Multiple Linear Regression - Estimated Regression Equation |
Cannotdo[t] = + 1.31587394220932 -0.0645747954209116Gender[t] + 0.365174200689959Depressed[t] + 0.173533918158284Worrytoomuch[t] + 0.270908114989842Limitactivity[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) | 1.31587394220932 | 0.429921 | 3.0607 | 0.002625 | 0.001313 |
Gender | -0.0645747954209116 | 0.258578 | -0.2497 | 0.803144 | 0.401572 |
Depressed | 0.365174200689959 | 0.226293 | 1.6137 | 0.108731 | 0.054366 |
Worrytoomuch | 0.173533918158284 | 0.075471 | 2.2993 | 0.022894 | 0.011447 |
Limitactivity | 0.270908114989842 | 0.098387 | 2.7535 | 0.006641 | 0.00332 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.375533136675947 |
R-squared | 0.141025136741675 |
Adjusted R-squared | 0.117651671074782 |
F-TEST (value) | 6.03355697231615 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 147 |
p-value | 0.000159641632979213 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.5383513758478 |
Sum Squared Residuals | 347.879168469205 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4 | 2.91700004551209 | 1.08299995448791 |
2 | 2 | 2.56993220919553 | -0.569932209195526 |
3 | 5 | 3.63235019365006 | 1.36764980634994 |
4 | 4 | 3.29686728323931 | 0.703132716760691 |
5 | 1 | 2.7615724917272 | -1.7615724917272 |
6 | 2 | 2.64609193052225 | -0.646091930522252 |
7 | 5 | 4.90140671387822 | 0.0985932861217778 |
8 | 1 | 3.36144207866022 | -2.36144207866022 |
9 | 3 | 2.64609193052225 | 0.353908069477748 |
10 | 5 | 3.99752439434002 | 1.00247560565998 |
11 | 2 | 3.91484323454572 | -1.91484323454572 |
12 | 2 | 3.11174843917521 | -1.11174843917521 |
13 | 2 | 4.00910932024583 | -2.00910932024583 |
14 | 2 | 3.63235019365006 | -1.63235019365006 |
15 | 1 | 2.81962584868054 | -1.81962584868054 |
16 | 4 | 3.91484323454572 | 0.0851567654542813 |
17 | 3 | 2.40798321694306 | 0.592016783056944 |
18 | 6 | 3.80588411180835 | 2.19411588819165 |
19 | 1 | 3.0471736437543 | -2.0471736437543 |
20 | 3 | 3.90015019750846 | -0.900150197508463 |
21 | 2 | 2.33182349561633 | -0.33182349561633 |
22 | 5 | 4.53934062431971 | 0.460659375680295 |
23 | 5 | 3.72972439048162 | 1.27027560951838 |
24 | 3 | 3.82399047618174 | -0.823990476181737 |
25 | 3 | 4.4566594645254 | -1.4566594645254 |
26 | 5 | 3.1666936849971 | 1.8333063150029 |
27 | 5 | 3.02595916824947 | 1.97404083175053 |
28 | 4 | 4.1710583124983 | -0.171058312498305 |
29 | 2 | 3.56777539822915 | -1.56777539822915 |
30 | 1 | 2.1254901760474 | -1.1254901760474 |
31 | 4 | 3.56466728709771 | 0.435332712902291 |
32 | 6 | 2.64609193052225 | 3.35390806947775 |
33 | 2 | 2.56993220919553 | -0.569932209195526 |
34 | 3 | 2.50535741377461 | 0.494642586225386 |
35 | 2 | 3.19949308640775 | -1.19949308640775 |
36 | 4 | 4.64829974705708 | -0.648299747057078 |
37 | 2 | 3.19949308640775 | -1.19949308640775 |
38 | 1 | 2.1254901760474 | -1.1254901760474 |
39 | 5 | 3.74130931638743 | 1.25869068361257 |
40 | 5 | 3.47040120139759 | 1.52959879860241 |
41 | 1 | 2.66730640602708 | -1.66730640602708 |
42 | 1 | 2.06091538062649 | -1.06091538062649 |
43 | 2 | 3.91484323454572 | -1.91484323454572 |
44 | 4 | 2.84084032418537 | 1.15915967581463 |
45 | 5 | 3.28528235733349 | 1.71471764266651 |
46 | 3 | 3.36144207866022 | -0.36144207866022 |
47 | 3 | 2.74346612735381 | 0.25653387264619 |
48 | 1 | 2.58151713510134 | -1.58151713510134 |
49 | 2 | 3.38265655416505 | -1.38265655416505 |
50 | 3 | 3.22070756191258 | -0.220707561912583 |
51 | 2 | 3.46729309026615 | -1.46729309026615 |
52 | 5 | 3.8027760006769 | 1.1972239993231 |
53 | 4 | 3.56777539822915 | 0.432224601770849 |
54 | 4 | 2.66730640602708 | 1.33269359397292 |
55 | 2 | 2.56993220919553 | -0.569932209195526 |
56 | 3 | 3.72661627935018 | -0.726616279350179 |
57 | 6 | 2.77626552876446 | 3.22373447123554 |
58 | 2 | 2.91700004551209 | -0.917000045512094 |
59 | 3 | 3.73820120525599 | -0.738201205255993 |
60 | 2 | 3.0471736437543 | -1.0471736437543 |
61 | 5 | 3.63235019365006 | 1.36764980634994 |
62 | 5 | 3.26406788182866 | 1.73593211817134 |
63 | 5 | 2.74346612735381 | 2.25653387264619 |
64 | 6 | 4.18575134953556 | 1.81424865046444 |
65 | 4 | 3.82399047618174 | 0.176009523818263 |
66 | 2 | 3.49161567690243 | -1.49161567690243 |
67 | 5 | 3.9032583086399 | 1.0967416913601 |
68 | 2 | 3.04406553262286 | -1.04406553262286 |
69 | 1 | 2.77626552876446 | -1.77626552876446 |
70 | 6 | 3.80588411180835 | 2.19411588819165 |
71 | 6 | 3.26406788182866 | 2.73593211817134 |
72 | 3 | 3.02595916824947 | -0.0259591682494662 |
73 | 4 | 2.50535741377461 | 1.49464258622539 |
74 | 5 | 4.28653887370325 | 0.713461126296746 |
75 | 2 | 3.28217424620205 | -1.28217424620205 |
76 | 4 | 3.90015019750846 | 0.0998498024915373 |
77 | 3 | 3.02595916824947 | -0.0259591682494662 |
78 | 2 | 2.50535741377461 | -0.505357413774614 |
79 | 2 | 3.02595916824947 | -1.02595916824947 |
80 | 3 | 2.50535741377461 | 0.494642586225386 |
81 | 3 | 2.39639829103724 | 0.603601708962758 |
82 | 7 | 2.23444929878477 | 4.76555070121523 |
83 | 2 | 3.18790816050194 | -1.18790816050194 |
84 | 2 | 3.36144207866022 | -1.36144207866022 |
85 | 2 | 3.29686728323931 | -1.29686728323931 |
86 | 5 | 3.01437424234365 | 1.98562575765635 |
87 | 1 | 2.29902409420568 | -1.29902409420568 |
88 | 5 | 4.70976643134655 | 0.290233568653452 |
89 | 2 | 2.1254901760474 | -0.1254901760474 |
90 | 1 | 2.81962584868054 | -1.81962584868054 |
91 | 2 | 2.81962584868054 | -0.819625848680536 |
92 | 2 | 2.84084032418537 | -0.840840324185368 |
93 | 0 | 3.26406788182866 | -3.26406788182866 |
94 | 5 | 2.84084032418537 | 2.15915967581463 |
95 | 3 | 3.9032583086399 | -0.903258308639905 |
96 | 2 | 3.01437424234365 | -1.01437424234365 |
97 | 4 | 2.6788913319329 | 1.3211086680671 |
98 | 2 | 3.02595916824947 | -1.02595916824947 |
99 | 2 | 3.36144207866022 | -1.36144207866022 |
100 | 4 | 3.93294959891911 | 0.0670504010808907 |
101 | 1 | 3.80588411180835 | -2.80588411180835 |
102 | 5 | 3.29686728323931 | 1.70313271676069 |
103 | 4 | 3.09053396367038 | 0.909466036329622 |
104 | 6 | 3.83557540208755 | 2.16442459791245 |
105 | 2 | 2.84084032418537 | -0.840840324185368 |
106 | 5 | 3.93294959891911 | 1.06705040108089 |
107 | 1 | 3.39113336893942 | -2.39113336893942 |
108 | 7 | 3.93947103738669 | 3.06052896261331 |
109 | 5 | 3.45570816436034 | 1.54429183563966 |
110 | 3 | 3.62924208251862 | -0.62924208251862 |
111 | 4 | 3.80588411180835 | 0.194115888191654 |
112 | 4 | 3.49161567690243 | 0.508384323097575 |
113 | 2 | 2.20164989737413 | -0.201649897374125 |
114 | 1 | 2.40798321694306 | -1.40798321694306 |
115 | 6 | 4.17416642362975 | 1.82583357637025 |
116 | 4 | 2.81962584868054 | 1.18037415131946 |
117 | 2 | 2.56993220919553 | -0.569932209195526 |
118 | 7 | 2.83773221305393 | 4.16226778694607 |
119 | 4 | 3.28528235733349 | 0.714717642666506 |
120 | 4 | 3.26406788182866 | 0.735932118171338 |
121 | 4 | 3.63235019365006 | 0.367649806349938 |
122 | 2 | 2.29902409420568 | -0.299024094205684 |
123 | 5 | 3.45881627549178 | 1.54118372450822 |
124 | 3 | 2.77626552876446 | 0.223734471235544 |
125 | 2 | 2.29902409420568 | -0.299024094205684 |
126 | 3 | 3.09053396367038 | -0.0905339636703779 |
127 | 4 | 3.9032583086399 | 0.0967416913600956 |
128 | 5 | 3.48850756577098 | 1.51149243422902 |
129 | 6 | 3.39113336893942 | 2.60886663106058 |
130 | 2 | 2.39639829103724 | -0.396398291037242 |
131 | 2 | 3.56777539822915 | -1.56777539822915 |
132 | 2 | 3.56777539822915 | -1.56777539822915 |
133 | 2 | 3.63235019365006 | -1.63235019365006 |
134 | 2 | 4.83683191845731 | -2.83683191845731 |
135 | 5 | 3.56777539822915 | 1.43222460177085 |
136 | 2 | 3.99752439434002 | -1.99752439434002 |
137 | 3 | 3.26406788182866 | -0.264067881828662 |
138 | 6 | 3.56777539822915 | 2.43222460177085 |
139 | 4 | 3.09053396367038 | 0.909466036329622 |
140 | 5 | 3.37302700456603 | 1.62697299543397 |
141 | 1 | 2.1254901760474 | -1.1254901760474 |
142 | 2 | 2.94979944692274 | -0.94979944692274 |
143 | 2 | 3.09053396367038 | -1.09053396367038 |
144 | 2 | 2.81962584868054 | -0.819625848680536 |
145 | 6 | 3.47040120139759 | 2.52959879860241 |
146 | 2 | 3.12333336508102 | -1.12333336508102 |
147 | 2 | 2.56993220919553 | -0.569932209195526 |
148 | 1 | 4.09489859117158 | -3.09489859117158 |
149 | 5 | 3.02595916824947 | 1.97404083175053 |
150 | 3 | 3.9032583086399 | -0.903258308639905 |
151 | 6 | 4.36269859502998 | 1.63730140497002 |
152 | 1 | 2.81962584868054 | -1.81962584868054 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.7306930861405 | 0.538613827719 | 0.2693069138595 |
9 | 0.613990811887216 | 0.772018376225567 | 0.386009188112784 |
10 | 0.511037644824082 | 0.977924710351835 | 0.488962355175918 |
11 | 0.632678666206883 | 0.734642667586235 | 0.367321333793117 |
12 | 0.534625308246677 | 0.930749383506646 | 0.465374691753323 |
13 | 0.498894858809034 | 0.997789717618068 | 0.501105141190966 |
14 | 0.496060546362832 | 0.992121092725664 | 0.503939453637168 |
15 | 0.484183018845336 | 0.968366037690672 | 0.515816981154664 |
16 | 0.421898248346063 | 0.843796496692126 | 0.578101751653937 |
17 | 0.40146548053376 | 0.80293096106752 | 0.59853451946624 |
18 | 0.530842661774513 | 0.938314676450974 | 0.469157338225487 |
19 | 0.499182409957246 | 0.998364819914493 | 0.500817590042754 |
20 | 0.440122637752281 | 0.880245275504562 | 0.559877362247719 |
21 | 0.384675336945415 | 0.769350673890831 | 0.615324663054585 |
22 | 0.323944637856904 | 0.647889275713808 | 0.676055362143096 |
23 | 0.300730986294966 | 0.601461972589933 | 0.699269013705034 |
24 | 0.250808266355262 | 0.501616532710524 | 0.749191733644738 |
25 | 0.23262341030639 | 0.46524682061278 | 0.76737658969361 |
26 | 0.25355057287005 | 0.5071011457401 | 0.74644942712995 |
27 | 0.35004941956638 | 0.700098839132759 | 0.64995058043362 |
28 | 0.290371423261824 | 0.580742846523647 | 0.709628576738176 |
29 | 0.265384104126337 | 0.530768208252674 | 0.734615895873663 |
30 | 0.22845318096548 | 0.45690636193096 | 0.77154681903452 |
31 | 0.194776124641692 | 0.389552249283384 | 0.805223875358308 |
32 | 0.373050280954691 | 0.746100561909383 | 0.626949719045309 |
33 | 0.320343582390034 | 0.640687164780068 | 0.679656417609966 |
34 | 0.297361303781188 | 0.594722607562377 | 0.702638696218812 |
35 | 0.278007173827363 | 0.556014347654725 | 0.721992826172637 |
36 | 0.235582919953995 | 0.471165839907989 | 0.764417080046005 |
37 | 0.215291412875678 | 0.430582825751355 | 0.784708587124322 |
38 | 0.191338659240181 | 0.382677318480362 | 0.80866134075982 |
39 | 0.195155902967077 | 0.390311805934155 | 0.804844097032923 |
40 | 0.202473327592522 | 0.404946655185044 | 0.797526672407478 |
41 | 0.189777113348524 | 0.379554226697049 | 0.810222886651475 |
42 | 0.160212884707382 | 0.320425769414764 | 0.839787115292618 |
43 | 0.180065780466973 | 0.360131560933945 | 0.819934219533027 |
44 | 0.179280263831553 | 0.358560527663107 | 0.820719736168447 |
45 | 0.200490996458396 | 0.400981992916792 | 0.799509003541604 |
46 | 0.169126683724473 | 0.338253367448946 | 0.830873316275527 |
47 | 0.138256094229212 | 0.276512188458425 | 0.861743905770788 |
48 | 0.132533520054987 | 0.265067040109974 | 0.867466479945013 |
49 | 0.120823986454449 | 0.241647972908899 | 0.87917601354555 |
50 | 0.100422570780921 | 0.200845141561842 | 0.899577429219079 |
51 | 0.0950250228441136 | 0.190050045688227 | 0.904974977155886 |
52 | 0.0841990434811981 | 0.168398086962396 | 0.915800956518802 |
53 | 0.071153042278619 | 0.142306084557238 | 0.928846957721381 |
54 | 0.0726583689418691 | 0.145316737883738 | 0.927341631058131 |
55 | 0.0583975123314688 | 0.116795024662938 | 0.941602487668531 |
56 | 0.0475661584850437 | 0.0951323169700873 | 0.952433841514956 |
57 | 0.144862175160361 | 0.289724350320722 | 0.855137824839639 |
58 | 0.128764878416382 | 0.257529756832764 | 0.871235121583618 |
59 | 0.108003689396686 | 0.216007378793373 | 0.891996310603314 |
60 | 0.0932469549097622 | 0.186493909819524 | 0.906753045090238 |
61 | 0.0873600595681577 | 0.174720119136315 | 0.912639940431842 |
62 | 0.088711594032529 | 0.177423188065058 | 0.911288405967471 |
63 | 0.112534902784666 | 0.225069805569331 | 0.887465097215334 |
64 | 0.122765324511484 | 0.245530649022968 | 0.877234675488516 |
65 | 0.100551449174387 | 0.201102898348774 | 0.899448550825613 |
66 | 0.0964711677350253 | 0.192942335470051 | 0.903528832264975 |
67 | 0.0842236865322021 | 0.168447373064404 | 0.915776313467798 |
68 | 0.0733676013883317 | 0.146735202776663 | 0.926632398611668 |
69 | 0.0771348695470643 | 0.154269739094129 | 0.922865130452936 |
70 | 0.0926627331444097 | 0.185325466288819 | 0.90733726685559 |
71 | 0.139527709792436 | 0.279055419584872 | 0.860472290207564 |
72 | 0.114999114340665 | 0.22999822868133 | 0.885000885659335 |
73 | 0.124206344173549 | 0.248412688347098 | 0.875793655826451 |
74 | 0.11447809163372 | 0.22895618326744 | 0.88552190836628 |
75 | 0.107507993450925 | 0.21501598690185 | 0.892492006549075 |
76 | 0.0876121963722238 | 0.175224392744448 | 0.912387803627776 |
77 | 0.0703285869199061 | 0.140657173839812 | 0.929671413080094 |
78 | 0.0596146788459731 | 0.119229357691946 | 0.940385321154027 |
79 | 0.0528409331399687 | 0.105681866279937 | 0.947159066860031 |
80 | 0.0447620432883828 | 0.0895240865767655 | 0.955237956711617 |
81 | 0.0356125631482478 | 0.0712251262964956 | 0.964387436851752 |
82 | 0.21862918314987 | 0.437258366299739 | 0.78137081685013 |
83 | 0.208014687457807 | 0.416029374915615 | 0.791985312542193 |
84 | 0.203511130499038 | 0.407022260998076 | 0.796488869500962 |
85 | 0.196026487154942 | 0.392052974309885 | 0.803973512845058 |
86 | 0.216516052031089 | 0.433032104062178 | 0.783483947968911 |
87 | 0.209214255452644 | 0.418428510905288 | 0.790785744547356 |
88 | 0.179067422312009 | 0.358134844624017 | 0.820932577687991 |
89 | 0.149824098006263 | 0.299648196012525 | 0.850175901993737 |
90 | 0.161978318431215 | 0.32395663686243 | 0.838021681568785 |
91 | 0.142023275018047 | 0.284046550036095 | 0.857976724981953 |
92 | 0.124445955888567 | 0.248891911777134 | 0.875554044111433 |
93 | 0.224407525679599 | 0.448815051359199 | 0.7755924743204 |
94 | 0.258330287765318 | 0.516660575530636 | 0.741669712234682 |
95 | 0.231633229454359 | 0.463266458908718 | 0.768366770545641 |
96 | 0.209805402052721 | 0.419610804105442 | 0.79019459794728 |
97 | 0.195950855288672 | 0.391901710577344 | 0.804049144711328 |
98 | 0.181367322205196 | 0.362734644410392 | 0.818632677794804 |
99 | 0.172657235224158 | 0.345314470448315 | 0.827342764775842 |
100 | 0.144315747606418 | 0.288631495212837 | 0.855684252393582 |
101 | 0.216743164594465 | 0.433486329188931 | 0.783256835405535 |
102 | 0.215210963172654 | 0.430421926345308 | 0.784789036827346 |
103 | 0.189964045253383 | 0.379928090506767 | 0.810035954746617 |
104 | 0.211368080311182 | 0.422736160622364 | 0.788631919688818 |
105 | 0.185746538092621 | 0.371493076185241 | 0.814253461907379 |
106 | 0.164440483482394 | 0.328880966964789 | 0.835559516517606 |
107 | 0.220848198888246 | 0.441696397776491 | 0.779151801111754 |
108 | 0.378851588461791 | 0.757703176923581 | 0.62114841153821 |
109 | 0.37857934090343 | 0.75715868180686 | 0.62142065909657 |
110 | 0.338133005927575 | 0.67626601185515 | 0.661866994072425 |
111 | 0.290386663814521 | 0.580773327629043 | 0.709613336185479 |
112 | 0.251265562392714 | 0.502531124785428 | 0.748734437607286 |
113 | 0.21120168286112 | 0.422403365722239 | 0.78879831713888 |
114 | 0.222965022977074 | 0.445930045954148 | 0.777034977022926 |
115 | 0.283759527018609 | 0.567519054037217 | 0.716240472981391 |
116 | 0.250694968002392 | 0.501389936004785 | 0.749305031997608 |
117 | 0.210454842487563 | 0.420909684975126 | 0.789545157512437 |
118 | 0.578651064956978 | 0.842697870086044 | 0.421348935043022 |
119 | 0.568578832239112 | 0.862842335521776 | 0.431421167760888 |
120 | 0.518154768273986 | 0.963690463452028 | 0.481845231726014 |
121 | 0.474505934970339 | 0.949011869940679 | 0.52549406502966 |
122 | 0.414503492516727 | 0.829006985033454 | 0.585496507483273 |
123 | 0.493719535753498 | 0.987439071506996 | 0.506280464246502 |
124 | 0.430660739125689 | 0.861321478251379 | 0.569339260874311 |
125 | 0.370306785924391 | 0.740613571848783 | 0.629693214075609 |
126 | 0.310308862070252 | 0.620617724140505 | 0.689691137929748 |
127 | 0.292220823262574 | 0.584441646525147 | 0.707779176737426 |
128 | 0.28119242003726 | 0.56238484007452 | 0.71880757996274 |
129 | 0.350039378548435 | 0.70007875709687 | 0.649960621451565 |
130 | 0.314629576612384 | 0.629259153224768 | 0.685370423387616 |
131 | 0.336308533994156 | 0.672617067988312 | 0.663691466005844 |
132 | 0.395119034596215 | 0.79023806919243 | 0.604880965403785 |
133 | 0.368613402780725 | 0.73722680556145 | 0.631386597219275 |
134 | 0.621287724401456 | 0.757424551197089 | 0.378712275598544 |
135 | 0.558862796236478 | 0.882274407527045 | 0.441137203763522 |
136 | 0.570711672282726 | 0.858576655434548 | 0.429288327717274 |
137 | 0.477746818252417 | 0.955493636504834 | 0.522253181747583 |
138 | 0.54439313328315 | 0.911213733433699 | 0.455606866716849 |
139 | 0.547827828783647 | 0.904344342432706 | 0.452172171216353 |
140 | 0.445020894334302 | 0.890041788668604 | 0.554979105665698 |
141 | 0.380110235928674 | 0.760220471857348 | 0.619889764071326 |
142 | 0.297400402726462 | 0.594800805452925 | 0.702599597273538 |
143 | 0.193747838811773 | 0.387495677623547 | 0.806252161188227 |
144 | 0.110674239487989 | 0.221348478975977 | 0.889325760512011 |
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 | 3 | 0.0218978102189781 | OK |