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*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, 13 Dec 2010 19:23:19 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy.htm/, Retrieved Mon, 13 Dec 2010 20:24:25 +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/2010/Dec/13/t1292268255fg0fw0fcgqok2jy.htm/},
    year = {2010},
}
@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 = {2010},
    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:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
15 15 11 12 13 6 1 9 12 12 7 11 4 0 12 15 12 13 14 6 0 15 12 11 11 12 5 0 17 14 11 16 12 5 0 14 8 10 10 6 4 0 9 11 11 15 10 5 1 12 15 9 5 11 3 1 11 4 10 4 10 2 0 13 13 12 7 12 5 0 16 19 12 15 15 6 1 16 10 12 5 13 6 1 10 6 9 15 11 6 0 16 7 12 13 12 3 1 12 14 12 13 13 6 0 15 16 12 15 14 6 0 13 16 12 15 16 7 1 18 14 13 10 16 8 1 13 15 11 17 16 6 0 17 14 12 14 15 7 1 14 12 12 9 13 4 1 13 9 15 6 8 4 0 13 12 11 11 14 2 1 15 14 12 13 15 6 1 13 12 10 12 13 6 1 15 14 11 10 16 6 1 13 10 13 4 13 6 1 14 14 6 13 12 6 1 13 16 12 15 15 7 1 14 8 10 10 14 3 1 15 11 12 7 13 6 1 9 8 11 9 12 4 0 16 13 9 14 14 6 0 16 11 10 5 13 3 1 13 16 12 16 14 6 0 17 16 11 14 15 6 1 15 13 12 16 16 6 1 14 14 11 15 15 8 1 10 5 14 4 5 2 0 13 14 10 12 15 6 0 16 14 11 15 16 6 0 16 14 11 15 16 6 0 15 11 10 12 14 5 1 15 15 12 13 13 6 1 12 16 11 14 14 6 1 15 11 12 15 12 6 0 17 10 11 13 15 6 1 10 8 7 4 13 6 1 11 9 11 8 10 4 0 15 12 8 13 13 5 1 15 14 11 15 14 6 0 7 12 12 15 13 6 1 14 14 14 17 18 6 0 1 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 time8 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
Liked[t] = + 3.98257961482792 + 0.125971845421722Perceived_happiness[t] + 0.303663490104812Popularity[t] + 0.0425109403840113Finding_friends[t] + 0.101947787907027Knowing_people[t] + 0.308821987184138Celebrity[t] + 0.817714644076724Gender[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)3.982579614827921.9358292.05730.0433850.021692
Perceived_happiness0.1259718454217220.0934911.34740.182190.091095
Popularity0.3036634901048120.0979953.09880.0027980.001399
Finding_friends0.04251094038401130.1351550.31450.7540510.377026
Knowing_people0.1019477879070270.0756871.3470.1823360.091168
Celebrity0.3088219871841380.1980981.55890.1235210.06176
Gender0.8177146440767240.4600741.77740.0798540.039927


Multiple Linear Regression - Regression Statistics
Multiple R0.703702909052231
R-squared0.495197784208573
Adjusted R-squared0.451929022855022
F-TEST (value)11.4446951730901
F-TEST (DF numerator)6
F-TEST (DF denominator)70
p-value7.02814140218777e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.80833332620379
Sum Squared Residuals228.904859306149


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11314.7887500140159-1.78875001401595
21111.2193418535750-0.219341853575041
31413.73757856196510.262421438034914
41212.6492751245336-0.649275124533604
51214.0182847351218-2.01828473512181
6610.8553686032175-4.85536860321745
71012.8152863576033-2.81528635760329
81112.6857121200811-1.68571212008114
9108.03346840472261.96653159527740
101212.3357147125509-0.335714712550877
111516.477730123962-1.47773012396199
121312.72528083394840.274719166051585
131110.82902621484030.170973785159657
141211.70340670533780.296593294662223
151313.4339150718603-0.433915071860267
161414.6230531641491-0.62305316414911
171615.49764610456650.502353895433471
181615.36177233949850.638227660501471
191614.22883061863091.77116938136910
201515.2922587181368-0.292258718136765
211312.87081130057440.129188699425574
22810.8378237981925-2.8378237981925
231412.28858011621451.71141988378553
241514.62954525220220.370454747797843
251313.5833049124740-0.583304912474038
261614.28119094809711.71880905190294
271312.28792845016020.712071549839767
281214.2485077644764-2.24850776447637
291515.4976461045665-0.497646104566529
301411.36426126011002.63573873988996
311313.1068680544456-0.106868054445558
321210.16607252858581.83392747141417
331413.60855393019730.391446069802666
341312.01745648173280.98254351826721
351414.4730572612127-0.473057261212694
361515.5482527707782-0.548252770778241
371614.63172512581841.36827487418158
381515.2826020165788-0.282602016578752
3958.38120381094174-3.38120381094174
401513.37291724860691.62708275139306
411614.09918708897721.90081291102280
421614.09918708897721.90081291102280
431413.22276312602850.777236873971468
441314.9332087423070-1.93320874230697
451414.9183935436696-0.91839354366963
461213.1047357136250-1.10473571362505
471513.62432404224231.37567595775766
481311.04762029138141.95237970861863
491010.6197319216271-0.619731921627061
501313.5433525232723-0.543352523272348
511413.97321524355550.0267847564445257
521313.2183390844328-0.21833908443281
531814.17867179509983.82132820490016
541615.57854845842190.421451541578082
551514.03852528124560.96147471875442
561412.42995828775961.57004171224043
571614.54348440126741.45651559873256
581110.37728671269960.62271328730036
591312.34630469519770.653695304802288
601413.75457363421870.245426365781316
611411.04531689535562.95468310464444
621212.0432817352977-0.0432817352976996
631612.53945206872293.46054793127706
641415.8427074020057-1.84270740200570
651213.9972393010702-1.99723930107017
661314.2389202280330-1.23892022803296
671313.3026265097172-0.302626509717229
681010.7461516097294-0.746151609729437
691515.3746528826079-0.374652882607865
701312.84678724305970.153212756940269
711413.60435034652570.395649653474324
721511.44360263823513.55639736176488
731413.23219936966250.76780063033752
741213.605911322256-1.60591132225599
751314.4780575386500-1.47805753865003
761413.12573361488090.874266385119072
77410.0915880999005-6.09158809990052


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.841923999533150.31615200093370.15807600046685
110.7518206868415490.4963586263169030.248179313158451
120.6272001689647750.745599662070450.372799831035225
130.7092980629479690.5814038741040620.290701937052031
140.6747462953496240.6505074093007520.325253704650376
150.5721894336074940.8556211327850110.427810566392506
160.4841924162504550.968384832500910.515807583749545
170.4447268955569170.8894537911138330.555273104443083
180.3529656392493350.705931278498670.647034360750665
190.4933826490222170.9867652980444350.506617350977783
200.403802552100180.807605104200360.59619744789982
210.3268643928990420.6537287857980840.673135607100958
220.5126927184025680.9746145631948640.487307281597432
230.572028200062460.855943599875080.42797179993754
240.4997105175991510.9994210351983020.500289482400849
250.4233372387938720.8466744775877450.576662761206128
260.4232959147884760.8465918295769510.576704085211524
270.3551954500824640.7103909001649280.644804549917536
280.3669061463115260.7338122926230520.633093853688474
290.3016599478774750.6033198957549490.698340052122525
300.3863479341919750.7726958683839490.613652065808025
310.3171360425034500.6342720850069010.68286395749655
320.3185721833069840.6371443666139690.681427816693016
330.2804589069788850.560917813957770.719541093021115
340.2337383415663510.4674766831327020.766261658433649
350.1920609355982430.3841218711964850.807939064401757
360.1534105617490950.306821123498190.846589438250905
370.1392519473727730.2785038947455450.860748052627228
380.1029934343554860.2059868687109720.897006565644514
390.2230191216549590.4460382433099170.776980878345041
400.2113444358735830.4226888717471660.788655564126417
410.2125517145716390.4251034291432780.78744828542836
420.2102019443748440.4204038887496870.789798055625156
430.1709353497218990.3418706994437980.8290646502781
440.1757950748983410.3515901497966820.82420492510166
450.1522019759699070.3044039519398140.847798024030093
460.1220192468603010.2440384937206010.8779807531397
470.1342086501481320.2684173002962640.865791349851868
480.1217163440002530.2434326880005070.878283655999747
490.1158472078355650.2316944156711300.884152792164435
500.08712044639070790.1742408927814160.912879553609292
510.06207936761147440.1241587352229490.937920632388526
520.04533839581505190.09067679163010390.954661604184948
530.1508878737681720.3017757475363450.849112126231828
540.1105479902633570.2210959805267140.889452009736643
550.08550593706235980.1710118741247200.91449406293764
560.06287380871931250.1257476174386250.937126191280688
570.0461962387736810.0923924775473620.953803761226319
580.02972720794888360.05945441589776720.970272792051116
590.01922729672908600.03845459345817210.980772703270914
600.01186949834984780.02373899669969570.988130501650152
610.04803481765308050.0960696353061610.95196518234692
620.02869159837372310.05738319674744620.971308401626277
630.1577113055246310.3154226110492620.84228869447537
640.1491969110921760.2983938221843520.850803088907824
650.5004182339617910.9991635320764170.499581766038209
660.5093896339886930.9812207320226140.490610366011307
670.4560994114922220.9121988229844450.543900588507778


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0344827586206897OK
10% type I error level70.120689655172414NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/10uv7t1292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/10uv7t1292268190.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/1sxi61292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/1sxi61292268190.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/237hr1292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/237hr1292268190.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/337hr1292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/337hr1292268190.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/437hr1292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/437hr1292268190.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/58drn1292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/58drn1292268190.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/68drn1292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/68drn1292268190.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/7j4881292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/7j4881292268190.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/8j4881292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/8j4881292268190.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/9uv7t1292268190.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292268255fg0fw0fcgqok2jy/9uv7t1292268190.ps (open in new window)


 
Parameters (Session):
par1 = 5 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 5 ; 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')
}
 





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Software written by Ed van Stee & Patrick Wessa


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