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review 7

*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: Mon, 23 Nov 2009 13:50:02 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig.htm/, Retrieved Mon, 23 Nov 2009 21:52:27 +0100
 
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/2009/Nov/23/t1259009536k86ti3hm8f699ig.htm/},
    year = {2009},
}
@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 = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
review 7
 
Dataseries X:
» Textbox « » Textfile « » CSV «
6.5 0 6.3 6.1 6.2 6.3 6.6 0 6.5 6.3 6.1 6.2 6.5 0 6.6 6.5 6.3 6.1 6.2 0 6.5 6.6 6.5 6.3 6.2 0 6.2 6.5 6.6 6.5 5.9 0 6.2 6.2 6.5 6.6 6.1 0 5.9 6.2 6.2 6.5 6.1 0 6.1 5.9 6.2 6.2 6.1 0 6.1 6.1 5.9 6.2 6.1 0 6.1 6.1 6.1 5.9 6.1 0 6.1 6.1 6.1 6.1 6.4 0 6.1 6.1 6.1 6.1 6.7 0 6.4 6.1 6.1 6.1 6.9 0 6.7 6.4 6.1 6.1 7 0 6.9 6.7 6.4 6.1 7 0 7 6.9 6.7 6.4 6.8 0 7 7 6.9 6.7 6.4 0 6.8 7 7 6.9 5.9 0 6.4 6.8 7 7 5.5 0 5.9 6.4 6.8 7 5.5 0 5.5 5.9 6.4 6.8 5.6 0 5.5 5.5 5.9 6.4 5.8 0 5.6 5.5 5.5 5.9 5.9 0 5.8 5.6 5.5 5.5 6.1 0 5.9 5.8 5.6 5.5 6.1 0 6.1 5.9 5.8 5.6 6 0 6.1 6.1 5.9 5.8 6 0 6 6.1 6.1 5.9 5.9 0 6 6 6.1 6.1 5.5 0 5.9 6 6 6.1 5.6 0 5.5 5.9 6 6 5.4 0 5.6 5.5 5.9 6 5.2 0 5.4 5.6 5.5 5.9 5.2 0 5.2 5.4 5.6 5.5 5.2 0 5.2 5.2 5.4 5.6 5.5 0 5.2 5.2 5.2 5.4 5.8 1 5.5 5.2 5.2 5.2 5.8 1 5.8 5.5 5.2 5.2 5.5 1 5.8 5.8 5.5 5.2 5.3 1 5.5 5.8 5.8 5.5 5.1 1 5.3 5.5 5.8 5.8 5.2 1 5.1 5.3 5.5 5.8 5.8 1 5.2 5.1 5.3 5.5 5.8 1 5.8 5.2 5.1 5.3 5.5 1 5.8 5.8 5.2 5.1 5 1 5.5 5.8 5.8 5.2 4.9 1 5 etc...
 
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'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
x[t] = + 0.828266455762903 + 0.181690649604083y[t] -0.231079892362897`y-1`[t] -0.113984746512807`y-2`[t] + 0.403116044771066`y-3`[t] -0.451911443142585`y-4`[t] + 0.260083204498035M1[t] + 0.282413524108473M2[t] + 0.234756218660789M3[t] + 0.224037734894681M4[t] + 0.301228778766867M5[t] + 0.340721141705765M6[t] + 0.230155837767498M7[t] + 0.226055172545054M8[t] + 0.249926434867650M9[t] + 0.0489566955683181M10[t] + 0.0928502573330396M11[t] + 0.0198666404747040t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.8282664557629031.0811170.76610.4485990.2243
y0.1816906496040830.2909640.62440.5362730.268137
`y-1`-0.2310798923628970.523453-0.44150.6615250.330763
`y-2`-0.1139847465128070.549486-0.20740.8368360.418418
`y-3`0.4031160447710660.5282220.76320.4503420.225171
`y-4`-0.4519114431425850.342055-1.32120.1947830.097391
M10.2600832044980350.2137241.21690.2315550.115777
M20.2824135241084730.2344491.20460.2362240.118112
M30.2347562186607890.2387670.98320.3320690.166035
M40.2240377348946810.2411020.92920.3589620.179481
M50.3012287787668670.2402331.25390.2179590.108979
M60.3407211417057650.255051.33590.1899660.094983
M70.2301558377674980.2333980.98610.3306610.16533
M80.2260551725450540.2698440.83770.4077120.203856
M90.2499264348676500.2684490.9310.3580540.179027
M100.04895669556831810.2344860.20880.8357940.417897
M110.09285025733303960.2264690.410.6842420.342121
t0.01986664047470400.0044394.47557.4e-053.7e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.848135208984957
R-squared0.719333332719956
Adjusted R-squared0.586796295393269
F-TEST (value)5.42741370434356
F-TEST (DF numerator)17
F-TEST (DF denominator)36
p-value1.01676818082819e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.305868526919679
Sum Squared Residuals3.36800000736053


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10-0.2096273666698860.209627366669886
20-0.213394729562320.21339472956232
30-0.1794450447660850.179445044766085
40-0.222853648028010.22285364802801
50-0.09514420547237970.0951442054723797
60-0.1415997217775260.141599721777526
70-0.2023799567284650.202379956728465
80-0.06306110305216550.0630611030521655
90-0.1630549629887470.163054962988747
100-0.1279614199163860.127961419916386
110-0.1545835063054780.154583506305478
120-0.1730599282825890.173059928282589
1300.092073143862506-0.092073143862506
1400.0670888422057528-0.0670888422057528
1500.0979906531980796-0.0979906531980796
1600.0465952518563678-0.0465952518563678
1700.0409661076425993-0.0409661076425993
1800.0237941455357358-0.0237941455357358
190-0.08771208079640540.0877120807964054
200-0.06411172955342010.0641117295534201
2100.0581863741655331-0.0581863741655331
220-0.07994720622206220.0799472062220622
2300.0617524403647565-0.0617524403647565
2400.130088012600003-0.130088012600003
2500.440782653431814-0.440782653431814
2600.46079722503305-0.46079722503305
2700.341969861645691-0.341969861645691
2800.40965807223053-0.40965807223053
2900.409562877639777-0.409562877639777
3000.379042005970928-0.379042005970928
3100.455533983378472-0.455533983378472
3200.417136133601642-0.417136133601642
3300.343298136705256-0.343298136705256
3400.45228414738991-0.45228414738991
3500.413026945663426-0.413026945663426
3600.404309603360619-0.404309603360619
3710.759824964134230.24017503586577
3810.698502532556660.301497467443339
3910.7029440621799340.297055937820066
4010.7304394371651260.269560562834874
4110.7359969610748470.264003038925153
4210.7616031437926780.238396856207322
4310.8345580541463980.165441945853602
4410.7100366990039430.289963300996057
4510.7615704521179580.238429547882042
4610.7556244787485390.244375521251461
4710.6798041202772950.320195879722705
4810.6386623123219660.361337687678034
4910.9169466052413360.0830533947586643
5010.9870061297668560.0129938702331438
5111.03654046774238-0.0365404677423810
5211.03616088677599-0.0361608867759864
5310.9086182591151570.0913817408848432
5410.9771604264781840.0228395735218164


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
21001
22001
23001
24001
25001
26001
27001
28001
29001
30001
31001
32001
33001


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level131NOK
5% type I error level131NOK
10% type I error level131NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/10v7k71259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/10v7k71259009398.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/1ow4q1259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/1ow4q1259009398.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/2abg41259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/2abg41259009398.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/3t1vb1259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/3t1vb1259009398.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/4xfm51259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/4xfm51259009398.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/5v5ae1259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/5v5ae1259009398.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/6bvdd1259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/6bvdd1259009398.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/7y1ji1259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/7y1ji1259009398.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/8a0vw1259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/8a0vw1259009398.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/9yw4g1259009398.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/23/t1259009536k86ti3hm8f699ig/9yw4g1259009398.ps (open in new window)


 
Parameters (Session):
par1 = 2 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 2 ; par2 = Include Monthly Dummies ; par3 = 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')
}
 





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Software written by Ed van Stee & Patrick Wessa


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