Multiple Linear Regression - Estimated Regression Equation |
correctanalysis[t] = + 1.13830971284411 + 0.00188134144911158Uselimit[t] + 0.151605961889671treatment4[t] + 0.293316929440121usedstats[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) | 1.13830971284411 | 0.168118 | 6.7709 | 0 | 0 |
Uselimit | 0.00188134144911158 | 0.066339 | 0.0284 | 0.977444 | 0.488722 |
treatment4 | 0.151605961889671 | 0.068498 | 2.2133 | 0.029656 | 0.014828 |
usedstats | 0.293316929440121 | 0.062393 | 4.7011 | 1e-05 | 5e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.537264590863067 |
R-squared | 0.288653240595259 |
Adjusted R-squared | 0.262628359153622 |
F-TEST (value) | 11.0914334515832 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 82 |
p-value | 3.47168610426163e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.26439372536397 |
Sum Squared Residuals | 5.73213144497076 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2 | 1.87843087506313 | 0.121569124936871 |
2 | 2 | 2.03191817840191 | -0.0319181784019128 |
3 | 2 | 2.03191817840191 | -0.0319181784019128 |
4 | 2 | 2.03191817840191 | -0.0319181784019132 |
5 | 2 | 2.03191817840191 | -0.0319181784019129 |
6 | 2 | 2.0300368369528 | -0.0300368369528014 |
7 | 2 | 2.03191817840191 | -0.0319181784019129 |
8 | 2 | 1.88031221651224 | 0.119687783487758 |
9 | 2 | 2.03191817840191 | -0.0319181784019129 |
10 | 2 | 2.0300368369528 | -0.0300368369528014 |
11 | 2 | 1.87843087506313 | 0.12156912493687 |
12 | 2 | 2.03191817840191 | -0.0319181784019129 |
13 | 2 | 1.73860124896179 | 0.261398751038209 |
14 | 2 | 1.87843087506313 | 0.12156912493687 |
15 | 2 | 1.73860124896179 | 0.261398751038209 |
16 | 2 | 1.58699528707212 | 0.413004712927879 |
17 | 1 | 1.58511394562301 | -0.585113945623009 |
18 | 2 | 1.87843087506313 | 0.12156912493687 |
19 | 2 | 2.03191817840191 | -0.0319181784019129 |
20 | 1 | 1.58699528707212 | -0.586995287072121 |
21 | 2 | 2.0300368369528 | -0.0300368369528014 |
22 | 2 | 1.73671990751268 | 0.26328009248732 |
23 | 2 | 2.03191817840191 | -0.0319181784019129 |
24 | 2 | 2.0300368369528 | -0.0300368369528014 |
25 | 2 | 1.58699528707212 | 0.413004712927879 |
26 | 2 | 1.73860124896179 | 0.261398751038209 |
27 | 2 | 2.0300368369528 | -0.0300368369528014 |
28 | 2 | 1.73860124896179 | 0.261398751038209 |
29 | 2 | 2.03191817840191 | -0.0319181784019129 |
30 | 2 | 2.03191817840191 | -0.0319181784019129 |
31 | 2 | 2.03191817840191 | -0.0319181784019129 |
32 | 2 | 2.0300368369528 | -0.0300368369528014 |
33 | 2 | 2.0300368369528 | -0.0300368369528014 |
34 | 2 | 1.88031221651224 | 0.119687783487758 |
35 | 2 | 2.03191817840191 | -0.0319181784019129 |
36 | 2 | 2.03191817840191 | -0.0319181784019129 |
37 | 2 | 1.58511394562301 | 0.414886054376991 |
38 | 2 | 1.73860124896179 | 0.261398751038209 |
39 | 2 | 2.03191817840191 | -0.0319181784019129 |
40 | 2 | 1.88031221651224 | 0.119687783487758 |
41 | 1 | 1.73860124896179 | -0.738601248961791 |
42 | 2 | 1.73860124896179 | 0.261398751038209 |
43 | 2 | 2.0300368369528 | -0.0300368369528014 |
44 | 2 | 1.87843087506313 | 0.12156912493687 |
45 | 2 | 2.03191817840191 | -0.0319181784019129 |
46 | 2 | 2.03191817840191 | -0.0319181784019129 |
47 | 2 | 2.03191817840191 | -0.0319181784019129 |
48 | 2 | 2.03191817840191 | -0.0319181784019129 |
49 | 2 | 2.03191817840191 | -0.0319181784019129 |
50 | 2 | 2.03191817840191 | -0.0319181784019129 |
51 | 2 | 1.58699528707212 | 0.413004712927879 |
52 | 1 | 1.58511394562301 | -0.585113945623009 |
53 | 2 | 2.03191817840191 | -0.0319181784019129 |
54 | 1 | 1.73860124896179 | -0.738601248961791 |
55 | 2 | 2.03191817840191 | -0.0319181784019129 |
56 | 2 | 1.58699528707212 | 0.413004712927879 |
57 | 2 | 1.73860124896179 | 0.261398751038209 |
58 | 2 | 2.03191817840191 | -0.0319181784019129 |
59 | 2 | 2.03191817840191 | -0.0319181784019129 |
60 | 1 | 1.58511394562301 | -0.585113945623009 |
61 | 2 | 1.87843087506313 | 0.12156912493687 |
62 | 2 | 1.73860124896179 | 0.261398751038209 |
63 | 2 | 2.03191817840191 | -0.0319181784019129 |
64 | 2 | 1.87843087506313 | 0.12156912493687 |
65 | 2 | 2.03191817840191 | -0.0319181784019129 |
66 | 2 | 2.03191817840191 | -0.0319181784019129 |
67 | 1 | 1.58699528707212 | -0.586995287072121 |
68 | 2 | 2.0300368369528 | -0.0300368369528014 |
69 | 2 | 2.03191817840191 | -0.0319181784019129 |
70 | 2 | 1.73860124896179 | 0.261398751038209 |
71 | 2 | 2.03191817840191 | -0.0319181784019129 |
72 | 2 | 2.03191817840191 | -0.0319181784019129 |
73 | 2 | 1.73860124896179 | 0.261398751038209 |
74 | 2 | 1.73671990751268 | 0.26328009248732 |
75 | 2 | 2.03191817840191 | -0.0319181784019129 |
76 | 2 | 1.88031221651224 | 0.119687783487758 |
77 | 2 | 2.03191817840191 | -0.0319181784019129 |
78 | 2 | 1.73860124896179 | 0.261398751038209 |
79 | 1 | 1.58699528707212 | -0.586995287072121 |
80 | 2 | 1.88031221651224 | 0.119687783487758 |
81 | 2 | 2.03191817840191 | -0.0319181784019129 |
82 | 2 | 1.73671990751268 | 0.26328009248732 |
83 | 2 | 2.03191817840191 | -0.0319181784019129 |
84 | 1 | 1.73860124896179 | -0.738601248961791 |
85 | 2 | 2.03191817840191 | -0.0319181784019129 |
86 | 2 | 2.0300368369528 | -0.0300368369528014 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 1.17685041539137e-94 | 2.35370083078273e-94 | 1 |
8 | 7.57744318128772e-61 | 1.51548863625754e-60 | 1 |
9 | 7.56887347856676e-78 | 1.51377469571335e-77 | 1 |
10 | 4.21113535731677e-93 | 8.42227071463354e-93 | 1 |
11 | 5.59062290389188e-113 | 1.11812458077838e-112 | 1 |
12 | 1.78497400451293e-120 | 3.56994800902586e-120 | 1 |
13 | 4.07378948858292e-154 | 8.14757897716584e-154 | 1 |
14 | 5.10770363916671e-149 | 1.02154072783334e-148 | 1 |
15 | 4.84353837873363e-164 | 9.68707675746727e-164 | 1 |
16 | 0 | 0 | 1 |
17 | 0.15401567706679 | 0.30803135413358 | 0.84598432293321 |
18 | 0.116810573995405 | 0.233621147990809 | 0.883189426004595 |
19 | 0.0814009131481465 | 0.162801826296293 | 0.918599086851853 |
20 | 0.400343982043793 | 0.800687964087586 | 0.599656017956207 |
21 | 0.324735376995721 | 0.649470753991442 | 0.675264623004279 |
22 | 0.333254892125496 | 0.666509784250992 | 0.666745107874504 |
23 | 0.268144972895377 | 0.536289945790754 | 0.731855027104623 |
24 | 0.211110350827805 | 0.42222070165561 | 0.788889649172195 |
25 | 0.284311592040276 | 0.568623184080551 | 0.715688407959724 |
26 | 0.260403067953095 | 0.52080613590619 | 0.739596932046905 |
27 | 0.205323921687326 | 0.410647843374652 | 0.794676078312674 |
28 | 0.184358897487706 | 0.368717794975412 | 0.815641102512294 |
29 | 0.142360234756933 | 0.284720469513867 | 0.857639765243067 |
30 | 0.107423897432874 | 0.214847794865748 | 0.892576102567126 |
31 | 0.0792046994611035 | 0.158409398922207 | 0.920795300538897 |
32 | 0.0567224958045513 | 0.113444991609103 | 0.943277504195449 |
33 | 0.0397225613899139 | 0.0794451227798277 | 0.960277438610086 |
34 | 0.0293794429606727 | 0.0587588859213454 | 0.970620557039327 |
35 | 0.0199333617823531 | 0.0398667235647062 | 0.980066638217647 |
36 | 0.0132088953823443 | 0.0264177907646886 | 0.986791104617656 |
37 | 0.020618122358704 | 0.0412362447174079 | 0.979381877641296 |
38 | 0.0180631370991011 | 0.0361262741982023 | 0.981936862900899 |
39 | 0.0119454414838285 | 0.023890882967657 | 0.988054558516172 |
40 | 0.00847254330908043 | 0.0169450866181609 | 0.99152745669092 |
41 | 0.155928786931263 | 0.311857573862526 | 0.844071213068737 |
42 | 0.151136473207095 | 0.302272946414189 | 0.848863526792905 |
43 | 0.116778210071473 | 0.233556420142946 | 0.883221789928527 |
44 | 0.0940685666407935 | 0.188137133281587 | 0.905931433359207 |
45 | 0.0699434559545833 | 0.139886911909167 | 0.930056544045417 |
46 | 0.0508903881784686 | 0.101780776356937 | 0.949109611821531 |
47 | 0.0362197990435956 | 0.0724395980871912 | 0.963780200956404 |
48 | 0.0252070201084476 | 0.0504140402168952 | 0.974792979891552 |
49 | 0.0171479899919487 | 0.0342959799838974 | 0.982852010008051 |
50 | 0.0113993405433847 | 0.0227986810867693 | 0.988600659456615 |
51 | 0.0229362261803708 | 0.0458724523607416 | 0.977063773819629 |
52 | 0.0877369599941413 | 0.175473919988283 | 0.912263040005859 |
53 | 0.0647074518054736 | 0.129414903610947 | 0.935292548194526 |
54 | 0.320153804034424 | 0.640307608068849 | 0.679846195965576 |
55 | 0.263815085309734 | 0.527630170619468 | 0.736184914690266 |
56 | 0.438194020365272 | 0.876388040730544 | 0.561805979634728 |
57 | 0.453101097458159 | 0.906202194916317 | 0.546898902541841 |
58 | 0.387294005186468 | 0.774588010372936 | 0.612705994813532 |
59 | 0.324320873826298 | 0.648641747652596 | 0.675679126173702 |
60 | 0.533361530521714 | 0.933276938956572 | 0.466638469478286 |
61 | 0.474441924150269 | 0.948883848300539 | 0.525558075849731 |
62 | 0.497699493062194 | 0.995398986124389 | 0.502300506937806 |
63 | 0.42436291018486 | 0.84872582036972 | 0.57563708981514 |
64 | 0.36872068646964 | 0.737441372939279 | 0.63127931353036 |
65 | 0.299821699303328 | 0.599643398606656 | 0.700178300696672 |
66 | 0.236652131810001 | 0.473304263620001 | 0.763347868189999 |
67 | 0.362086612381507 | 0.724173224763013 | 0.637913387618493 |
68 | 0.313292632500058 | 0.626585265000116 | 0.686707367499942 |
69 | 0.243464688877126 | 0.486929377754253 | 0.756535311122874 |
70 | 0.267645334032231 | 0.535290668064463 | 0.732354665967769 |
71 | 0.199813800962252 | 0.399627601924504 | 0.800186199037748 |
72 | 0.142227971511404 | 0.284455943022807 | 0.857772028488596 |
73 | 0.203890146488688 | 0.407780292977375 | 0.796109853511312 |
74 | 0.17611800683896 | 0.35223601367792 | 0.82388199316104 |
75 | 0.11624245179254 | 0.232484903585079 | 0.88375754820746 |
76 | 0.0858935692777476 | 0.171787138555495 | 0.914106430722252 |
77 | 0.0483947661854137 | 0.0967895323708274 | 0.951605233814586 |
78 | 0.239516107578102 | 0.479032215156204 | 0.760483892421898 |
79 | 0.227764730251615 | 0.455529460503231 | 0.772235269748385 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 10 | 0.136986301369863 | NOK |
5% type I error level | 19 | 0.26027397260274 | NOK |
10% type I error level | 24 | 0.328767123287671 | NOK |