Multiple Linear Regression - Estimated Regression Equation |
Celebrity[t] = + 0.14910336567032 -0.191454250730584Gender[t] + 0.143311716917591Popularity[t] -0.018666060010054FindingFriends[t] + 0.124670081000215KnowingPeople[t] + 0.168144777231389Liked[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) | 0.14910336567032 | 0.815107 | 0.1829 | 0.855194 | 0.427597 |
Gender | -0.191454250730584 | 0.19316 | -0.9912 | 0.323778 | 0.161889 |
Popularity | 0.143311716917591 | 0.042085 | 3.4053 | 0.000924 | 0.000462 |
FindingFriends | -0.018666060010054 | 0.049828 | -0.3746 | 0.708671 | 0.354336 |
KnowingPeople | 0.124670081000215 | 0.03452 | 3.6115 | 0.00046 | 0.00023 |
Liked | 0.168144777231389 | 0.057812 | 2.9085 | 0.004395 | 0.002197 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.717481957162345 |
R-squared | 0.514780358853509 |
Adjusted R-squared | 0.492724920619577 |
F-TEST (value) | 23.3402915595456 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 110 |
p-value | 6.66133814775094e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.01137430658735 |
Sum Squared Residuals | 112.516578682754 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3 | 5.70076014347937 | -2.70076014347937 |
2 | 5 | 4.82809400057054 | 0.171905999429456 |
3 | 6 | 6.10702167630787 | -0.107021676307870 |
4 | 6 | 4.39982307163852 | 1.60017692836148 |
5 | 5 | 4.30039904356254 | 0.699600956437462 |
6 | 3 | 4.34382489160836 | -1.34382489160836 |
7 | 8 | 7.07744762547193 | 0.92255237452807 |
8 | 4 | 4.24442528762505 | -0.244425287625055 |
9 | 4 | 5.74425926380323 | -1.74425926380322 |
10 | 4 | 3.87485937278729 | 0.12514062721271 |
11 | 6 | 5.78949587822586 | 0.210504121774141 |
12 | 6 | 4.89064774942221 | 1.10935225057779 |
13 | 5 | 5.93776630487231 | -0.937766304872315 |
14 | 4 | 4.21328459200137 | -0.21328459200137 |
15 | 6 | 4.52278008263263 | 1.47721991736737 |
16 | 4 | 4.78038888346067 | -0.780388883460668 |
17 | 6 | 4.55588178177404 | 1.44411821822596 |
18 | 6 | 6.51050839311145 | -0.510508393111455 |
19 | 4 | 3.76288743681964 | 0.237112563180356 |
20 | 4 | 3.84993452565271 | 0.150065474347294 |
21 | 2 | 4.6161103826829 | -2.6161103826829 |
22 | 7 | 6.36100525179744 | 0.638994748202559 |
23 | 5 | 5.07170457897035 | -0.0717045789703467 |
24 | 4 | 4.36713436510755 | -0.367134365107550 |
25 | 6 | 5.79595375067665 | 0.204046249323351 |
26 | 6 | 6.71170602129889 | -0.711706021298892 |
27 | 7 | 5.62580503129211 | 1.37419496870789 |
28 | 5 | 5.77078097003045 | -0.770780970030448 |
29 | 6 | 5.75211491002039 | 0.247885089979606 |
30 | 4 | 5.37803139474171 | -1.37803139474171 |
31 | 4 | 3.97655970062071 | 0.0234402993792867 |
32 | 7 | 5.61344660659194 | 1.38655339340806 |
33 | 7 | 6.00757322413921 | 0.992426775860788 |
34 | 4 | 4.56799227296259 | -0.567992272962586 |
35 | 4 | 4.43587953835564 | -0.435879538355639 |
36 | 6 | 6.75365713071546 | -0.753657130715463 |
37 | 6 | 5.22226946630317 | 0.77773053369683 |
38 | 5 | 3.96222175786008 | 1.03777824213992 |
39 | 6 | 5.5466380127689 | 0.453361987231103 |
40 | 7 | 6.73034765721627 | 0.269652342783732 |
41 | 6 | 5.54661358867622 | 0.453386411323782 |
42 | 3 | 4.41227328315947 | -1.41227328315947 |
43 | 3 | 3.40931477415527 | -0.409314774155273 |
44 | 4 | 4.35470857767928 | -0.354708577679276 |
45 | 6 | 4.53530356643162 | 1.46469643356838 |
46 | 7 | 6.02004785975284 | 0.979952140247157 |
47 | 5 | 6.41269973867086 | -1.41269973867087 |
48 | 4 | 3.06064237089965 | 0.93935762910035 |
49 | 5 | 4.7240509830981 | 0.275949016901897 |
50 | 6 | 6.28174644645344 | -0.281746446453441 |
51 | 6 | 3.97600607300413 | 2.02399392699587 |
52 | 6 | 4.56062289163389 | 1.43937710836611 |
53 | 5 | 5.30346485107221 | -0.303464851072211 |
54 | 4 | 4.0633928821696 | -0.0633928821695968 |
55 | 5 | 5.52794752866616 | -0.527947528666164 |
56 | 5 | 5.40332629585131 | -0.403326295851306 |
57 | 4 | 5.07131601045259 | -1.07131601045259 |
58 | 6 | 6.95913402796696 | -0.95913402796696 |
59 | 2 | 4.66768865864286 | -2.66768865864286 |
60 | 8 | 6.48567533279766 | 1.51432466720234 |
61 | 3 | 3.75193638802062 | -0.751936388020617 |
62 | 6 | 6.56684629347402 | -0.566846293474019 |
63 | 6 | 6.18248747747628 | -0.182487477476283 |
64 | 6 | 6.31286271798445 | -0.312862717984448 |
65 | 5 | 3.84521783988553 | 1.15478216011447 |
66 | 5 | 5.7380678394068 | -0.738067839406802 |
67 | 6 | 5.19787382269249 | 0.802126177307513 |
68 | 5 | 4.48713660852595 | 0.512863391474053 |
69 | 6 | 5.68992530559381 | 0.310074694406190 |
70 | 2 | 1.94374132027532 | 0.0562586797246752 |
71 | 5 | 5.83326144660408 | -0.833261446604079 |
72 | 5 | 5.59475612248921 | -0.594756122489211 |
73 | 5 | 5.24560336389504 | -0.245603363895042 |
74 | 6 | 6.02592398790954 | -0.0259239879095420 |
75 | 6 | 5.36410644459151 | 0.635893555408486 |
76 | 6 | 5.70078456757205 | 0.299215432427948 |
77 | 5 | 5.38930364933039 | -0.389303649330393 |
78 | 5 | 5.33465439488125 | -0.334654394881253 |
79 | 4 | 5.09140796090653 | -1.09140796090653 |
80 | 2 | 3.19113973187121 | -1.19113973187121 |
81 | 4 | 3.81872055775099 | 0.181279442249015 |
82 | 6 | 5.68191942223574 | 0.318080577764263 |
83 | 6 | 6.26116823111102 | -0.261168231111024 |
84 | 5 | 4.59321390179414 | 0.406786098205857 |
85 | 3 | 4.4292506972561 | -1.4292506972561 |
86 | 6 | 5.13996348732996 | 0.860036512670038 |
87 | 4 | 3.91239057813366 | 0.0876094218663422 |
88 | 5 | 5.44026984735365 | -0.440269847353655 |
89 | 8 | 6.31286271798445 | 1.68713728201555 |
90 | 4 | 4.51666193051424 | -0.516661930514242 |
91 | 6 | 5.6957037373798 | 0.304296262620206 |
92 | 6 | 5.51977658620927 | 0.480223413790729 |
93 | 7 | 6.71168159720621 | 0.288318402793786 |
94 | 6 | 6.29272191934515 | -0.292721919345147 |
95 | 5 | 4.86117127561927 | 0.138828724380729 |
96 | 4 | 4.20518101227258 | -0.205181012272584 |
97 | 6 | 3.84949710894959 | 2.15050289105041 |
98 | 3 | 3.41562240946516 | -0.41562240946516 |
99 | 5 | 5.65230231342666 | -0.652302313426656 |
100 | 6 | 5.34541596048878 | 0.654584039511219 |
101 | 7 | 6.85501773821648 | 0.144982261783517 |
102 | 7 | 6.61032098970519 | 0.389679010294807 |
103 | 6 | 6.84868567881392 | -0.848685678813918 |
104 | 3 | 4.34810416067242 | -1.34810416067242 |
105 | 2 | 2.52436347882431 | -0.524363478824312 |
106 | 8 | 5.65837161735969 | 2.34162838264031 |
107 | 3 | 4.61804696210794 | -1.61804696210794 |
108 | 8 | 6.34236361588006 | 1.65763638411993 |
109 | 3 | 4.70966419215211 | -1.70966419215211 |
110 | 4 | 4.61768281768286 | -0.61768281768286 |
111 | 5 | 5.19748525417473 | -0.197485254174728 |
112 | 7 | 5.58399455688168 | 1.41600544311832 |
113 | 6 | 4.36865795192215 | 1.63134204807785 |
114 | 6 | 5.882903143139 | 0.117096856861003 |
115 | 7 | 6.06968955628776 | 0.930310443712238 |
116 | 6 | 6.14471794075306 | -0.144717940753059 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.750754136758933 | 0.498491726482133 | 0.249245863241067 |
10 | 0.620096073668 | 0.759807852664 | 0.379903926332 |
11 | 0.72169480320833 | 0.556610393583339 | 0.278305196791669 |
12 | 0.83497344461523 | 0.330053110769542 | 0.165026555384771 |
13 | 0.92622771313515 | 0.147544573729701 | 0.0737722868648506 |
14 | 0.884596426482231 | 0.230807147035538 | 0.115403573517769 |
15 | 0.88831112287907 | 0.223377754241858 | 0.111688877120929 |
16 | 0.845319441987704 | 0.309361116024591 | 0.154680558012296 |
17 | 0.885714535823558 | 0.228570928352883 | 0.114285464176442 |
18 | 0.84563031746048 | 0.308739365079039 | 0.154369682539520 |
19 | 0.7926464040252 | 0.414707191949599 | 0.207353595974800 |
20 | 0.76318840359958 | 0.473623192800839 | 0.236811596400420 |
21 | 0.972657889939267 | 0.0546842201214658 | 0.0273421100607329 |
22 | 0.970422817248568 | 0.0591543655028632 | 0.0295771827514316 |
23 | 0.960674164403517 | 0.0786516711929654 | 0.0393258355964827 |
24 | 0.944445352248533 | 0.111109295502934 | 0.0555546477514668 |
25 | 0.924047380203922 | 0.151905239592155 | 0.0759526197960777 |
26 | 0.906541114911915 | 0.186917770176169 | 0.0934588850880845 |
27 | 0.91936063348236 | 0.161278733035279 | 0.0806393665176393 |
28 | 0.90447517717512 | 0.191049645649759 | 0.0955248228248794 |
29 | 0.876380473241351 | 0.247239053517298 | 0.123619526758649 |
30 | 0.882456160836749 | 0.235087678326502 | 0.117543839163251 |
31 | 0.856312178204998 | 0.287375643590003 | 0.143687821795002 |
32 | 0.88648812258237 | 0.227023754835261 | 0.113511877417631 |
33 | 0.887107388873118 | 0.225785222253764 | 0.112892611126882 |
34 | 0.868001713631564 | 0.263996572736871 | 0.131998286368436 |
35 | 0.840924441802518 | 0.318151116394963 | 0.159075558197482 |
36 | 0.813450565359284 | 0.373098869281432 | 0.186549434640716 |
37 | 0.789131614561582 | 0.421736770876837 | 0.210868385438418 |
38 | 0.79066645337151 | 0.41866709325698 | 0.20933354662849 |
39 | 0.756636026060911 | 0.486727947878178 | 0.243363973939089 |
40 | 0.715731082737475 | 0.568537834525049 | 0.284268917262525 |
41 | 0.678113741017066 | 0.643772517965868 | 0.321886258982934 |
42 | 0.710630419645321 | 0.578739160709358 | 0.289369580354679 |
43 | 0.688650875339606 | 0.622698249320787 | 0.311349124660394 |
44 | 0.645922925436486 | 0.708154149127028 | 0.354077074563514 |
45 | 0.698911489295041 | 0.602177021409917 | 0.301088510704959 |
46 | 0.7004071293786 | 0.5991857412428 | 0.2995928706214 |
47 | 0.736184702489212 | 0.527630595021577 | 0.263815297510788 |
48 | 0.72702671706343 | 0.545946565873141 | 0.272973282936571 |
49 | 0.682941217841219 | 0.634117564317562 | 0.317058782158781 |
50 | 0.634639275063101 | 0.730721449873798 | 0.365360724936899 |
51 | 0.752535299030388 | 0.494929401939224 | 0.247464700969612 |
52 | 0.804668286209309 | 0.390663427581382 | 0.195331713790691 |
53 | 0.768456305140387 | 0.463087389719226 | 0.231543694859613 |
54 | 0.733581568491769 | 0.532836863016462 | 0.266418431508231 |
55 | 0.698288432397786 | 0.603423135204428 | 0.301711567602214 |
56 | 0.654829751108388 | 0.690340497783223 | 0.345170248891612 |
57 | 0.660658765832256 | 0.678682468335488 | 0.339341234167744 |
58 | 0.659966973803926 | 0.680066052392147 | 0.340033026196074 |
59 | 0.889355961421988 | 0.221288077156025 | 0.110644038578012 |
60 | 0.918772759709722 | 0.162454480580556 | 0.081227240290278 |
61 | 0.90705416123856 | 0.185891677522880 | 0.0929458387614402 |
62 | 0.891617002609863 | 0.216765994780275 | 0.108382997390138 |
63 | 0.864655549537122 | 0.270688900925756 | 0.135344450462878 |
64 | 0.840641915252999 | 0.318716169494003 | 0.159358084747001 |
65 | 0.849947839723658 | 0.300104320552684 | 0.150052160276342 |
66 | 0.839233825984109 | 0.321532348031782 | 0.160766174015891 |
67 | 0.829947001210482 | 0.340105997579035 | 0.170052998789518 |
68 | 0.798652958451085 | 0.40269408309783 | 0.201347041548915 |
69 | 0.759425785017252 | 0.481148429965496 | 0.240574214982748 |
70 | 0.728464980188574 | 0.543070039622853 | 0.271535019811426 |
71 | 0.724366089394457 | 0.551267821211085 | 0.275633910605543 |
72 | 0.695833239353545 | 0.60833352129291 | 0.304166760646455 |
73 | 0.645936242337671 | 0.708127515324658 | 0.354063757662329 |
74 | 0.59005876335154 | 0.81988247329692 | 0.40994123664846 |
75 | 0.550948401895792 | 0.898103196208415 | 0.449051598104208 |
76 | 0.49789908800878 | 0.99579817601756 | 0.50210091199122 |
77 | 0.445577494123247 | 0.891154988246495 | 0.554422505876753 |
78 | 0.396246357727827 | 0.792492715455655 | 0.603753642272173 |
79 | 0.442746804369575 | 0.88549360873915 | 0.557253195630425 |
80 | 0.440257432282532 | 0.880514864565065 | 0.559742567717468 |
81 | 0.396109250961498 | 0.792218501922996 | 0.603890749038502 |
82 | 0.339624350254655 | 0.67924870050931 | 0.660375649745345 |
83 | 0.293250896603089 | 0.586501793206177 | 0.706749103396912 |
84 | 0.251056576214305 | 0.502113152428611 | 0.748943423785695 |
85 | 0.432789093342424 | 0.865578186684848 | 0.567210906657576 |
86 | 0.414356840864601 | 0.828713681729201 | 0.5856431591354 |
87 | 0.353848182981817 | 0.707696365963634 | 0.646151817018183 |
88 | 0.336952391536392 | 0.673904783072784 | 0.663047608463608 |
89 | 0.35946931054203 | 0.71893862108406 | 0.64053068945797 |
90 | 0.309233046709559 | 0.618466093419119 | 0.690766953290441 |
91 | 0.270785591143905 | 0.54157118228781 | 0.729214408856095 |
92 | 0.280421937195749 | 0.560843874391499 | 0.719578062804251 |
93 | 0.225466582885049 | 0.450933165770097 | 0.774533417114951 |
94 | 0.183421969394506 | 0.366843938789013 | 0.816578030605493 |
95 | 0.138793863366731 | 0.277587726733462 | 0.861206136633269 |
96 | 0.101172629692049 | 0.202345259384098 | 0.898827370307951 |
97 | 0.229532253715493 | 0.459064507430987 | 0.770467746284507 |
98 | 0.183165276939428 | 0.366330553878857 | 0.816834723060572 |
99 | 0.136594976991605 | 0.273189953983209 | 0.863405023008396 |
100 | 0.100807398881843 | 0.201614797763687 | 0.899192601118157 |
101 | 0.0744636120110535 | 0.148927224022107 | 0.925536387988947 |
102 | 0.0471889890184688 | 0.0943779780369377 | 0.952811010981531 |
103 | 0.0576139119224171 | 0.115227823844834 | 0.942386088077583 |
104 | 0.09674380657875 | 0.1934876131575 | 0.90325619342125 |
105 | 0.0628402911801444 | 0.125680582360289 | 0.937159708819856 |
106 | 0.107818123822267 | 0.215636247644534 | 0.892181876177733 |
107 | 0.0804995285774989 | 0.160999057154998 | 0.919500471422501 |
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 | 4 | 0.0404040404040404 | OK |