Multiple Linear Regression - Estimated Regression Equation |
Depressie[t] = + 8.59793305408271 + 0.0318426073277617Leeftijd[t] -0.08663982982343Sportgerelateerde_groep[t] + 0.447620146494133Stress[t] + 0.0387187535662257Verwachtingen_ouders[t] + 0.349162354351205Slaapgebrek[t] + 0.196790971528799Veranderingen_verleden[t] + 0.297703798450042Alcoholgebruik[t] -0.140133754998486Rookgedrag[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) | 8.59793305408271 | 2.86168 | 3.0045 | 0.003168 | 0.001584 |
Leeftijd | 0.0318426073277617 | 0.388124 | 0.082 | 0.934734 | 0.467367 |
Sportgerelateerde_groep | -0.08663982982343 | 0.023467 | -3.6919 | 0.000321 | 0.000161 |
Stress | 0.447620146494133 | 0.160235 | 2.7935 | 0.005967 | 0.002983 |
Verwachtingen_ouders | 0.0387187535662257 | 0.069104 | 0.5603 | 0.576199 | 0.2881 |
Slaapgebrek | 0.349162354351205 | 0.130757 | 2.6703 | 0.008502 | 0.004251 |
Veranderingen_verleden | 0.196790971528799 | 0.136999 | 1.4364 | 0.153174 | 0.076587 |
Alcoholgebruik | 0.297703798450042 | 0.16957 | 1.7556 | 0.081402 | 0.040701 |
Rookgedrag | -0.140133754998486 | 0.261671 | -0.5355 | 0.593155 | 0.296577 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.504839149613103 |
R-squared | 0.254862566982081 |
Adjusted R-squared | 0.211030953275144 |
F-TEST (value) | 5.81458325231016 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 136 |
p-value | 2.20929847349893e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.81913157803836 |
Sum Squared Residuals | 1080.86038818385 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 12.7085068466385 | -0.708506846638536 |
2 | 11 | 11.1895092760968 | -0.189509276096831 |
3 | 14 | 15.0088389205265 | -1.00883892052653 |
4 | 12 | 11.3336340902916 | 0.66636590970841 |
5 | 21 | 14.5927557979730 | 6.40724420202697 |
6 | 12 | 12.0889790925686 | -0.0889790925686139 |
7 | 22 | 16.8306356258460 | 5.16936437415404 |
8 | 11 | 12.5551478994151 | -1.55514789941511 |
9 | 10 | 11.1258205035630 | -1.12582050356305 |
10 | 13 | 11.9829155898389 | 1.01708441016110 |
11 | 10 | 13.6912316378682 | -3.69123163786822 |
12 | 8 | 12.1152106351051 | -4.11521063510513 |
13 | 15 | 11.7763321081737 | 3.22366789182629 |
14 | 10 | 10.958989963747 | -0.95898996374701 |
15 | 14 | 13.8758899085666 | 0.124110091433375 |
16 | 14 | 10.2971609375319 | 3.70283906246812 |
17 | 11 | 11.2243422568575 | -0.224342256857453 |
18 | 10 | 11.8949089013240 | -1.89490890132403 |
19 | 13 | 15.5008229819844 | -2.50082298198437 |
20 | 7 | 11.811836196059 | -4.81183619605899 |
21 | 12 | 14.5722777350380 | -2.57227773503803 |
22 | 14 | 14.1951859091990 | -0.195185909198954 |
23 | 11 | 10.1300069719093 | 0.869993028090667 |
24 | 9 | 11.8487066863526 | -2.84870668635263 |
25 | 11 | 10.9028243927934 | 0.0971756072065696 |
26 | 15 | 14.3925661902502 | 0.607433809749803 |
27 | 13 | 12.5372376830909 | 0.46276231690912 |
28 | 9 | 10.3203999723451 | -1.32039997234507 |
29 | 15 | 12.9050125771303 | 2.09498742286972 |
30 | 10 | 11.1433541216999 | -1.14335412169985 |
31 | 11 | 9.61541390267046 | 1.38458609732954 |
32 | 13 | 12.9638516775612 | 0.0361483224388247 |
33 | 8 | 10.9293778251959 | -2.92937782519588 |
34 | 20 | 13.3137324773422 | 6.68626752265785 |
35 | 12 | 11.8847700987645 | 0.115229901235545 |
36 | 10 | 11.5666765120047 | -1.56667651200474 |
37 | 10 | 11.4842241867665 | -1.48422418676647 |
38 | 9 | 14.0830170042325 | -5.08301700423249 |
39 | 14 | 13.2683255396025 | 0.731674460397511 |
40 | 8 | 15.2508060664924 | -7.25080606649244 |
41 | 14 | 14.8803142858654 | -0.880314285865371 |
42 | 11 | 10.9939257139137 | 0.0060742860862548 |
43 | 13 | 13.0424335126655 | -0.0424335126655072 |
44 | 11 | 10.5403243580344 | 0.459675641965627 |
45 | 11 | 12.4264121052642 | -1.42641210526423 |
46 | 10 | 11.4817469959667 | -1.48174699596670 |
47 | 14 | 10.2060254599884 | 3.79397454001156 |
48 | 18 | 13.8234568840793 | 4.17654311592074 |
49 | 14 | 13.3171441517809 | 0.68285584821908 |
50 | 11 | 14.9339894199318 | -3.93398941993175 |
51 | 12 | 12.0502839126430 | -0.0502839126429844 |
52 | 13 | 12.3396602672548 | 0.660339732745223 |
53 | 9 | 13.5828832822197 | -4.58288328221972 |
54 | 10 | 12.6598039520788 | -2.65980395207876 |
55 | 15 | 12.7594759766291 | 2.24052402337086 |
56 | 20 | 13.9802088047325 | 6.01979119526755 |
57 | 12 | 12.1750013662297 | -0.175001366229745 |
58 | 12 | 12.9527854746640 | -0.952785474663979 |
59 | 14 | 12.7449908723657 | 1.25500912763433 |
60 | 13 | 14.4966154874479 | -1.49661548744789 |
61 | 11 | 10.7488727024910 | 0.251127297509042 |
62 | 17 | 14.6086808192268 | 2.39131918077321 |
63 | 12 | 12.5653941228050 | -0.565394122805016 |
64 | 13 | 14.095181731298 | -1.09518173129801 |
65 | 14 | 13.8034741567030 | 0.196525843297026 |
66 | 13 | 11.3483399693084 | 1.65166003069163 |
67 | 15 | 15.872283810791 | -0.872283810790993 |
68 | 13 | 11.1614891757878 | 1.83851082421219 |
69 | 10 | 12.2147822591059 | -2.21478225910590 |
70 | 11 | 10.4739876615062 | 0.526012338493826 |
71 | 13 | 13.4246673852542 | -0.424667385254207 |
72 | 17 | 13.1083644242296 | 3.89163557577041 |
73 | 13 | 14.3044777486017 | -1.30447774860174 |
74 | 9 | 12.5540127441631 | -3.55401274416306 |
75 | 11 | 11.0286691726578 | -0.0286691726578122 |
76 | 10 | 14.1673078759561 | -4.16730787595614 |
77 | 9 | 11.7221625450496 | -2.72216254504961 |
78 | 12 | 11.9909826254313 | 0.0090173745686921 |
79 | 12 | 11.4383570098930 | 0.561642990106977 |
80 | 13 | 11.5617706880169 | 1.43822931198314 |
81 | 13 | 12.2441870177626 | 0.755812982237403 |
82 | 22 | 15.2341261634665 | 6.7658738365335 |
83 | 13 | 13.7564589424249 | -0.756458942424917 |
84 | 15 | 14.4515729221725 | 0.548427077827461 |
85 | 13 | 11.8805329796766 | 1.11946702032338 |
86 | 15 | 12.2549764616157 | 2.74502353838428 |
87 | 10 | 13.3366595470543 | -3.33665954705432 |
88 | 11 | 11.0866195895427 | -0.0866195895426615 |
89 | 16 | 12.3417624273352 | 3.65823757266475 |
90 | 11 | 10.9729309681933 | 0.0270690318066661 |
91 | 11 | 10.8532606153728 | 0.146739384627189 |
92 | 10 | 11.7187604611138 | -1.71876046111378 |
93 | 10 | 13.1497561172889 | -3.14975611728886 |
94 | 16 | 14.2801608562786 | 1.71983914372139 |
95 | 12 | 12.4736147360917 | -0.473614736091663 |
96 | 11 | 12.8658886504434 | -1.86588865044344 |
97 | 16 | 13.6162823799457 | 2.38371762005429 |
98 | 19 | 14.0771807733842 | 4.92281922661582 |
99 | 11 | 13.1962560069692 | -2.19625600696921 |
100 | 15 | 12.7336428018968 | 2.26635719810323 |
101 | 24 | 18.9116499432265 | 5.08835005677353 |
102 | 14 | 10.4785841984937 | 3.52141580150634 |
103 | 15 | 13.7943044526399 | 1.20569554736012 |
104 | 11 | 12.0725347169398 | -1.07253471693977 |
105 | 15 | 16.2942577889932 | -1.29425778899317 |
106 | 12 | 13.2146544509363 | -1.21465445093631 |
107 | 10 | 9.6500868904244 | 0.349913109575604 |
108 | 14 | 13.5023660505369 | 0.497633949463136 |
109 | 9 | 12.3646848101308 | -3.36468481013082 |
110 | 15 | 10.6494654194965 | 4.35053458050352 |
111 | 15 | 12.0340141840302 | 2.96598581596976 |
112 | 14 | 11.2387669559930 | 2.76123304400698 |
113 | 11 | 11.7340910299026 | -0.734091029902645 |
114 | 8 | 13.5262133692316 | -5.52621336923162 |
115 | 11 | 12.0488745326752 | -1.04887453267518 |
116 | 8 | 9.52754882108194 | -1.52754882108194 |
117 | 10 | 11.9813295528431 | -1.98132955284310 |
118 | 11 | 13.3863608860011 | -2.38636088600109 |
119 | 13 | 15.2821634934785 | -2.28216349347848 |
120 | 11 | 13.6097524026495 | -2.60975240264953 |
121 | 20 | 13.8144807938664 | 6.18551920613357 |
122 | 10 | 13.0354490618543 | -3.03544906185427 |
123 | 12 | 12.1060526399449 | -0.106052639944856 |
124 | 14 | 13.1448792563444 | 0.855120743655613 |
125 | 23 | 14.5587957637837 | 8.44120423621626 |
126 | 14 | 13.3823205423009 | 0.617679457699054 |
127 | 16 | 14.3829872693718 | 1.61701273062821 |
128 | 11 | 15.5469871772547 | -4.54698717725465 |
129 | 12 | 13.3365112108077 | -1.33651121080768 |
130 | 10 | 13.9195061329379 | -3.91950613293792 |
131 | 14 | 13.9158062110682 | 0.0841937889317513 |
132 | 12 | 8.38373562514529 | 3.61626437485471 |
133 | 12 | 12.9724368034870 | -0.972436803487024 |
134 | 11 | 10.4082253600819 | 0.591774639918141 |
135 | 12 | 13.2716892292206 | -1.27168922922058 |
136 | 13 | 14.2867069657117 | -1.28670696571170 |
137 | 17 | 14.1580413942186 | 2.8419586057814 |
138 | 9 | 12.2312638348988 | -3.23126383489885 |
139 | 12 | 14.1643264871514 | -2.16432648715136 |
140 | 19 | 13.9612577835930 | 5.03874221640697 |
141 | 15 | 14.4515729221725 | 0.548427077827461 |
142 | 14 | 13.9636266756395 | 0.0363733243604931 |
143 | 11 | 13.3863608860011 | -2.38636088600109 |
144 | 9 | 11.1549499320304 | -2.15494993203038 |
145 | 18 | 12.7837180609304 | 5.21628193906964 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.248591706793686 | 0.497183413587371 | 0.751408293206314 |
13 | 0.225164556604698 | 0.450329113209396 | 0.774835443395302 |
14 | 0.894665813520887 | 0.210668372958225 | 0.105334186479113 |
15 | 0.845911977475147 | 0.308176045049706 | 0.154088022524853 |
16 | 0.854709634633374 | 0.290580730733253 | 0.145290365366626 |
17 | 0.787688317541926 | 0.424623364916147 | 0.212311682458074 |
18 | 0.747285707458233 | 0.505428585083535 | 0.252714292541767 |
19 | 0.832689515886941 | 0.334620968226118 | 0.167310484113059 |
20 | 0.872408373218771 | 0.255183253562457 | 0.127591626781229 |
21 | 0.851548623408246 | 0.296902753183508 | 0.148451376591754 |
22 | 0.798903457135082 | 0.402193085729835 | 0.201096542864918 |
23 | 0.74674689836581 | 0.506506203268379 | 0.253253101634190 |
24 | 0.70753014119673 | 0.584939717606538 | 0.292469858803269 |
25 | 0.638934578816015 | 0.72213084236797 | 0.361065421183985 |
26 | 0.576952347908537 | 0.846095304182927 | 0.423047652091463 |
27 | 0.520940643491807 | 0.958118713016386 | 0.479059356508193 |
28 | 0.453047132852251 | 0.906094265704502 | 0.546952867147749 |
29 | 0.393865231047127 | 0.787730462094253 | 0.606134768952873 |
30 | 0.34212813110164 | 0.68425626220328 | 0.65787186889836 |
31 | 0.305852906465172 | 0.611705812930343 | 0.694147093534828 |
32 | 0.265345996633788 | 0.530691993267577 | 0.734654003366211 |
33 | 0.275806171818127 | 0.551612343636253 | 0.724193828181873 |
34 | 0.385252344931408 | 0.770504689862816 | 0.614747655068592 |
35 | 0.326083627230288 | 0.652167254460577 | 0.673916372769712 |
36 | 0.277807635048179 | 0.555615270096358 | 0.722192364951821 |
37 | 0.284354810899964 | 0.568709621799928 | 0.715645189100036 |
38 | 0.471903887288425 | 0.94380777457685 | 0.528096112711575 |
39 | 0.418557384403291 | 0.837114768806582 | 0.581442615596709 |
40 | 0.694456088798035 | 0.611087822403929 | 0.305543911201965 |
41 | 0.6652704009528 | 0.6694591980944 | 0.3347295990472 |
42 | 0.614938173018294 | 0.770123653963411 | 0.385061826981706 |
43 | 0.5638562982715 | 0.872287403457 | 0.4361437017285 |
44 | 0.507463634211452 | 0.985072731577096 | 0.492536365788548 |
45 | 0.45616552203092 | 0.91233104406184 | 0.54383447796908 |
46 | 0.411033969387926 | 0.822067938775853 | 0.588966030612074 |
47 | 0.429729533981782 | 0.859459067963564 | 0.570270466018218 |
48 | 0.57465762844508 | 0.85068474310984 | 0.42534237155492 |
49 | 0.532806981491067 | 0.934386037017866 | 0.467193018508933 |
50 | 0.54961031516914 | 0.90077936966172 | 0.45038968483086 |
51 | 0.501032994998166 | 0.997934010003668 | 0.498967005001834 |
52 | 0.454651245065642 | 0.909302490131285 | 0.545348754934358 |
53 | 0.514224361916895 | 0.97155127616621 | 0.485775638083105 |
54 | 0.517456415166409 | 0.965087169667183 | 0.482543584833591 |
55 | 0.512611951934976 | 0.974776096130048 | 0.487388048065024 |
56 | 0.666857052760711 | 0.666285894478578 | 0.333142947239289 |
57 | 0.625559767263284 | 0.748880465473432 | 0.374440232736716 |
58 | 0.579622832608901 | 0.840754334782197 | 0.420377167391099 |
59 | 0.536818567704297 | 0.926362864591407 | 0.463181432295703 |
60 | 0.530253770163985 | 0.93949245967203 | 0.469746229836015 |
61 | 0.500069540627040 | 0.999860918745921 | 0.499930459372960 |
62 | 0.502667062844050 | 0.994665874311899 | 0.497332937155950 |
63 | 0.455610620826036 | 0.911221241652072 | 0.544389379173964 |
64 | 0.411959768810811 | 0.823919537621623 | 0.588040231189189 |
65 | 0.365352935693145 | 0.73070587138629 | 0.634647064306855 |
66 | 0.336515620774442 | 0.673031241548884 | 0.663484379225558 |
67 | 0.300106809844912 | 0.600213619689825 | 0.699893190155088 |
68 | 0.283773017230553 | 0.567546034461107 | 0.716226982769447 |
69 | 0.268018297866361 | 0.536036595732722 | 0.73198170213364 |
70 | 0.230551160433883 | 0.461102320867766 | 0.769448839566117 |
71 | 0.195450524668334 | 0.390901049336669 | 0.804549475331666 |
72 | 0.239081004665451 | 0.478162009330903 | 0.760918995334549 |
73 | 0.204721404970581 | 0.409442809941161 | 0.79527859502942 |
74 | 0.218622569012311 | 0.437245138024622 | 0.781377430987689 |
75 | 0.184006872891731 | 0.368013745783463 | 0.815993127108269 |
76 | 0.229331488921802 | 0.458662977843604 | 0.770668511078198 |
77 | 0.232217092391369 | 0.464434184782738 | 0.767782907608631 |
78 | 0.201684264136215 | 0.40336852827243 | 0.798315735863785 |
79 | 0.171651694609793 | 0.343303389219586 | 0.828348305390207 |
80 | 0.149382582041517 | 0.298765164083034 | 0.850617417958483 |
81 | 0.125213525385979 | 0.250427050771959 | 0.87478647461402 |
82 | 0.287807059983279 | 0.575614119966559 | 0.71219294001672 |
83 | 0.248574728611018 | 0.497149457222035 | 0.751425271388982 |
84 | 0.210929557668204 | 0.421859115336408 | 0.789070442331796 |
85 | 0.181025526560392 | 0.362051053120785 | 0.818974473439608 |
86 | 0.180014643768129 | 0.360029287536258 | 0.819985356231871 |
87 | 0.197262494106811 | 0.394524988213621 | 0.80273750589319 |
88 | 0.165259110356421 | 0.330518220712841 | 0.83474088964358 |
89 | 0.176740799442046 | 0.353481598884092 | 0.823259200557954 |
90 | 0.148977718762997 | 0.297955437525994 | 0.851022281237003 |
91 | 0.120975021828962 | 0.241950043657925 | 0.879024978171038 |
92 | 0.106164410754285 | 0.212328821508569 | 0.893835589245715 |
93 | 0.111453666117325 | 0.222907332234650 | 0.888546333882675 |
94 | 0.0953766067019019 | 0.190753213403804 | 0.904623393298098 |
95 | 0.0775188124319832 | 0.155037624863966 | 0.922481187568017 |
96 | 0.0667945429922187 | 0.133589085984437 | 0.933205457007781 |
97 | 0.065848584123247 | 0.131697168246494 | 0.934151415876753 |
98 | 0.0971579872131819 | 0.194315974426364 | 0.902842012786818 |
99 | 0.084045123282602 | 0.168090246565204 | 0.915954876717398 |
100 | 0.0736877582513943 | 0.147375516502789 | 0.926312241748606 |
101 | 0.127215348202596 | 0.254430696405193 | 0.872784651797404 |
102 | 0.126519061023498 | 0.253038122046996 | 0.873480938976502 |
103 | 0.104414959780594 | 0.208829919561188 | 0.895585040219406 |
104 | 0.0829148322982749 | 0.165829664596550 | 0.917085167701725 |
105 | 0.065667293560023 | 0.131334587120046 | 0.934332706439977 |
106 | 0.0525276442958891 | 0.105055288591778 | 0.94747235570411 |
107 | 0.0392363028153377 | 0.0784726056306754 | 0.960763697184662 |
108 | 0.0285635317954477 | 0.0571270635908953 | 0.971436468204552 |
109 | 0.0317090667017327 | 0.0634181334034654 | 0.968290933298267 |
110 | 0.055990685471702 | 0.111981370943404 | 0.944009314528298 |
111 | 0.0475511663085757 | 0.0951023326171514 | 0.952448833691424 |
112 | 0.0444243534785634 | 0.0888487069571268 | 0.955575646521437 |
113 | 0.032187878668529 | 0.064375757337058 | 0.967812121331471 |
114 | 0.047959573087478 | 0.095919146174956 | 0.952040426912522 |
115 | 0.0351454009292341 | 0.0702908018584682 | 0.964854599070766 |
116 | 0.0281699917615394 | 0.0563399835230788 | 0.97183000823846 |
117 | 0.0277073651553392 | 0.0554147303106784 | 0.97229263484466 |
118 | 0.0219721203259303 | 0.0439442406518606 | 0.97802787967407 |
119 | 0.0168776700666443 | 0.0337553401332886 | 0.983122329933356 |
120 | 0.0194836301638318 | 0.0389672603276636 | 0.980516369836168 |
121 | 0.0474938423847729 | 0.0949876847695458 | 0.952506157615227 |
122 | 0.0599999929815366 | 0.119999985963073 | 0.940000007018463 |
123 | 0.0406902657260658 | 0.0813805314521315 | 0.959309734273934 |
124 | 0.036684833753848 | 0.073369667507696 | 0.963315166246152 |
125 | 0.432173932588721 | 0.864347865177442 | 0.567826067411279 |
126 | 0.858815959876543 | 0.282368080246913 | 0.141184040123457 |
127 | 0.884659888899689 | 0.230680222200622 | 0.115340111100311 |
128 | 0.832272355877786 | 0.335455288244427 | 0.167727644122214 |
129 | 0.78641134484149 | 0.427177310317019 | 0.213588655158509 |
130 | 0.69528464521031 | 0.609430709579381 | 0.304715354789690 |
131 | 0.743995106597645 | 0.51200978680471 | 0.256004893402355 |
132 | 0.67025088083651 | 0.65949823832698 | 0.32974911916349 |
133 | 0.835702165795158 | 0.328595668409683 | 0.164297834204842 |
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 | 3 | 0.0245901639344262 | OK |
10% type I error level | 16 | 0.131147540983607 | NOK |