613766614498
83	0	0.17063333590264	-0.17063333590264
84	0	0.57199670919356	-0.57199670919356
85	1	0.301624148289316	0.698375851710684
86	0	0.277211833407864	-0.277211833407864

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.281329940946462	0.562659881892923	0.718670059053538
10	0.288810497253267	0.577620994506534	0.711189502746733
11	0.169571998835558	0.339143997671117	0.830428001164442
12	0.0920932808310031	0.184186561662006	0.907906719168997
13	0.0496130691257807	0.0992261382515614	0.950386930874219
14	0.0244697267287201	0.0489394534574402	0.97553027327128
15	0.0143045244220217	0.0286090488440435	0.985695475577978
16	0.00751180430122997	0.0150236086024599	0.99248819569877
17	0.00332606215853138	0.00665212431706276	0.996673937841469
18	0.00146302507949166	0.00292605015898332	0.998536974920508
19	0.000849627134449326	0.00169925426889865	0.999150372865551
20	0.000365723996860671	0.000731447993721342	0.999634276003139
21	0.00476163331047462	0.00952326662094924	0.995238366689525
22	0.00658197696983152	0.013163953939663	0.993418023030168
23	0.033035852665157	0.0660717053303141	0.966964147334843
24	0.0358052925725875	0.071610585145175	0.964194707427413
25	0.0612092279450502	0.1224184558901	0.93879077205495
26	0.0573635293921866	0.114727058784373	0.942636470607813
27	0.0838347213764136	0.167669442752827	0.916165278623586
28	0.133723605848347	0.267447211696694	0.866276394151653
29	0.112787253025699	0.225574506051399	0.887212746974301
30	0.245055672162734	0.490111344325469	0.754944327837266
31	0.198829541734007	0.397659083468013	0.801170458265993
32	0.180455058319121	0.360910116638242	0.819544941680879
33	0.24299716915078	0.48599433830156	0.75700283084922
34	0.214043759516909	0.428087519033817	0.785956240483091
35	0.172705055936251	0.345410111872502	0.827294944063749
36	0.13688492450703	0.27376984901406	0.86311507549297
37	0.14321114466117	0.286422289322341	0.85678885533883
38	0.200456300507328	0.400912601014655	0.799543699492672
39	0.27965324632334	0.55930649264668	0.72034675367666
40	0.466474207981383	0.932948415962767	0.533525792018617
41	0.429776288311148	0.859552576622295	0.570223711688852
42	0.45396394032423	0.90792788064846	0.54603605967577
43	0.526995341866278	0.946009316267443	0.473004658133721
44	0.480820324737253	0.961640649474505	0.519179675262747
45	0.626364281350345	0.74727143729931	0.373635718649655
46	0.721550884486979	0.556898231026041	0.278449115513021
47	0.671836201519623	0.656327596960755	0.328163798480377
48	0.631587667871285	0.736824664257431	0.368412332128715
49	0.742788211040653	0.514423577918694	0.257211788959347
50	0.692691325953844	0.614617348092313	0.307308674046156
51	0.733562467475656	0.532875065048689	0.266437532524344
52	0.731998078243979	0.536003843512043	0.268001921756021
53	0.68985402835256	0.62029194329488	0.31014597164744
54	0.709273009323276	0.581453981353447	0.290726990676724
55	0.653063914542342	0.693872170915316	0.346936085457658
56	0.796766191573564	0.406467616852872	0.203233808426436
57	0.812412844013969	0.375174311972062	0.187587155986031
58	0.769711065410408	0.460577869179185	0.230288934589592
59	0.72052567392905	0.558948652141899	0.27947432607095
60	0.808495023125166	0.383009953749667	0.191504976874834
61	0.783816135699971	0.432367728600058	0.216183864300029
62	0.825251100058227	0.349497799883546	0.174748899941773
63	0.776549567418972	0.446900865162057	0.223450432581028
64	0.808098902808257	0.383802194383487	0.191901097191743
65	0.75191550018409	0.49616899963182	0.24808449981591
66	0.688250659130728	0.623498681738544	0.311749340869272
67	0.734883423962166	0.530233152075669	0.265116576037834
68	0.668347647552237	0.663304704895525	0.331652352447763
69	0.607013953453088	0.785972093093823	0.392986046546912
70	0.571929360136336	0.856141279727328	0.428070639863664
71	0.494531488018354	0.989062976036708	0.505468511981646
72	0.425615369080328	0.851230738160656	0.574384630919672
73	0.497758963426079	0.995517926852159	0.502241036573921
74	0.416352101390972	0.832704202781943	0.583647898609029
75	0.35879369513802	0.717587390276039	0.64120630486198
76	0.269759476286694	0.539518952573389	0.730240523713306
77	0.270738592190807	0.541477184381614	0.729261407809193

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	5	0.072463768115942	NOK
5% type I error level	9	0.130434782608696	NOK
10% type I error level	12	0.173913043478261	NOK