Multiple Linear Regression - Estimated Regression Equation |
PStress[t] = + 8.87667015706705 -0.104269855315633AGE[t] -0.0321581842806803BelInSprt[t] + 0.206721936465705KunnenRekRel[t] -0.130417643958898ExtraCurAct[t] + 0.394290032329484Depressie[t] -0.21057047824519Slaapgebrek[t] + 0.199757036190737ToekZorgen[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) | 8.87667015706705 | 2.124724 | 4.1778 | 5.3e-05 | 2.6e-05 |
AGE | -0.104269855315633 | 0.066665 | -1.5641 | 0.120156 | 0.060078 |
BelInSprt | -0.0321581842806803 | 0.016627 | -1.934 | 0.055215 | 0.027608 |
KunnenRekRel | 0.206721936465705 | 0.108208 | 1.9104 | 0.058216 | 0.029108 |
ExtraCurAct | -0.130417643958898 | 0.122977 | -1.0605 | 0.290825 | 0.145412 |
Depressie | 0.394290032329484 | 0.061975 | 6.362 | 0 | 0 |
Slaapgebrek | -0.21057047824519 | 0.092495 | -2.2766 | 0.024398 | 0.012199 |
ToekZorgen | 0.199757036190737 | 0.112805 | 1.7708 | 0.078865 | 0.039432 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.62053624959846 |
R-squared | 0.385065237065722 |
Adjusted R-squared | 0.352941779300498 |
F-TEST (value) | 11.9870419890660 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 134 |
p-value | 8.17634848715443e-12 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.91962362912285 |
Sum Squared Residuals | 493.783953583226 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 10 | 10.5479949856644 | -0.547994985664375 |
2 | 6 | 8.05996078062547 | -2.05996078062547 |
3 | 13 | 10.1976587177637 | 2.80234128223626 |
4 | 12 | 9.74338401691657 | 2.25661598308343 |
5 | 8 | 12.2400283425347 | -4.24002834253465 |
6 | 6 | 9.22117952429092 | -3.22117952429092 |
7 | 10 | 13.5022351838557 | -3.50223518385569 |
8 | 10 | 9.71291361294682 | 0.287086387053182 |
9 | 9 | 9.55035169116469 | -0.550351691164693 |
10 | 9 | 10.5084914452101 | -1.50849144521014 |
11 | 7 | 8.63762125564634 | -1.63762125564634 |
12 | 5 | 9.61165724858504 | -4.61165724858504 |
13 | 14 | 12.2990318001720 | 1.70096819982803 |
14 | 6 | 8.8696422334325 | -2.86964223343249 |
15 | 10 | 10.9900628549881 | -0.990062854988088 |
16 | 10 | 10.6138689553686 | -0.613868955368622 |
17 | 7 | 8.58161194166143 | -1.58161194166143 |
18 | 10 | 10.0197162921331 | -0.0197162921331297 |
19 | 8 | 9.264086823932 | -1.26408682393200 |
20 | 6 | 7.48161444295916 | -1.48161444295916 |
21 | 10 | 10.486680960054 | -0.486680960054003 |
22 | 12 | 10.5359333120184 | 1.46406668798160 |
23 | 7 | 9.00406855318125 | -2.00406855318125 |
24 | 15 | 8.8204769210989 | 6.1795230789011 |
25 | 8 | 9.14680081939226 | -1.14680081939227 |
26 | 10 | 10.3295620332627 | -0.329562033262679 |
27 | 13 | 10.5410366634070 | 2.45896333659299 |
28 | 8 | 8.62467673249671 | -0.624676732496711 |
29 | 11 | 11.4816930537877 | -0.481693053787729 |
30 | 7 | 9.2817211007733 | -2.28172110077331 |
31 | 9 | 8.34566106948647 | 0.654338930513528 |
32 | 10 | 9.36797305910698 | 0.63202694089302 |
33 | 8 | 8.17882223648926 | -0.178822236489261 |
34 | 15 | 12.8202874389643 | 2.17971256103567 |
35 | 9 | 10.0104168103958 | -1.01041681039584 |
36 | 7 | 8.06684136844327 | -1.06684136844327 |
37 | 11 | 9.36630594858452 | 1.63369405141548 |
38 | 9 | 8.04779967592735 | 0.952200324072646 |
39 | 8 | 9.69273044833138 | -1.69273044833138 |
40 | 8 | 7.97419573262081 | 0.0258042673791896 |
41 | 12 | 8.78551459286297 | 3.21448540713703 |
42 | 13 | 10.0343586985680 | 2.96564130143203 |
43 | 9 | 9.4951911245026 | -0.495191124502602 |
44 | 11 | 9.24828563713474 | 1.75171436286526 |
45 | 8 | 9.17819275664686 | -1.17819275664686 |
46 | 10 | 10.8729522037796 | -0.872952203779624 |
47 | 13 | 12.8447251401474 | 0.155274859852624 |
48 | 12 | 11.0529260135513 | 0.947073986448677 |
49 | 12 | 10.2220774580749 | 1.77792254192515 |
50 | 9 | 8.71419034708888 | 0.285809652911115 |
51 | 8 | 9.87451993770201 | -1.87451993770201 |
52 | 9 | 8.71946118364165 | 0.280538816358349 |
53 | 12 | 8.2364440347675 | 3.76355596523249 |
54 | 12 | 11.4118985488808 | 0.588101451119181 |
55 | 16 | 14.0783397912971 | 1.92166020870292 |
56 | 11 | 9.15988129531041 | 1.84011870468959 |
57 | 13 | 9.6654853412732 | 3.33451465872681 |
58 | 10 | 10.5489186948252 | -0.548918694825226 |
59 | 9 | 10.4413195102797 | -1.44131951027968 |
60 | 14 | 9.7262171919217 | 4.27378280807829 |
61 | 13 | 11.5556047729678 | 1.44439522703222 |
62 | 12 | 10.4805069215294 | 1.51949307847062 |
63 | 9 | 10.8833562372704 | -1.88335623727041 |
64 | 9 | 10.2730354588327 | -1.27303545883274 |
65 | 10 | 10.8227666521497 | -0.822766652149711 |
66 | 8 | 10.5638390315842 | -2.56383903158416 |
67 | 9 | 9.87573070069794 | -0.875730700697939 |
68 | 9 | 8.69140291026038 | 0.308597089739623 |
69 | 11 | 8.44114825036158 | 2.55885174963842 |
70 | 7 | 9.25953412174369 | -2.25953412174369 |
71 | 11 | 11.6239567932327 | -0.623956793232679 |
72 | 9 | 9.13723232052656 | -0.137232320526557 |
73 | 11 | 8.71280089499812 | 2.28719910500188 |
74 | 9 | 9.26228853206425 | -0.262288532064248 |
75 | 8 | 10.2095835641493 | -2.20958356414931 |
76 | 9 | 8.3993947154622 | 0.60060528453779 |
77 | 8 | 9.38634052140954 | -1.38634052140954 |
78 | 9 | 9.33600656330263 | -0.336006563302625 |
79 | 10 | 9.83730586242147 | 0.162694137578529 |
80 | 9 | 9.87344367472564 | -0.873443674725642 |
81 | 17 | 13.8257935268737 | 3.17420647312629 |
82 | 7 | 9.59162713907362 | -2.59162713907362 |
83 | 11 | 10.7432192827160 | 0.256780717284018 |
84 | 9 | 9.84857867378243 | -0.848578673782434 |
85 | 10 | 9.96109808453157 | 0.0389019154684335 |
86 | 11 | 9.00622724279712 | 1.99377275720288 |
87 | 8 | 8.8306162754021 | -0.830616275402092 |
88 | 12 | 12.0660693644905 | -0.0660693644905469 |
89 | 10 | 10.0488787114804 | -0.0488787114804262 |
90 | 7 | 9.17878927513459 | -2.17878927513459 |
91 | 9 | 8.66044616107043 | 0.339553838929566 |
92 | 7 | 8.51333576566367 | -1.51333576566367 |
93 | 12 | 10.6645587207013 | 1.33544127929872 |
94 | 8 | 9.4788554994894 | -1.4788554994894 |
95 | 13 | 10.2896972950558 | 2.71030270494425 |
96 | 9 | 11.1698974910867 | -2.16989749108668 |
97 | 15 | 12.7728389547080 | 2.22716104529196 |
98 | 8 | 8.77335961225478 | -0.773359612254775 |
99 | 14 | 11.7738209123581 | 2.22617908764191 |
100 | 14 | 14.1238006273393 | -0.123800627339295 |
101 | 9 | 10.3525326179901 | -1.35253261799014 |
102 | 13 | 11.9544286141118 | 1.04557138588818 |
103 | 11 | 9.18519330541975 | 1.81480669458025 |
104 | 10 | 11.5293391406500 | -1.52933914064999 |
105 | 6 | 10.2707668454828 | -4.27076684548282 |
106 | 8 | 8.12892006159349 | -0.128920061593489 |
107 | 10 | 11.2141827729859 | -1.21418277298591 |
108 | 10 | 7.89017219186783 | 2.10982780813217 |
109 | 10 | 9.2884626573801 | 0.71153734261991 |
110 | 12 | 12.0663643431552 | -0.0663643431552397 |
111 | 10 | 9.60480926477124 | 0.395190735228758 |
112 | 9 | 9.18495391336668 | -0.18495391336668 |
113 | 9 | 7.20319343097818 | 1.79680656902182 |
114 | 11 | 9.1521393673552 | 1.84786063264479 |
115 | 7 | 8.12378793433091 | -1.12378793433091 |
116 | 7 | 8.71254454153847 | -1.71254454153847 |
117 | 5 | 8.11263330493375 | -3.11263330493375 |
118 | 9 | 9.21475404914818 | -0.214754049148183 |
119 | 11 | 11.7333379889673 | -0.733337988967322 |
120 | 15 | 11.8885556939456 | 3.11144430605437 |
121 | 9 | 7.70902940854731 | 1.29097059145269 |
122 | 9 | 9.19195058858166 | -0.191950588581656 |
123 | 8 | 9.26922452703493 | -1.26922452703493 |
124 | 13 | 15.7760295793906 | -2.77602957939064 |
125 | 10 | 10.4304302239581 | -0.430430223958086 |
126 | 13 | 11.5777733393750 | 1.42222666062498 |
127 | 9 | 8.2451463814899 | 0.754853618510096 |
128 | 11 | 9.6071759545737 | 1.39282404542630 |
129 | 8 | 10.2466742936676 | -2.24667429366758 |
130 | 10 | 9.15400539969255 | 0.845994600307451 |
131 | 9 | 8.867127215165 | 0.132872784834995 |
132 | 8 | 8.49789270747833 | -0.497892707478333 |
133 | 8 | 8.06017966548954 | -0.0601796654895347 |
134 | 13 | 10.3996804052793 | 2.60031959472070 |
135 | 11 | 11.0299940371696 | -0.0299940371696264 |
136 | 8 | 9.14680081939226 | -1.14680081939227 |
137 | 12 | 9.95414160508582 | 2.04585839491418 |
138 | 15 | 11.7675218441812 | 3.23247815581881 |
139 | 11 | 10.7432192827160 | 0.256780717284018 |
140 | 10 | 10.2291116719602 | -0.229111671960160 |
141 | 5 | 8.11263330493375 | -3.11263330493375 |
142 | 11 | 7.13870299923505 | 3.86129700076495 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.90032525115696 | 0.199349497686079 | 0.0996747488430396 |
12 | 0.988425757105336 | 0.023148485789329 | 0.0115742428946645 |
13 | 0.984583407781313 | 0.0308331844373745 | 0.0154165922186873 |
14 | 0.982916272616521 | 0.0341674547669572 | 0.0170837273834786 |
15 | 0.978043513126984 | 0.0439129737460314 | 0.0219564868730157 |
16 | 0.961995595292821 | 0.0760088094143574 | 0.0380044047071787 |
17 | 0.94323158813339 | 0.113536823733219 | 0.0567684118666096 |
18 | 0.945390637740578 | 0.109218724518845 | 0.0546093622594225 |
19 | 0.930464653186187 | 0.139070693627627 | 0.0695353468138134 |
20 | 0.900933069854361 | 0.198133860291278 | 0.0990669301456388 |
21 | 0.86878193504315 | 0.262436129913702 | 0.131218064956851 |
22 | 0.882828966318572 | 0.234342067362855 | 0.117171033681428 |
23 | 0.851732846206896 | 0.296534307586209 | 0.148267153793104 |
24 | 0.983331011068676 | 0.0333379778626472 | 0.0166689889313236 |
25 | 0.976767470785615 | 0.0464650584287704 | 0.0232325292143852 |
26 | 0.968832527833269 | 0.062334944333463 | 0.0311674721667315 |
27 | 0.983163833747656 | 0.0336723325046873 | 0.0168361662523437 |
28 | 0.977304431945668 | 0.0453911361086632 | 0.0226955680543316 |
29 | 0.970729420450168 | 0.058541159099664 | 0.029270579549832 |
30 | 0.969915569262712 | 0.0601688614745762 | 0.0300844307372881 |
31 | 0.96064425806529 | 0.0787114838694216 | 0.0393557419347108 |
32 | 0.94614398022681 | 0.107712039546382 | 0.0538560197731908 |
33 | 0.927949394844341 | 0.144101210311318 | 0.0720506051556591 |
34 | 0.9442580039673 | 0.111483992065402 | 0.0557419960327008 |
35 | 0.930318884620045 | 0.139362230759910 | 0.0696811153799548 |
36 | 0.910625183043882 | 0.178749633912236 | 0.0893748169561178 |
37 | 0.903566903454318 | 0.192866193091363 | 0.0964330965456815 |
38 | 0.879341528284935 | 0.241316943430131 | 0.120658471715065 |
39 | 0.860319811268134 | 0.279360377463732 | 0.139680188731866 |
40 | 0.826913146430022 | 0.346173707139956 | 0.173086853569978 |
41 | 0.896637101376407 | 0.206725797247187 | 0.103362898623593 |
42 | 0.916044369036896 | 0.167911261926207 | 0.0839556309631035 |
43 | 0.895474348788269 | 0.209051302423462 | 0.104525651211731 |
44 | 0.884358587302525 | 0.231282825394949 | 0.115641412697474 |
45 | 0.866679151293204 | 0.266641697413592 | 0.133320848706796 |
46 | 0.846251447992308 | 0.307497104015383 | 0.153748552007691 |
47 | 0.827442951595048 | 0.345114096809903 | 0.172557048404952 |
48 | 0.804064068748376 | 0.391871862503248 | 0.195935931251624 |
49 | 0.808728328236417 | 0.382543343527167 | 0.191271671763583 |
50 | 0.779907817604002 | 0.440184364791996 | 0.220092182395998 |
51 | 0.766243752170506 | 0.467512495658987 | 0.233756247829494 |
52 | 0.725427013866439 | 0.549145972267122 | 0.274572986133561 |
53 | 0.84640583194435 | 0.3071883361113 | 0.15359416805565 |
54 | 0.81569112658548 | 0.368617746829041 | 0.184308873414521 |
55 | 0.831501921153516 | 0.336996157692969 | 0.168498078846484 |
56 | 0.851112214069568 | 0.297775571860863 | 0.148887785930432 |
57 | 0.895061939450075 | 0.20987612109985 | 0.104938060549925 |
58 | 0.870951870912431 | 0.258096258175138 | 0.129048129087569 |
59 | 0.853818926641896 | 0.292362146716208 | 0.146181073358104 |
60 | 0.942650315194118 | 0.114699369611764 | 0.0573496848058819 |
61 | 0.935837393330538 | 0.128325213338924 | 0.0641626066694622 |
62 | 0.929847000223023 | 0.140305999553955 | 0.0701529997769773 |
63 | 0.935243333676102 | 0.129513332647795 | 0.0647566663238976 |
64 | 0.928680668312241 | 0.142638663375518 | 0.0713193316877591 |
65 | 0.929231848354114 | 0.141536303291773 | 0.0707681516458864 |
66 | 0.937949346116222 | 0.124101307767555 | 0.0620506538837777 |
67 | 0.925857695763829 | 0.148284608472343 | 0.0741423042361714 |
68 | 0.908232826867507 | 0.183534346264986 | 0.091767173132493 |
69 | 0.927178827400308 | 0.145642345199384 | 0.0728211725996921 |
70 | 0.940615189971605 | 0.118769620056789 | 0.0593848100283946 |
71 | 0.927893156322542 | 0.144213687354916 | 0.0721068436774582 |
72 | 0.912315303179378 | 0.175369393641245 | 0.0876846968206224 |
73 | 0.92779644687721 | 0.144407106245580 | 0.0722035531227898 |
74 | 0.909402571484375 | 0.181194857031250 | 0.0905974285156249 |
75 | 0.912056569766817 | 0.175886860466366 | 0.0879434302331828 |
76 | 0.898241964050213 | 0.203516071899573 | 0.101758035949787 |
77 | 0.888821482039577 | 0.222357035920845 | 0.111178517960423 |
78 | 0.870731582278945 | 0.25853683544211 | 0.129268417721055 |
79 | 0.842108195148951 | 0.315783609702098 | 0.157891804851049 |
80 | 0.8180300765395 | 0.363939846920999 | 0.181969923460499 |
81 | 0.870552031858074 | 0.258895936283852 | 0.129447968141926 |
82 | 0.891395663353048 | 0.217208673293904 | 0.108604336646952 |
83 | 0.869497364879132 | 0.261005270241735 | 0.130502635120868 |
84 | 0.854594149859478 | 0.290811700281044 | 0.145405850140522 |
85 | 0.822948822043323 | 0.354102355913354 | 0.177051177956677 |
86 | 0.859582712432533 | 0.280834575134933 | 0.140417287567467 |
87 | 0.838117854230981 | 0.323764291538038 | 0.161882145769019 |
88 | 0.803903851297862 | 0.392192297404277 | 0.196096148702138 |
89 | 0.765927775625452 | 0.468144448749096 | 0.234072224374548 |
90 | 0.778681425749425 | 0.44263714850115 | 0.221318574250575 |
91 | 0.740509496308124 | 0.518981007383751 | 0.259490503691876 |
92 | 0.73993334089423 | 0.52013331821154 | 0.26006665910577 |
93 | 0.715260675060489 | 0.569478649879022 | 0.284739324939511 |
94 | 0.690306218917889 | 0.619387562164222 | 0.309693781082111 |
95 | 0.751441235414534 | 0.497117529170933 | 0.248558764585466 |
96 | 0.746055555721782 | 0.507888888556437 | 0.253944444278218 |
97 | 0.746189010545597 | 0.507621978908806 | 0.253810989454403 |
98 | 0.70548978698935 | 0.5890204260213 | 0.29451021301065 |
99 | 0.717714533619461 | 0.564570932761078 | 0.282285466380539 |
100 | 0.738039164916137 | 0.523921670167727 | 0.261960835083863 |
101 | 0.75020230841867 | 0.499595383162659 | 0.249797691581330 |
102 | 0.726853266732361 | 0.546293466535278 | 0.273146733267639 |
103 | 0.721926690430775 | 0.556146619138451 | 0.278073309569225 |
104 | 0.706806395753245 | 0.586387208493509 | 0.293193604246755 |
105 | 0.862887202193328 | 0.274225595613345 | 0.137112797806672 |
106 | 0.835745226745595 | 0.328509546508810 | 0.164254773254405 |
107 | 0.846413021047443 | 0.307173957905115 | 0.153586978952558 |
108 | 0.829549682115813 | 0.340900635768374 | 0.170450317884187 |
109 | 0.802325930741743 | 0.395348138516514 | 0.197674069258257 |
110 | 0.77748145793663 | 0.445037084126739 | 0.222518542063370 |
111 | 0.778816713496631 | 0.442366573006738 | 0.221183286503369 |
112 | 0.730307733553833 | 0.539384532892334 | 0.269692266446167 |
113 | 0.684395684363773 | 0.631208631272454 | 0.315604315636227 |
114 | 0.65786691613047 | 0.68426616773906 | 0.34213308386953 |
115 | 0.595234015265325 | 0.809531969469349 | 0.404765984734674 |
116 | 0.535275311691948 | 0.929449376616103 | 0.464724688308052 |
117 | 0.644901136347819 | 0.710197727304363 | 0.355098863652181 |
118 | 0.574279056423375 | 0.851441887153251 | 0.425720943576625 |
119 | 0.499433918166013 | 0.998867836332025 | 0.500566081833987 |
120 | 0.551503350144452 | 0.896993299711096 | 0.448496649855548 |
121 | 0.474641677415818 | 0.949283354831636 | 0.525358322584182 |
122 | 0.390479092133626 | 0.780958184267252 | 0.609520907866374 |
123 | 0.343264609779481 | 0.686529219558961 | 0.65673539022052 |
124 | 0.42873593268777 | 0.85747186537554 | 0.57126406731223 |
125 | 0.41953807389383 | 0.83907614778766 | 0.58046192610617 |
126 | 0.335110346766005 | 0.670220693532009 | 0.664889653233995 |
127 | 0.544785676831109 | 0.910428646337782 | 0.455214323168891 |
128 | 0.475464434411271 | 0.950928868822543 | 0.524535565588729 |
129 | 0.693533221655916 | 0.612933556688168 | 0.306466778344084 |
130 | 0.55810039459868 | 0.883799210802639 | 0.441899605401319 |
131 | 0.819840560526373 | 0.360318878947253 | 0.180159439473627 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 8 | 0.0661157024793388 | NOK |
10% type I error level | 13 | 0.107438016528926 | NOK |