Multiple Linear Regression - Estimated Regression Equation |
Vrienden_vinden[t] = + 14.6555338816014 -0.189702225408932Groepsgevoel[t] -0.00275923492011103`InteractieNV-U`[t] + 0.00133597925850489InteractieGR_NV[t] + 0.00259417562874793interacteiGR_U[t] + 0.0629106108368074NV[t] -0.0129269007861096Uitingsangst[t] + 0.00139848981226941t + 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) | 14.6555338816014 | 8.601507 | 1.7038 | 0.090663 | 0.045331 |
Groepsgevoel | -0.189702225408932 | 0.13622 | -1.3926 | 0.165975 | 0.082987 |
`InteractieNV-U` | -0.00275923492011103 | 0.001548 | -1.7822 | 0.076921 | 0.03846 |
InteractieGR_NV | 0.00133597925850489 | 0.001965 | 0.6797 | 0.497804 | 0.248902 |
interacteiGR_U | 0.00259417562874793 | 0.001082 | 2.3978 | 0.017831 | 0.008915 |
NV | 0.0629106108368074 | 0.142443 | 0.4417 | 0.659431 | 0.329716 |
Uitingsangst | -0.0129269007861096 | 0.099773 | -0.1296 | 0.897101 | 0.44855 |
t | 0.00139848981226941 | 0.003446 | 0.4058 | 0.685489 | 0.342744 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.315743758497003 |
R-squared | 0.0996941210298137 |
Adjusted R-squared | 0.0540264315168332 |
F-TEST (value) | 2.18303404645591 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 138 |
p-value | 0.039317139078515 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.74734405362109 |
Sum Squared Residuals | 421.343151358047 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 5 | 10.2325969779217 | -5.23259697792173 |
2 | 12 | 10.472152876507 | 1.52784712349301 |
3 | 11 | 11.3303573241824 | -0.330357324182428 |
4 | 6 | 10.7804406469640 | -4.78044064696402 |
5 | 12 | 10.9064517691469 | 1.09354823085308 |
6 | 11 | 10.8446303521547 | 0.155369647845288 |
7 | 12 | 9.80963333222682 | 2.19036666777318 |
8 | 7 | 10.7542944423909 | -3.75429444239091 |
9 | 8 | 10.7198913983299 | -2.71989139832994 |
10 | 13 | 11.3727989523594 | 1.62720104764058 |
11 | 12 | 11.2592798480090 | 0.740720151991024 |
12 | 13 | 11.5097743905611 | 1.49022560943888 |
13 | 12 | 10.9708426653257 | 1.02915733467427 |
14 | 12 | 10.9152777177670 | 1.08472228223304 |
15 | 11 | 10.8477449891163 | 0.152255010883736 |
16 | 12 | 10.9114518545415 | 1.08854814545846 |
17 | 12 | 11.0451936595845 | 0.95480634041554 |
18 | 12 | 10.9570193590146 | 1.04298064098539 |
19 | 11 | 11.9986872198809 | -0.9986872198809 |
20 | 13 | 10.8816933641752 | 2.11830663582481 |
21 | 9 | 11.8788585034405 | -2.87885850344049 |
22 | 11 | 11.0555256219415 | -0.055525621941502 |
23 | 11 | 10.9761048810772 | 0.0238951189228415 |
24 | 11 | 11.1031541573789 | -0.103154157378949 |
25 | 9 | 9.63734113395408 | -0.637341133954082 |
26 | 11 | 10.8688735289264 | 0.131126471073647 |
27 | 12 | 11.1109103547740 | 0.889089645225967 |
28 | 12 | 11.0471143834155 | 0.952885616584494 |
29 | 10 | 11.1297692222719 | -1.12976922227186 |
30 | 12 | 10.7176634957873 | 1.28233650421273 |
31 | 12 | 12.0754207059897 | -0.0754207059897278 |
32 | 12 | 11.6156067609111 | 0.384393239088869 |
33 | 9 | 11.2416133615161 | -2.24161336151608 |
34 | 9 | 11.1462848521644 | -2.14628485216442 |
35 | 12 | 10.8214341658084 | 1.17856583419162 |
36 | 14 | 11.2154830027580 | 2.78451699724203 |
37 | 12 | 12.0048446674931 | -0.00484466749312473 |
38 | 11 | 10.4630060668046 | 0.536993933195374 |
39 | 9 | 11.1230603243114 | -2.12306032431137 |
40 | 11 | 11.0342007778956 | -0.0342007778956068 |
41 | 7 | 9.12620348486891 | -2.12620348486891 |
42 | 15 | 11.1204350599471 | 3.87956494005288 |
43 | 11 | 10.7848108271458 | 0.21518917285419 |
44 | 12 | 11.6758060611817 | 0.324193938818344 |
45 | 12 | 10.6468592136864 | 1.3531407863136 |
46 | 9 | 11.7640574235604 | -2.76405742356042 |
47 | 12 | 10.4368498592081 | 1.5631501407919 |
48 | 11 | 11.1815111847117 | -0.181511184711707 |
49 | 11 | 10.3618691735230 | 0.638130826476978 |
50 | 8 | 11.241693610293 | -3.241693610293 |
51 | 7 | 10.2177645082862 | -3.21776450828619 |
52 | 12 | 11.6079987314593 | 0.392001268540721 |
53 | 8 | 11.7135891042698 | -3.71358910426981 |
54 | 10 | 10.3308463521912 | -0.330846352191219 |
55 | 12 | 10.2521488427898 | 1.74785115721019 |
56 | 15 | 10.9055052395586 | 4.09449476044142 |
57 | 12 | 11.6416171192176 | 0.358382880782354 |
58 | 12 | 11.1263621305653 | 0.873637869434698 |
59 | 12 | 10.7427392862920 | 1.25726071370795 |
60 | 12 | 10.4118310226786 | 1.58816897732136 |
61 | 8 | 9.23556544128129 | -1.23556544128129 |
62 | 10 | 11.2218180057833 | -1.22181800578332 |
63 | 14 | 12.2748562304631 | 1.72514376953694 |
64 | 10 | 10.9540368263685 | -0.95403682636847 |
65 | 12 | 10.8342750716084 | 1.16572492839162 |
66 | 14 | 10.8734446689193 | 3.12655533108067 |
67 | 6 | 11.1794049388958 | -5.17940493889579 |
68 | 11 | 10.7066729987772 | 0.293327001222756 |
69 | 10 | 11.0813919884717 | -1.08139198847166 |
70 | 14 | 12.5912497185057 | 1.40875028149431 |
71 | 12 | 11.0583645358355 | 0.941635464164523 |
72 | 13 | 11.1040548613757 | 1.89594513862431 |
73 | 11 | 10.7798009669830 | 0.220199033017044 |
74 | 11 | 10.9609495396087 | 0.0390504603912553 |
75 | 12 | 11.2401027576418 | 0.759897242358156 |
76 | 13 | 10.8148174410443 | 2.18518255895565 |
77 | 12 | 10.3034974814023 | 1.69650251859767 |
78 | 8 | 10.0059609097244 | -2.00596090972436 |
79 | 12 | 11.2993251208935 | 0.700674879106457 |
80 | 11 | 11.2924957867929 | -0.292495786792911 |
81 | 10 | 11.0306089400744 | -1.03060894007436 |
82 | 12 | 11.0376297965032 | 0.96237020349675 |
83 | 11 | 11.0261932719207 | -0.0261932719206823 |
84 | 12 | 11.0926937343266 | 0.907306265673434 |
85 | 12 | 11.0603918868395 | 0.93960811316051 |
86 | 10 | 10.5013877991308 | -0.501387799130835 |
87 | 12 | 11.4877972940235 | 0.512202705976547 |
88 | 12 | 10.9072611388377 | 1.09273886116228 |
89 | 11 | 11.2981905127119 | -0.298190512711885 |
90 | 10 | 10.9570044651397 | -0.957004465139702 |
91 | 12 | 11.3923704932709 | 0.607629506729072 |
92 | 11 | 11.0669985362206 | -0.0669985362206418 |
93 | 12 | 10.4558067061026 | 1.54419329389738 |
94 | 12 | 9.6585289277836 | 2.34147107221641 |
95 | 10 | 9.62875712873363 | 0.371242871266372 |
96 | 11 | 11.1142176725471 | -0.114217672547086 |
97 | 10 | 11.0207218184545 | -1.02072181845446 |
98 | 11 | 11.0081827586954 | -0.00818275869543628 |
99 | 11 | 10.5679580826095 | 0.432041917390542 |
100 | 12 | 11.3086847778349 | 0.691315222165091 |
101 | 11 | 10.9522010897758 | 0.0477989102242155 |
102 | 11 | 10.7495803429619 | 0.250419657038056 |
103 | 7 | 8.82722317841054 | -1.82722317841054 |
104 | 12 | 10.6705796169182 | 1.32942038308181 |
105 | 8 | 10.6133148015045 | -2.61331480150449 |
106 | 10 | 11.1028672858380 | -1.10286728583804 |
107 | 12 | 11.3458286857496 | 0.654171314250391 |
108 | 11 | 11.129623558367 | -0.129623558367004 |
109 | 13 | 11.2085143967262 | 1.79148560327376 |
110 | 9 | 11.5214041857192 | -2.52140418571916 |
111 | 11 | 11.3422873517222 | -0.342287351722197 |
112 | 13 | 11.2402417577831 | 1.75975824221687 |
113 | 8 | 10.8477899077600 | -2.84778990775997 |
114 | 12 | 11.1854637830689 | 0.814536216931106 |
115 | 11 | 10.6035775595414 | 0.396422440458647 |
116 | 11 | 10.7206848770669 | 0.279315122933137 |
117 | 12 | 10.9179641651151 | 1.08203583488489 |
118 | 13 | 11.4015285878971 | 1.59847141210286 |
119 | 11 | 11.3532535599571 | -0.353253559957125 |
120 | 10 | 10.8372558503707 | -0.8372558503707 |
121 | 10 | 10.9537545774435 | -0.953754577443539 |
122 | 10 | 10.9732312596289 | -0.973231259628935 |
123 | 12 | 10.9371088114377 | 1.06289118856232 |
124 | 12 | 11.1525231455579 | 0.847476854442104 |
125 | 13 | 11.0230807921064 | 1.97691920789362 |
126 | 11 | 11.0781914722327 | -0.0781914722326884 |
127 | 11 | 10.0510571810907 | 0.948942818909263 |
128 | 12 | 11.1692500590898 | 0.830749940910168 |
129 | 9 | 10.7912838887393 | -1.79128388873930 |
130 | 11 | 11.8399841608819 | -0.839984160881925 |
131 | 12 | 11.0079309513733 | 0.992069048626738 |
132 | 12 | 11.0260444324966 | 0.973955567503418 |
133 | 13 | 10.8420994081278 | 2.15790059187222 |
134 | 6 | 10.9254722763201 | -4.92547227632007 |
135 | 11 | 12.0345742441566 | -1.03457424415665 |
136 | 10 | 11.8965856390993 | -1.89658563909928 |
137 | 12 | 11.0842682366851 | 0.91573176331488 |
138 | 11 | 11.1807448746903 | -0.180744874690319 |
139 | 12 | 12.2199971678920 | -0.219997167891952 |
140 | 12 | 11.2110868006450 | 0.788913199355022 |
141 | 7 | 11.2204359048098 | -4.22043590480985 |
142 | 12 | 11.2138757020621 | 0.786124297937918 |
143 | 12 | 12.2997178920424 | -0.299717892042364 |
144 | 9 | 11.0963491009105 | -2.09634910091047 |
145 | 12 | 11.3248368876320 | 0.67516311236798 |
146 | 12 | 11.3648782142437 | 0.635121785756275 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.992484878081117 | 0.0150302438377656 | 0.00751512191888278 |
12 | 0.999658099435383 | 0.000683801129234448 | 0.000341900564617224 |
13 | 0.999111889539465 | 0.00177622092106925 | 0.000888110460534626 |
14 | 0.998288690646805 | 0.00342261870638902 | 0.00171130935319451 |
15 | 0.996618536335 | 0.00676292733000075 | 0.00338146366500038 |
16 | 0.994119486893567 | 0.0117610262128658 | 0.00588051310643291 |
17 | 0.990127385687942 | 0.0197452286241166 | 0.00987261431205828 |
18 | 0.984870514147392 | 0.0302589717052153 | 0.0151294858526076 |
19 | 0.979546726728177 | 0.0409065465436452 | 0.0204532732718226 |
20 | 0.969658038197161 | 0.0606839236056779 | 0.0303419618028390 |
21 | 0.99043768796641 | 0.0191246240671799 | 0.00956231203358996 |
22 | 0.988285042038482 | 0.0234299159230369 | 0.0117149579615185 |
23 | 0.986337355594653 | 0.0273252888106946 | 0.0136626444053473 |
24 | 0.981614719525974 | 0.0367705609480522 | 0.0183852804740261 |
25 | 0.982913925532458 | 0.0341721489350834 | 0.0170860744675417 |
26 | 0.974902062380823 | 0.0501958752383542 | 0.0250979376191771 |
27 | 0.963670197180791 | 0.0726596056384173 | 0.0363298028192086 |
28 | 0.94911351733964 | 0.101772965320722 | 0.0508864826603611 |
29 | 0.950715687321324 | 0.098568625357352 | 0.049284312678676 |
30 | 0.935588787788745 | 0.128822424422509 | 0.0644112122112546 |
31 | 0.915461949052606 | 0.169076101894788 | 0.0845380509473938 |
32 | 0.89143710088466 | 0.217125798230679 | 0.108562899115340 |
33 | 0.921879300308626 | 0.156241399382748 | 0.0781206996913738 |
34 | 0.935527024287839 | 0.128945951424323 | 0.0644729757121613 |
35 | 0.920340193413462 | 0.159319613173077 | 0.0796598065865383 |
36 | 0.9345222033622 | 0.130955593275600 | 0.0654777966377998 |
37 | 0.914214234005237 | 0.171571531989525 | 0.0857857659947627 |
38 | 0.889486234871483 | 0.221027530257033 | 0.110513765128517 |
39 | 0.910328359540508 | 0.179343280918984 | 0.0896716404594922 |
40 | 0.886002018495896 | 0.227995963008209 | 0.113997981504104 |
41 | 0.893598801778859 | 0.212802396442283 | 0.106401198221142 |
42 | 0.940460004025338 | 0.119079991949324 | 0.0595399959746618 |
43 | 0.922366460915186 | 0.155267078169628 | 0.0776335390848138 |
44 | 0.910516774569297 | 0.178966450861406 | 0.0894832254307028 |
45 | 0.895157363993128 | 0.209685272013744 | 0.104842636006872 |
46 | 0.936050295932234 | 0.127899408135531 | 0.0639497040677657 |
47 | 0.926628133570188 | 0.146743732859624 | 0.0733718664298121 |
48 | 0.909532390458878 | 0.180935219082244 | 0.0904676095411222 |
49 | 0.88673383287823 | 0.226532334243539 | 0.113266167121770 |
50 | 0.942750250043476 | 0.114499499913047 | 0.0572497499565236 |
51 | 0.971002957207766 | 0.0579940855844681 | 0.0289970427922340 |
52 | 0.961340629888415 | 0.0773187402231704 | 0.0386593701115852 |
53 | 0.987337768555095 | 0.0253244628898090 | 0.0126622314449045 |
54 | 0.982966372210516 | 0.0340672555789671 | 0.0170336277894835 |
55 | 0.982072658434315 | 0.0358546831313709 | 0.0179273415656854 |
56 | 0.995067792143058 | 0.00986441571388482 | 0.00493220785694241 |
57 | 0.99293854076382 | 0.0141229184723623 | 0.00706145923618113 |
58 | 0.990392907820605 | 0.0192141843587902 | 0.0096070921793951 |
59 | 0.98797753201379 | 0.0240449359724183 | 0.0120224679862091 |
60 | 0.985803484405416 | 0.0283930311891679 | 0.0141965155945839 |
61 | 0.984829618188072 | 0.0303407636238560 | 0.0151703818119280 |
62 | 0.983649574760677 | 0.0327008504786467 | 0.0163504252393233 |
63 | 0.980950714658332 | 0.0380985706833364 | 0.0190492853416682 |
64 | 0.977902007749269 | 0.0441959845014628 | 0.0220979922507314 |
65 | 0.97197118399471 | 0.0560576320105794 | 0.0280288160052897 |
66 | 0.981423540565539 | 0.0371529188689219 | 0.0185764594344609 |
67 | 0.999425175777716 | 0.00114964844456856 | 0.000574824222284281 |
68 | 0.999153803114398 | 0.00169239377120365 | 0.000846196885601823 |
69 | 0.999097069074945 | 0.00180586185011023 | 0.000902930925055114 |
70 | 0.998711436885612 | 0.00257712622877637 | 0.00128856311438818 |
71 | 0.998131486754467 | 0.00373702649106632 | 0.00186851324553316 |
72 | 0.997900264565974 | 0.00419947086805108 | 0.00209973543402554 |
73 | 0.996930554067258 | 0.00613889186548397 | 0.00306944593274199 |
74 | 0.995656410629266 | 0.00868717874146825 | 0.00434358937073413 |
75 | 0.993824487506315 | 0.0123510249873709 | 0.00617551249368543 |
76 | 0.994114001716398 | 0.0117719965672038 | 0.00588599828360188 |
77 | 0.993596613549742 | 0.0128067729005151 | 0.00640338645025755 |
78 | 0.99482629435955 | 0.0103474112808991 | 0.00517370564044955 |
79 | 0.992701160770785 | 0.0145976784584307 | 0.00729883922921536 |
80 | 0.990197375407282 | 0.0196052491854364 | 0.00980262459271822 |
81 | 0.989229887505174 | 0.0215402249896521 | 0.0107701124948260 |
82 | 0.985514171909586 | 0.0289716561808275 | 0.0144858280904138 |
83 | 0.980492967097355 | 0.0390140658052897 | 0.0195070329026448 |
84 | 0.974208366712755 | 0.0515832665744905 | 0.0257916332872453 |
85 | 0.966466867821768 | 0.067066264356464 | 0.033533132178232 |
86 | 0.958607815460817 | 0.0827843690783664 | 0.0413921845391832 |
87 | 0.945859509532426 | 0.108280980935148 | 0.0541404904675742 |
88 | 0.933312517948344 | 0.133374964103313 | 0.0666874820516564 |
89 | 0.918677176478004 | 0.162645647043991 | 0.0813228235219957 |
90 | 0.909311717992657 | 0.181376564014687 | 0.0906882820073433 |
91 | 0.887412102160005 | 0.22517579567999 | 0.112587897839995 |
92 | 0.861578215402456 | 0.276843569195088 | 0.138421784597544 |
93 | 0.846532236459972 | 0.306935527080055 | 0.153467763540028 |
94 | 0.88071494373305 | 0.238570112533900 | 0.119285056266950 |
95 | 0.856704270926521 | 0.286591458146957 | 0.143295729073479 |
96 | 0.825570819314705 | 0.348858361370590 | 0.174429180685295 |
97 | 0.813197786269817 | 0.373604427460366 | 0.186802213730183 |
98 | 0.776044383057956 | 0.447911233884087 | 0.223955616942044 |
99 | 0.734015835913616 | 0.531968328172768 | 0.265984164086384 |
100 | 0.697909806719015 | 0.60418038656197 | 0.302090193280985 |
101 | 0.64873227130651 | 0.70253545738698 | 0.35126772869349 |
102 | 0.59623965814886 | 0.80752068370228 | 0.40376034185114 |
103 | 0.589286709175458 | 0.821426581649085 | 0.410713290824542 |
104 | 0.542997387027832 | 0.914005225944335 | 0.457002612972168 |
105 | 0.609594512738591 | 0.780810974522819 | 0.390405487261409 |
106 | 0.5921842836151 | 0.815631432769801 | 0.407815716384901 |
107 | 0.540276152176287 | 0.919447695647425 | 0.459723847823713 |
108 | 0.485651376523248 | 0.971302753046496 | 0.514348623476752 |
109 | 0.470854168871566 | 0.941708337743133 | 0.529145831128434 |
110 | 0.522530135819913 | 0.954939728360175 | 0.477469864180087 |
111 | 0.477506836208929 | 0.955013672417858 | 0.522493163791071 |
112 | 0.457798985957734 | 0.915597971915468 | 0.542201014042266 |
113 | 0.599251601480377 | 0.801496797039245 | 0.400748398519623 |
114 | 0.538202662822460 | 0.923594674355081 | 0.461797337177540 |
115 | 0.473676469425257 | 0.947352938850513 | 0.526323530574743 |
116 | 0.409567306531335 | 0.81913461306267 | 0.590432693468665 |
117 | 0.355250280399116 | 0.710500560798232 | 0.644749719600884 |
118 | 0.341827285035982 | 0.683654570071964 | 0.658172714964018 |
119 | 0.282514558549335 | 0.565029117098671 | 0.717485441450665 |
120 | 0.242601838851057 | 0.485203677702114 | 0.757398161148943 |
121 | 0.220977017651019 | 0.441954035302037 | 0.779022982348981 |
122 | 0.220966350320319 | 0.441932700640637 | 0.779033649679681 |
123 | 0.180637791746804 | 0.361275583493609 | 0.819362208253196 |
124 | 0.138458131253064 | 0.276916262506129 | 0.861541868746936 |
125 | 0.135021261959414 | 0.270042523918828 | 0.864978738040586 |
126 | 0.0988341408570816 | 0.197668281714163 | 0.901165859142918 |
127 | 0.114451623352886 | 0.228903246705771 | 0.885548376647114 |
128 | 0.107982269057411 | 0.215964538114821 | 0.892017730942589 |
129 | 0.111140065255560 | 0.222280130511120 | 0.88885993474444 |
130 | 0.0741752707445548 | 0.148350541489110 | 0.925824729255445 |
131 | 0.060561570848311 | 0.121123141696622 | 0.939438429151689 |
132 | 0.0466458063602346 | 0.0932916127204691 | 0.953354193639765 |
133 | 0.0601151945943809 | 0.120230389188762 | 0.939884805405619 |
134 | 0.181166821977933 | 0.362333643955867 | 0.818833178022067 |
135 | 0.100958404795116 | 0.201916809590231 | 0.899041595204884 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 13 | 0.104 | NOK |
5% type I error level | 44 | 0.352 | NOK |
10% type I error level | 55 | 0.44 | NOK |