Multiple Linear Regression - Estimated Regression Equation |
Depressie[t] = + 6.83819967635574 -0.114673066891991Leeftijd[t] -0.0937460780704117Sportgerelateerde_groep[t] + 0.466815574575993Stress[t] + 0.260747924507668Veranderingen_verleden[t] + 0.297659363826662Alcoholgebruik[t] -0.357602662543149Depressie_mannen[t] + 0.369370037808583Depressie_oktober[t] + 0.00235586693461173t + 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) | 6.83819967635574 | 7.734283 | 0.8841 | 0.37818 | 0.18909 |
Leeftijd | -0.114673066891991 | 0.411141 | -0.2789 | 0.780734 | 0.390367 |
Sportgerelateerde_groep | -0.0937460780704117 | 0.02383 | -3.9339 | 0.000133 | 6.6e-05 |
Stress | 0.466815574575993 | 0.165556 | 2.8197 | 0.005526 | 0.002763 |
Veranderingen_verleden | 0.260747924507668 | 0.138261 | 1.8859 | 0.06144 | 0.03072 |
Alcoholgebruik | 0.297659363826662 | 0.173245 | 1.7181 | 0.088046 | 0.044023 |
Depressie_mannen | -0.357602662543149 | 0.537147 | -0.6657 | 0.506702 | 0.253351 |
Depressie_oktober | 0.369370037808583 | 0.820422 | 0.4502 | 0.653269 | 0.326634 |
t | 0.00235586693461173 | 0.00982 | 0.2399 | 0.810772 | 0.405386 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.470096264194295 |
R-squared | 0.220990497609432 |
Adjusted R-squared | 0.175166409233517 |
F-TEST (value) | 4.82258361140864 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 136 |
p-value | 3.0413779014804e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.88249480486812 |
Sum Squared Residuals | 1129.99357681247 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 13.2463450123254 | -1.24634501232539 |
2 | 11 | 10.5672156030731 | 0.432784396926941 |
3 | 14 | 13.7581239912046 | 0.241876008795425 |
4 | 12 | 10.7233594565043 | 1.2766405434957 |
5 | 21 | 13.5898498827723 | 7.41015011722766 |
6 | 12 | 12.3287492051515 | -0.328749205151467 |
7 | 22 | 15.3107288091717 | 6.6892711908283 |
8 | 11 | 12.2934174095738 | -1.29341740957384 |
9 | 10 | 11.461741770138 | -1.46174177013795 |
10 | 13 | 11.7203397023741 | 1.27966029762592 |
11 | 10 | 12.392906813106 | -2.39290681310595 |
12 | 8 | 12.8630852715887 | -4.86308527158869 |
13 | 15 | 12.3828726845998 | 2.61712731540019 |
14 | 10 | 11.283786571159 | -1.28378657115899 |
15 | 14 | 13.7948217968684 | 0.205178203131633 |
16 | 14 | 9.89623943521267 | 4.10376056478732 |
17 | 11 | 10.9872988254711 | 0.0127011745289203 |
18 | 10 | 11.8975852288961 | -1.8975852288961 |
19 | 13 | 13.6918741988727 | -0.691874198872739 |
20 | 7 | 11.8530021663702 | -4.85300216637016 |
21 | 12 | 15.2499648681858 | -3.24996486818585 |
22 | 14 | 13.6466130201313 | 0.353386979868692 |
23 | 11 | 9.94759669614475 | 1.05240330385525 |
24 | 9 | 12.311968676329 | -3.31196867632898 |
25 | 11 | 11.3842449576648 | -0.384244957664766 |
26 | 15 | 13.2932069945334 | 1.70679300546661 |
27 | 13 | 12.361174547245 | 0.638825452754973 |
28 | 9 | 10.3309392106994 | -1.33093921069943 |
29 | 15 | 12.5139334256283 | 2.48606657437175 |
30 | 10 | 11.4170322185764 | -1.41703221857637 |
31 | 11 | 9.6422817822613 | 1.3577182177387 |
32 | 13 | 11.8173771855498 | 1.18262281445015 |
33 | 8 | 10.906592213036 | -2.90659221303604 |
34 | 20 | 12.4273303918716 | 7.57266960812838 |
35 | 12 | 10.9251340330906 | 1.07486596690939 |
36 | 10 | 11.896068178984 | -1.89606817898397 |
37 | 10 | 11.3135142359186 | -1.31351423591865 |
38 | 9 | 12.6275862468659 | -3.62758624686587 |
39 | 14 | 11.6816507894932 | 2.31834921050679 |
40 | 8 | 14.7541373804657 | -6.75413738046565 |
41 | 14 | 15.3468694367294 | -1.34686943672942 |
42 | 11 | 9.9755388786319 | 1.0244611213681 |
43 | 13 | 12.7772009389815 | 0.222799061018461 |
44 | 11 | 10.7090574495099 | 0.290942550490051 |
45 | 11 | 12.3264947521491 | -1.32649475214906 |
46 | 10 | 11.6450064196831 | -1.64500641968308 |
47 | 14 | 10.1979412163156 | 3.8020587836844 |
48 | 18 | 14.2407590633208 | 3.75924093667916 |
49 | 14 | 13.6692408079587 | 0.330759192041309 |
50 | 11 | 15.4903942657721 | -4.49039426577205 |
51 | 12 | 12.7600097933755 | -0.760009793375463 |
52 | 13 | 12.5882669112366 | 0.411733088763421 |
53 | 9 | 12.4784316373264 | -3.47843163732641 |
54 | 10 | 11.8076262116177 | -1.80762621161773 |
55 | 15 | 13.1533051212567 | 1.84669487874327 |
56 | 20 | 14.8855773294899 | 5.11442267051015 |
57 | 12 | 12.1672729992236 | -0.167272999223579 |
58 | 12 | 13.1948022353324 | -1.19480223533235 |
59 | 14 | 13.1105616481519 | 0.889438351848071 |
60 | 13 | 13.6529888580294 | -0.652988858029378 |
61 | 11 | 10.7628984958227 | 0.237101504177274 |
62 | 17 | 14.4547889931032 | 2.54521100689677 |
63 | 12 | 13.4703397530705 | -1.47033975307047 |
64 | 13 | 15.0054256346264 | -2.00542563462636 |
65 | 14 | 14.27068866753 | -0.270688667530026 |
66 | 13 | 11.9156152178381 | 1.08438478216186 |
67 | 15 | 15.4539639751776 | -0.453963975177584 |
68 | 13 | 12.5082644842554 | 0.491735515744601 |
69 | 10 | 11.7490207486865 | -1.74902074868649 |
70 | 11 | 10.4559197625219 | 0.54408023747809 |
71 | 13 | 14.0271846045951 | -1.0271846045951 |
72 | 17 | 12.9289074759405 | 4.07109252405953 |
73 | 13 | 13.4341451784999 | -0.434145178499948 |
74 | 9 | 13.4369904458717 | -4.43699044587171 |
75 | 11 | 11.2378304697267 | -0.237830469726695 |
76 | 10 | 15.0009559936661 | -5.00095599366615 |
77 | 9 | 12.570208357538 | -3.57020835753803 |
78 | 12 | 12.3387617252187 | -0.338761725218668 |
79 | 12 | 12.0003312219935 | -0.000331221993505235 |
80 | 13 | 12.1470442613497 | 0.852955738650269 |
81 | 13 | 12.368343568885 | 0.631656431114986 |
82 | 22 | 15.4304645114702 | 6.56953548852985 |
83 | 13 | 13.2158094852649 | -0.215809485264872 |
84 | 15 | 15.4801836268806 | -0.480183626880643 |
85 | 13 | 11.3165870300471 | 1.68341296995286 |
86 | 15 | 12.3244821089957 | 2.67551789100434 |
87 | 10 | 14.0610488439968 | -4.06104884399675 |
88 | 11 | 11.400068552919 | -0.400068552919048 |
89 | 16 | 12.9867260489492 | 3.01327395105079 |
90 | 11 | 11.6291838822481 | -0.629183882248089 |
91 | 11 | 11.0473791268677 | -0.0473791268676598 |
92 | 10 | 12.0399612331697 | -2.03996123316967 |
93 | 10 | 12.5459946202631 | -2.5459946202631 |
94 | 16 | 13.3917871218324 | 2.60821287816755 |
95 | 12 | 12.6597654048493 | -0.659765404849253 |
96 | 11 | 13.1421716061762 | -2.14217160617622 |
97 | 16 | 13.427708739196 | 2.57229126080403 |
98 | 19 | 13.2162003594773 | 5.78379964052272 |
99 | 11 | 12.4316266687934 | -1.43162666879344 |
100 | 15 | 13.512073072357 | 1.48792692764305 |
101 | 24 | 17.97204969524 | 6.02795030476001 |
102 | 14 | 11.1539668201045 | 2.84603317989555 |
103 | 15 | 14.624307744054 | 0.375692255945983 |
104 | 11 | 11.0401334375755 | -0.0401334375755472 |
105 | 15 | 15.9982709935626 | -0.99827099356259 |
106 | 12 | 13.5293946437637 | -1.52939464376369 |
107 | 10 | 10.2217790118711 | -0.221779011871085 |
108 | 14 | 14.707677883219 | -0.707677883218995 |
109 | 9 | 13.6289649847128 | -4.62896498471277 |
110 | 15 | 11.3333949270364 | 3.66660507296362 |
111 | 15 | 12.8802587455208 | 2.11974125447916 |
112 | 14 | 11.1587104469871 | 2.84128955301294 |
113 | 11 | 11.8234596834956 | -0.82345968349563 |
114 | 8 | 13.0445145653456 | -5.0445145653456 |
115 | 11 | 12.0558375341057 | -1.05583753410566 |
116 | 8 | 10.0018131730916 | -2.00181317309158 |
117 | 10 | 12.4921710884259 | -2.49217108842594 |
118 | 11 | 13.1844651193203 | -2.18446511932031 |
119 | 13 | 14.548092788969 | -1.54809278896896 |
120 | 11 | 13.6912733437775 | -2.69127334377751 |
121 | 20 | 13.0824564637145 | 6.91754353628548 |
122 | 10 | 13.5649341504054 | -3.5649341504054 |
123 | 12 | 12.6348589368471 | -0.634858936847107 |
124 | 14 | 13.6399830474762 | 0.360016952523753 |
125 | 23 | 15.1137497087129 | 7.8862502912871 |
126 | 14 | 12.9218484739061 | 1.07815152609386 |
127 | 16 | 14.0931890859356 | 1.90681091406436 |
128 | 11 | 14.4631975637828 | -3.46319756378277 |
129 | 12 | 13.0440987807509 | -1.04409878075085 |
130 | 10 | 13.6525837163621 | -3.65258371636212 |
131 | 14 | 12.8928553301592 | 1.10714466984081 |
132 | 12 | 9.29388566756919 | 2.70611433243082 |
133 | 12 | 12.5234513601797 | -0.523451360179669 |
134 | 11 | 11.1860224477108 | -0.186022447710815 |
135 | 12 | 13.1486680454118 | -1.14866804541178 |
136 | 13 | 13.6472982457722 | -0.647298245772176 |
137 | 17 | 13.1504611741158 | 3.84953882588421 |
138 | 9 | 13.0528194607799 | -4.05281946077994 |
139 | 12 | 14.4667069745839 | -2.46670697458386 |
140 | 19 | 13.2781436780198 | 5.72185632198019 |
141 | 15 | 15.6144680421535 | -0.614468042153512 |
142 | 14 | 14.4204420064533 | -0.420442006453278 |
143 | 11 | 13.2433617926856 | -2.24336179268561 |
144 | 9 | 11.8843791574773 | -2.88437915747732 |
145 | 18 | 13.4297121179846 | 4.57028788201542 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.917649485645883 | 0.164701028708235 | 0.0823505143541175 |
13 | 0.927366716135294 | 0.145266567729411 | 0.0726332838647056 |
14 | 0.886732299108813 | 0.226535401782375 | 0.113267700891187 |
15 | 0.823976131876344 | 0.352047736247312 | 0.176023868123656 |
16 | 0.95121353123354 | 0.0975729375329196 | 0.0487864687664598 |
17 | 0.9310423666437 | 0.137915266712601 | 0.0689576333563005 |
18 | 0.904777273174386 | 0.190445453651228 | 0.0952227268256138 |
19 | 0.868044463093756 | 0.263911073812488 | 0.131955536906244 |
20 | 0.888189538208106 | 0.223620923583788 | 0.111810461791894 |
21 | 0.877895680798445 | 0.244208638403109 | 0.122104319201554 |
22 | 0.883999155525234 | 0.232001688949533 | 0.116000844474766 |
23 | 0.85356472012137 | 0.29287055975726 | 0.14643527987863 |
24 | 0.824927545660767 | 0.350144908678466 | 0.175072454339233 |
25 | 0.774423310640117 | 0.451153378719767 | 0.225576689359883 |
26 | 0.784644793776288 | 0.430710412447424 | 0.215355206223712 |
27 | 0.75125963312238 | 0.497480733755241 | 0.248740366877621 |
28 | 0.709221513850829 | 0.581556972298342 | 0.290778486149171 |
29 | 0.699837500649168 | 0.600324998701664 | 0.300162499350832 |
30 | 0.652733187253302 | 0.694533625493396 | 0.347266812746698 |
31 | 0.66596374648759 | 0.66807250702482 | 0.33403625351241 |
32 | 0.609049423529702 | 0.781901152940597 | 0.390950576470298 |
33 | 0.588484439294483 | 0.823031121411035 | 0.411515560705517 |
34 | 0.817528045409456 | 0.364943909181089 | 0.182471954590544 |
35 | 0.7856507764692 | 0.428698447061601 | 0.214349223530801 |
36 | 0.747872315180165 | 0.50425536963967 | 0.252127684819835 |
37 | 0.725086483987319 | 0.549827032025363 | 0.274913516012681 |
38 | 0.752029574087591 | 0.495940851824817 | 0.247970425912409 |
39 | 0.74685917447981 | 0.506281651040381 | 0.253140825520191 |
40 | 0.880038144041163 | 0.239923711917674 | 0.119961855958837 |
41 | 0.855864914188765 | 0.28827017162247 | 0.144135085811235 |
42 | 0.843104842616482 | 0.313790314767037 | 0.156895157383518 |
43 | 0.80858848373895 | 0.3828230325221 | 0.19141151626105 |
44 | 0.768425949139489 | 0.463148101721023 | 0.231574050860511 |
45 | 0.728606355806658 | 0.542787288386684 | 0.271393644193342 |
46 | 0.693015372063081 | 0.613969255873837 | 0.306984627936919 |
47 | 0.715285034301454 | 0.569429931397091 | 0.284714965698546 |
48 | 0.767626294777383 | 0.464747410445234 | 0.232373705222617 |
49 | 0.72693242221893 | 0.546135155562142 | 0.273067577781071 |
50 | 0.75471318788873 | 0.49057362422254 | 0.24528681211127 |
51 | 0.722394696004117 | 0.555210607991766 | 0.277605303995883 |
52 | 0.679592718326016 | 0.640814563347968 | 0.320407281673984 |
53 | 0.68928553101205 | 0.621428937975899 | 0.31071446898795 |
54 | 0.663306507844625 | 0.67338698431075 | 0.336693492155375 |
55 | 0.653644228579005 | 0.69271154284199 | 0.346355771420995 |
56 | 0.739175264181259 | 0.521649471637483 | 0.260824735818741 |
57 | 0.696944431466534 | 0.606111137066933 | 0.303055568533466 |
58 | 0.66135480804699 | 0.67729038390602 | 0.33864519195301 |
59 | 0.615697807965653 | 0.768604384068694 | 0.384302192034347 |
60 | 0.572686995486979 | 0.854626009026042 | 0.427313004513021 |
61 | 0.529971904203603 | 0.940056191592794 | 0.470028095796397 |
62 | 0.512493630719147 | 0.975012738561707 | 0.487506369280853 |
63 | 0.48598693775739 | 0.97197387551478 | 0.51401306224261 |
64 | 0.45412272675907 | 0.90824545351814 | 0.54587727324093 |
65 | 0.408664553287729 | 0.817329106575458 | 0.591335446712271 |
66 | 0.370956396515709 | 0.741912793031417 | 0.629043603484291 |
67 | 0.330641093124901 | 0.661282186249802 | 0.669358906875099 |
68 | 0.289877270043013 | 0.579754540086026 | 0.710122729956987 |
69 | 0.259184477156696 | 0.518368954313391 | 0.740815522843304 |
70 | 0.221991859146661 | 0.443983718293321 | 0.77800814085334 |
71 | 0.190378477380521 | 0.380756954761043 | 0.809621522619479 |
72 | 0.227212644067668 | 0.454425288135336 | 0.772787355932332 |
73 | 0.191350743179003 | 0.382701486358006 | 0.808649256820997 |
74 | 0.232542408063483 | 0.465084816126966 | 0.767457591936517 |
75 | 0.196933791232931 | 0.393867582465863 | 0.803066208767068 |
76 | 0.273524735676698 | 0.547049471353396 | 0.726475264323302 |
77 | 0.291241832365296 | 0.582483664730591 | 0.708758167634704 |
78 | 0.268693064189314 | 0.537386128378629 | 0.731306935810686 |
79 | 0.23238650259227 | 0.46477300518454 | 0.76761349740773 |
80 | 0.200688228446674 | 0.401376456893348 | 0.799311771553326 |
81 | 0.174182720252634 | 0.348365440505268 | 0.825817279747366 |
82 | 0.320831286015797 | 0.641662572031595 | 0.679168713984203 |
83 | 0.277725874404447 | 0.555451748808893 | 0.722274125595553 |
84 | 0.24131851295014 | 0.48263702590028 | 0.75868148704986 |
85 | 0.213471537170618 | 0.426943074341236 | 0.786528462829382 |
86 | 0.201763135045775 | 0.40352627009155 | 0.798236864954225 |
87 | 0.236848441738193 | 0.473696883476385 | 0.763151558261807 |
88 | 0.199772357437238 | 0.399544714874476 | 0.800227642562762 |
89 | 0.200980356889255 | 0.40196071377851 | 0.799019643110745 |
90 | 0.1689037025308 | 0.3378074050616 | 0.8310962974692 |
91 | 0.138523009590804 | 0.277046019181608 | 0.861476990409196 |
92 | 0.126600704886749 | 0.253201409773497 | 0.873399295113251 |
93 | 0.119565420976921 | 0.239130841953843 | 0.880434579023079 |
94 | 0.110477268557874 | 0.220954537115748 | 0.889522731442126 |
95 | 0.0898362915004407 | 0.179672583000881 | 0.91016370849956 |
96 | 0.0838512483655847 | 0.167702496731169 | 0.916148751634415 |
97 | 0.0758443070556683 | 0.151688614111337 | 0.924155692944332 |
98 | 0.122657487007097 | 0.245314974014195 | 0.877342512992903 |
99 | 0.101666546828429 | 0.203333093656858 | 0.89833345317157 |
100 | 0.0829278554228184 | 0.165855710845637 | 0.917072144577182 |
101 | 0.174296414244879 | 0.348592828489757 | 0.825703585755121 |
102 | 0.171385474721833 | 0.342770949443667 | 0.828614525278167 |
103 | 0.154123912218134 | 0.308247824436267 | 0.845876087781866 |
104 | 0.125243629344186 | 0.250487258688373 | 0.874756370655814 |
105 | 0.099327039348248 | 0.198654078696496 | 0.900672960651752 |
106 | 0.07913635821617 | 0.15827271643234 | 0.92086364178383 |
107 | 0.0599741464699506 | 0.119948292939901 | 0.94002585353005 |
108 | 0.0452971495524328 | 0.0905942991048656 | 0.954702850447567 |
109 | 0.0583955071377346 | 0.116791014275469 | 0.941604492862265 |
110 | 0.0853454123941815 | 0.170690824788363 | 0.914654587605819 |
111 | 0.0705034790257009 | 0.141006958051402 | 0.9294965209743 |
112 | 0.0817262045155717 | 0.163452409031143 | 0.918273795484428 |
113 | 0.0664078185995473 | 0.132815637199095 | 0.933592181400453 |
114 | 0.0762212079813115 | 0.152442415962623 | 0.923778792018689 |
115 | 0.0563637278722062 | 0.112727455744412 | 0.943636272127794 |
116 | 0.0448964610653967 | 0.0897929221307934 | 0.955103538934603 |
117 | 0.0366579273631597 | 0.0733158547263194 | 0.96334207263684 |
118 | 0.0261647820786883 | 0.0523295641573767 | 0.973835217921312 |
119 | 0.0178422650946325 | 0.035684530189265 | 0.982157734905368 |
120 | 0.0200466101641333 | 0.0400932203282666 | 0.979953389835867 |
121 | 0.0548820207132489 | 0.109764041426498 | 0.945117979286751 |
122 | 0.064914152894404 | 0.129828305788808 | 0.935085847105596 |
123 | 0.048165935367135 | 0.09633187073427 | 0.951834064632865 |
124 | 0.0349130801768101 | 0.0698261603536202 | 0.96508691982319 |
125 | 0.226365254674916 | 0.452730509349832 | 0.773634745325084 |
126 | 0.466266540036117 | 0.932533080072235 | 0.533733459963883 |
127 | 0.56381414252386 | 0.87237171495228 | 0.43618585747614 |
128 | 0.474254968707204 | 0.948509937414408 | 0.525745031292796 |
129 | 0.389341055859414 | 0.778682111718828 | 0.610658944140586 |
130 | 0.312198528802398 | 0.624397057604795 | 0.687801471197602 |
131 | 0.30882381577784 | 0.61764763155568 | 0.69117618422216 |
132 | 0.207671708667236 | 0.415343417334472 | 0.792328291332764 |
133 | 0.221780588543262 | 0.443561177086524 | 0.778219411456738 |
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 | 2 | 0.0163934426229508 | OK |
10% type I error level | 9 | 0.0737704918032787 | OK |