Multiple Linear Regression - Estimated Regression Equation |
PStress[t] = + 7.6711792310796 -0.0928953860553277AGE[t] + 0.69427644065709Pstress_M[t] + 0.00132951929824787Pstress_OKT[t] -0.0313243922834601BelInSprt[t] + 0.191375049293081KunnenRekRel[t] + 0.407160247689161Depressie[t] -0.194751314134405Slaapgebrek[t] + 0.175770377072836`ToekZorgen `[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) | 7.6711792310796 | 2.148488 | 3.5705 | 0.000497 | 0.000248 |
AGE | -0.0928953860553277 | 0.066865 | -1.3893 | 0.167063 | 0.083532 |
Pstress_M | 0.69427644065709 | 0.33826 | 2.0525 | 0.042083 | 0.021041 |
Pstress_OKT | 0.00132951929824787 | 0.33323 | 0.004 | 0.996823 | 0.498411 |
BelInSprt | -0.0313243922834601 | 0.016238 | -1.9291 | 0.055853 | 0.027926 |
KunnenRekRel | 0.191375049293081 | 0.107753 | 1.7761 | 0.078011 | 0.039006 |
Depressie | 0.407160247689161 | 0.061658 | 6.6036 | 0 | 0 |
Slaapgebrek | -0.194751314134405 | 0.092416 | -2.1073 | 0.036966 | 0.018483 |
`ToekZorgen ` | 0.175770377072836 | 0.110789 | 1.5865 | 0.114993 | 0.057496 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.631622752228292 |
R-squared | 0.398947301132442 |
Adjusted R-squared | 0.362793755335897 |
F-TEST (value) | 11.0348042589662 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 133 |
p-value | 7.2215566859768e-12 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.90495367626601 |
Sum Squared Residuals | 482.636851659679 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 10 | 10.4135197581277 | -0.413519758127713 |
2 | 6 | 8.01904718397413 | -2.01904718397413 |
3 | 13 | 10.0170526830394 | 2.98294731696057 |
4 | 12 | 10.1017736891336 | 1.89822631086640 |
5 | 8 | 12.0682646143497 | -4.06826461434965 |
6 | 6 | 9.13357551699705 | -3.13357551699705 |
7 | 10 | 13.6659470920175 | -3.66594709201745 |
8 | 10 | 9.41366200969305 | 0.586337990306955 |
9 | 9 | 9.11494938952846 | -0.11494938952846 |
10 | 9 | 10.3633004692430 | -1.36330046924303 |
11 | 7 | 8.61716125648139 | -1.61716125648139 |
12 | 5 | 9.11849178911243 | -4.11849178911242 |
13 | 14 | 12.7985886673474 | 1.20141133265259 |
14 | 6 | 8.7133165670259 | -2.71331656702591 |
15 | 10 | 11.4600353479947 | -1.46003534799474 |
16 | 10 | 10.8658346375611 | -0.865834637561083 |
17 | 7 | 8.60454639576637 | -1.60454639576637 |
18 | 10 | 10.019553971927 | -0.0195539719270039 |
19 | 8 | 9.13189604591151 | -1.13189604591151 |
20 | 6 | 7.92827899558108 | -1.92827899558108 |
21 | 10 | 9.98384059503784 | 0.0161594049621587 |
22 | 12 | 10.3616143498007 | 1.63838565019932 |
23 | 7 | 9.43876233482546 | -2.43876233482546 |
24 | 15 | 8.64394751863436 | 6.35605248136564 |
25 | 8 | 9.51463814528535 | -1.51463814528535 |
26 | 10 | 10.0683265204327 | -0.0683265204326985 |
27 | 13 | 10.8638509558098 | 2.13614904419023 |
28 | 8 | 7.99253165692003 | 0.00746834307996646 |
29 | 11 | 11.7460762041063 | -0.746076204106319 |
30 | 7 | 9.11602718032351 | -2.11602718032351 |
31 | 9 | 8.29542821973703 | 0.704571780262972 |
32 | 10 | 9.91576523478999 | 0.0842347652100144 |
33 | 8 | 8.3668160663047 | -0.366816066304697 |
34 | 15 | 13.1587446654679 | 1.84125533453214 |
35 | 9 | 10.3246406093041 | -1.32464060930412 |
36 | 7 | 7.77509394879095 | -0.775093948790954 |
37 | 11 | 9.76772021262712 | 1.23227978737288 |
38 | 9 | 8.28374797919202 | 0.716252020807981 |
39 | 8 | 9.5337377081574 | -1.53373770815739 |
40 | 8 | 8.33405772978187 | -0.334057729781871 |
41 | 12 | 8.36239481584097 | 3.63760518415903 |
42 | 13 | 9.61314700399181 | 3.38685299600819 |
43 | 9 | 9.10465888150667 | -0.104658881506675 |
44 | 11 | 9.83014466660426 | 1.16985533339574 |
45 | 8 | 8.89997186894347 | -0.899971868943468 |
46 | 10 | 11.1108454986463 | -1.11084549864634 |
47 | 13 | 13.2040964053036 | -0.204096405303569 |
48 | 12 | 10.4646909611310 | 1.53530903886903 |
49 | 12 | 10.3695793436997 | 1.63042065630031 |
50 | 9 | 8.57043350710771 | 0.429566492892294 |
51 | 8 | 9.66603333382005 | -1.66603333382005 |
52 | 9 | 8.43232506663431 | 0.567674933365692 |
53 | 12 | 8.61710882573039 | 3.38289117426961 |
54 | 12 | 11.1797765462115 | 0.820223453788547 |
55 | 16 | 14.3160561512962 | 1.68394384870376 |
56 | 11 | 9.78526190094384 | 1.21473809905616 |
57 | 13 | 9.21171392594125 | 3.78828607405876 |
58 | 10 | 10.0302473713546 | -0.0302473713545974 |
59 | 9 | 9.97576474771397 | -0.975764747713973 |
60 | 14 | 9.98843110450774 | 4.01156889549226 |
61 | 13 | 11.1727010260941 | 1.82729897390595 |
62 | 12 | 10.7702845726036 | 1.22971542739642 |
63 | 9 | 10.5031813250981 | -1.50318132509809 |
64 | 9 | 11.0183168889372 | -2.01831688893717 |
65 | 10 | 10.9119944917688 | -0.911994491768752 |
66 | 8 | 10.0738968343792 | -2.07389683437918 |
67 | 9 | 9.66846848852655 | -0.668468488526547 |
68 | 9 | 8.91613002639399 | 0.0838699736060096 |
69 | 11 | 9.07390917070987 | 1.92609082929013 |
70 | 7 | 9.23413994659314 | -2.23413994659314 |
71 | 11 | 11.3373732173340 | -0.337373217334017 |
72 | 9 | 9.81974531239653 | -0.81974531239653 |
73 | 11 | 9.28219543485286 | 1.71780456514714 |
74 | 9 | 9.58207188627284 | -0.582071886272845 |
75 | 8 | 10.2753911153100 | -2.27539111531005 |
76 | 9 | 8.29138537898967 | 0.708614621010331 |
77 | 8 | 9.64765934410316 | -1.64765934410316 |
78 | 9 | 9.1370606178854 | -0.137060617885401 |
79 | 10 | 9.4032035763775 | 0.596796423622493 |
80 | 9 | 10.2440636456331 | -1.24406364563309 |
81 | 17 | 13.8152875357967 | 3.18471246420325 |
82 | 7 | 9.07837232864177 | -2.07837232864177 |
83 | 11 | 10.8339211538552 | 0.166078846144771 |
84 | 9 | 9.2734061692131 | -0.273406169213109 |
85 | 10 | 9.60192115093135 | 0.398078849068647 |
86 | 11 | 8.86664651351111 | 2.13335348648889 |
87 | 8 | 8.50493029918662 | -0.504930299186625 |
88 | 12 | 11.6968814193174 | 0.303118580682595 |
89 | 10 | 9.49662125061978 | 0.503378749380216 |
90 | 7 | 9.6279231599815 | -2.6279231599815 |
91 | 9 | 9.0002190523059 | -0.000219052305901545 |
92 | 7 | 8.27462486772217 | -1.27462486772217 |
93 | 12 | 11.2215655360162 | 0.778434463983807 |
94 | 8 | 9.47415476597007 | -1.47415476597007 |
95 | 13 | 10.5444331967755 | 2.4555668032245 |
96 | 9 | 11.0992586616482 | -2.09925866164824 |
97 | 15 | 13.0441043807020 | 1.95589561929803 |
98 | 8 | 8.67840885057 | -0.678408850570005 |
99 | 14 | 11.993822684116 | 2.00617731588401 |
100 | 14 | 13.7395564883574 | 0.260443511642557 |
101 | 9 | 10.0186792766742 | -1.01867927667418 |
102 | 13 | 11.4263301875831 | 1.57366981241690 |
103 | 11 | 8.6696615695344 | 2.3303384304656 |
104 | 10 | 11.9229874256271 | -1.92298742562706 |
105 | 6 | 9.86457435479679 | -3.86457435479679 |
106 | 8 | 8.64427002491804 | -0.644270024918035 |
107 | 10 | 10.9752609867872 | -0.975260986787247 |
108 | 10 | 7.91444965327187 | 2.08555034672813 |
109 | 10 | 9.45318194074275 | 0.54681805925725 |
110 | 12 | 11.3653411971812 | 0.634658802818793 |
111 | 10 | 9.34706179464707 | 0.652938205352933 |
112 | 9 | 9.0368003475435 | -0.0368003475435022 |
113 | 9 | 6.98128262286103 | 2.01871737713897 |
114 | 11 | 8.78256325269535 | 2.21743674730465 |
115 | 7 | 8.51064924979036 | -1.51064924979036 |
116 | 7 | 8.49269612671155 | -1.49269612671155 |
117 | 5 | 8.08072701379303 | -3.08072701379303 |
118 | 9 | 9.07511111164341 | -0.0751111116434137 |
119 | 11 | 11.6816142036233 | -0.681614203623329 |
120 | 15 | 12.4280818060805 | 2.57191819391945 |
121 | 9 | 7.43847143855444 | 1.56152856144556 |
122 | 9 | 9.71143835021613 | -0.711438350216127 |
123 | 8 | 9.28322017144213 | -1.28322017144213 |
124 | 13 | 15.9025205273436 | -2.9025205273436 |
125 | 10 | 10.8189686267102 | -0.818968626710225 |
126 | 13 | 11.3967025890554 | 1.60329741094457 |
127 | 9 | 8.23934372656328 | 0.760656273436715 |
128 | 11 | 10.1972438638762 | 0.802756136123795 |
129 | 8 | 10.7296972594544 | -2.72969725945438 |
130 | 10 | 8.85162518851217 | 1.14837481148783 |
131 | 9 | 9.38812824994953 | -0.388128249949526 |
132 | 8 | 8.43336675499014 | -0.433366754990136 |
133 | 8 | 8.08378073489939 | -0.0837807348993903 |
134 | 13 | 10.8483617679934 | 2.15163823200663 |
135 | 11 | 11.0140004999754 | -0.0140004999754446 |
136 | 8 | 9.51463814528535 | -1.51463814528535 |
137 | 12 | 9.7022252237409 | 2.29777477625911 |
138 | 15 | 11.6869471161515 | 3.31305288384848 |
139 | 11 | 10.8339211538552 | 0.166078846144771 |
140 | 10 | 10.0642268276895 | -0.0642268276895192 |
141 | 5 | 8.08072701379303 | -3.08072701379303 |
142 | 11 | 7.0930430148743 | 3.9069569851257 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.99510508951911 | 0.0097898209617801 | 0.00489491048089005 |
13 | 0.988436109799826 | 0.0231277804003481 | 0.0115638902001741 |
14 | 0.982274063713581 | 0.0354518725728376 | 0.0177259362864188 |
15 | 0.967201279853347 | 0.0655974402933051 | 0.0327987201466525 |
16 | 0.943618456795666 | 0.112763086408668 | 0.056381543204334 |
17 | 0.915986581813286 | 0.168026836373428 | 0.0840134181867142 |
18 | 0.884164416926782 | 0.231671166146436 | 0.115835583073218 |
19 | 0.851829388223435 | 0.296341223553131 | 0.148170611776565 |
20 | 0.813344747218104 | 0.373310505563793 | 0.186655252781896 |
21 | 0.824324318451225 | 0.35135136309755 | 0.175675681548775 |
22 | 0.877961534184838 | 0.244076931630323 | 0.122038465815162 |
23 | 0.857609953760566 | 0.284780092478869 | 0.142390046239434 |
24 | 0.990445221882706 | 0.0191095562345873 | 0.00955477811729367 |
25 | 0.986702958019461 | 0.0265940839610774 | 0.0132970419805387 |
26 | 0.98257028972696 | 0.0348594205460813 | 0.0174297102730406 |
27 | 0.98851090403909 | 0.0229781919218203 | 0.0114890959609101 |
28 | 0.982566872252443 | 0.0348662554951140 | 0.0174331277475570 |
29 | 0.979271865109838 | 0.0414562697803231 | 0.0207281348901615 |
30 | 0.978390687601419 | 0.0432186247971625 | 0.0216093123985812 |
31 | 0.972203057296567 | 0.0555938854068669 | 0.0277969427034334 |
32 | 0.961552311320964 | 0.0768953773580723 | 0.0384476886790361 |
33 | 0.949237404872301 | 0.101525190255398 | 0.0507625951276989 |
34 | 0.955209947736795 | 0.0895801045264093 | 0.0447900522632046 |
35 | 0.950570528127885 | 0.0988589437442293 | 0.0494294718721146 |
36 | 0.93681672933426 | 0.126366541331481 | 0.0631832706657405 |
37 | 0.92203518728886 | 0.155929625422279 | 0.0779648127111395 |
38 | 0.899223172183142 | 0.201553655633717 | 0.100776827816858 |
39 | 0.890219137513639 | 0.219561724972723 | 0.109780862486361 |
40 | 0.865597837913787 | 0.268804324172426 | 0.134402162086213 |
41 | 0.935197982323837 | 0.129604035352325 | 0.0648020176761626 |
42 | 0.952884682636637 | 0.0942306347267256 | 0.0471153173633628 |
43 | 0.94164886168976 | 0.116702276620480 | 0.0583511383102399 |
44 | 0.926050275235094 | 0.147899449529813 | 0.0739497247649064 |
45 | 0.913974634345278 | 0.172050731309444 | 0.086025365654722 |
46 | 0.902926290381068 | 0.194147419237864 | 0.0970737096189318 |
47 | 0.893532537896425 | 0.212934924207149 | 0.106467462103575 |
48 | 0.886774347135489 | 0.226451305729023 | 0.113225652864511 |
49 | 0.887412593644184 | 0.225174812711633 | 0.112587406355816 |
50 | 0.866178139385204 | 0.267643721229591 | 0.133821860614796 |
51 | 0.870157592825949 | 0.259684814348103 | 0.129842407174051 |
52 | 0.84334483160181 | 0.313310336796378 | 0.156655168398189 |
53 | 0.891086807734394 | 0.217826384531212 | 0.108913192265606 |
54 | 0.867642795535532 | 0.264714408928935 | 0.132357204464468 |
55 | 0.877586938665849 | 0.244826122668302 | 0.122413061334151 |
56 | 0.866233439473616 | 0.267533121052768 | 0.133766560526384 |
57 | 0.914362434989603 | 0.171275130020795 | 0.0856375650103973 |
58 | 0.892443390181634 | 0.215113219636733 | 0.107556609818366 |
59 | 0.875219602638867 | 0.249560794722267 | 0.124780397361133 |
60 | 0.897684185314426 | 0.204631629371149 | 0.102315814685574 |
61 | 0.898043269724021 | 0.203913460551958 | 0.101956730275979 |
62 | 0.907104416694997 | 0.185791166610007 | 0.0928955833050033 |
63 | 0.928434649357427 | 0.143130701285145 | 0.0715653506425727 |
64 | 0.936974384009276 | 0.126051231981448 | 0.0630256159907241 |
65 | 0.936990793281826 | 0.126018413436349 | 0.0630092067181743 |
66 | 0.939441554746647 | 0.121116890506706 | 0.060558445253353 |
67 | 0.924866570436865 | 0.15026685912627 | 0.075133429563135 |
68 | 0.906039358731307 | 0.187921282537386 | 0.093960641268693 |
69 | 0.912857123960432 | 0.174285752079137 | 0.0871428760395683 |
70 | 0.927524626373076 | 0.144950747253849 | 0.0724753736269244 |
71 | 0.912850841529227 | 0.174298316941546 | 0.0871491584707728 |
72 | 0.903255530032795 | 0.193488939934409 | 0.0967444699672046 |
73 | 0.906233306075593 | 0.187533387848814 | 0.0937666939244069 |
74 | 0.884059893867501 | 0.231880212264998 | 0.115940106132499 |
75 | 0.890231903757515 | 0.219536192484970 | 0.109768096242485 |
76 | 0.873428714839384 | 0.253142570321233 | 0.126571285160616 |
77 | 0.864154354827998 | 0.271691290344005 | 0.135845645172002 |
78 | 0.844032293671265 | 0.311935412657469 | 0.155967706328735 |
79 | 0.816301681558434 | 0.367396636883133 | 0.183698318441566 |
80 | 0.793100592173427 | 0.413798815653147 | 0.206899407826573 |
81 | 0.848936269684308 | 0.302127460631383 | 0.151063730315692 |
82 | 0.850102762246174 | 0.299794475507652 | 0.149897237753826 |
83 | 0.826647220084563 | 0.346705559830873 | 0.173352779915437 |
84 | 0.795154492786663 | 0.409691014426673 | 0.204845507213337 |
85 | 0.757784669154073 | 0.484430661691854 | 0.242215330845927 |
86 | 0.791685125171176 | 0.416629749657649 | 0.208314874828824 |
87 | 0.755094908555147 | 0.489810182889706 | 0.244905091444853 |
88 | 0.711714853578809 | 0.576570292842381 | 0.288285146421191 |
89 | 0.671210652985185 | 0.65757869402963 | 0.328789347014815 |
90 | 0.706938132061836 | 0.586123735876328 | 0.293061867938164 |
91 | 0.660308520234755 | 0.67938295953049 | 0.339691479765245 |
92 | 0.64295663753468 | 0.71408672493064 | 0.35704336246532 |
93 | 0.600948431719327 | 0.798103136561346 | 0.399051568280673 |
94 | 0.587079336907729 | 0.825841326184542 | 0.412920663092271 |
95 | 0.6522472454762 | 0.6955055090476 | 0.3477527545238 |
96 | 0.654005152648582 | 0.691989694702837 | 0.345994847351418 |
97 | 0.66025850697357 | 0.67948298605286 | 0.33974149302643 |
98 | 0.616641784306771 | 0.766716431386458 | 0.383358215693229 |
99 | 0.644533468313375 | 0.71093306337325 | 0.355466531686625 |
100 | 0.627966721899754 | 0.744066556200492 | 0.372033278100246 |
101 | 0.614275466080988 | 0.771449067838025 | 0.385724533919012 |
102 | 0.610482284930631 | 0.779035430138739 | 0.389517715069369 |
103 | 0.66227656285294 | 0.67544687429412 | 0.33772343714706 |
104 | 0.657847129797136 | 0.684305740405728 | 0.342152870202864 |
105 | 0.79975002770558 | 0.400499944588839 | 0.200249972294419 |
106 | 0.773383327947248 | 0.453233344105505 | 0.226616672052752 |
107 | 0.797753461114053 | 0.404493077771893 | 0.202246538885947 |
108 | 0.781569203506601 | 0.436861592986798 | 0.218430796493399 |
109 | 0.737325764825587 | 0.525348470348827 | 0.262674235174413 |
110 | 0.730411964047687 | 0.539176071904626 | 0.269588035952313 |
111 | 0.714015544473803 | 0.571968911052395 | 0.285984455526197 |
112 | 0.652974858418993 | 0.694050283162014 | 0.347025141581007 |
113 | 0.606414836928784 | 0.787170326142433 | 0.393585163071216 |
114 | 0.596837812394998 | 0.806324375210005 | 0.403162187605002 |
115 | 0.536916359175594 | 0.926167281648812 | 0.463083640824406 |
116 | 0.473784587217197 | 0.947569174434394 | 0.526215412782803 |
117 | 0.600175483604872 | 0.799649032790256 | 0.399824516395128 |
118 | 0.526804754003094 | 0.946390491993813 | 0.473195245996906 |
119 | 0.488649540283932 | 0.977299080567865 | 0.511350459716068 |
120 | 0.788966303847298 | 0.422067392305403 | 0.211033696152702 |
121 | 0.730506388927056 | 0.538987222145889 | 0.269493611072944 |
122 | 0.676539847346737 | 0.646920305306527 | 0.323460152653263 |
123 | 0.589228707054996 | 0.821542585890008 | 0.410771292945004 |
124 | 0.513762280143544 | 0.972475439712912 | 0.486237719856456 |
125 | 0.42974842989228 | 0.85949685978456 | 0.57025157010772 |
126 | 0.336631721608633 | 0.673263443217266 | 0.663368278391367 |
127 | 0.427561584456892 | 0.855123168913783 | 0.572438415543108 |
128 | 0.328553204511407 | 0.657106409022814 | 0.671446795488593 |
129 | 0.365462795103714 | 0.730925590207428 | 0.634537204896286 |
130 | 0.314003382110287 | 0.628006764220574 | 0.685996617889713 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.00840336134453781 | OK |
5% type I error level | 10 | 0.0840336134453782 | NOK |
10% type I error level | 16 | 0.134453781512605 | NOK |