Multiple Linear Regression - Estimated Regression Equation |
Vrienden_vinden[t] = + 14.8343830437332 -0.189388395423180Groepsgevoel[t] -0.00274311701082415`InteractieNV-U`[t] + 0.00134424111559316InteractieGR_NV[t] + 0.00258194445835426interacteiGR_U[t] + 0.0610534658445095NV[t] -0.0134045678273368Uitingsangst[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 14.8343830437332 | 8.564361 | 1.7321 | 0.085473 | 0.042736 |
Groepsgevoel | -0.189388395423180 | 0.135808 | -1.3945 | 0.165381 | 0.08269 |
`InteractieNV-U` | -0.00274311701082415 | 0.001543 | -1.7777 | 0.077642 | 0.038821 |
InteractieGR_NV | 0.00134424111559316 | 0.001959 | 0.6861 | 0.493823 | 0.246912 |
interacteiGR_U | 0.00258194445835426 | 0.001078 | 2.3946 | 0.01797 | 0.008985 |
NV | 0.0610534658445095 | 0.141942 | 0.4301 | 0.667766 | 0.333883 |
Uitingsangst | -0.0134045678273368 | 0.099466 | -0.1348 | 0.892992 | 0.446496 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.314037555070108 |
R-squared | 0.0986195859944112 |
Adjusted R-squared | 0.0597110789150334 |
F-TEST (value) | 2.5346535602925 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 139 |
p-value | 0.0232763320814189 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.74208597726733 |
Sum Squared Residuals | 421.846033754616 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 5 | 10.3276289224843 | -5.32762892248427 |
2 | 12 | 10.5723347838844 | 1.42766521611565 |
3 | 11 | 11.4347585188950 | -0.434758518895009 |
4 | 6 | 10.8779443880497 | -4.87794438804971 |
5 | 12 | 11.0018729313446 | 0.99812706865542 |
6 | 11 | 10.9321519539294 | 0.0678480460705732 |
7 | 12 | 9.89519116882307 | 2.10480883117693 |
8 | 7 | 10.8440133405327 | -3.84401334053273 |
9 | 8 | 10.8067037119162 | -2.80670371191616 |
10 | 13 | 11.4726544407602 | 1.52734555923979 |
11 | 12 | 11.3432968190274 | 0.656703180972614 |
12 | 13 | 11.5941830948745 | 1.40581690512550 |
13 | 12 | 11.0518298728136 | 0.94817012718638 |
14 | 12 | 10.9940426145441 | 1.00595738545589 |
15 | 11 | 10.9410133990561 | 0.058986600943941 |
16 | 12 | 10.9927202209215 | 1.00727977907852 |
17 | 12 | 11.1265386349191 | 0.87346136508095 |
18 | 12 | 11.0317879148006 | 0.968212085199402 |
19 | 11 | 12.0681197933857 | -1.06811979338569 |
20 | 13 | 10.9531248211018 | 2.04687517889816 |
21 | 9 | 11.9580697486339 | -2.95806974863385 |
22 | 11 | 11.1322739351021 | -0.132273935102098 |
23 | 11 | 11.0435998204174 | -0.0435998204174359 |
24 | 11 | 11.1713041483338 | -0.171304148333796 |
25 | 9 | 9.70204165002264 | -0.702041650022644 |
26 | 11 | 10.9320280648384 | 0.0679719351616262 |
27 | 12 | 11.1753167792451 | 0.82468322075487 |
28 | 12 | 11.1115708440124 | 0.888429155987582 |
29 | 10 | 11.1890439371691 | -1.18904393716909 |
30 | 12 | 10.7790826475116 | 1.22091735248844 |
31 | 12 | 12.1321191843496 | -0.132119184349553 |
32 | 12 | 11.6733162634741 | 0.32668373652586 |
33 | 9 | 11.3002040994909 | -2.30020409949086 |
34 | 9 | 11.2054617032970 | -2.20546170329699 |
35 | 12 | 10.8886783487329 | 1.11132165126713 |
36 | 14 | 11.2648749706642 | 2.73512502933579 |
37 | 12 | 12.0486887330513 | -0.0486887330513444 |
38 | 11 | 10.5102800946623 | 0.489719905337683 |
39 | 9 | 11.1740872641105 | -2.17408726411047 |
40 | 11 | 11.0829104882820 | -0.0829104882819551 |
41 | 7 | 9.16685706622441 | -2.16685706622441 |
42 | 15 | 11.1602538938449 | 3.83974610615507 |
43 | 11 | 10.8347221778060 | 0.165277822194036 |
44 | 12 | 11.7116577131004 | 0.288342286899648 |
45 | 12 | 10.6803303767613 | 1.31966962323866 |
46 | 9 | 11.79406465647 | -2.79406465646999 |
47 | 12 | 10.4675967531471 | 1.53240324685289 |
48 | 11 | 11.2281102964106 | -0.228110296410598 |
49 | 11 | 10.3909294408144 | 0.609070559185607 |
50 | 8 | 11.2775751274862 | -3.27757512748618 |
51 | 7 | 10.2452858339887 | -3.24528583398868 |
52 | 12 | 11.6396273984466 | 0.360372601553353 |
53 | 8 | 11.7482536549045 | -3.74825365490449 |
54 | 10 | 10.3511807981519 | -0.351180798151857 |
55 | 12 | 10.2698234429971 | 1.73017655700291 |
56 | 15 | 10.9304340220104 | 4.06956597798959 |
57 | 12 | 11.6628281057235 | 0.337171894276533 |
58 | 12 | 11.1473738120381 | 0.852626187961942 |
59 | 12 | 10.7652935486195 | 1.23470645138047 |
60 | 12 | 10.4275355797878 | 1.57246442021221 |
61 | 8 | 9.25027225083847 | -1.25027225083847 |
62 | 10 | 11.2410825043049 | -1.24108250430493 |
63 | 14 | 12.2848964064311 | 1.71510359356892 |
64 | 10 | 10.9764892092198 | -0.976489209219842 |
65 | 12 | 10.8440133134716 | 1.15598668652836 |
66 | 14 | 10.8817322350482 | 3.11826776495179 |
67 | 6 | 11.1908123377809 | -5.19081233778092 |
68 | 11 | 10.7248997130671 | 0.275100286932905 |
69 | 10 | 11.0883118320864 | -1.08831183208639 |
70 | 14 | 12.5973310928326 | 1.40266890716737 |
71 | 12 | 11.0573070519540 | 0.94269294804597 |
72 | 13 | 11.1070287269076 | 1.89297127309244 |
73 | 11 | 10.7743211413879 | 0.225678858612129 |
74 | 11 | 10.9660887608403 | 0.033911239159701 |
75 | 12 | 11.2372156707279 | 0.762784329272054 |
76 | 13 | 10.8218288220564 | 2.17817117794361 |
77 | 12 | 10.2927813603116 | 1.70721863968845 |
78 | 8 | 9.98697403412809 | -1.98697403412809 |
79 | 12 | 11.2918670212511 | 0.708132978748919 |
80 | 11 | 11.2877616814385 | -0.287761681438509 |
81 | 10 | 11.0224294476832 | -1.02242944768317 |
82 | 12 | 11.0230852988741 | 0.976914701125868 |
83 | 11 | 11.0126957836665 | -0.0126957836665200 |
84 | 12 | 11.0844001355874 | 0.915599864412637 |
85 | 12 | 11.0496464261716 | 0.950353573828377 |
86 | 10 | 10.4794482524057 | -0.479448252405747 |
87 | 12 | 11.4741811296339 | 0.525818870366149 |
88 | 12 | 10.8944827124484 | 1.10551728755163 |
89 | 11 | 11.2789027368865 | -0.278902736886497 |
90 | 10 | 10.9475864914106 | -0.947586491410563 |
91 | 12 | 11.3649998171774 | 0.635000182822633 |
92 | 11 | 11.0381966513290 | -0.0381966513289806 |
93 | 12 | 10.4262858103979 | 1.57371418960209 |
94 | 12 | 9.62262107055148 | 2.37737892944852 |
95 | 10 | 9.59371678505544 | 0.406283214944556 |
96 | 11 | 11.0922833214020 | -0.092283321401954 |
97 | 10 | 10.9914064497695 | -0.991406449769524 |
98 | 11 | 10.9754574958867 | 0.0245425041133088 |
99 | 11 | 10.528039833022 | 0.471960166977996 |
100 | 12 | 11.2674854492816 | 0.732514550718434 |
101 | 11 | 10.9195604086767 | 0.0804395913233085 |
102 | 11 | 10.7196842586905 | 0.28031574130952 |
103 | 7 | 8.78169720837158 | -1.78169720837158 |
104 | 12 | 10.6302781138762 | 1.36972188612377 |
105 | 8 | 10.5637655017874 | -2.56376550178743 |
106 | 10 | 11.0594311674627 | -1.05943116746267 |
107 | 12 | 11.2947615363055 | 0.705238463694473 |
108 | 11 | 11.0815243483923 | -0.081524348392288 |
109 | 13 | 11.1596577379906 | 1.84034226200939 |
110 | 9 | 11.4640022119820 | -2.46400221198205 |
111 | 11 | 11.2934875112473 | -0.293487511247310 |
112 | 13 | 11.1867289822827 | 1.81327101771726 |
113 | 8 | 10.7893845921053 | -2.78938459210532 |
114 | 12 | 11.1396475031692 | 0.860352496830779 |
115 | 11 | 10.5424325384555 | 0.457567461544546 |
116 | 11 | 10.657064832192 | 0.342935167808007 |
117 | 12 | 10.8531102642966 | 1.14688973570342 |
118 | 13 | 11.3373734686506 | 1.66262653134945 |
119 | 11 | 11.2896164245962 | -0.28961642459616 |
120 | 10 | 10.7733243523953 | -0.773324352395322 |
121 | 10 | 10.8915188872227 | -0.891518887222733 |
122 | 10 | 10.9026492235152 | -0.902649223515228 |
123 | 12 | 10.8622026281523 | 1.13779737184766 |
124 | 12 | 11.0774765322399 | 0.92252346776008 |
125 | 13 | 10.9482774928625 | 2.05172250713749 |
126 | 11 | 11.0141201408704 | -0.0141201408704338 |
127 | 11 | 9.9703982977929 | 1.02960170220710 |
128 | 12 | 11.0951823361871 | 0.904817663812928 |
129 | 9 | 10.7254460200678 | -1.72544602006781 |
130 | 11 | 11.7573290299829 | -0.757329029982945 |
131 | 12 | 10.9344622961164 | 1.06553770388357 |
132 | 12 | 10.9509041365785 | 1.04909586342148 |
133 | 13 | 10.7686539031229 | 2.23134609687711 |
134 | 6 | 10.8385987923467 | -4.83859879234671 |
135 | 11 | 11.9467365957407 | -0.946736595740722 |
136 | 10 | 11.8041130887521 | -1.80411308875214 |
137 | 12 | 11.0044154267555 | 0.995584573244477 |
138 | 11 | 11.0858670054927 | -0.0858670054927345 |
139 | 12 | 12.1157454454488 | -0.115745445448829 |
140 | 12 | 11.1216876562962 | 0.8783123437038 |
141 | 7 | 11.1351676694415 | -4.13516766944154 |
142 | 12 | 11.1240060047649 | 0.87599399523512 |
143 | 12 | 12.1991888487773 | -0.199188848777291 |
144 | 9 | 10.9928847308025 | -1.99288473080253 |
145 | 12 | 11.2235291837483 | 0.776470816251698 |
146 | 12 | 11.2659416290712 | 0.734058370928845 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.998642400081436 | 0.00271519983712866 | 0.00135759991856433 |
11 | 0.9993622467455 | 0.00127550650900134 | 0.00063775325450067 |
12 | 0.999794277589984 | 0.000411444820032319 | 0.000205722410016159 |
13 | 0.99972511439493 | 0.00054977121013852 | 0.00027488560506926 |
14 | 0.999541648507345 | 0.000916702985309755 | 0.000458351492654877 |
15 | 0.999209898188707 | 0.00158020362258661 | 0.000790101811293307 |
16 | 0.998763986568516 | 0.00247202686296822 | 0.00123601343148411 |
17 | 0.997934661619076 | 0.00413067676184727 | 0.00206533838092363 |
18 | 0.996887721625454 | 0.00622455674909203 | 0.00311227837454601 |
19 | 0.994980451761196 | 0.0100390964776088 | 0.00501954823880441 |
20 | 0.99580847146764 | 0.00838305706472045 | 0.00419152853236023 |
21 | 0.998167918459836 | 0.00366416308032707 | 0.00183208154016354 |
22 | 0.99682572543108 | 0.00634854913783929 | 0.00317427456891964 |
23 | 0.994695418462819 | 0.0106091630743624 | 0.00530458153718121 |
24 | 0.991445619146953 | 0.0171087617060950 | 0.00855438085304751 |
25 | 0.98709211537239 | 0.0258157692552208 | 0.0129078846276104 |
26 | 0.980581596642826 | 0.0388368067143481 | 0.0194184033571741 |
27 | 0.973450575071226 | 0.0530988498575486 | 0.0265494249287743 |
28 | 0.966262021547937 | 0.0674759569041267 | 0.0337379784520634 |
29 | 0.958517314173874 | 0.0829653716522526 | 0.0414826858261263 |
30 | 0.952063063483437 | 0.0958738730331259 | 0.0479369365165629 |
31 | 0.934987466906821 | 0.130025066186358 | 0.0650125330931791 |
32 | 0.913361718043918 | 0.173276563912164 | 0.0866382819560818 |
33 | 0.923776191973336 | 0.152447616053327 | 0.0762238080266636 |
34 | 0.928273502697567 | 0.143452994604866 | 0.0717264973024329 |
35 | 0.915795476670436 | 0.168409046659128 | 0.084204523329564 |
36 | 0.942759622411898 | 0.114480755176205 | 0.0572403775881024 |
37 | 0.925284403894012 | 0.149431192211975 | 0.0747155961059877 |
38 | 0.905216578674534 | 0.189566842650932 | 0.0947834213254662 |
39 | 0.911065929193706 | 0.177868141612588 | 0.0889340708062938 |
40 | 0.886506227633937 | 0.226987544732126 | 0.113493772366063 |
41 | 0.883689890902806 | 0.232620218194388 | 0.116310109097194 |
42 | 0.947597353551237 | 0.104805292897525 | 0.0524026464487625 |
43 | 0.93224867095486 | 0.135502658090279 | 0.0677513290451395 |
44 | 0.916666010391017 | 0.166667979217966 | 0.083333989608983 |
45 | 0.911604964962083 | 0.176790070075833 | 0.0883950350379165 |
46 | 0.936958399469398 | 0.126083201061204 | 0.0630416005306021 |
47 | 0.933977941116989 | 0.132044117766022 | 0.066022058883011 |
48 | 0.916242050806744 | 0.167515898386511 | 0.0837579491932557 |
49 | 0.897656602655674 | 0.204686794688652 | 0.102343397344326 |
50 | 0.939499389338795 | 0.121001221322411 | 0.0605006106612053 |
51 | 0.964330018046664 | 0.0713399639066712 | 0.0356699819533356 |
52 | 0.953393556561234 | 0.0932128868775311 | 0.0466064434387656 |
53 | 0.980707881366066 | 0.0385842372678678 | 0.0192921186339339 |
54 | 0.974309679770434 | 0.0513806404591322 | 0.0256903202295661 |
55 | 0.974580648139608 | 0.0508387037207833 | 0.0254193518603916 |
56 | 0.994015555128892 | 0.0119688897422157 | 0.00598444487110784 |
57 | 0.991620194966353 | 0.0167596100672931 | 0.00837980503364655 |
58 | 0.98917677764107 | 0.0216464447178621 | 0.0108232223589311 |
59 | 0.987556249570296 | 0.0248875008594085 | 0.0124437504297042 |
60 | 0.986638613246337 | 0.0267227735073262 | 0.0133613867536631 |
61 | 0.984739417361985 | 0.0305211652760296 | 0.0152605826380148 |
62 | 0.981938744444572 | 0.0361225111108552 | 0.0180612555554276 |
63 | 0.981252307798583 | 0.0374953844028346 | 0.0187476922014173 |
64 | 0.976688604962619 | 0.0466227900747627 | 0.0233113950373813 |
65 | 0.972434951259476 | 0.0551300974810475 | 0.0275650487405237 |
66 | 0.9853016121427 | 0.0293967757146013 | 0.0146983878573007 |
67 | 0.999215153368168 | 0.00156969326366318 | 0.000784846631831591 |
68 | 0.998860781069468 | 0.00227843786106383 | 0.00113921893053192 |
69 | 0.9985572256697 | 0.00288554866059927 | 0.00144277433029963 |
70 | 0.998135352028135 | 0.00372929594372984 | 0.00186464797186492 |
71 | 0.997564194066466 | 0.00487161186706854 | 0.00243580593353427 |
72 | 0.99775648439941 | 0.00448703120118138 | 0.00224351560059069 |
73 | 0.996760458134634 | 0.00647908373073247 | 0.00323954186536623 |
74 | 0.99535744709937 | 0.00928510580125904 | 0.00464255290062952 |
75 | 0.993804121206158 | 0.0123917575876833 | 0.00619587879384165 |
76 | 0.995071071094598 | 0.00985785781080386 | 0.00492892890540193 |
77 | 0.995281063442042 | 0.00943787311591608 | 0.00471893655795804 |
78 | 0.99560659944609 | 0.00878680110782169 | 0.00439340055391084 |
79 | 0.994083912163078 | 0.0118321756738435 | 0.00591608783692175 |
80 | 0.99165823769546 | 0.0166835246090784 | 0.00834176230453921 |
81 | 0.98970382818335 | 0.0205923436333018 | 0.0102961718166509 |
82 | 0.987106807368655 | 0.0257863852626895 | 0.0128931926313447 |
83 | 0.982223338620975 | 0.0355533227580496 | 0.0177766613790248 |
84 | 0.977812003158664 | 0.0443759936826726 | 0.0221879968413363 |
85 | 0.97266455801992 | 0.0546708839601593 | 0.0273354419800796 |
86 | 0.964523313089719 | 0.0709533738205628 | 0.0354766869102814 |
87 | 0.954728410412672 | 0.0905431791746566 | 0.0452715895873283 |
88 | 0.94694532191384 | 0.106109356172320 | 0.0530546780861601 |
89 | 0.932244295738187 | 0.135511408523625 | 0.0677557042618127 |
90 | 0.919954457284252 | 0.160091085431495 | 0.0800455427157476 |
91 | 0.903797973128583 | 0.192404053742835 | 0.0962020268714174 |
92 | 0.879430983919111 | 0.241138032161778 | 0.120569016080889 |
93 | 0.873362850162204 | 0.253274299675592 | 0.126637149837796 |
94 | 0.909953579232682 | 0.180092841534636 | 0.0900464207673181 |
95 | 0.891193300618187 | 0.217613398763626 | 0.108806699381813 |
96 | 0.864347581071743 | 0.271304837856513 | 0.135652418928257 |
97 | 0.846524666102503 | 0.306950667794994 | 0.153475333897497 |
98 | 0.812181412610664 | 0.375637174778671 | 0.187818587389336 |
99 | 0.776657203814418 | 0.446685592371163 | 0.223342796185582 |
100 | 0.749623494527461 | 0.500753010945078 | 0.250376505472539 |
101 | 0.7039551470368 | 0.592089705926399 | 0.296044852963200 |
102 | 0.655444814375283 | 0.689110371249434 | 0.344555185624717 |
103 | 0.644335145515687 | 0.711329708968626 | 0.355664854484313 |
104 | 0.607020637827074 | 0.785958724345852 | 0.392979362172926 |
105 | 0.649147186920526 | 0.701705626158948 | 0.350852813079474 |
106 | 0.615078627368911 | 0.769842745262178 | 0.384921372631089 |
107 | 0.574200998027271 | 0.851598003945457 | 0.425799001972729 |
108 | 0.516355150963017 | 0.967289698073966 | 0.483644849036983 |
109 | 0.525502729167294 | 0.948994541665412 | 0.474497270832706 |
110 | 0.551763963901348 | 0.896472072197305 | 0.448236036098652 |
111 | 0.499522618325279 | 0.999045236650557 | 0.500477381674721 |
112 | 0.497415146948931 | 0.994830293897863 | 0.502584853051069 |
113 | 0.598947352713265 | 0.80210529457347 | 0.401052647286735 |
114 | 0.55784017854979 | 0.884319642900421 | 0.442159821450210 |
115 | 0.495065454628753 | 0.990130909257505 | 0.504934545371247 |
116 | 0.431036183578976 | 0.862072367157952 | 0.568963816421024 |
117 | 0.388285584287296 | 0.776571168574592 | 0.611714415712704 |
118 | 0.399862842135859 | 0.799725684271718 | 0.600137157864141 |
119 | 0.336692385390331 | 0.673384770780663 | 0.663307614609669 |
120 | 0.288786174814657 | 0.577572349629315 | 0.711213825185343 |
121 | 0.250817096054721 | 0.501634192109442 | 0.749182903945279 |
122 | 0.220790091236585 | 0.44158018247317 | 0.779209908763415 |
123 | 0.190110254080898 | 0.380220508161797 | 0.809889745919102 |
124 | 0.156800917488985 | 0.313601834977969 | 0.843199082511015 |
125 | 0.176875878987430 | 0.353751757974859 | 0.82312412101257 |
126 | 0.132802661120135 | 0.265605322240271 | 0.867197338879865 |
127 | 0.156362690598845 | 0.312725381197690 | 0.843637309401155 |
128 | 0.13096995985428 | 0.26193991970856 | 0.86903004014572 |
129 | 0.149657640087204 | 0.299315280174408 | 0.850342359912796 |
130 | 0.103859746850116 | 0.207719493700231 | 0.896140253149884 |
131 | 0.0785147451936414 | 0.157029490387283 | 0.921485254806359 |
132 | 0.0520610688339489 | 0.104122137667898 | 0.94793893116605 |
133 | 0.0429236272401314 | 0.0858472544802628 | 0.957076372759869 |
134 | 0.250754926528566 | 0.501509853057131 | 0.749245073471434 |
135 | 0.157215613633371 | 0.314431227266743 | 0.842784386366629 |
136 | 0.58948885653729 | 0.82102228692542 | 0.41051114346271 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 23 | 0.181102362204724 | NOK |
5% type I error level | 46 | 0.362204724409449 | NOK |
10% type I error level | 59 | 0.464566929133858 | NOK |