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R Software Module

esteq.wasp

Title produced by software

Estimate Equation

Date of computation

Mon, 17 Dec 2007 07:19:40 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/17/t1197900403lkqec34n63jexi2.htm/, Retrieved Fri, 03 May 2024 17:00:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4368, Retrieved Fri, 03 May 2024 17:00:19 +0000

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Estimated Impact

196

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-       [Estimate Equation] [value added by ac...] [2007-12-17 14:19:40] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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758.1239123	766	3519.43778
668.6703258	825	3308.348485
714.974584	836	3385.991511
816.2504922	841	3570.031273
915.3760917	863	3823.661468
847.8812287	872	3396.628284
958.513265	849	3995.494872
963.385283	859	3726.101201
919.576332	874	3762.526556
850.8199087	896	3540.225726
907.772136	902	3497.368936
754.6076479	893	3184.059847
791.4435452	857	3453.350448
786.6228108	909	3275.745174
851.830563	933	3417.411578
741.9909924	914	3188.52384
779.2154594	934	3294.8694
796.4077189	918	3240.094779
796.7791853	926	3264.531949
636.052786	918	2816.260431
651.9815357	895	3054.121637
655.0992804	875	3015.053412
851.1592529	944	3459.922226
924.9161975	945	3793.197531
738.124467	929	3219.5562
686.9666102	941	3179.001474
800.6917939	956	3277.355964
676.8751821	907	2909.02268
744.8421614	934	3271.237018
763.5544847	934	3141.823578
801.0265474	901	3307.715474
809.4008655	939	3342.310665
819.3462623	935	3370.054918
1034.570626	978	3805.596476
993.5712574	953	3695.823772
835.7114448	956	3287.411526
886.8765805	975	3354.287683
764.2276971	986	3124.259953
745.5623488	1003	2980.827553
729.8586983	1041	2827.323765
715.2608504	1060	3063.664713
768.7378951	1038	3059.084337
632.3063554	1001	2838.994163
699.7183077	1046	2979.707986
839.2076254	1028	3248.761481
754.1078989	993	3267.641201
764.4762124	1051	2999.622642
761.7620668	1040	3029.107094
640.2549442	1061	2745.066377
692.5192232	1094	3114.46816
742.8242233	1272	3187.65419
720.1068394	1304	3232.263212
793.7060748	1085	3288.753672
681.6282091	1124	3127.442895
877.4292031	1192	3220.378184
740.6610811	1135	3047.334257
716.1684717	1140	3217.777987
786.2050782	1192	3327.651397
796.4612758	1202	3250.026266
792.05586	1172	3216.4821
745.5381529	1153	3102.320751
718.887111	1116	2986.857349
1014.590963	1230	3733.633445
696.1586285	1112	3039.414035
772.1414916	1144	3135.372244
843.6585	1018	3288.015324
792.9056691	1151	3138.159736
746.5061761	1124	3182.030282
672.4208877	1131	2933.068195
758.9252606	1165	3148.456937
820.4085929	1168	3221.110714
787.5962489	1066	3230.341571
818.5231055	1113	3386.005818
629.4137566	1112	2814.482713
851.2338258	1155	3239.392568
854.287081	1141	3257.78591
860.414916	1164	3377.976501
801.515469	1135	3154.197367
650.7639398	1142	2734.927565
812.2081002	1102	3398.576857
923.7535546	1070	3459.396751
739.5232466	1045	3293.735125
972.8285257	1135	3501.499641
902.6081339	1223	3593.927248
822.1835928	1134	3320.80232
679.0776841	1141	2747.886445
960.1898955	1077	3166.513694
818.5245883	1127	3236.703437
833.0517892	1180	3192.216778
835.7041792	1118	3109.141863
861.0525814	1190	3018.858441
1034.253199	1163	3672.99969
838.7976095	1210	3286.492008
830.9559259	1264	3010.924383
829.5184555	1203	3155.672414
886.8788144	1233	3275.771003
921.3784875	1269	3397.181717
829.2507272	1261	3273.585457
759.4329698	1260	3217.817155
689.0366966	1227	3058.612529
740.5935418	1143	3256.086086
786.1653594	1132	3385.932599
798.4559587	1399	3205.902016
907.2547335	1253	3456.561478
792.1079066	1219	3170.589883
868.2765806	1220	3366.282473
802.2283283	1296	3242.661702
742.3011318	1402	2967.12173
896.2217778	1318	3651.201204
760.7274246	1213	3053.927244
1019.349823	1302	3704.431102
843.7533313	1373	3378.377508
923.9505739	1343	3532.018715
776.4438737	1276	3251.530526
927.9016514	1329	3431.746789
888.1756722	1153	3423.712013
892.7866485	1265	3477.492595
810.7189549	1289	3324.211278
1080.260908	1245	3921.666055
788.5178112	1204	3346.407686
879.1528713	1281	3403.953465
931.3481766	1334	3571.244065
805.1352962	1291	3262.599237
802.3466943	1340	3223.954847
884.2777814	1393	3338.239804
875.9565243	1411	3622.71819
777.2964056	1398	3239.769365
834.9356172	1331	3265.966527
1086.40783	1287	3662.310731
1510.672435	1369	4072.866799
1361.892087	1376	4232.221976
1294.408733	1448	3855.281478
943.9204122	1435	3708.718638
1077.126727	1383	3535.307214
1101.912169	1407	3976.994415
1503.640389	1162	4572.967193
1799.265853	1369	4526.035837
1685.35787	1429	4628.931248
1212.255584	1456	4122.881528
1057.318238	1554	3690.904943
989.1335954	1518	3438.525681
1023.041572	1701	3530.933184
986.4361111	1736	3469.25455
990.5009336	1594	3723.916281
997.9495789	1540	3657.222222
880.0806667	1588	3346.235076
1044.095208	1625	3776.9464
908.6631059	1648	3401.223097
899.7849512	1618	3521.258537

Multiple Linear Regression - Estimated Regression Equation
PPU[t] = +0.16551500154105 Activebidder[t] +0.45287229805922 PAV[t] -852.64401531746 + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline

PPU[t] = +0.16551500154105 Activebidder[t] +0.45287229805922 PAV[t] -852.64401531746 + e[t] \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4368&T=0

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW]

PPU[t] = +0.16551500154105 Activebidder[t] +0.45287229805922 PAV[t] -852.64401531746 + e[t][/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4368&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4368&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Estimated Regression Equation
PPU[t] = +0.16551500154105 Activebidder[t] +0.45287229805922 PAV[t] -852.64401531746 + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.E.	T-STATH0: parameter = 0	2-tail p-value	1-tail p-value
Activebidder[t]	0.165515	0.031497	5.254929	1E-06	0
PAV[t]	0.452872	0.019563	23.149365	0	0
Constant	-852.644015	65.683426	-12.981114	0	0

Variable	Elasticity	S.E.^*	T-STATH0: \|elast\| = 1	2-tail p-value	1-tail p-value
%Activebidder[t]	0.222998	0.042436	-18.309954	0	0
%PAV[t]	1.770364	0.076476	10.073318	0	0
%Constant	-0.993362	0.076524	-0.086739	0.930998	0.465499
Variable	Stand. Coeff.	S.E.^*	T-STATH0: coeff = 0	2-tail p-value	1-tail p-value
S-Activebidder[t]	0.18976	0.036111	5.254929	1E-06	0
S-PAV[t]	0.835946	0.036111	23.149365	0	0
S-Constant	0	0	0	1	0.5
^*Note	computed against deterministic endogenous series
Variable	Partial Correlation
Activebidder[t]	0.398817
PAV[t]	0.886504
Constant	-0.731973
Critical Values (alpha = 5%)
1-tail CV at 5%	1.65
2-tail CV at 5%	1.96

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Ordinary Least Squares \tabularnewline

Variable

Parameter

S.E.

T-STATH0: parameter = 0

2-tail p-value

1-tail p-value \tabularnewline Activebidder[t]

0.165515

0.031497

5.254929

1E-06

0 \tabularnewline PAV[t]

0.452872

0.019563

23.149365

0 \tabularnewline Constant

-852.644015

65.683426

-12.981114

0 \tabularnewline \tabularnewline

Variable

Elasticity

S.E.^*

T-STATH0: |elast| = 1

2-tail p-value

1-tail p-value \tabularnewline %Activebidder[t]

0.222998

0.042436

-18.309954

0 \tabularnewline %PAV[t]

1.770364

0.076476

10.073318

0 \tabularnewline %Constant

-0.993362

0.076524

-0.086739

0.930998

0.465499 \tabularnewline

Variable

Stand. Coeff.

S.E.^*

T-STATH0: coeff = 0

2-tail p-value

1-tail p-value \tabularnewline S-Activebidder[t]

0.18976

0.036111

5.254929

1E-06

0 \tabularnewline S-PAV[t]

0.835946

0.036111

23.149365

0 \tabularnewline S-Constant

0.5 \tabularnewline ^*Note

computed against deterministic endogenous series \tabularnewline

Variable

Partial Correlation \tabularnewline Activebidder[t]

0.398817 \tabularnewline PAV[t]

0.886504 \tabularnewline Constant

-0.731973 \tabularnewline Critical Values (alpha = 5%) \tabularnewline 1-tail CV at 5%

1.65 \tabularnewline 2-tail CV at 5%

1.96 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4368&T=1

[TABLE]

[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]

[ROW]

Variable[/C]

Parameter[/C]

S.E.[/C]

T-STATH0: parameter = 0[/C]

2-tail p-value[/C]

1-tail p-value[/C][/ROW] [ROW][C]Activebidder[t][/C]

0.165515[/C]

0.031497[/C]

5.254929[/C]

1E-06[/C]

0[/C][/ROW] [ROW][C]PAV[t][/C]

0.452872[/C]

0.019563[/C]

23.149365[/C]

0[/C]

0[/C][/ROW] [ROW][C]Constant[/C]

-852.644015[/C]

65.683426[/C]

-12.981114[/C]

0[/C]

0[/C][/ROW] [ROW][C][/C][/ROW] [ROW]

Variable[/C]

Elasticity[/C]

S.E.^*[/C]

T-STATH0: |elast| = 1[/C]

2-tail p-value[/C]

1-tail p-value[/C][/ROW] [ROW][C]%Activebidder[t][/C]

0.222998[/C]

0.042436[/C]

-18.309954[/C]

0[/C]

0[/C][/ROW] [ROW][C]%PAV[t][/C]

1.770364[/C]

0.076476[/C]

10.073318[/C]

0[/C]

0[/C][/ROW] [ROW][C]%Constant[/C]

-0.993362[/C]

0.076524[/C]

-0.086739[/C]

0.930998[/C]

0.465499[/C][/ROW] [ROW]

Variable[/C]

Stand. Coeff.[/C]

S.E.^*[/C]

T-STATH0: coeff = 0[/C]

2-tail p-value[/C]

1-tail p-value[/C][/ROW] [ROW][C]S-Activebidder[t][/C]

0.18976[/C]

0.036111[/C]

5.254929[/C]

1E-06[/C]

0[/C][/ROW] [ROW][C]S-PAV[t][/C]

0.835946[/C]

0.036111[/C]

23.149365[/C]

0[/C]

0[/C][/ROW] [ROW][C]S-Constant[/C]

0[/C]

1[/C]

0.5[/C][/ROW] [ROW][C]^*Note[/C]

computed against deterministic endogenous series[/C][/ROW] [ROW]

Variable[/C]

Partial Correlation[/C][/ROW] [ROW][C]Activebidder[t][/C]

0.398817[/C][/ROW] [ROW][C]PAV[t][/C]

0.886504[/C][/ROW] [ROW][C]Constant[/C]

-0.731973[/C][/ROW] [ROW][C]Critical Values (alpha = 5%)[/C][/ROW] [ROW][C]1-tail CV at 5%[/C]

1.65[/C][/ROW] [ROW][C]2-tail CV at 5%[/C]

1.96[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4368&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4368&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.E.	T-STATH0: parameter = 0	2-tail p-value	1-tail p-value
Activebidder[t]	0.165515	0.031497	5.254929	1E-06	0
PAV[t]	0.452872	0.019563	23.149365	0	0
Constant	-852.644015	65.683426	-12.981114	0	0

Variable	Elasticity	S.E.^*	T-STATH0: \|elast\| = 1	2-tail p-value	1-tail p-value
%Activebidder[t]	0.222998	0.042436	-18.309954	0	0
%PAV[t]	1.770364	0.076476	10.073318	0	0
%Constant	-0.993362	0.076524	-0.086739	0.930998	0.465499
Variable	Stand. Coeff.	S.E.^*	T-STATH0: coeff = 0	2-tail p-value	1-tail p-value
S-Activebidder[t]	0.18976	0.036111	5.254929	1E-06	0
S-PAV[t]	0.835946	0.036111	23.149365	0	0
S-Constant	0	0	0	1	0.5
^*Note	computed against deterministic endogenous series
Variable	Partial Correlation
Activebidder[t]	0.398817
PAV[t]	0.886504
Constant	-0.731973
Critical Values (alpha = 5%)
1-tail CV at 5%	1.65
2-tail CV at 5%	1.96

Multiple Linear Regression - Regression Statistics
Multiple R	0.908295
R-squared	0.825
Adjusted R-squared	0.822603
F-TEST	344.143814
Observations	149
Degrees of Freedom	146
Multiple Linear Regression - Residual Statistics
Standard Error	75.262313
Sum Squared Errors	827004.692165
Log Likelihood	-853.732482
Durbin-Watson	1.238188
Von Neumann Ratio	1.246554
# e[t] > 0	69
# e[t] < 0	80
# Runs	53
Stand. Normal Runs Statistic	-3.652349

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Regression Statistics \tabularnewline

Multiple R

0.908295 \tabularnewline R-squared

0.825 \tabularnewline Adjusted R-squared

0.822603 \tabularnewline F-TEST

344.143814 \tabularnewline Observations

149 \tabularnewline Degrees of Freedom

146 \tabularnewline Multiple Linear Regression - Residual Statistics \tabularnewline Standard Error

75.262313 \tabularnewline Sum Squared Errors

827004.692165 \tabularnewline Log Likelihood

-853.732482 \tabularnewline Durbin-Watson

1.238188 \tabularnewline Von Neumann Ratio

1.246554 \tabularnewline # e[t] > 0

69 \tabularnewline # e[t] < 0

80 \tabularnewline # Runs

53 \tabularnewline Stand. Normal Runs Statistic

-3.652349 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4368&T=2

[TABLE]

[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]

[ROW][C]Multiple R[/C]

0.908295[/C][/ROW] [ROW][C]R-squared[/C]

0.825[/C][/ROW] [ROW][C]Adjusted R-squared[/C]

0.822603[/C][/ROW] [ROW][C]F-TEST[/C]

344.143814[/C][/ROW] [ROW][C]Observations[/C]

149[/C][/ROW] [ROW][C]Degrees of Freedom[/C]

146[/C][/ROW] [ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW] [ROW][C]Standard Error[/C]

75.262313[/C][/ROW] [ROW][C]Sum Squared Errors[/C]

827004.692165[/C][/ROW] [ROW][C]Log Likelihood[/C]

-853.732482[/C][/ROW] [ROW][C]Durbin-Watson[/C]

1.238188[/C][/ROW] [ROW][C]Von Neumann Ratio[/C]

1.246554[/C][/ROW] [ROW][C]# e[t] > 0[/C]

69[/C][/ROW] [ROW][C]# e[t] < 0[/C]

80[/C][/ROW] [ROW][C]# Runs[/C]

53[/C][/ROW] [ROW][C]Stand. Normal Runs Statistic[/C]

-3.652349[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4368&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4368&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Regression Statistics
Multiple R	0.908295
R-squared	0.825
Adjusted R-squared	0.822603
F-TEST	344.143814
Observations	149
Degrees of Freedom	146
Multiple Linear Regression - Residual Statistics
Standard Error	75.262313
Sum Squared Errors	827004.692165
Log Likelihood	-853.732482
Durbin-Watson	1.238188
Von Neumann Ratio	1.246554
# e[t] > 0	69
# e[t] < 0	80
# Runs	53
Stand. Normal Runs Statistic	-3.652349

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error	5778.464338
Akaike (1973) Log Information Criterion	8.661888
Akaike (1974) Information Criterion	5778.432887
Schwarz (1978) Log Criterion	8.72237
Schwarz (1978) Criterion	6138.710228
Craven-Wahba (1979) Generalized Cross Validation	5780.807803
Hannan-Quinn (1979) Criterion	5922.18467
Rice (1984) Criterion	5783.249596
Shibata (1981) Criterion	5773.871775

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Ad Hoc Selection Test Statistics \tabularnewline

Akaike (1969) Final Prediction Error

5778.464338 \tabularnewline Akaike (1973) Log Information Criterion

8.661888 \tabularnewline Akaike (1974) Information Criterion

5778.432887 \tabularnewline Schwarz (1978) Log Criterion

8.72237 \tabularnewline Schwarz (1978) Criterion

6138.710228 \tabularnewline Craven-Wahba (1979) Generalized Cross Validation

5780.807803 \tabularnewline Hannan-Quinn (1979) Criterion

5922.18467 \tabularnewline Rice (1984) Criterion

5783.249596 \tabularnewline Shibata (1981) Criterion

5773.871775 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4368&T=3

[TABLE]

[ROW][C]Multiple Linear Regression - Ad Hoc Selection Test Statistics[/C][/ROW]

[ROW][C]Akaike (1969) Final Prediction Error[/C]

5778.464338[/C][/ROW] [ROW][C]Akaike (1973) Log Information Criterion[/C]

8.661888[/C][/ROW] [ROW][C]Akaike (1974) Information Criterion[/C]

5778.432887[/C][/ROW] [ROW][C]Schwarz (1978) Log Criterion[/C]

8.72237[/C][/ROW] [ROW][C]Schwarz (1978) Criterion[/C]

6138.710228[/C][/ROW] [ROW][C]Craven-Wahba (1979) Generalized Cross Validation[/C]

5780.807803[/C][/ROW] [ROW][C]Hannan-Quinn (1979) Criterion[/C]

5922.18467[/C][/ROW] [ROW][C]Rice (1984) Criterion[/C]

5783.249596[/C][/ROW] [ROW][C]Shibata (1981) Criterion[/C]

5773.871775[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4368&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4368&T=3

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error	5778.464338
Akaike (1973) Log Information Criterion	8.661888
Akaike (1974) Information Criterion	5778.432887
Schwarz (1978) Log Criterion	8.72237
Schwarz (1978) Criterion	6138.710228
Craven-Wahba (1979) Generalized Cross Validation	5780.807803
Hannan-Quinn (1979) Criterion	5922.18467
Rice (1984) Criterion	5783.249596
Shibata (1981) Criterion	5773.871775

Multiple Linear Regression - Analysis of Variance
ANOVA	DF	Sum of Squares	Mean Square
Regression	2	3898747.251558	1949373.625779
Residual	146	827004.692165	5664.4157
Total	148	4725751.943723	31930.756376505
F-TEST	344.143814
p-value	0

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Analysis of Variance \tabularnewline

ANOVA & DF & Sum of Squares & Mean Square \tabularnewline

Regression

3898747.251558

1949373.625779 \tabularnewline Residual

146

827004.692165

5664.4157 \tabularnewline Total

148

4725751.943723

31930.756376505 \tabularnewline F-TEST

344.143814 \tabularnewline p-value

0 \tabularnewline

\hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4368&T=4

[TABLE]

[ROW][C]Multiple Linear Regression - Analysis of Variance[/C][/ROW]

[ROW][C]ANOVA[/C][C]DF[/C][C]Sum of Squares[/C][C]Mean Square[/C][/ROW]

[ROW][C]Regression[/C]

2[/C]

3898747.251558[/C]

1949373.625779[/C][/ROW] [ROW][C]Residual[/C]

146[/C]

827004.692165[/C]

5664.4157[/C][/ROW] [ROW][C]Total[/C]

148[/C]

4725751.943723[/C]

31930.756376505[/C][/ROW] [ROW][C]F-TEST[/C]

344.143814[/C][/ROW] [ROW][C]p-value[/C]

0[/C][/ROW]

[/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4368&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4368&T=4

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Analysis of Variance
ANOVA	DF	Sum of Squares	Mean Square
Regression	2	3898747.251558	1949373.625779
Residual	146	827004.692165	5664.4157
Total	148	4725751.943723	31930.756376505
F-TEST	344.143814
p-value	0

Parameters (Session):

Parameters (R input):

R code (references can be found in the software module):

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code