Multiple Linear Regression - Estimated Regression Equation |
Depressed[t] = + 0.752742283284845 -0.0807424499953264Gender[t] + 0.0476668071066975Cannotdo[t] + 0.0527632072156886Worrytoomuch[t] + 0.0627476309907595Limitactivity[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) | 0.752742283284845 | 0.14768 | 5.0971 | 1e-06 | 1e-06 |
Gender | -0.0807424499953264 | 0.093204 | -0.8663 | 0.387739 | 0.19387 |
Cannotdo | 0.0476668071066975 | 0.029538 | 1.6137 | 0.108731 | 0.054366 |
Worrytoomuch | 0.0527632072156886 | 0.02741 | 1.925 | 0.056164 | 0.028082 |
Limitactivity | 0.0627476309907595 | 0.036082 | 1.739 | 0.084127 | 0.042064 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.314529135026514 |
R-squared | 0.0989285767805273 |
Adjusted R-squared | 0.0744096264888409 |
F-TEST (value) | 4.03478026602432 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 147 |
p-value | 0.00391177248966845 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.555793587493188 |
Sum Squared Residuals | 45.4092572490866 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.27995760255589 | -0.279957602555887 |
2 | 1 | 1.07909757391114 | -0.0790975739111352 |
3 | 1 | 1.50588287885981 | -0.50588287885981 |
4 | 1 | 1.31472599076703 | -0.314725990767028 |
5 | 2 | 0.978667559588746 | 1.02133244041125 |
6 | 1 | 1.12187635735175 | -0.121876357351752 |
7 | 4 | 1.5586460860755 | 2.4413539139245 |
8 | 1 | 1.25246801944226 | -0.252468019442262 |
9 | 1 | 1.16954316445845 | -0.169543164458450 |
10 | 2 | 1.50588287885981 | 0.494117121140189 |
11 | 1 | 1.38766642197577 | -0.38766642197577 |
12 | 1 | 1.20459283589265 | -0.204592835892653 |
13 | 2 | 1.32491879098501 | 0.67508120901499 |
14 | 1 | 1.36288245753972 | -0.362882457539719 |
15 | 1 | 1.12697275746074 | -0.126972757460744 |
16 | 1 | 1.48300003618916 | -0.483000036189165 |
17 | 1 | 1.03603750724743 | -0.0360375072474348 |
18 | 1 | 1.60631289318220 | -0.606312893182197 |
19 | 1 | 1.07618357879063 | -0.0761835787906293 |
20 | 2 | 1.40056484087135 | 0.599435159128654 |
21 | 1 | 0.94559191670012 | 0.0544080832998805 |
22 | 2 | 1.63137814084133 | 0.36862185915867 |
23 | 1 | 1.51586730263488 | -0.515867302634882 |
24 | 2 | 1.35778605743073 | 0.642213942569272 |
25 | 1 | 1.56082849106399 | -0.560828491063986 |
26 | 1 | 1.42316640031891 | -0.423166400318911 |
27 | 1 | 1.29964516688297 | -0.299645166882966 |
28 | 2 | 1.51097927896880 | 0.489020721031197 |
29 | 1 | 1.28214000754439 | -0.282140007544393 |
30 | 1 | 0.91591992859799 | 0.0840800714020108 |
31 | 2 | 1.30474156699196 | 0.695258433008043 |
32 | 1 | 1.31254358577854 | -0.312543585778542 |
33 | 1 | 1.07909757391113 | -0.0790975739111346 |
34 | 1 | 1.04602193102251 | -0.0460219310225055 |
35 | 1 | 1.20940795277856 | -0.209407952778562 |
36 | 2 | 1.55573209095499 | 0.444267909045005 |
37 | 1 | 1.20940795277856 | -0.209407952778562 |
38 | 1 | 0.91591992859799 | 0.0840800714020108 |
39 | 1 | 1.47790363608017 | -0.477903636080173 |
40 | 1 | 1.41515600508941 | -0.415156005089414 |
41 | 1 | 1.04141519057951 | -0.0414151905795079 |
42 | 1 | 0.835177478602663 | 0.164822521397337 |
43 | 1 | 1.38766642197577 | -0.38766642197577 |
44 | 1 | 1.23717881911529 | -0.237178819115289 |
45 | 1 | 1.40035646442843 | -0.400356464428434 |
46 | 1 | 1.34780163365566 | -0.347801633655657 |
47 | 1 | 1.17952758823352 | -0.179527588233521 |
48 | 1 | 0.993467100249728 | 0.00653289975027157 |
49 | 1 | 1.26734046688341 | -0.267340466883413 |
50 | 1 | 1.22428040021971 | -0.224280400219713 |
51 | 2 | 1.19942352900349 | 0.800576470996508 |
52 | 2 | 1.48591403130967 | 0.51408596869033 |
53 | 1 | 1.37747362175779 | -0.377473621757787 |
54 | 1 | 1.1844156118996 | -0.184415611899600 |
55 | 1 | 1.07909757391113 | -0.0790975739111346 |
56 | 2 | 1.34780163365566 | 0.652198366344343 |
57 | 1 | 1.25176998333336 | -0.251769983333357 |
58 | 1 | 1.18462398834251 | -0.184623988342512 |
59 | 2 | 1.30983796710095 | 0.690162032899052 |
60 | 1 | 1.12385038589733 | -0.123850385897327 |
61 | 1 | 1.50588287885981 | -0.505882878859811 |
62 | 1 | 1.43315082409398 | -0.433150824093981 |
63 | 1 | 1.27486120244692 | -0.274861202446916 |
64 | 1 | 1.64108128139332 | -0.641081281393319 |
65 | 2 | 1.40545286453743 | 0.594547135462575 |
66 | 1 | 1.23936122410377 | -0.239361224103775 |
67 | 1 | 1.56863050985057 | -0.56863050985057 |
68 | 2 | 1.05111833113150 | 0.948881668868503 |
69 | 1 | 1.01343594779987 | -0.0134359477998699 |
70 | 1 | 1.60631289318220 | -0.606312893182197 |
71 | 1 | 1.48081763120068 | -0.480817631200679 |
72 | 1 | 1.20431155266957 | -0.204311552669571 |
73 | 1 | 1.09368873812920 | -0.093688738129203 |
74 | 3 | 1.46310409541919 | 1.53689590458081 |
75 | 2 | 1.18462398834251 | 0.815376011657488 |
76 | 2 | 1.44823164797804 | 0.551768352021957 |
77 | 1 | 1.20431155266957 | -0.204311552669571 |
78 | 1 | 0.998355123915808 | 0.00164487608419195 |
79 | 1 | 1.15664474556287 | -0.156644745562874 |
80 | 1 | 1.04602193102251 | -0.0460219310225055 |
81 | 1 | 1.07400117380214 | -0.0740011738021434 |
82 | 1 | 1.17394152845854 | -0.173941528458536 |
83 | 1 | 1.24737161933327 | -0.247371619333271 |
84 | 1 | 1.30013482654896 | -0.30013482654896 |
85 | 1 | 1.21939237655363 | -0.219392376553633 |
86 | 1 | 1.33760883343767 | -0.337608833437675 |
87 | 1 | 0.968683135813678 | 0.0313168641863222 |
88 | 3 | 1.61140929329119 | 1.38859070670881 |
89 | 1 | 0.963586735704687 | 0.0364132642953134 |
90 | 1 | 1.12697275746074 | -0.126972757460744 |
91 | 1 | 1.17463956456744 | -0.174639564567441 |
92 | 1 | 1.14184520490189 | -0.141845204901894 |
93 | 1 | 1.19481678856049 | -0.194816788560494 |
94 | 1 | 1.28484562622199 | -0.284845626221986 |
95 | 1 | 1.47329689563718 | -0.473296895637176 |
96 | 1 | 1.19460841211758 | -0.194608412117582 |
97 | 1 | 1.14645194534489 | -0.146451945344892 |
98 | 1 | 1.15664474556287 | -0.156644745562874 |
99 | 1 | 1.30013482654896 | -0.30013482654896 |
100 | 2 | 1.37747362175779 | 0.622526378242213 |
101 | 1 | 1.36797885764871 | -0.36797885764871 |
102 | 1 | 1.36239279787373 | -0.362392797873726 |
103 | 1 | 1.33272080977160 | -0.332720809771595 |
104 | 2 | 1.46282281219611 | 0.537177187803888 |
105 | 1 | 1.14184520490189 | -0.141845204901894 |
106 | 2 | 1.42514042886448 | 0.574859571135515 |
107 | 2 | 1.10897793845618 | 0.891022061543824 |
108 | 3 | 1.45291129520121 | 1.54708870479879 |
109 | 2 | 1.38038761687829 | 0.619612383121708 |
110 | 2 | 1.33781720988059 | 0.662182790119414 |
111 | 1 | 1.51097927896880 | -0.510979278968803 |
112 | 1 | 1.33469483831717 | -0.334694838317170 |
113 | 1 | 1.00636551914530 | -0.00636551914530451 |
114 | 1 | 0.94070389303404 | 0.0592961069659602 |
115 | 1 | 1.67904494794803 | -0.679044947948027 |
116 | 1 | 1.26997317878084 | -0.269973178780836 |
117 | 1 | 1.07909757391113 | -0.0790975739111346 |
118 | 2 | 1.30744718566955 | 0.692552814330449 |
119 | 1 | 1.35268965732174 | -0.352689657321737 |
120 | 1 | 1.38548401698728 | -0.385484016987284 |
121 | 1 | 1.45821607175311 | -0.458216071753114 |
122 | 1 | 1.01634994292038 | -0.0163499429203752 |
123 | 1 | 1.45311967164412 | -0.453119671644123 |
124 | 1 | 1.10876956201326 | -0.108769562013265 |
125 | 1 | 1.01634994292038 | -0.0163499429203752 |
126 | 1 | 1.28505400266490 | -0.285054002664898 |
127 | 1 | 1.52096370274387 | -0.520963702743873 |
128 | 2 | 1.30962959065804 | 0.690370409341963 |
129 | 2 | 1.34731197398966 | 0.652688026010336 |
130 | 1 | 1.02633436669545 | -0.026334366695446 |
131 | 1 | 1.28214000754439 | -0.282140007544393 |
132 | 1 | 1.28214000754439 | -0.282140007544393 |
133 | 1 | 1.36288245753972 | -0.362882457539719 |
134 | 4 | 1.33490321476008 | 2.66509678523992 |
135 | 1 | 1.42514042886448 | -0.425140428864485 |
136 | 2 | 1.36288245753972 | 0.637117542460281 |
137 | 1 | 1.33781720988059 | -0.337817209880586 |
138 | 1 | 1.47280723597118 | -0.472807235971182 |
139 | 1 | 1.33272080977160 | -0.332720809771595 |
140 | 1 | 1.40517158131434 | -0.405171581314343 |
141 | 1 | 0.91591992859799 | 0.0840800714020108 |
142 | 1 | 1.11386596212226 | -0.113865962122256 |
143 | 1 | 1.2373871955582 | -0.237387195558200 |
144 | 1 | 1.17463956456744 | -0.174639564567441 |
145 | 1 | 1.46282281219611 | -0.462822812196112 |
146 | 1 | 1.16662916933794 | -0.166629169337945 |
147 | 1 | 1.07909757391113 | -0.0790975739111346 |
148 | 2 | 1.32520007420809 | 0.674799925791908 |
149 | 1 | 1.29964516688297 | -0.299645166882966 |
150 | 1 | 1.47329689563718 | -0.473296895637176 |
151 | 3 | 1.55354968596651 | 1.44645031403349 |
152 | 1 | 1.12697275746074 | -0.126972757460744 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.99983087004226 | 0.000338259915480276 | 0.000169129957740138 |
9 | 0.999492035612066 | 0.0010159287758685 | 0.00050796438793425 |
10 | 0.998892477523671 | 0.00221504495265781 | 0.00110752247632890 |
11 | 0.997558018720619 | 0.00488396255876223 | 0.00244198127938111 |
12 | 0.997425885259168 | 0.00514822948166457 | 0.00257411474083229 |
13 | 0.998238129912283 | 0.00352374017543347 | 0.00176187008771673 |
14 | 0.997968989705386 | 0.00406202058922865 | 0.00203101029461433 |
15 | 0.996176377152965 | 0.00764724569406972 | 0.00382362284703486 |
16 | 0.99531040651027 | 0.00937918697946135 | 0.00468959348973067 |
17 | 0.99222955870741 | 0.0155408825851818 | 0.00777044129259088 |
18 | 0.994855943474432 | 0.0102881130511358 | 0.00514405652556792 |
19 | 0.991406568932097 | 0.0171868621358057 | 0.00859343106790285 |
20 | 0.989712526679766 | 0.0205749466404681 | 0.0102874733202340 |
21 | 0.98429471499923 | 0.0314105700015412 | 0.0157052850007706 |
22 | 0.977130255409904 | 0.0457394891801929 | 0.0228697445900964 |
23 | 0.977878990776694 | 0.0442420184466123 | 0.0221210092233062 |
24 | 0.975855206730186 | 0.0482895865396272 | 0.0241447932698136 |
25 | 0.972137895520613 | 0.055724208958775 | 0.0278621044793875 |
26 | 0.96748341606743 | 0.0650331678651389 | 0.0325165839325695 |
27 | 0.955406510203668 | 0.0891869795926643 | 0.0445934897963322 |
28 | 0.947164781037885 | 0.105670437924231 | 0.0528352189621154 |
29 | 0.930699440011294 | 0.138601119977412 | 0.069300559988706 |
30 | 0.908464744916176 | 0.183070510167648 | 0.091535255083824 |
31 | 0.92829375099185 | 0.1434124980163 | 0.07170624900815 |
32 | 0.91443401420294 | 0.171131971594119 | 0.0855659857970593 |
33 | 0.891046833352348 | 0.217906333295304 | 0.108953166647652 |
34 | 0.8620460162251 | 0.275907967549799 | 0.137953983774900 |
35 | 0.830331996005342 | 0.339336007989316 | 0.169668003994658 |
36 | 0.815342573432119 | 0.369314853135762 | 0.184657426567881 |
37 | 0.778198489253058 | 0.443603021493884 | 0.221801510746942 |
38 | 0.734681284766291 | 0.530637430467418 | 0.265318715233709 |
39 | 0.713502463958428 | 0.572995072083143 | 0.286497536041572 |
40 | 0.680984324734862 | 0.638031350530275 | 0.319015675265138 |
41 | 0.63503868818921 | 0.729922623621581 | 0.364961311810790 |
42 | 0.593730647791425 | 0.81253870441715 | 0.406269352208575 |
43 | 0.561187719140629 | 0.877624561718742 | 0.438812280859371 |
44 | 0.522389925348266 | 0.955220149303469 | 0.477610074651734 |
45 | 0.499626321215849 | 0.999252642431698 | 0.500373678784151 |
46 | 0.472087119403831 | 0.944174238807661 | 0.527912880596169 |
47 | 0.426049689638083 | 0.852099379276166 | 0.573950310361917 |
48 | 0.376820412426164 | 0.753640824852328 | 0.623179587573836 |
49 | 0.344558366861668 | 0.689116733723335 | 0.655441633138332 |
50 | 0.302205109459384 | 0.604410218918768 | 0.697794890540616 |
51 | 0.35213596676224 | 0.70427193352448 | 0.64786403323776 |
52 | 0.338606879198174 | 0.677213758396347 | 0.661393120801826 |
53 | 0.307150619087972 | 0.614301238175943 | 0.692849380912028 |
54 | 0.266454407518607 | 0.532908815037213 | 0.733545592481393 |
55 | 0.227769983711981 | 0.455539967423962 | 0.77223001628802 |
56 | 0.234215286976087 | 0.468430573952175 | 0.765784713023912 |
57 | 0.202975407529654 | 0.405950815059308 | 0.797024592470346 |
58 | 0.176561821262862 | 0.353123642525724 | 0.823438178737138 |
59 | 0.193031081716593 | 0.386062163433186 | 0.806968918283407 |
60 | 0.163251080190596 | 0.326502160381193 | 0.836748919809404 |
61 | 0.157574973356002 | 0.315149946712005 | 0.842425026643998 |
62 | 0.148080203296894 | 0.296160406593788 | 0.851919796703106 |
63 | 0.125912635958819 | 0.251825271917637 | 0.874087364041181 |
64 | 0.126840003561236 | 0.253680007122471 | 0.873159996438764 |
65 | 0.132872024427051 | 0.265744048854101 | 0.86712797557295 |
66 | 0.112716090396591 | 0.225432180793182 | 0.88728390960341 |
67 | 0.112645574848330 | 0.225291149696659 | 0.88735442515167 |
68 | 0.168474286861653 | 0.336948573723306 | 0.831525713138347 |
69 | 0.139999912875313 | 0.279999825750627 | 0.860000087124687 |
70 | 0.142414189603986 | 0.284828379207972 | 0.857585810396014 |
71 | 0.133860781359342 | 0.267721562718684 | 0.866139218640658 |
72 | 0.112418329012196 | 0.224836658024392 | 0.887581670987804 |
73 | 0.0922369922671573 | 0.184473984534315 | 0.907763007732843 |
74 | 0.314710271978309 | 0.629420543956618 | 0.685289728021691 |
75 | 0.356249974434478 | 0.712499948868957 | 0.643750025565522 |
76 | 0.351090680697581 | 0.702181361395162 | 0.648909319302419 |
77 | 0.313433721124382 | 0.626867442248764 | 0.686566278875618 |
78 | 0.272623845958979 | 0.545247691917957 | 0.727376154041022 |
79 | 0.237932540320298 | 0.475865080640596 | 0.762067459679702 |
80 | 0.203501588761053 | 0.407003177522106 | 0.796498411238947 |
81 | 0.171908760097515 | 0.343817520195031 | 0.828091239902485 |
82 | 0.150848639326035 | 0.301697278652070 | 0.849151360673965 |
83 | 0.131465449526955 | 0.262930899053910 | 0.868534550473045 |
84 | 0.116186560636054 | 0.232373121272107 | 0.883813439363946 |
85 | 0.0981891310578988 | 0.196378262115798 | 0.901810868942101 |
86 | 0.0854973308717686 | 0.170994661743537 | 0.914502669128231 |
87 | 0.0688845990249056 | 0.137769198049811 | 0.931115400975094 |
88 | 0.195229357166915 | 0.39045871433383 | 0.804770642833085 |
89 | 0.163698529475592 | 0.327397058951184 | 0.836301470524408 |
90 | 0.139571310314952 | 0.279142620629905 | 0.860428689685048 |
91 | 0.117672326412533 | 0.235344652825066 | 0.882327673587467 |
92 | 0.0971413767857336 | 0.194282753571467 | 0.902858623214266 |
93 | 0.0819136134846528 | 0.163827226969306 | 0.918086386515347 |
94 | 0.0698860835599303 | 0.139772167119861 | 0.93011391644007 |
95 | 0.0645415877936177 | 0.129083175587235 | 0.935458412206382 |
96 | 0.0521802816535358 | 0.104360563307072 | 0.947819718346464 |
97 | 0.0425885978954946 | 0.0851771957909892 | 0.957411402104505 |
98 | 0.0335369188083822 | 0.0670738376167644 | 0.966463081191618 |
99 | 0.0272500055715905 | 0.054500011143181 | 0.97274999442841 |
100 | 0.0279349375585377 | 0.0558698751170754 | 0.972065062441462 |
101 | 0.0231589453245212 | 0.0463178906490423 | 0.976841054675479 |
102 | 0.0201909688656638 | 0.0403819377313275 | 0.979809031134336 |
103 | 0.0163070990662332 | 0.0326141981324663 | 0.983692900933767 |
104 | 0.0151677463142856 | 0.0303354926285712 | 0.984832253685714 |
105 | 0.0113074504753167 | 0.0226149009506334 | 0.988692549524683 |
106 | 0.0107580979704900 | 0.0215161959409800 | 0.98924190202951 |
107 | 0.0166831211314913 | 0.0333662422629827 | 0.983316878868509 |
108 | 0.0833229818220863 | 0.166645963644173 | 0.916677018177914 |
109 | 0.0894801673226626 | 0.178960334645325 | 0.910519832677337 |
110 | 0.0987740270864258 | 0.197548054172852 | 0.901225972913574 |
111 | 0.0892772759483687 | 0.178554551896737 | 0.910722724051631 |
112 | 0.0768955439792973 | 0.153791087958595 | 0.923104456020703 |
113 | 0.0593051554026388 | 0.118610310805278 | 0.940694844597361 |
114 | 0.0452493865592044 | 0.0904987731184089 | 0.954750613440795 |
115 | 0.0467411042558804 | 0.0934822085117607 | 0.95325889574412 |
116 | 0.0360165737306955 | 0.072033147461391 | 0.963983426269305 |
117 | 0.0263988602662201 | 0.0527977205324403 | 0.97360113973378 |
118 | 0.0391527303699782 | 0.0783054607399563 | 0.960847269630022 |
119 | 0.030843943457708 | 0.061687886915416 | 0.969156056542292 |
120 | 0.0238488899597507 | 0.0476977799195015 | 0.97615111004025 |
121 | 0.0202173299326503 | 0.0404346598653005 | 0.97978267006735 |
122 | 0.0142449500898288 | 0.0284899001796575 | 0.985755049910171 |
123 | 0.0117209250464874 | 0.0234418500929748 | 0.988279074953513 |
124 | 0.00815083176369887 | 0.0163016635273977 | 0.9918491682363 |
125 | 0.00539893337971928 | 0.0107978667594386 | 0.99460106662028 |
126 | 0.00364377621257544 | 0.00728755242515088 | 0.996356223787425 |
127 | 0.00406481356377987 | 0.00812962712755974 | 0.99593518643622 |
128 | 0.0044597974196451 | 0.0089195948392902 | 0.995540202580355 |
129 | 0.00712909174902621 | 0.0142581834980524 | 0.992870908250974 |
130 | 0.00453470947208894 | 0.00906941894417788 | 0.995465290527911 |
131 | 0.00381884133543111 | 0.00763768267086222 | 0.996181158664569 |
132 | 0.00382127653537072 | 0.00764255307074144 | 0.99617872346463 |
133 | 0.00486739235588199 | 0.00973478471176398 | 0.995132607644118 |
134 | 0.789326256854501 | 0.421347486290997 | 0.210673743145499 |
135 | 0.744193927841775 | 0.511612144316451 | 0.255806072158225 |
136 | 0.735108006881059 | 0.529783986237882 | 0.264891993118941 |
137 | 0.663669865749353 | 0.672660268501293 | 0.336330134250647 |
138 | 0.652956388592391 | 0.694087222815217 | 0.347043611407609 |
139 | 0.625894820932975 | 0.74821035813405 | 0.374105179067025 |
140 | 0.520209648092532 | 0.959580703814936 | 0.479790351907468 |
141 | 0.405746302638071 | 0.811492605276142 | 0.594253697361929 |
142 | 0.300638000091947 | 0.601276000183894 | 0.699361999908053 |
143 | 0.201466346382593 | 0.402932692765186 | 0.798533653617407 |
144 | 0.112829884648104 | 0.225659769296207 | 0.887170115351896 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 16 | 0.116788321167883 | NOK |
5% type I error level | 38 | 0.277372262773723 | NOK |
10% type I error level | 51 | 0.372262773722628 | NOK |