Multiple Linear Regression - Estimated Regression Equation |
Celebrity[t] = + 0.500464733012453 -0.14217988308427Gender[t] + 0.0812069443486665Raised[t] + 0.092011267173835Marital[t] + 0.16911978017478Popularity[t] + 0.0953250302116789KnowingPeople[t] + 0.129653715719074Liked[t] -0.0261759550770048FindingFriends[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) | 0.500464733012453 | 0.812915 | 0.6156 | 0.539145 | 0.269572 |
Gender | -0.14217988308427 | 0.18642 | -0.7627 | 0.446951 | 0.223476 |
Raised | 0.0812069443486665 | 0.102256 | 0.7941 | 0.428472 | 0.214236 |
Marital | 0.092011267173835 | 0.089266 | 1.0308 | 0.304457 | 0.152228 |
Popularity | 0.16911978017478 | 0.041238 | 4.1011 | 7e-05 | 3.5e-05 |
KnowingPeople | 0.0953250302116789 | 0.032005 | 2.9784 | 0.003424 | 0.001712 |
Liked | 0.129653715719074 | 0.050154 | 2.5851 | 0.010772 | 0.005386 |
FindingFriends | -0.0261759550770048 | 0.049327 | -0.5307 | 0.596506 | 0.298253 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.680555914549806 |
R-squared | 0.463156352828723 |
Adjusted R-squared | 0.435925153334528 |
F-TEST (value) | 17.0082978874086 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 138 |
p-value | 4.44089209850063e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.04735303859423 |
Sum Squared Residuals | 151.378877468454 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6 | 5.64313602270554 | 0.356863977294461 |
2 | 4 | 4.74312544811085 | -0.743125448110848 |
3 | 5 | 5.91577814886968 | -0.915778148869679 |
4 | 4 | 4.15762107000065 | -0.157621070000646 |
5 | 4 | 4.47946530603427 | -0.479465306034267 |
6 | 6 | 6.10895185665523 | -0.108951856655235 |
7 | 6 | 5.36220272014714 | 0.637797279852865 |
8 | 4 | 3.93256968608466 | 0.0674303139153416 |
9 | 4 | 2.27316212002781 | 1.72683787997219 |
10 | 6 | 5.38315385583634 | 0.616846144163656 |
11 | 4 | 4.79025253887706 | -0.790252538877062 |
12 | 6 | 4.13323440673977 | 1.86676559326023 |
13 | 5 | 4.69492750866538 | 0.305072491334617 |
14 | 4 | 4.56067225038293 | -0.560672250382935 |
15 | 6 | 6.46133290883649 | -0.461332908836487 |
16 | 3 | 4.30623859940178 | -1.30623859940178 |
17 | 5 | 4.6339311639611 | 0.3660688360389 |
18 | 6 | 4.83651742002226 | 1.16348257997774 |
19 | 4 | 5.52554635669922 | -1.52554635669922 |
20 | 6 | 4.77821807563175 | 1.22178192436825 |
21 | 2 | 4.69303309785761 | -2.69303309785761 |
22 | 7 | 6.04570410248238 | 0.954295897517624 |
23 | 5 | 4.59504424406476 | 0.404955755935236 |
24 | 2 | 4.53642448616818 | -2.53642448616818 |
25 | 4 | 4.85598199884926 | -0.855981998849259 |
26 | 4 | 3.95863689449806 | 0.0413631055019396 |
27 | 6 | 6.21017820782873 | -0.210178207828729 |
28 | 6 | 5.88446481484436 | 0.115535185155635 |
29 | 5 | 4.38222513871844 | 0.617774861281558 |
30 | 6 | 6.19674301890516 | -0.196743018905156 |
31 | 6 | 6.12148070369274 | -0.121480703692738 |
32 | 4 | 5.06960010343641 | -1.06960010343641 |
33 | 6 | 5.68602170232372 | 0.313978297676275 |
34 | 6 | 6.78551841779384 | -0.785518417793841 |
35 | 6 | 5.86293453459579 | 0.137065465404213 |
36 | 2 | 1.89802740760433 | 0.101972592395666 |
37 | 4 | 4.38213769827896 | -0.382137698278955 |
38 | 5 | 4.83029774789214 | 0.169702252107863 |
39 | 3 | 4.82754345952139 | -1.82754345952139 |
40 | 7 | 6.10156306823835 | 0.89843693176165 |
41 | 5 | 5.37108980612359 | -0.371089806123593 |
42 | 3 | 3.30290746649184 | -0.302907466491836 |
43 | 8 | 6.4128627314974 | 1.5871372685026 |
44 | 8 | 6.19603671599704 | 1.80396328400296 |
45 | 5 | 5.14490840649557 | -0.14490840649557 |
46 | 6 | 4.20854712415472 | 1.79145287584528 |
47 | 3 | 3.76151754333581 | -0.76151754333581 |
48 | 5 | 5.7341322013297 | -0.734132201329704 |
49 | 4 | 4.13334525314794 | -0.13334525314794 |
50 | 5 | 5.70389984742547 | -0.703899847425466 |
51 | 5 | 3.82677297774028 | 1.17322702225972 |
52 | 6 | 5.34889270856268 | 0.651107291437319 |
53 | 5 | 5.76236627331116 | -0.762366273311165 |
54 | 6 | 6.02490002734767 | -0.024900027347671 |
55 | 6 | 4.68622753475429 | 1.31377246524571 |
56 | 4 | 3.47437820385203 | 0.525621796147967 |
57 | 8 | 6.51634049213947 | 1.48365950786053 |
58 | 6 | 4.85379593691222 | 1.14620406308778 |
59 | 4 | 4.06029103922966 | -0.060291039229664 |
60 | 6 | 5.6879161131315 | 0.3120838868685 |
61 | 5 | 5.50361181277025 | -0.503611812770245 |
62 | 5 | 5.63290585015621 | -0.63290585015621 |
63 | 6 | 6.52885166062481 | -0.528851660624815 |
64 | 6 | 6.20126153538483 | -0.201261535384833 |
65 | 6 | 5.55163487133674 | 0.448365128663263 |
66 | 6 | 4.41997343938831 | 1.58002656061169 |
67 | 6 | 5.63124862001473 | 0.368751379985267 |
68 | 6 | 5.79378545946111 | 0.206214540538887 |
69 | 7 | 5.36107225135287 | 1.63892774864713 |
70 | 4 | 4.09046575402852 | -0.0904657540285158 |
71 | 4 | 4.09738051687767 | -0.0973805168776744 |
72 | 3 | 5.26764163194896 | -2.26764163194896 |
73 | 6 | 6.51719187459246 | -0.517191874592461 |
74 | 5 | 5.98443551988447 | -0.98443551988447 |
75 | 5 | 5.34067243989856 | -0.340672439898557 |
76 | 3 | 3.63103585113242 | -0.631035851132423 |
77 | 5 | 5.50979222007334 | -0.509792220073337 |
78 | 4 | 4.67235420006202 | -0.672354200062023 |
79 | 3 | 4.51179141399803 | -1.51179141399803 |
80 | 7 | 6.73316650763983 | 0.266833492360169 |
81 | 4 | 3.39571699977351 | 0.60428300022649 |
82 | 4 | 5.5805539400022 | -1.5805539400022 |
83 | 5 | 5.45870715422913 | -0.458707154229126 |
84 | 6 | 5.1500223794752 | 0.8499776205248 |
85 | 2 | 3.41427387010287 | -1.41427387010287 |
86 | 2 | 2.48188002633295 | -0.481880026332946 |
87 | 6 | 4.86615163775424 | 1.13384836224576 |
88 | 4 | 3.48216997877646 | 0.517830021223539 |
89 | 5 | 4.91926748992175 | 0.0807325100782496 |
90 | 6 | 5.31260207401378 | 0.687397925986222 |
91 | 7 | 6.52296801821516 | 0.477031981784844 |
92 | 8 | 6.15504544718663 | 1.84495455281337 |
93 | 6 | 6.44325204508449 | -0.443252045084487 |
94 | 6 | 5.23689626770073 | 0.763103732299275 |
95 | 3 | 4.52589516893009 | -1.52589516893009 |
96 | 7 | 6.64446900350384 | 0.35553099649616 |
97 | 3 | 4.38419581518341 | -1.38419581518341 |
98 | 6 | 5.80610333538234 | 0.193896664617661 |
99 | 4 | 4.20635533480116 | -0.206355334801163 |
100 | 4 | 4.83766036264688 | -0.837660362646882 |
101 | 6 | 4.6063525021962 | 1.3936474978038 |
102 | 6 | 6.36441596012699 | -0.364415960126991 |
103 | 6 | 3.86003930967841 | 2.13996069032159 |
104 | 4 | 5.68508287943125 | -1.68508287943125 |
105 | 7 | 5.46690654045515 | 1.53309345954485 |
106 | 5 | 5.27313600955807 | -0.273136009558073 |
107 | 7 | 6.39000053945824 | 0.609999460541762 |
108 | 4 | 4.36343797205832 | -0.363437972058323 |
109 | 6 | 5.58463164505355 | 0.41536835494645 |
110 | 6 | 6.21463908520302 | -0.21463908520302 |
111 | 6 | 5.11879648588937 | 0.881203514110628 |
112 | 5 | 5.11104801913938 | -0.111048019139377 |
113 | 5 | 5.13483785928872 | -0.134837859288725 |
114 | 6 | 5.54622525449481 | 0.453774745505195 |
115 | 7 | 5.45554589911155 | 1.54445410088845 |
116 | 4 | 5.16880954613532 | -1.16880954613532 |
117 | 4 | 5.26025016385977 | -1.26025016385977 |
118 | 8 | 5.77062485586619 | 2.22937514413381 |
119 | 6 | 5.46217342518724 | 0.537826574812759 |
120 | 3 | 4.39110407426271 | -1.39110407426271 |
121 | 4 | 4.69577398779247 | -0.69577398779247 |
122 | 5 | 4.5653612333858 | 0.434638766614205 |
123 | 5 | 4.18994475494874 | 0.810055245051262 |
124 | 6 | 5.85040836723059 | 0.149591632769408 |
125 | 8 | 6.7710022487492 | 1.22899775125081 |
126 | 2 | 5.21793921444517 | -3.21793921444517 |
127 | 4 | 3.96344080466328 | 0.0365591953367177 |
128 | 7 | 6.23777759589 | 0.762222404110002 |
129 | 5 | 4.1298147915773 | 0.870185208422704 |
130 | 6 | 5.54348214090635 | 0.456517859093654 |
131 | 6 | 6.25703306070132 | -0.25703306070132 |
132 | 4 | 5.34684331908169 | -1.34684331908169 |
133 | 5 | 5.52545891625973 | -0.525458916259732 |
134 | 6 | 5.72121676916396 | 0.278783230836039 |
135 | 6 | 5.8229767660202 | 0.177023233979801 |
136 | 6 | 5.67595791554338 | 0.324042084456618 |
137 | 6 | 5.85111467013871 | 0.148885329861289 |
138 | 5 | 5.47707617936013 | -0.477076179360131 |
139 | 5 | 5.00573897156748 | -0.00573897156747607 |
140 | 6 | 6.80534861280874 | -0.805348612808743 |
141 | 4 | 4.59597189217495 | -0.595971892174951 |
142 | 6 | 4.25473539202846 | 1.74526460797154 |
143 | 3 | 4.1963000431308 | -1.1963000431308 |
144 | 6 | 4.54847662796564 | 1.45152337203436 |
145 | 8 | 6.51634049213947 | 1.48365950786053 |
146 | 4 | 6.34722071196469 | -2.34722071196469 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.477026702854833 | 0.954053405709667 | 0.522973297145167 |
12 | 0.407866691851486 | 0.815733383702972 | 0.592133308148514 |
13 | 0.269925232372258 | 0.539850464744516 | 0.730074767627742 |
14 | 0.166654662633864 | 0.333309325267727 | 0.833345337366136 |
15 | 0.0991006519856311 | 0.198201303971262 | 0.900899348014369 |
16 | 0.104899017956924 | 0.209798035913847 | 0.895100982043076 |
17 | 0.0622434876158858 | 0.124486975231772 | 0.937756512384114 |
18 | 0.2858984247357 | 0.571796849471399 | 0.7141015752643 |
19 | 0.248105045849833 | 0.496210091699666 | 0.751894954150167 |
20 | 0.454923422330365 | 0.90984684466073 | 0.545076577669635 |
21 | 0.835615755273061 | 0.328768489453878 | 0.164384244726939 |
22 | 0.881822420403215 | 0.23635515919357 | 0.118177579596785 |
23 | 0.84142126705237 | 0.317157465895259 | 0.158578732947629 |
24 | 0.932640610100932 | 0.134718779798136 | 0.0673593898990678 |
25 | 0.923535137289181 | 0.152929725421637 | 0.0764648627108186 |
26 | 0.896729370468012 | 0.206541259063977 | 0.103270629531988 |
27 | 0.863602779194152 | 0.272794441611695 | 0.136397220805848 |
28 | 0.826461849864964 | 0.347076300270072 | 0.173538150135036 |
29 | 0.801526595940365 | 0.396946808119271 | 0.198473404059635 |
30 | 0.752988307317186 | 0.494023385365628 | 0.247011692682814 |
31 | 0.699435082907645 | 0.601129834184711 | 0.300564917092355 |
32 | 0.676960101776723 | 0.646079796446553 | 0.323039898223276 |
33 | 0.646989331156861 | 0.706021337686277 | 0.353010668843139 |
34 | 0.597312225929027 | 0.805375548141946 | 0.402687774070973 |
35 | 0.541468256368549 | 0.917063487262902 | 0.458531743631451 |
36 | 0.506701103497714 | 0.986597793004572 | 0.493298896502286 |
37 | 0.453023421635717 | 0.906046843271434 | 0.546976578364283 |
38 | 0.39539754621691 | 0.79079509243382 | 0.60460245378309 |
39 | 0.494393126830779 | 0.988786253661558 | 0.505606873169221 |
40 | 0.508023433798123 | 0.983953132403754 | 0.491976566201877 |
41 | 0.455310859606834 | 0.910621719213667 | 0.544689140393166 |
42 | 0.404009267388703 | 0.808018534777406 | 0.595990732611297 |
43 | 0.510637008913054 | 0.978725982173891 | 0.489362991086946 |
44 | 0.62321751676065 | 0.7535649664787 | 0.37678248323935 |
45 | 0.570159440420598 | 0.859681119158805 | 0.429840559579402 |
46 | 0.667530813789254 | 0.664938372421492 | 0.332469186210746 |
47 | 0.6372952186807 | 0.7254095626386 | 0.3627047813193 |
48 | 0.616403447322411 | 0.767193105355178 | 0.383596552677589 |
49 | 0.564516149210734 | 0.870967701578532 | 0.435483850789266 |
50 | 0.537414085446596 | 0.925171829106808 | 0.462585914553404 |
51 | 0.550296189614432 | 0.899407620771136 | 0.449703810385568 |
52 | 0.514031530280932 | 0.971936939438137 | 0.485968469719068 |
53 | 0.482138176450282 | 0.964276352900564 | 0.517861823549718 |
54 | 0.433116600851798 | 0.866233201703597 | 0.566883399148202 |
55 | 0.461583203804797 | 0.923166407609593 | 0.538416796195203 |
56 | 0.427591102986589 | 0.855182205973178 | 0.572408897013411 |
57 | 0.483116147234488 | 0.966232294468977 | 0.516883852765512 |
58 | 0.498658999906889 | 0.997317999813779 | 0.501341000093111 |
59 | 0.447661085310141 | 0.895322170620282 | 0.552338914689859 |
60 | 0.400952302507729 | 0.801904605015458 | 0.599047697492271 |
61 | 0.363632731298662 | 0.727265462597324 | 0.636367268701338 |
62 | 0.331840475726608 | 0.663680951453215 | 0.668159524273392 |
63 | 0.298191480259835 | 0.59638296051967 | 0.701808519740165 |
64 | 0.257704236196919 | 0.515408472393839 | 0.742295763803081 |
65 | 0.224346930465845 | 0.44869386093169 | 0.775653069534155 |
66 | 0.278029495297517 | 0.556058990595034 | 0.721970504702483 |
67 | 0.247763729576288 | 0.495527459152575 | 0.752236270423712 |
68 | 0.211583818157161 | 0.423167636314322 | 0.788416181842839 |
69 | 0.260398019426745 | 0.520796038853491 | 0.739601980573255 |
70 | 0.225878563598547 | 0.451757127197094 | 0.774121436401453 |
71 | 0.191037831059905 | 0.382075662119809 | 0.808962168940095 |
72 | 0.333783424138905 | 0.66756684827781 | 0.666216575861095 |
73 | 0.303299143699324 | 0.606598287398649 | 0.696700856300676 |
74 | 0.297009892546491 | 0.594019785092983 | 0.702990107453509 |
75 | 0.258016489662158 | 0.516032979324315 | 0.741983510337842 |
76 | 0.232643255031603 | 0.465286510063206 | 0.767356744968397 |
77 | 0.202852968896818 | 0.405705937793637 | 0.797147031103182 |
78 | 0.188166954699755 | 0.376333909399509 | 0.811833045300245 |
79 | 0.225788318671188 | 0.451576637342377 | 0.774211681328812 |
80 | 0.192520228057152 | 0.385040456114304 | 0.807479771942848 |
81 | 0.172830312136025 | 0.345660624272051 | 0.827169687863975 |
82 | 0.207144822238433 | 0.414289644476867 | 0.792855177761567 |
83 | 0.184408170995585 | 0.36881634199117 | 0.815591829004415 |
84 | 0.179228846261684 | 0.358457692523367 | 0.820771153738316 |
85 | 0.191864456159965 | 0.383728912319929 | 0.808135543840035 |
86 | 0.163850707524886 | 0.327701415049772 | 0.836149292475114 |
87 | 0.171778550083256 | 0.343557100166513 | 0.828221449916744 |
88 | 0.151138530407831 | 0.302277060815661 | 0.84886146959217 |
89 | 0.123681783149396 | 0.247363566298791 | 0.876318216850604 |
90 | 0.108358773241003 | 0.216717546482006 | 0.891641226758997 |
91 | 0.0910685407041655 | 0.182137081408331 | 0.908931459295835 |
92 | 0.146593380615687 | 0.293186761231374 | 0.853406619384313 |
93 | 0.122612825843683 | 0.245225651687366 | 0.877387174156317 |
94 | 0.112855561800831 | 0.225711123601663 | 0.887144438199169 |
95 | 0.130765430482317 | 0.261530860964635 | 0.869234569517683 |
96 | 0.110396545632809 | 0.220793091265619 | 0.88960345436719 |
97 | 0.128264499391441 | 0.256528998782882 | 0.87173550060856 |
98 | 0.102761665338059 | 0.205523330676119 | 0.89723833466194 |
99 | 0.081758794480539 | 0.163517588961078 | 0.918241205519461 |
100 | 0.0755080641164367 | 0.151016128232873 | 0.924491935883563 |
101 | 0.0859245646642239 | 0.171849129328448 | 0.914075435335776 |
102 | 0.0681278767045739 | 0.136255753409148 | 0.931872123295426 |
103 | 0.117135559566267 | 0.234271119132533 | 0.882864440433733 |
104 | 0.17049671393346 | 0.34099342786692 | 0.82950328606654 |
105 | 0.243855816953984 | 0.487711633907968 | 0.756144183046016 |
106 | 0.206549351775906 | 0.413098703551813 | 0.793450648224094 |
107 | 0.183222615491473 | 0.366445230982947 | 0.816777384508527 |
108 | 0.157561894206007 | 0.315123788412014 | 0.842438105793993 |
109 | 0.130512782879765 | 0.261025565759531 | 0.869487217120235 |
110 | 0.103404054549713 | 0.206808109099427 | 0.896595945450287 |
111 | 0.114065917176547 | 0.228131834353094 | 0.885934082823453 |
112 | 0.095175348761962 | 0.190350697523924 | 0.904824651238038 |
113 | 0.0756478485764306 | 0.151295697152861 | 0.92435215142357 |
114 | 0.0615319452603915 | 0.123063890520783 | 0.938468054739608 |
115 | 0.0783537439474994 | 0.156707487894999 | 0.9216462560525 |
116 | 0.0745178684030468 | 0.149035736806094 | 0.925482131596953 |
117 | 0.0793992626669348 | 0.15879852533387 | 0.920600737333065 |
118 | 0.143401801454101 | 0.286803602908202 | 0.856598198545899 |
119 | 0.157182214457162 | 0.314364428914324 | 0.842817785542838 |
120 | 0.146674126491606 | 0.293348252983211 | 0.853325873508394 |
121 | 0.114949359639427 | 0.229898719278854 | 0.885050640360573 |
122 | 0.111848278577301 | 0.223696557154602 | 0.888151721422699 |
123 | 0.0835713559299472 | 0.167142711859894 | 0.916428644070053 |
124 | 0.059976277029875 | 0.11995255405975 | 0.940023722970125 |
125 | 0.100317181521463 | 0.200634363042925 | 0.899682818478537 |
126 | 0.339917985877327 | 0.679835971754654 | 0.660082014122673 |
127 | 0.264336149961123 | 0.528672299922246 | 0.735663850038877 |
128 | 0.263035685593574 | 0.526071371187148 | 0.736964314406426 |
129 | 0.197215822933237 | 0.394431645866473 | 0.802784177066763 |
130 | 0.141066261385966 | 0.282132522771933 | 0.858933738614034 |
131 | 0.0927751678938345 | 0.185550335787669 | 0.907224832106165 |
132 | 0.180004854099909 | 0.360009708199817 | 0.819995145900091 |
133 | 0.152508780529239 | 0.305017561058478 | 0.847491219470761 |
134 | 0.0893802370276547 | 0.178760474055309 | 0.910619762972345 |
135 | 0.0442177717652123 | 0.0884355435304245 | 0.955782228234788 |
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 | 0 | 0 | OK |
10% type I error level | 1 | 0.008 | OK |