Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
Mannen[t] | 0.557421 | 0.007047 | 79.101903 | 0 | 0 |
Vrouwen[t] | 0.433448 | 0.007998 | 54.194902 | 0 | 0 |
Constant | 0.055349 | 0.057343 | 0.96522 | 0.337418 | 0.168709 |
t^1 | 0.000484 | 0.000197 | 2.452252 | 0.01643 | 0.008215 |
M1[t] | 0.00168 | 0.019251 | 0.087261 | 0.930688 | 0.465344 |
M2[t] | -0.017491 | 0.019156 | -0.913087 | 0.36401 | 0.182005 |
M3[t] | -0.014509 | 0.01914 | -0.758037 | 0.450713 | 0.225357 |
M4[t] | -0.005003 | 0.01944 | -0.257367 | 0.797573 | 0.398787 |
M5[t] | -0.008532 | 0.019585 | -0.435639 | 0.664302 | 0.332151 |
M6[t] | -0.01175 | 0.019611 | -0.599139 | 0.550816 | 0.275408 |
M7[t] | -0.021359 | 0.019937 | -1.071309 | 0.287334 | 0.143667 |
M8[t] | 0.010215 | 0.020234 | 0.50482 | 0.615108 | 0.307554 |
M9[t] | -0.017317 | 0.019915 | -0.869527 | 0.387227 | 0.193613 |
M10[t] | -0.010078 | 0.019906 | -0.506276 | 0.614091 | 0.307046 |
M11[t] | 0.017378 | 0.019759 | 0.879483 | 0.381841 | 0.19092 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%Mannen[t] | 0.495924 | 0.006269 | -80.402253 | 0 | 0 |
%Vrouwen[t] | 0.494862 | 0.009131 | -55.320314 | 0 | 0 |
%Constant | 0.007143 | 0.007401 | -134.158294 | 0 | 0 |
%t^1 | 0.002934 | 0.001196 | -833.487762 | 0 | 0 |
%M1[t] | 1.9E-05 | 0.000214 | -4678.927294 | 0 | 0 |
%M2[t] | -0.000194 | 0.000213 | -4701.28323 | 0 | 0 |
%M3[t] | -0.000161 | 0.000212 | -4705.439378 | 0 | 0 |
%M4[t] | -5.6E-05 | 0.000216 | -4633.120721 | 0 | 0 |
%M5[t] | -9.5E-05 | 0.000217 | -4598.709307 | 0 | 0 |
%M6[t] | -0.00013 | 0.000218 | -4592.491487 | 0 | 0 |
%M7[t] | -0.000237 | 0.000221 | -4516.820747 | 0 | 0 |
%M8[t] | 0.000113 | 0.000225 | -4451.128517 | 0 | 0 |
%M9[t] | -0.000192 | 0.000221 | -4522.074287 | 0 | 0 |
%M10[t] | -9.8E-05 | 0.000193 | -5170.821834 | 0 | 0 |
%M11[t] | 0.000169 | 0.000192 | -5209.102703 | 0 | 0 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-Mannen[t] | 0.621998 | 0.007863 | 79.101903 | 0 | 0 |
S-Vrouwen[t] | 0.461763 | 0.00852 | 54.194902 | 0 | 0 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
S-t^1 | 0.016568 | 0.006756 | 2.452252 | 0.01643 | 0.008215 |
S-M1[t] | 0.000601 | 0.006882 | 0.087261 | 0.930688 | 0.465344 |
S-M2[t] | -0.006253 | 0.006848 | -0.913087 | 0.36401 | 0.182005 |
S-M3[t] | -0.005187 | 0.006842 | -0.758037 | 0.450713 | 0.225357 |
S-M4[t] | -0.001789 | 0.00695 | -0.257367 | 0.797573 | 0.398787 |
S-M5[t] | -0.00305 | 0.007002 | -0.435639 | 0.664302 | 0.332151 |
S-M6[t] | -0.0042 | 0.007011 | -0.599139 | 0.550816 | 0.275408 |
S-M7[t] | -0.007636 | 0.007127 | -1.071309 | 0.287334 | 0.143667 |
S-M8[t] | 0.003652 | 0.007234 | 0.50482 | 0.615108 | 0.307554 |
S-M9[t] | -0.006191 | 0.00712 | -0.869527 | 0.387227 | 0.193613 |
S-M10[t] | -0.00339 | 0.006696 | -0.506276 | 0.614091 | 0.307046 |
S-M11[t] | 0.005845 | 0.006646 | 0.879483 | 0.381841 | 0.19092 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
Mannen[t] | 0.993825 | ||||
Vrouwen[t] | 0.98698 | ||||
Constant | 0.108643 | ||||
t^1 | 0.267541 | ||||
M1[t] | 0.00988 | ||||
M2[t] | -0.102839 | ||||
M3[t] | -0.085516 | ||||
M4[t] | -0.029129 | ||||
M5[t] | -0.049266 | ||||
M6[t] | -0.067684 | ||||
M7[t] | -0.120419 | ||||
M8[t] | 0.057066 | ||||
M9[t] | -0.097981 | ||||
M10[t] | -0.05723 | ||||
M11[t] | 0.099092 | ||||
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 | 0.999069 |
R-squared | 0.998139 |
Adjusted R-squared | 0.997804 |
F-TEST | 2987.442885 |
Observations | 93 |
Degrees of Freedom | 78 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 0.036951 |
Sum Squared Errors | 0.106499 |
Log Likelihood | 182.946765 |
Durbin-Watson | 1.982824 |
Von Neumann Ratio | 2.004376 |
# e[t] > 0 | 45 |
# e[t] < 0 | 48 |
# Runs | 43 |
Stand. Normal Runs Statistic | -0.929258 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 0.001586 |
Akaike (1973) Log Information Criterion | -6.449635 |
Akaike (1974) Information Criterion | 0.001581 |
Schwarz (1978) Log Criterion | -6.041152 |
Schwarz (1978) Criterion | 0.002379 |
Craven-Wahba (1979) Generalized Cross Validation | 0.001628 |
Hannan-Quinn (1979) Criterion | 0.001865 |
Rice (1984) Criterion | 0.00169 |
Shibata (1981) Criterion | 0.001515 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 14 | 57.105759 | 4.078983 |
Residual | 78 | 0.106499 | 0.001365 |
Total | 92 | 57.212258 | 0.62187237026648 |
F-TEST | 2987.442885 | ||
p-value | 0 |