Multiple Linear Regression - Estimated Regression Equation |
Depressed[t] = + 0.662537841777522 + 0.25238470945307Gender[t] + 0.0853508546307408Cannotdo[t] -0.100066691536636Cannotdo_G[t] + 0.0272494690723533Worrytoomuch[t] + 0.0661112827823411Worrytoomuch_G[t] + 0.0878761060617949Limitactivity[t] -0.100397334494416Limitactivity_G[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) | 0.662537841777522 | 0.178105 | 3.7199 | 0.000285 | 0.000142 |
Gender | 0.25238470945307 | 0.308852 | 0.8172 | 0.415181 | 0.207591 |
Cannotdo | 0.0853508546307408 | 0.038783 | 2.2007 | 0.029349 | 0.014675 |
Cannotdo_G | -0.100066691536636 | 0.059751 | -1.6747 | 0.096155 | 0.048078 |
Worrytoomuch | 0.0272494690723533 | 0.035504 | 0.7675 | 0.444035 | 0.222017 |
Worrytoomuch_G | 0.0661112827823411 | 0.055424 | 1.1928 | 0.234896 | 0.117448 |
Limitactivity | 0.0878761060617949 | 0.044924 | 1.9561 | 0.052388 | 0.026194 |
Limitactivity_G | -0.100397334494416 | 0.07554 | -1.3291 | 0.185931 | 0.092966 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.365770122455319 |
R-squared | 0.133787782480979 |
Adjusted R-squared | 0.0916802441293597 |
F-TEST (value) | 3.17728814645453 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 144 |
p-value | 0.00371872395290329 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.550583886731518 |
Sum Squared Residuals | 43.6525367512875 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.28529927758259 | -0.285299277582593 |
2 | 1 | 1.48893122667116 | -0.488931226671161 |
3 | 2 | 1.50145245510380 | 0.498547544896202 |
4 | 1 | 1.45949955285938 | -0.459499552859382 |
5 | 1 | 1.13833606764436 | -0.138336067644365 |
6 | 1 | 1.03684330430360 | -0.0368433043035968 |
7 | 1 | 0.95380917240825 | 0.0461908275917495 |
8 | 1 | 1.44917293290004 | -0.449172932900035 |
9 | 1 | 1.28310466910934 | -0.28310466910934 |
10 | 1 | 1.30220972296178 | -0.302209722961785 |
11 | 2 | 1.39118125786993 | 0.60881874213007 |
12 | 1 | 1.03245408735705 | -0.0324540873570483 |
13 | 1 | 1.42061293168172 | -0.420612931681722 |
14 | 2 | 1.34109634413944 | 0.658903655860555 |
15 | 1 | 1.42061293168172 | -0.420612931681722 |
16 | 1 | 1.35142296409879 | -0.351422964098792 |
17 | 1 | 1.36394419253141 | -0.363944192531413 |
18 | 1 | 0.981046237746767 | 0.0189537622532331 |
19 | 1 | 1.48893122667117 | -0.488931226671174 |
20 | 1 | 1.26112849331085 | -0.26112849331085 |
21 | 1 | 1.1007723823465 | -0.1007723823465 |
22 | 2 | 1.52649491196904 | 0.473505088030963 |
23 | 1 | 1.27277804914999 | -0.272778049149993 |
24 | 1 | 0.97578534820674 | 0.0242146517932606 |
25 | 2 | 1.49925784663052 | 0.500742153369479 |
26 | 1 | 1.02212746739770 | -0.0221274673977014 |
27 | 1 | 1.41754665061497 | -0.417546650614969 |
28 | 1 | 1.10296699081977 | -0.102966990819774 |
29 | 2 | 1.14053067611764 | 0.859469323882361 |
30 | 1 | 1.04936453273622 | -0.0493645327362187 |
31 | 1 | 1.31253634292113 | -0.312536342921132 |
32 | 1 | 1.01773825045115 | -0.0177382504511524 |
33 | 1 | 1.31253634292113 | -0.312536342921132 |
34 | 1 | 1.04716992426294 | -0.0471699242629441 |
35 | 1 | 1.32725217982703 | -0.327252179827027 |
36 | 1 | 1.03245408735705 | -0.0324540873570483 |
37 | 1 | 0.986111968166086 | 0.0138880318339138 |
38 | 1 | 1.31473095139441 | -0.314730951394406 |
39 | 1 | 1.11109900230585 | -0.111099002305847 |
40 | 1 | 1.32725217982703 | -0.327252179827027 |
41 | 2 | 1.27277804914999 | 0.727221950850007 |
42 | 1 | 1.27058344067672 | -0.270583440676719 |
43 | 2 | 1.34922835562552 | 0.650771644374483 |
44 | 2 | 1.25806221224410 | 0.741937787755903 |
45 | 2 | 1.34196801673292 | 0.658031983267077 |
46 | 1 | 1.07353531700798 | -0.0735353170079827 |
47 | 1 | 1.16776774145616 | -0.167767741456156 |
48 | 1 | 1.01993285892443 | -0.0199328589244269 |
49 | 2 | 1.17722268882202 | 0.822777311177976 |
50 | 2 | 1.26838883220344 | 0.731611167796556 |
51 | 1 | 1.30220972296178 | -0.302209722961785 |
52 | 1 | 1.30220972296178 | -0.302209722961785 |
53 | 4 | 1.39557047481648 | 2.60442952518352 |
54 | 1 | 1.25806221224410 | -0.258062212244097 |
55 | 1 | 1.2433463753382 | -0.243346375338201 |
56 | 1 | 1.46982617281873 | -0.469826172818729 |
57 | 1 | 1.12800944768502 | -0.128009447685017 |
58 | 1 | 1.34922835562552 | -0.349228355625517 |
59 | 1 | 1.22137019953971 | -0.221370199539712 |
60 | 1 | 1.28310466910934 | -0.28310466910934 |
61 | 1 | 1.28869134871349 | -0.288691348713487 |
62 | 1 | 1.0634907013073 | -0.0634907013072994 |
63 | 1 | 1.57704388454017 | -0.577043884540171 |
64 | 2 | 0.950890377604205 | 1.04910962239579 |
65 | 1 | 1.03011353339021 | -0.0301135333902110 |
66 | 4 | 1.60429335361252 | 2.39570664638748 |
67 | 1 | 1.14776435995541 | -0.147764359955413 |
68 | 1 | 1.11546438802095 | -0.115464388020952 |
69 | 2 | 1.57704388454017 | 0.422956115459829 |
70 | 1 | 1.23924291343089 | -0.239242913430889 |
71 | 1 | 1.32099132064795 | -0.320991320647949 |
72 | 1 | 0.972012147831824 | 0.0279878521681764 |
73 | 1 | 1.68964420824326 | -0.689644208243265 |
74 | 2 | 1.34571553828925 | 0.654284461710752 |
75 | 2 | 1.75279609666376 | 0.247203903336240 |
76 | 1 | 1.63767052152961 | -0.637670521529612 |
77 | 2 | 1.37909270620634 | 0.620907293793664 |
78 | 1 | 1.36791450449949 | -0.367914504499493 |
79 | 2 | 1.51894249898178 | 0.481057501018217 |
80 | 1 | 0.86301427154241 | 0.136985728457589 |
81 | 1 | 1.37151695191317 | -0.371516951913174 |
82 | 1 | 1.0634907013073 | -0.0634907013072994 |
83 | 1 | 0.86301427154241 | 0.136985728457589 |
84 | 1 | 1.038766483666 | -0.0387664836660002 |
85 | 1 | 1.32206851663058 | -0.322068516630575 |
86 | 1 | 1.52254494639546 | -0.522544946395464 |
87 | 1 | 1.31846606921689 | -0.318466069216895 |
88 | 1 | 1.17609102501039 | -0.176091025010393 |
89 | 1 | 1.32711901949268 | -0.327119019492684 |
90 | 2 | 1.45579061056129 | 0.544209389438712 |
91 | 1 | 1.29481904755822 | -0.294819047558222 |
92 | 1 | 1.0634907013073 | -0.0634907013072994 |
93 | 2 | 1.31846606921689 | 0.681533930783105 |
94 | 1 | 1.11798963945201 | -0.117989639452006 |
95 | 1 | 1.57704388454017 | -0.577043884540171 |
96 | 1 | 1.42854114148893 | -0.428541141488934 |
97 | 1 | 1.34679273427187 | -0.346792734271875 |
98 | 2 | 1.46444356083708 | 0.535556439162923 |
99 | 1 | 1.66491999060197 | -0.664919990601965 |
100 | 1 | 1.68964420824326 | -0.689644208243265 |
101 | 1 | 1.51389199611967 | -0.513891996119675 |
102 | 3 | 1.61042105245726 | 1.38957894754274 |
103 | 2 | 1.11798963945201 | 0.882010360547994 |
104 | 2 | 1.43106639291999 | 0.568933607080011 |
105 | 1 | 1.12159208686569 | -0.121592086865687 |
106 | 1 | 1.2058657455138 | -0.205865745513801 |
107 | 1 | 1.23311521458615 | -0.233115214586154 |
108 | 1 | 1.43466884033367 | -0.434668840333669 |
109 | 1 | 0.890263740614764 | 0.109736259385236 |
110 | 3 | 1.63154282268488 | 1.36845717731512 |
111 | 1 | 0.948365126173151 | 0.0516348738268488 |
112 | 1 | 0.972012147831824 | 0.0279878521681764 |
113 | 1 | 1.05736300246256 | -0.0573630024625643 |
114 | 1 | 1.15136680736909 | -0.151366807369094 |
115 | 1 | 1.00178686833523 | -0.00178686833523106 |
116 | 1 | 1.40741937126132 | -0.407419371261316 |
117 | 1 | 1.49421828134048 | -0.494218281340484 |
118 | 1 | 1.17861627644145 | -0.178616276441447 |
119 | 1 | 1.23311521458615 | -0.233115214586154 |
120 | 1 | 1.26288993508956 | -0.262889935089561 |
121 | 1 | 1.31594081778584 | -0.315940817785840 |
122 | 1 | 1.15136680736909 | -0.151366807369094 |
123 | 3 | 1.72662382357403 | 1.27337617642597 |
124 | 2 | 1.40129167241658 | 0.598708327583419 |
125 | 2 | 1.25783943222745 | 0.742160567772547 |
126 | 1 | 1.51894249898178 | -0.518942498981784 |
127 | 1 | 0.914987958256063 | 0.085012041743937 |
128 | 1 | 1.8381469512945 | -0.838146951294501 |
129 | 1 | 1.22806471172405 | -0.228064711724046 |
130 | 1 | 1.0634907013073 | -0.0634907013072994 |
131 | 2 | 1.42961833747156 | 0.570381662528439 |
132 | 1 | 1.43719409176472 | -0.437194091764724 |
133 | 1 | 1.34319028685819 | -0.343190286858194 |
134 | 1 | 1.49169302990943 | -0.49169302990943 |
135 | 1 | 0.975614595245505 | 0.0243854047544955 |
136 | 1 | 1.54979441546782 | -0.549794415467818 |
137 | 1 | 0.975614595245505 | 0.0243854047544955 |
138 | 1 | 1.2305899631551 | -0.2305899631551 |
139 | 1 | 1.57956913597123 | -0.579569135971225 |
140 | 1 | 1.03624123223495 | -0.0362412322349461 |
141 | 1 | 1.32099132064795 | -0.320991320647949 |
142 | 2 | 1.32099132064795 | 0.679008679352051 |
143 | 1 | 1.25783943222745 | -0.257839432227453 |
144 | 1 | 1.31594081778584 | -0.315940817785840 |
145 | 1 | 0.86301427154241 | 0.136985728457589 |
146 | 1 | 1.14523910852436 | -0.145239108524359 |
147 | 1 | 1.05736300246256 | -0.0573630024625643 |
148 | 1 | 1.0634907013073 | -0.0634907013072994 |
149 | 2 | 1.29626710300665 | 0.70373289699335 |
150 | 1 | 1.49421828134048 | -0.494218281340484 |
151 | 3 | 1.66239473917091 | 1.33760526082909 |
152 | 1 | 0.972012147831824 | 0.0279878521681764 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.560084776363711 | 0.879830447272578 | 0.439915223636289 |
12 | 0.390916677926849 | 0.781833355853697 | 0.609083322073151 |
13 | 0.423990510647899 | 0.847981021295797 | 0.576009489352101 |
14 | 0.609390007531117 | 0.781219984937766 | 0.390609992468883 |
15 | 0.51208483127525 | 0.9758303374495 | 0.48791516872475 |
16 | 0.440372675130584 | 0.880745350261167 | 0.559627324869416 |
17 | 0.360677073677177 | 0.721354147354354 | 0.639322926322823 |
18 | 0.271404723268144 | 0.542809446536288 | 0.728595276731856 |
19 | 0.220928181667198 | 0.441856363334396 | 0.779071818332802 |
20 | 0.159238714975946 | 0.318477429951893 | 0.840761285024054 |
21 | 0.110626898365765 | 0.221253796731529 | 0.889373101634235 |
22 | 0.142353664687467 | 0.284707329374935 | 0.857646335312533 |
23 | 0.103332034064049 | 0.206664068128099 | 0.896667965935951 |
24 | 0.0713812501577186 | 0.142762500315437 | 0.928618749842281 |
25 | 0.0801688210775593 | 0.160337642155119 | 0.91983117892244 |
26 | 0.0559425722566111 | 0.111885144513222 | 0.944057427743389 |
27 | 0.0432371308563278 | 0.0864742617126556 | 0.956762869143672 |
28 | 0.0292192815153899 | 0.0584385630307799 | 0.97078071848461 |
29 | 0.0665341907683226 | 0.133068381536645 | 0.933465809231677 |
30 | 0.0463963760659297 | 0.0927927521318594 | 0.95360362393407 |
31 | 0.0362637000795064 | 0.0725274001590127 | 0.963736299920494 |
32 | 0.0244417188268333 | 0.0488834376536667 | 0.975558281173167 |
33 | 0.0185693547773487 | 0.0371387095546974 | 0.981430645222651 |
34 | 0.0121751251746524 | 0.0243502503493048 | 0.987824874825348 |
35 | 0.00929064136786889 | 0.0185812827357378 | 0.99070935863213 |
36 | 0.00589058526471341 | 0.0117811705294268 | 0.994109414735287 |
37 | 0.00385242159408569 | 0.00770484318817139 | 0.996147578405914 |
38 | 0.00282448773349448 | 0.00564897546698897 | 0.997175512266506 |
39 | 0.00173438674241608 | 0.00346877348483215 | 0.998265613257584 |
40 | 0.00129046336930661 | 0.00258092673861322 | 0.998709536630693 |
41 | 0.00350005799116092 | 0.00700011598232185 | 0.996499942008839 |
42 | 0.00240813656864604 | 0.00481627313729207 | 0.997591863431354 |
43 | 0.00395451721914205 | 0.00790903443828411 | 0.996045482780858 |
44 | 0.00702066293754553 | 0.0140413258750911 | 0.992979337062454 |
45 | 0.0101484629276111 | 0.0202969258552221 | 0.989851537072389 |
46 | 0.00687509500996451 | 0.0137501900199290 | 0.993124904990035 |
47 | 0.00472025445539556 | 0.00944050891079113 | 0.995279745544604 |
48 | 0.00310230012693526 | 0.00620460025387051 | 0.996897699873065 |
49 | 0.00670469791905024 | 0.0134093958381005 | 0.99329530208095 |
50 | 0.011949517172557 | 0.023899034345114 | 0.988050482827443 |
51 | 0.0116982736552099 | 0.0233965473104198 | 0.98830172634479 |
52 | 0.0160422710617196 | 0.0320845421234393 | 0.98395772893828 |
53 | 0.633947040489985 | 0.73210591902003 | 0.366052959510015 |
54 | 0.595321640204161 | 0.809356719591678 | 0.404678359795839 |
55 | 0.554840675870675 | 0.89031864825865 | 0.445159324129325 |
56 | 0.533363966766258 | 0.933272066467484 | 0.466636033233742 |
57 | 0.484286474280104 | 0.968572948560208 | 0.515713525719896 |
58 | 0.448154309062465 | 0.89630861812493 | 0.551845690937535 |
59 | 0.403516620669732 | 0.807033241339464 | 0.596483379330268 |
60 | 0.363462154663192 | 0.726924309326385 | 0.636537845336808 |
61 | 0.321673547479864 | 0.643347094959728 | 0.678326452520136 |
62 | 0.278279522995065 | 0.55655904599013 | 0.721720477004935 |
63 | 0.253527436032192 | 0.507054872064384 | 0.746472563967808 |
64 | 0.293488002004158 | 0.586976004008315 | 0.706511997995843 |
65 | 0.252189710146042 | 0.504379420292085 | 0.747810289853958 |
66 | 0.82675024336041 | 0.346499513279179 | 0.173249756639589 |
67 | 0.903460279262305 | 0.193079441475390 | 0.0965397207376949 |
68 | 0.881444112023458 | 0.237111775953085 | 0.118555887976542 |
69 | 0.868484876826194 | 0.263030246347612 | 0.131515123173806 |
70 | 0.866217224330238 | 0.267565551339524 | 0.133782775669762 |
71 | 0.85596070650421 | 0.288078586991579 | 0.144039293495790 |
72 | 0.827453599870758 | 0.345092800258483 | 0.172546400129242 |
73 | 0.86509088410232 | 0.269818231795362 | 0.134909115897681 |
74 | 0.869898486084972 | 0.260203027830056 | 0.130101513915028 |
75 | 0.847103275332534 | 0.305793449334933 | 0.152896724667466 |
76 | 0.859008796533036 | 0.281982406933927 | 0.140991203466964 |
77 | 0.8621507142547 | 0.275698571490601 | 0.137849285745300 |
78 | 0.846775926284212 | 0.306448147431576 | 0.153224073715788 |
79 | 0.836317047931979 | 0.327365904136043 | 0.163682952068021 |
80 | 0.806091488893204 | 0.387817022213592 | 0.193908511106796 |
81 | 0.783601277717204 | 0.432797444565592 | 0.216398722282796 |
82 | 0.746679328958022 | 0.506641342083957 | 0.253320671041978 |
83 | 0.708242695012003 | 0.583514609975995 | 0.291757304987997 |
84 | 0.667086652629474 | 0.665826694741052 | 0.332913347370526 |
85 | 0.633362415296216 | 0.733275169407568 | 0.366637584703784 |
86 | 0.621263743278232 | 0.757472513443536 | 0.378736256721768 |
87 | 0.594567816286804 | 0.810864367426393 | 0.405432183713197 |
88 | 0.550049573107996 | 0.899900853784007 | 0.449950426892004 |
89 | 0.519855081923514 | 0.960289836152972 | 0.480144918076486 |
90 | 0.513559520026201 | 0.972880959947597 | 0.486440479973799 |
91 | 0.478002177723212 | 0.956004355446425 | 0.521997822276788 |
92 | 0.429487478721345 | 0.85897495744269 | 0.570512521278655 |
93 | 0.447800940810104 | 0.895601881620207 | 0.552199059189896 |
94 | 0.403281120336755 | 0.80656224067351 | 0.596718879663245 |
95 | 0.403572450406324 | 0.807144900812648 | 0.596427549593676 |
96 | 0.381318294862841 | 0.762636589725683 | 0.618681705137158 |
97 | 0.353304833963437 | 0.706609667926875 | 0.646695166036563 |
98 | 0.348351599228092 | 0.696703198456183 | 0.651648400771908 |
99 | 0.367079439780098 | 0.734158879560196 | 0.632920560219902 |
100 | 0.39601596783534 | 0.79203193567068 | 0.60398403216466 |
101 | 0.403171621055962 | 0.806343242111924 | 0.596828378944038 |
102 | 0.674827136358048 | 0.650345727283905 | 0.325172863641952 |
103 | 0.74633428891495 | 0.5073314221701 | 0.25366571108505 |
104 | 0.743275534596294 | 0.513448930807412 | 0.256724465403706 |
105 | 0.700312816411146 | 0.599374367177708 | 0.299687183588854 |
106 | 0.659776323181706 | 0.680447353636587 | 0.340223676818294 |
107 | 0.619836354260944 | 0.760327291478111 | 0.380163645739056 |
108 | 0.608710566596661 | 0.782578866806678 | 0.391289433403339 |
109 | 0.557718155621369 | 0.884563688757262 | 0.442281844378631 |
110 | 0.819765416101227 | 0.360469167797547 | 0.180234583898773 |
111 | 0.781383087969218 | 0.437233824061563 | 0.218616912030782 |
112 | 0.740221397128901 | 0.519557205742198 | 0.259778602871099 |
113 | 0.691444302094123 | 0.617111395811755 | 0.308555697905877 |
114 | 0.641792744743687 | 0.716414510512627 | 0.358207255256313 |
115 | 0.605115428385838 | 0.789769143228325 | 0.394884571614162 |
116 | 0.60891408480908 | 0.78217183038184 | 0.39108591519092 |
117 | 0.582833363688873 | 0.834333272622253 | 0.417166636311127 |
118 | 0.527079191210928 | 0.945841617578145 | 0.472920808789072 |
119 | 0.47079080403903 | 0.94158160807806 | 0.52920919596097 |
120 | 0.420603649895876 | 0.841207299791751 | 0.579396350104124 |
121 | 0.377533414982577 | 0.755066829965155 | 0.622466585017422 |
122 | 0.324103752205037 | 0.648207504410075 | 0.675896247794963 |
123 | 0.517883788444448 | 0.964232423111103 | 0.482116211555552 |
124 | 0.528818840790681 | 0.942362318418639 | 0.471181159209319 |
125 | 0.61187822556989 | 0.77624354886022 | 0.38812177443011 |
126 | 0.56968095612006 | 0.860638087759879 | 0.430319043879939 |
127 | 0.496650595663715 | 0.99330119132743 | 0.503349404336285 |
128 | 0.549520566833864 | 0.900958866332272 | 0.450479433166136 |
129 | 0.479787615432710 | 0.959575230865419 | 0.520212384567290 |
130 | 0.402843039522964 | 0.805686079045929 | 0.597156960477036 |
131 | 0.403277559134694 | 0.806555118269389 | 0.596722440865306 |
132 | 0.366680468071539 | 0.733360936143077 | 0.633319531928461 |
133 | 0.296434654361861 | 0.592869308723723 | 0.703565345638139 |
134 | 0.268471794269801 | 0.536943588539602 | 0.731528205730199 |
135 | 0.19702021980513 | 0.39404043961026 | 0.80297978019487 |
136 | 0.214832852935545 | 0.42966570587109 | 0.785167147064455 |
137 | 0.146864457577361 | 0.293728915154722 | 0.853135542422639 |
138 | 0.0977303840801633 | 0.195460768160327 | 0.902269615919837 |
139 | 0.148607329508854 | 0.297214659017707 | 0.851392670491146 |
140 | 0.094376688960924 | 0.188753377921848 | 0.905623311039076 |
141 | 0.0665794589234304 | 0.133158917846861 | 0.93342054107657 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 9 | 0.0687022900763359 | NOK |
5% type I error level | 21 | 0.160305343511450 | NOK |
10% type I error level | 25 | 0.190839694656489 | NOK |