Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(1-B)Mannen[t] | 0.574283 | 0.021636 | 26.542378 | 0 | 0 |
(1-B)Vrouwen[t] | 0.420946 | 0.016012 | 26.288619 | 0 | 0 |
Constant | -0.016408 | 0.019559 | -0.838922 | 0.404077 | 0.202039 |
M1[t] | 0.017716 | 0.027828 | 0.636625 | 0.526233 | 0.263117 |
M2[t] | -0.00214 | 0.026813 | -0.07982 | 0.936585 | 0.468292 |
M3[t] | 0.019038 | 0.027003 | 0.705011 | 0.482904 | 0.241452 |
M4[t] | 0.026321 | 0.027743 | 0.948761 | 0.345672 | 0.172836 |
M5[t] | 0.012098 | 0.026869 | 0.450242 | 0.653785 | 0.326893 |
M6[t] | 0.017265 | 0.026989 | 0.639717 | 0.524231 | 0.262116 |
M7[t] | 0.016498 | 0.03079 | 0.535825 | 0.593604 | 0.296802 |
M8[t] | 0.050029 | 0.027037 | 1.850422 | 0.068039 | 0.03402 |
M9[t] | -0.013271 | 0.026858 | -0.494126 | 0.622606 | 0.311303 |
M10[t] | 0.019333 | 0.030022 | 0.643958 | 0.521492 | 0.260746 |
M11[t] | 0.043127 | 0.028272 | 1.525405 | 0.131203 | 0.065601 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%(1-B)Mannen[t] | 0.287142 | 0.010818 | -65.894177 | 0 | 0 |
%(1-B)Vrouwen[t] | 0.420946 | 0.016012 | -36.162661 | 0 | 0 |
%Constant | -7.547721 | 8.996934 | 0.727773 | 0.468932 | 0.234466 |
%M1[t] | 0.620055 | 0.973972 | -0.390098 | 0.697527 | 0.348764 |
%M2[t] | -0.085609 | 1.072529 | -0.852556 | 0.396516 | 0.198258 |
%M3[t] | 0.761503 | 1.08013 | -0.220804 | 0.825822 | 0.412911 |
%M4[t] | 1.052852 | 1.109713 | 0.047627 | 0.962135 | 0.481068 |
%M5[t] | 0.483903 | 1.074763 | -0.480196 | 0.632432 | 0.316216 |
%M6[t] | 0.690618 | 1.079569 | -0.286579 | 0.775194 | 0.387597 |
%M7[t] | 0.659925 | 1.231604 | -0.276124 | 0.783183 | 0.391592 |
%M8[t] | 2.001164 | 1.081464 | 0.925749 | 0.357432 | 0.178716 |
%M9[t] | -0.530859 | 1.074338 | -0.43668 | 0.66355 | 0.331775 |
%M10[t] | 0.676653 | 1.050772 | -0.307724 | 0.759113 | 0.379556 |
%M11[t] | 1.509428 | 0.989526 | 0.51482 | 0.608135 | 0.304067 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-(1-B)Mannen[t] | 0.550346 | 0.020735 | 26.542378 | 0 | 0 |
S-(1-B)Vrouwen[t] | 0.633162 | 0.024085 | 26.288619 | 0 | 0 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
S-M1[t] | 0.013647 | 0.021436 | 0.636625 | 0.526233 | 0.263117 |
S-M2[t] | -0.001752 | 0.02195 | -0.07982 | 0.936585 | 0.468292 |
S-M3[t] | 0.015585 | 0.022106 | 0.705011 | 0.482904 | 0.241452 |
S-M4[t] | 0.021547 | 0.022711 | 0.948761 | 0.345672 | 0.172836 |
S-M5[t] | 0.009903 | 0.021996 | 0.450242 | 0.653785 | 0.326893 |
S-M6[t] | 0.014134 | 0.022094 | 0.639717 | 0.524231 | 0.262116 |
S-M7[t] | 0.013506 | 0.025206 | 0.535825 | 0.593604 | 0.296802 |
S-M8[t] | 0.040955 | 0.022133 | 1.850422 | 0.068039 | 0.03402 |
S-M9[t] | -0.010864 | 0.021987 | -0.494126 | 0.622606 | 0.311303 |
S-M10[t] | 0.014892 | 0.023126 | 0.643958 | 0.521492 | 0.260746 |
S-M11[t] | 0.03322 | 0.021778 | 1.525405 | 0.131203 | 0.065601 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
(1-B)Mannen[t] | 0.948852 | ||||
(1-B)Vrouwen[t] | 0.947935 | ||||
Constant | -0.094563 | ||||
M1[t] | 0.071897 | ||||
M2[t] | -0.009037 | ||||
M3[t] | 0.079574 | ||||
M4[t] | 0.106812 | ||||
M5[t] | 0.050914 | ||||
M6[t] | 0.072244 | ||||
M7[t] | 0.060559 | ||||
M8[t] | 0.205066 | ||||
M9[t] | -0.055861 | ||||
M10[t] | 0.072721 | ||||
M11[t] | 0.170198 | ||||
Critical Values (alpha = 5%) | |||||
1-tail CV at 5% | 1.65 | ||||
2-tail CV at 5% | 1.96 |
Multiple Linear Regression - Regression Statistics | |
Observations | 92 |
Degrees of Freedom | 78 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 0.051721 |
Sum Squared Errors | 0.208657 |
Log Likelihood | 149.544959 |
Durbin-Watson | 2.847219 |
Von Neumann Ratio | 2.878508 |
# e[t] > 0 | 50 |
# e[t] < 0 | 43 |
# Runs | 60 |
Stand. Normal Runs Statistic | 2.676851 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 0.003082 |
Akaike (1973) Log Information Criterion | -5.784507 |
Akaike (1974) Information Criterion | 0.003075 |
Schwarz (1978) Log Criterion | -5.400756 |
Schwarz (1978) Criterion | 0.004513 |
Craven-Wahba (1979) Generalized Cross Validation | 0.003155 |
Hannan-Quinn (1979) Criterion | 0.00359 |
Rice (1984) Criterion | 0.00326 |
Shibata (1981) Criterion | 0.002958 |