Home » date » 2008 » Nov » 21 »

the Seatbelt Law-Q3

*The author of this computation has been verified*
R Software Module: rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Fri, 21 Nov 2008 05:04:38 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e.htm/, Retrieved Fri, 21 Nov 2008 12:05:47 +0000
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
Feedback Forum:

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
99.29 0 98.69 0 107.92 0 101.03 0 97.55 0 103.02 0 94.08 0 94.12 0 115.08 0 116.48 0 103.42 0 112.51 0 95.55 0 97.53 0 119.26 0 100.94 0 97.73 0 115.25 0 92.8 0 99.2 0 118.69 0 110.12 0 110.26 0 112.9 0 102.17 1 99.38 1 116.1 1 103.77 1 101.81 1 113.74 1 89.67 1 99.5 1 122.89 1 108.61 1 114.37 1 110.5 1 104.08 1 103.64 1 121.61 1 101.14 1 115.97 1 120.12 1 95.97 1 105.01 1 124.68 1 123.89 1 123.61 1 114.76 1 108.75 1 106.09 1 123.17 1 106.16 1 115.18 1 120.6 1 109.48 1 114.44 1 121.44 1 129.48 1 124.32 1 112.59 1
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
omzet[t] = + 104.725833333333 + 7.18222222222222dummievariabele[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)104.7258333333331.88681755.50400
dummievariabele7.182222222222222.435872.94850.0045960.002298


Multiple Linear Regression - Regression Statistics
Multiple R0.36104555223933
R-squared0.130353890791803
Adjusted R-squared0.115359992357179
F-TEST (value)8.69379577033735
F-TEST (DF numerator)1
F-TEST (DF denominator)58
p-value0.00459560607013443
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation9.2434770544182
Sum Squared Residuals4955.62834722222


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
199.29104.725833333334-5.43583333333359
298.69104.725833333333-6.0358333333333
3107.92104.7258333333333.19416666666668
4101.03104.725833333333-3.69583333333332
597.55104.725833333333-7.17583333333333
6103.02104.725833333333-1.70583333333333
794.08104.725833333333-10.6458333333333
894.12104.725833333333-10.6058333333333
9115.08104.72583333333310.3541666666667
10116.48104.72583333333311.7541666666667
11103.42104.725833333333-1.30583333333332
12112.51104.7258333333337.78416666666668
1395.55104.725833333333-9.17583333333333
1497.53104.725833333333-7.19583333333332
15119.26104.72583333333314.5341666666667
16100.94104.725833333333-3.78583333333333
1797.73104.725833333333-6.99583333333332
18115.25104.72583333333310.5241666666667
1992.8104.725833333333-11.9258333333333
2099.2104.725833333333-5.52583333333332
21118.69104.72583333333313.9641666666667
22110.12104.7258333333335.39416666666668
23110.26104.7258333333335.53416666666668
24112.9104.7258333333338.17416666666668
25102.17111.908055555556-9.73805555555555
2699.38111.908055555556-12.5280555555556
27116.1111.9080555555564.19194444444444
28103.77111.908055555556-8.13805555555556
29101.81111.908055555556-10.0980555555556
30113.74111.9080555555561.83194444444444
3189.67111.908055555556-22.2380555555556
3299.5111.908055555556-12.4080555555556
33122.89111.90805555555610.9819444444444
34108.61111.908055555556-3.29805555555556
35114.37111.9080555555562.46194444444445
36110.5111.908055555556-1.40805555555556
37104.08111.908055555556-7.82805555555556
38103.64111.908055555556-8.26805555555556
39121.61111.9080555555569.70194444444444
40101.14111.908055555556-10.7680555555556
41115.97111.9080555555564.06194444444444
42120.12111.9080555555568.21194444444445
4395.97111.908055555556-15.9380555555556
44105.01111.908055555556-6.89805555555555
45124.68111.90805555555612.7719444444445
46123.89111.90805555555611.9819444444444
47123.61111.90805555555611.7019444444444
48114.76111.9080555555562.85194444444445
49108.75111.908055555556-3.15805555555556
50106.09111.908055555556-5.81805555555555
51123.17111.90805555555611.2619444444444
52106.16111.908055555556-5.74805555555556
53115.18111.9080555555563.27194444444445
54120.6111.9080555555568.69194444444444
55109.48111.908055555556-2.42805555555555
56114.44111.9080555555562.53194444444444
57121.44111.9080555555569.53194444444444
58129.48111.90805555555617.5719444444444
59124.32111.90805555555612.4119444444444
60112.59111.9080555555560.681944444444448


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.1393916936702240.2787833873404480.860608306329776
60.05999832736324080.1199966547264820.94000167263676
70.06444990488173310.1288998097634660.935550095118267
80.05456836188975020.1091367237795000.94543163811025
90.2309541708092860.4619083416185720.769045829190714
100.3951445435136440.7902890870272880.604855456486356
110.2934609436832540.5869218873665090.706539056316746
120.2940003410435710.5880006820871420.70599965895643
130.2797877822140980.5595755644281950.720212217785902
140.2376577339522390.4753154679044790.76234226604776
150.3970066187894950.794013237578990.602993381210505
160.3238755139538760.6477510279077520.676124486046124
170.2888654058188780.5777308116377550.711134594181122
180.3204103374560510.6408206749121010.67958966254395
190.3821608247558820.7643216495117640.617839175244118
200.3541677351277620.7083354702555240.645832264872238
210.4388919187493130.8777838374986250.561108081250687
220.383665350402450.76733070080490.61633464959755
230.3306920020684610.6613840041369220.669307997931539
240.2974075572833130.5948151145666250.702592442716687
250.2569065520020860.5138131040041720.743093447997914
260.2407009847410120.4814019694820240.759299015258988
270.254048848502640.508097697005280.74595115149736
280.2168733761331190.4337467522662390.78312662386688
290.1976898240769040.3953796481538080.802310175923096
300.1715987430220680.3431974860441360.828401256977932
310.4021368273984260.8042736547968510.597863172601574
320.4385814323238340.8771628646476670.561418567676166
330.552734954168260.8945300916634790.447265045831740
340.4960973538659130.9921947077318260.503902646134087
350.4458066383405820.8916132766811630.554193361659418
360.3831471245419790.7662942490839590.616852875458021
370.3708585236223160.7417170472446320.629141476377684
380.3736120273920710.7472240547841420.626387972607929
390.3965584607620050.793116921524010.603441539237995
400.4623562913125110.9247125826250220.537643708687489
410.4055487971052150.811097594210430.594451202894785
420.3835990544643750.767198108928750.616400945535625
430.6573909783144820.6852180433710370.342609021685518
440.7060591621296140.5878816757407730.293940837870387
450.7372752719088540.5254494561822910.262724728091146
460.7474033217118230.5051933565763530.252596678288177
470.7510451301275790.4979097397448420.248954869872421
480.66843373969430.66313252061140.3315662603057
490.6316865145794060.7366269708411880.368313485420594
500.6766838379519090.6466323240961820.323316162048091
510.6360234122766640.7279531754466710.363976587723336
520.715817936821350.5683641263572990.284182063178650
530.6106529774959970.7786940450080070.389347022504003
540.4783499166405910.9566998332811830.521650083359409
550.5015312301553550.996937539689290.498468769844645


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/10tj5u1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/10tj5u1227269073.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/1ma1t1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/1ma1t1227269073.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/2rhhd1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/2rhhd1227269073.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/3spsp1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/3spsp1227269073.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/4huob1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/4huob1227269073.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/5zupx1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/5zupx1227269073.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/6y06k1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/6y06k1227269073.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/7v41j1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/7v41j1227269073.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/8dclj1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/8dclj1227269073.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/9szay1227269073.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/21/t1227269136u5ci9aq5e8rwx2e/9szay1227269073.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by