Multiple Linear Regression - Estimated Regression Equation |
E/Introjected[t] = + 7.19886437536333 + 0.537098324370937`I/Accomp.`[t] + 0.139674730633224`E/Ext.Regulation`[t] -0.669211159060354gender[t] + 0.0867952854772109PE[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) | 7.19886437536333 | 2.588791 | 2.7808 | 0.006154 | 0.003077 |
`I/Accomp.` | 0.537098324370937 | 0.067589 | 7.9465 | 0 | 0 |
`E/Ext.Regulation` | 0.139674730633224 | 0.083014 | 1.6826 | 0.094644 | 0.047322 |
gender | -0.669211159060354 | 0.641333 | -1.0435 | 0.298492 | 0.149246 |
PE | 0.0867952854772109 | 0.090217 | 0.9621 | 0.337636 | 0.168818 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.570779891253353 |
R-squared | 0.325789684259189 |
Adjusted R-squared | 0.306930654448258 |
F-TEST (value) | 17.2749970452002 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 143 |
p-value | 1.39434019885698e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.58298406921987 |
Sum Squared Residuals | 1835.80180216053 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 11 | 17.2452219505526 | -6.24522195055256 |
2 | 22 | 16.0917919122773 | 5.90820808772271 |
3 | 23 | 24.9130977356286 | -1.91309773562856 |
4 | 21 | 18.4287280162018 | 2.57127198379816 |
5 | 19 | 19.4161293794665 | -0.416129379466504 |
6 | 12 | 16.0009852574516 | -4.00098525745165 |
7 | 24 | 18.8282679628278 | 5.17173203717216 |
8 | 21 | 20.9859466163143 | 0.014053383685691 |
9 | 21 | 20.1484188729538 | 0.85158112704618 |
10 | 26 | 23.3031771385370 | 2.69682286146296 |
11 | 18 | 19.8086280705876 | -1.80862807058755 |
12 | 21 | 21.5472825321743 | -0.547282532174348 |
13 | 22 | 17.3306428600085 | 4.66935713999151 |
14 | 26 | 22.3038534259425 | 3.69614657405748 |
15 | 20 | 23.8163869554565 | -3.8163869554565 |
16 | 20 | 22.0703421543271 | -2.07034215432713 |
17 | 26 | 22.7471152093313 | 3.25288479066871 |
18 | 27 | 19.6566380977951 | 7.34336190220491 |
19 | 27 | 20.1963734154932 | 6.80362658450683 |
20 | 16 | 18.0841838676201 | -2.08418386762014 |
21 | 26 | 23.6211957863401 | 2.37880421365988 |
22 | 20 | 18.4621232160842 | 1.53787678391581 |
23 | 25 | 23.1810916367173 | 1.81890836328265 |
24 | 16 | 19.8399069175816 | -3.83990691758161 |
25 | 20 | 21.1432105757611 | -1.14321057576106 |
26 | 20 | 19.7557486254315 | 0.244251374568459 |
27 | 24 | 21.9883002150654 | 2.01169978493464 |
28 | 24 | 23.3132044714068 | 0.686795528593236 |
29 | 22 | 16.5600332640222 | 5.43996673597783 |
30 | 18 | 17.7875942615778 | 0.212405738422207 |
31 | 21 | 21.5116432317942 | -0.511643231794236 |
32 | 17 | 19.2186503010606 | -2.21865030106060 |
33 | 15 | 15.7934788461760 | -0.793478846176028 |
34 | 28 | 25.9723421488841 | 2.02765785111594 |
35 | 23 | 19.1873714540666 | 3.81262854593345 |
36 | 19 | 18.9847899454076 | 0.0152100545924071 |
37 | 15 | 18.6551980323123 | -3.65519803231228 |
38 | 26 | 24.0063041379186 | 1.99369586208140 |
39 | 20 | 24.7456348869109 | -4.74563488691086 |
40 | 11 | 15.5770361629353 | -4.57703616293531 |
41 | 17 | 21.1547838410533 | -4.1547838410533 |
42 | 16 | 18.5278385438383 | -2.52783854383829 |
43 | 21 | 22.1182966968665 | -1.11829669686648 |
44 | 18 | 18.1920591108205 | -0.192059110820457 |
45 | 17 | 18.7609569226243 | -1.76095692262430 |
46 | 21 | 22.1042579946483 | -1.10425799464833 |
47 | 18 | 20.7431499886962 | -2.74314998869620 |
48 | 16 | 14.8760255164421 | 1.12397448355795 |
49 | 13 | 16.6728334098391 | -3.67283340983915 |
50 | 28 | 26.0150227047691 | 1.98497729523088 |
51 | 25 | 17.8404737067338 | 7.1595262932662 |
52 | 24 | 21.9496310285287 | 2.05036897147128 |
53 | 15 | 17.4047738192888 | -2.40477381928884 |
54 | 21 | 20.656354703219 | 0.343645296781008 |
55 | 11 | 17.7875942615778 | -6.78759426157779 |
56 | 27 | 21.9120529028967 | 5.08794709710328 |
57 | 23 | 20.7480748913129 | 2.25192510868713 |
58 | 21 | 22.3950091648058 | -1.39500916480579 |
59 | 16 | 18.0991361031065 | -2.09913610310652 |
60 | 20 | 17.0892206084117 | 2.91077939158833 |
61 | 21 | 23.5040351871371 | -2.50403518713709 |
62 | 10 | 16.5596841799845 | -6.55968417998454 |
63 | 18 | 24.4139266209273 | -6.41392662092726 |
64 | 20 | 19.4526822131148 | 0.547317786885155 |
65 | 21 | 25.6793030694371 | -4.67930306943708 |
66 | 24 | 22.5037979412743 | 1.49620205872567 |
67 | 26 | 20.6440394610598 | 5.35596053894025 |
68 | 23 | 21.5595977743336 | 1.44040222566641 |
69 | 22 | 20.4012428334416 | 1.59875716655835 |
70 | 13 | 16.6917970146740 | -3.69179701467396 |
71 | 27 | 26.3458772351703 | 0.654122764829708 |
72 | 24 | 18.2454591964153 | 5.75454080358468 |
73 | 19 | 22.7774805230571 | -3.77748052305712 |
74 | 17 | 19.0812634797169 | -2.0812634797169 |
75 | 16 | 21.4415236418623 | -5.44152364186232 |
76 | 20 | 20.5193169659129 | -0.519316965912912 |
77 | 8 | 16.6970710013282 | -8.69707100132825 |
78 | 16 | 21.3909321059958 | -5.39093210599583 |
79 | 17 | 19.8615075157436 | -2.86150751574357 |
80 | 23 | 23.3207663673506 | -0.320766367350571 |
81 | 18 | 19.011143889785 | -1.01114388978498 |
82 | 24 | 23.6238327796673 | 0.376167220332733 |
83 | 17 | 17.8188731085718 | -0.818873108571847 |
84 | 20 | 21.9759849729061 | -1.97598497290611 |
85 | 22 | 19.5774047082617 | 2.42259529173831 |
86 | 22 | 19.2552031347089 | 2.74479686529105 |
87 | 20 | 19.3433727962074 | 0.656627203792555 |
88 | 18 | 20.9885836096415 | -2.98858360964145 |
89 | 21 | 19.9532277038374 | 1.04677229616256 |
90 | 23 | 19.1318550155834 | 3.86814498441661 |
91 | 28 | 22.9973021764920 | 5.00269782350803 |
92 | 19 | 21.4076078015411 | -2.40760780154112 |
93 | 22 | 19.9143869608996 | 2.08561303910042 |
94 | 17 | 20.6828802039976 | -3.68288020399761 |
95 | 25 | 23.4022876661735 | 1.59771233382651 |
96 | 22 | 22.0364263140059 | -0.0364263140059339 |
97 | 21 | 19.3293340939893 | 1.67066590601071 |
98 | 15 | 19.1847344607394 | -4.18473446073941 |
99 | 20 | 20.7308347465370 | -0.730834746536964 |
100 | 25 | 18.6767986304742 | 6.32320136952576 |
101 | 21 | 20.4488482919434 | 0.551151708056627 |
102 | 24 | 23.4502422087128 | 0.549757791287155 |
103 | 23 | 20.75071188464 | 2.24928811535999 |
104 | 22 | 23.6740752314961 | -1.67407523149614 |
105 | 14 | 20.5748334043961 | -6.57483340439607 |
106 | 11 | 22.0993330920317 | -11.0993330920317 |
107 | 22 | 16.8314717453072 | 5.16852825469281 |
108 | 22 | 22.0654172517105 | -0.0654172517104694 |
109 | 6 | 15.4316945528184 | -9.43169455281842 |
110 | 15 | 20.8851126286189 | -5.88511262861895 |
111 | 26 | 22.2240555871785 | 3.77594441282149 |
112 | 26 | 22.8237116055376 | 3.17628839446245 |
113 | 20 | 17.9109423807033 | 2.08905761929666 |
114 | 26 | 22.7205897085527 | 3.27941029144733 |
115 | 15 | 16.6415545628451 | -1.64155456284509 |
116 | 25 | 20.7912760876368 | 4.20872391236322 |
117 | 22 | 23.6261206889568 | -1.62612068895679 |
118 | 20 | 21.9157151882075 | -1.91571518820752 |
119 | 18 | 17.8025464970642 | 0.197453502935824 |
120 | 23 | 17.6113666972962 | 5.38863330270377 |
121 | 22 | 20.0739388296358 | 1.92606117036415 |
122 | 23 | 20.709234148375 | 2.29076585162499 |
123 | 17 | 22.3231661148150 | -5.32316611481496 |
124 | 20 | 16.7785923001512 | 3.22140769984883 |
125 | 21 | 20.6612796058357 | 0.338720394164346 |
126 | 23 | 24.4186799671427 | -1.41867996714269 |
127 | 25 | 23.4119659150056 | 1.58803408499441 |
128 | 25 | 21.0992674025701 | 3.90073259742986 |
129 | 21 | 17.1958930319919 | 3.80410696800807 |
130 | 22 | 19.1996866962258 | 2.80031330377421 |
131 | 18 | 19.2904933510514 | -1.29049335105143 |
132 | 18 | 20.2373305113193 | -2.23733051131932 |
133 | 18 | 22.3593698644257 | -4.35936986442568 |
134 | 21 | 19.5897199504209 | 1.41028004957907 |
135 | 21 | 17.1716554405028 | 3.82834455949717 |
136 | 25 | 21.0490249507413 | 3.95097504925873 |
137 | 24 | 21.1811377854307 | 2.81886221456931 |
138 | 24 | 21.7521519501228 | 2.24784804987718 |
139 | 28 | 24.4086526342730 | 3.59134736572703 |
140 | 24 | 23.144538803069 | 0.855461196930994 |
141 | 22 | 22.067705161 | -0.0677051609999881 |
142 | 22 | 21.5595977743336 | 0.440402225666413 |
143 | 20 | 21.7671041856092 | -1.76710418560921 |
144 | 25 | 21.7860677904440 | 3.21393220955598 |
145 | 13 | 18.3004549944596 | -5.30045499445963 |
146 | 21 | 19.9672664060556 | 1.03273359394441 |
147 | 23 | 19.6715903332815 | 3.32840966671853 |
148 | 18 | 21.1358202362185 | -3.13582023621848 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.625219082871111 | 0.749561834257778 | 0.374780917128889 |
9 | 0.574786782404529 | 0.850426435190942 | 0.425213217595471 |
10 | 0.55134590856311 | 0.89730818287378 | 0.44865409143689 |
11 | 0.562045872850061 | 0.875908254299879 | 0.437954127149939 |
12 | 0.559355429744674 | 0.881289140510652 | 0.440644570255326 |
13 | 0.805915261495679 | 0.388169477008642 | 0.194084738504321 |
14 | 0.73903484294201 | 0.521930314115981 | 0.260965157057990 |
15 | 0.690919757167675 | 0.618160485664651 | 0.309080242832325 |
16 | 0.641931181461952 | 0.716137637076095 | 0.358068818538048 |
17 | 0.617517552903602 | 0.764964894192796 | 0.382482447096398 |
18 | 0.838583997057778 | 0.322832005884443 | 0.161416002942222 |
19 | 0.90836516827706 | 0.183269663445879 | 0.0916348317229396 |
20 | 0.895311846567973 | 0.209376306864054 | 0.104688153432027 |
21 | 0.863694547318501 | 0.272610905362997 | 0.136305452681499 |
22 | 0.823504293687136 | 0.352991412625728 | 0.176495706312864 |
23 | 0.779875963375406 | 0.440248073249187 | 0.220124036624594 |
24 | 0.811849190481306 | 0.376301619037388 | 0.188150809518694 |
25 | 0.773747943798687 | 0.452504112402626 | 0.226252056201313 |
26 | 0.721026939310984 | 0.557946121378032 | 0.278973060689016 |
27 | 0.671869935356056 | 0.656260129287888 | 0.328130064643944 |
28 | 0.611445654438889 | 0.777108691122223 | 0.388554345561111 |
29 | 0.630529331493489 | 0.738941337013022 | 0.369470668506511 |
30 | 0.576812168208226 | 0.846375663583549 | 0.423187831791774 |
31 | 0.519447934311011 | 0.961104131377977 | 0.480552065688989 |
32 | 0.503498918189717 | 0.993002163620567 | 0.496501081810283 |
33 | 0.454151403505304 | 0.908302807010608 | 0.545848596494696 |
34 | 0.406414821845102 | 0.812829643690205 | 0.593585178154898 |
35 | 0.387663235867459 | 0.775326471734918 | 0.612336764132541 |
36 | 0.333708221376937 | 0.667416442753874 | 0.666291778623063 |
37 | 0.354488803032411 | 0.708977606064822 | 0.645511196967589 |
38 | 0.309129593695623 | 0.618259187391245 | 0.690870406304377 |
39 | 0.354298365935955 | 0.70859673187191 | 0.645701634064045 |
40 | 0.412205541595499 | 0.824411083190999 | 0.5877944584045 |
41 | 0.440202368908227 | 0.880404737816454 | 0.559797631091773 |
42 | 0.410886815328927 | 0.821773630657855 | 0.589113184671073 |
43 | 0.371426477466958 | 0.742852954933916 | 0.628573522533042 |
44 | 0.321364671024955 | 0.64272934204991 | 0.678635328975045 |
45 | 0.286441014945663 | 0.572882029891326 | 0.713558985054337 |
46 | 0.246572171929706 | 0.493144343859413 | 0.753427828070294 |
47 | 0.233563649093096 | 0.467127298186191 | 0.766436350906904 |
48 | 0.200109470669690 | 0.400218941339380 | 0.79989052933031 |
49 | 0.211641893451548 | 0.423283786903096 | 0.788358106548452 |
50 | 0.184332604319601 | 0.368665208639202 | 0.815667395680399 |
51 | 0.27712611092426 | 0.55425222184852 | 0.72287388907574 |
52 | 0.248382503606571 | 0.496765007213142 | 0.751617496393429 |
53 | 0.224946118302909 | 0.449892236605819 | 0.77505388169709 |
54 | 0.188410803157508 | 0.376821606315017 | 0.811589196842492 |
55 | 0.318212360637278 | 0.636424721274557 | 0.681787639362721 |
56 | 0.347605467158589 | 0.695210934317179 | 0.652394532841411 |
57 | 0.322063282430472 | 0.644126564860944 | 0.677936717569528 |
58 | 0.287702336236942 | 0.575404672473883 | 0.712297663763058 |
59 | 0.261782124541873 | 0.523564249083747 | 0.738217875458127 |
60 | 0.244995913003484 | 0.489991826006968 | 0.755004086996516 |
61 | 0.225652932298838 | 0.451305864597677 | 0.774347067701162 |
62 | 0.320489915922763 | 0.640979831845526 | 0.679510084077237 |
63 | 0.41815023834618 | 0.83630047669236 | 0.58184976165382 |
64 | 0.373055789771798 | 0.746111579543595 | 0.626944210228202 |
65 | 0.407272197187736 | 0.814544394375471 | 0.592727802812264 |
66 | 0.369725054257422 | 0.739450108514844 | 0.630274945742578 |
67 | 0.421227529143608 | 0.842455058287216 | 0.578772470856392 |
68 | 0.381339006752366 | 0.762678013504732 | 0.618660993247634 |
69 | 0.343000570197361 | 0.686001140394722 | 0.656999429802639 |
70 | 0.351502180563348 | 0.703004361126697 | 0.648497819436652 |
71 | 0.310018459969289 | 0.620036919938577 | 0.689981540030711 |
72 | 0.374208357423378 | 0.748416714846757 | 0.625791642576622 |
73 | 0.381786634552541 | 0.763573269105081 | 0.61821336544746 |
74 | 0.354417787999559 | 0.708835575999118 | 0.645582212000441 |
75 | 0.41413897859494 | 0.82827795718988 | 0.58586102140506 |
76 | 0.369042613914912 | 0.738085227829823 | 0.630957386085088 |
77 | 0.611999076339175 | 0.77600184732165 | 0.388000923660825 |
78 | 0.671256895969383 | 0.657486208061234 | 0.328743104030617 |
79 | 0.655120498605713 | 0.689759002788575 | 0.344879501394287 |
80 | 0.613254137997769 | 0.773491724004461 | 0.386745862002231 |
81 | 0.56950398777743 | 0.86099202444514 | 0.43049601222257 |
82 | 0.522264490897494 | 0.955471018205013 | 0.477735509102506 |
83 | 0.476883311184503 | 0.953766622369006 | 0.523116688815497 |
84 | 0.440550964207413 | 0.881101928414825 | 0.559449035792587 |
85 | 0.410818949381432 | 0.821637898762865 | 0.589181050618568 |
86 | 0.386333723432061 | 0.772667446864122 | 0.613666276567939 |
87 | 0.341653256747404 | 0.683306513494808 | 0.658346743252596 |
88 | 0.325903727641001 | 0.651807455282002 | 0.674096272358999 |
89 | 0.286586305018355 | 0.57317261003671 | 0.713413694981645 |
90 | 0.290187408383079 | 0.580374816766158 | 0.709812591616921 |
91 | 0.339091175309499 | 0.678182350618999 | 0.660908824690501 |
92 | 0.312016731230835 | 0.624033462461669 | 0.687983268769165 |
93 | 0.283935649973957 | 0.567871299947914 | 0.716064350026043 |
94 | 0.298086486388145 | 0.596172972776291 | 0.701913513611855 |
95 | 0.262489954860211 | 0.524979909720422 | 0.737510045139789 |
96 | 0.225674531019452 | 0.451349062038904 | 0.774325468980548 |
97 | 0.194757073338284 | 0.389514146676568 | 0.805242926661716 |
98 | 0.204472215442050 | 0.408944430884100 | 0.79552778455795 |
99 | 0.171221805993964 | 0.342443611987929 | 0.828778194006036 |
100 | 0.218296435801806 | 0.436592871603611 | 0.781703564198194 |
101 | 0.182871802067567 | 0.365743604135135 | 0.817128197932433 |
102 | 0.152287562384571 | 0.304575124769142 | 0.847712437615429 |
103 | 0.130787755357460 | 0.261575510714919 | 0.86921224464254 |
104 | 0.108236687760495 | 0.216473375520989 | 0.891763312239505 |
105 | 0.170443639025534 | 0.340887278051067 | 0.829556360974467 |
106 | 0.604068257077055 | 0.791863485845889 | 0.395931742922945 |
107 | 0.655651264962481 | 0.688697470075038 | 0.344348735037519 |
108 | 0.607035507355478 | 0.785928985289045 | 0.392964492644523 |
109 | 0.90416859104793 | 0.191662817904142 | 0.0958314089520709 |
110 | 0.952945033314 | 0.0941099333720012 | 0.0470549666860006 |
111 | 0.950898868812397 | 0.0982022623752061 | 0.0491011311876031 |
112 | 0.950531735048548 | 0.0989365299029044 | 0.0494682649514522 |
113 | 0.93426728323831 | 0.131465433523382 | 0.065732716761691 |
114 | 0.938464696205439 | 0.123070607589122 | 0.0615353037945612 |
115 | 0.943938947452944 | 0.112122105094112 | 0.0560610525470561 |
116 | 0.937017295672097 | 0.125965408655807 | 0.0629827043279035 |
117 | 0.919188999695008 | 0.161622000609984 | 0.0808110003049922 |
118 | 0.91774536058335 | 0.164509278833300 | 0.0822546394166502 |
119 | 0.89801313967597 | 0.203973720648058 | 0.101986860324029 |
120 | 0.909311733725858 | 0.181376532548283 | 0.0906882662741415 |
121 | 0.879495885758244 | 0.241008228483512 | 0.120504114241756 |
122 | 0.863953751178075 | 0.272092497643849 | 0.136046248821925 |
123 | 0.919702381725241 | 0.160595236549518 | 0.0802976182747589 |
124 | 0.899692476627508 | 0.200615046744984 | 0.100307523372492 |
125 | 0.863599489504553 | 0.272801020990894 | 0.136400510495447 |
126 | 0.828840132477814 | 0.342319735044371 | 0.171159867522186 |
127 | 0.79022282503378 | 0.41955434993244 | 0.20977717496622 |
128 | 0.795987209786223 | 0.408025580427553 | 0.204012790213777 |
129 | 0.750629019600389 | 0.498741960799223 | 0.249370980399611 |
130 | 0.697325230889518 | 0.605349538220963 | 0.302674769110482 |
131 | 0.628346348425389 | 0.743307303149223 | 0.371653651574611 |
132 | 0.565352790110102 | 0.869294419779795 | 0.434647209889898 |
133 | 0.709220481273436 | 0.581559037453127 | 0.290779518726564 |
134 | 0.617913429584487 | 0.764173140831026 | 0.382086570415513 |
135 | 0.839527481829145 | 0.320945036341709 | 0.160472518170855 |
136 | 0.877434016605878 | 0.245131966788244 | 0.122565983394122 |
137 | 0.799296789626272 | 0.401406420747455 | 0.200703210373728 |
138 | 0.693107831878569 | 0.613784336242863 | 0.306892168121431 |
139 | 0.57987638352974 | 0.84024723294052 | 0.42012361647026 |
140 | 0.411964625048686 | 0.823929250097372 | 0.588035374951314 |
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 | 0.0225563909774436 | OK |