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Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_multipleregression.wasp

Title produced by software

Multiple Regression

Date of computation

Sat, 09 Dec 2017 11:50:48 +0100

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Dec/09/t1512817150v4z7023yruddedj.htm/, Retrieved Mon, 13 May 2024 22:16:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=308840, Retrieved Mon, 13 May 2024 22:16:20 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

118

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Multiple Regression] [Regressie analyse...] [2017-12-09 10:50:48] [d45155ea4037f62d47a0a82219388c6c] [Current]

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Boxplots

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3638	1	0	0	1	0	0	0
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88000	1	0	0	1	0	0	0
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138	1	0	0	0	0	0	1
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30280	0	0	1	0	0	0	1
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5000	0	0	0	0	0	0	1
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150000	1	0	0	1	0	0	0
4063	0	0	0	0	0	0	1
100	1	0	0	0	0	0	1
41617	1	0	0	1	0	0	0
800	1	0	0	0	0	0	1
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168700	0	0	0	1	0	0	0
28367	1	0	0	0	0	0	1
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500	1	0	0	0	0	0	1
1500	0	0	1	1	0	0	0
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15500	0	0	1	1	0	0	0
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300000	0	0	0	1	0	0	0
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100	1	0	0	0	0	0	0
2500	0	0	0	1	0	0	0
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20000	0	0	1	1	0	0	0
10000	1	0	0	0	0	0	0
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15971	1	0	0	0	0	0	1
2000	0	0	0	0	0	0	0
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92000	0	0	0	1	0	0	0
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5000	1	0	0	0	0	0	1
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15000	1	0	0	1	0	0	0
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2800	0	0	0	0	0	1	0
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700	0	0	0	0	0	1	0
15000	0	0	0	1	0	0	0
4000	1	0	0	0	0	0	1
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286000	0	0	0	0	0	0	1
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230	1	0	0	1	0	0	0
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500	0	0	0	1	0	0	0
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1500	0	0	0	1	0	0	0
85000	0	0	0	0	0	1	0
150000	0	0	0	0	0	1	0
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10500	0	0	0	0	0	1	0
2500	1	0	0	1	0	0	0
20000	1	0	0	1	0	0	0
9799	0	0	0	0	0	1	0
2500	1	0	0	0	0	0	0
8000	1	0	0	1	0	0	0
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1000	1	0	0	1	0	0	0
17000	0	0	1	1	0	0	0
10547	0	0	0	1	0	0	0
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15727	0	0	0	0	0	0	0
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9360	0	0	1	1	0	0	0
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36152	1	0	0	0	0	1	0
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9562	0	0	0	1	0	0	0
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15000	0	0	0	0	0	0	0
760	1	0	0	0	0	0	0
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50685	0	0	0	0	0	0	0
250	0	0	1	1	0	0	0
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100	0	0	0	0	0	1	0
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4000	0	0	0	1	0	0	0
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28225	1	0	0	0	1	0	0
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100	1	0	0	0	0	0	1
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20000	1	0	0	1	0	0	0
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391595	0	0	0	0	0	1	0
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3097	0	0	0	0	0	1	0
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10000	0	0	0	0	0	0	0
1110	1	0	0	0	0	0	1
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200	0	0	1	0	0	0	1
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5500	0	0	0	1	0	0	0
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5000	0	0	0	1	0	0	0
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1800	1	0	0	1	0	0	0
5000	0	0	1	0	0	0	0
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174	1	0	0	0	1	0	0
132861	0	0	0	1	0	0	0
500	0	0	0	0	0	1	0
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0	1	0	0	0	1	0	0
0	1	0	0	0	1	0	0
35898	0	0	0	0	0	0	0
2435	1	0	0	0	0	0	1
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66582	0	0	0	0	0	0	0
7000	1	0	0	0	0	0	0
95100	0	1	0	0	0	0	1
388000	0	0	0	0	0	1	0
0	0	0	0	0	0	0	0
250000	0	0	0	0	0	0	1
11905	1	0	0	0	0	1	0
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377500	0	0	0	1	0	0	0
5000	0	0	0	0	0	0	1
0	0	0	0	0	0	1	0
4200	0	0	0	0	0	1	0
30000	1	0	0	1	0	0	0
21659	1	0	0	1	0	0	0
1000	1	0	0	1	0	0	0
23700	0	0	0	1	0	0	0
0	0	0	0	0	0	0	0
18000	1	0	0	1	0	0	0
0	1	0	0	1	0	0	0
60000	0	0	0	1	0	0	0
1869	1	0	0	1	0	0	0
3861	1	0	0	1	0	0	0
0	0	0	0	0	0	0	0
0	0	0	0	0	0	1	0
5000	1	0	0	1	0	0	0
196656	0	0	0	0	0	1	0
0	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
3528	1	0	0	0	0	0	1
500	0	0	0	0	0	1	0
0	0	0	0	0	0	0	0
8000	0	0	0	0	0	0	0
2000	1	0	0	1	0	0	0
2200	1	0	0	0	0	0	1
0	0	0	0	0	0	0	0
0	0	0	0	0	0	0	0
39130	0	0	0	0	0	0	0
0	0	0	0	0	0	0	1
0	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
234421	0	0	0	0	0	0	1
60	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
1200	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
500	0	1	0	0	0	0	1
500	0	0	0	0	0	0	1
0	1	0	0	1	0	0	0
60000	1	0	0	0	0	0	1
200	1	0	0	1	0	0	0
50000	0	0	0	1	0	0	0
11000	0	1	0	1	0	0	0
10000	0	0	0	1	0	0	0
8500	0	1	0	0	0	1	0
101242	1	0	0	0	0	0	1
0	1	0	0	0	1	0	0
0	1	0	0	0	1	0	0
0	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
25000	0	1	0	1	0	0	0
0	1	0	0	0	0	0	1
500	1	0	0	0	0	0	1
2500	1	0	0	0	1	0	0
0	1	0	0	0	1	0	0
10076	0	0	0	0	0	0	0
0	1	0	0	0	1	0	0
519	1	0	0	0	1	0	0
8965	1	0	0	1	0	0	0
20	0	0	0	0	0	1	0
0	0	0	1	0	0	0	1
1400	0	0	0	0	0	0	0
7500	0	0	1	0	0	0	1
5000	0	0	0	0	0	1	0
8800	1	0	0	0	0	1	0
474	0	0	1	0	0	1	0
450000	0	0	0	0	0	1	0
14805	1	0	0	0	0	0	1
3200	0	0	0	0	0	1	0
5500	1	0	0	1	0	0	0
0	0	0	1	0	0	0	0
130103	1	0	0	0	0	0	0
8260	0	0	0	0	0	0	0
3000	1	0	0	1	0	0	0
0	0	0	0	0	0	0	0
7165	0	0	0	0	0	0	0
0	0	0	1	1	0	0	0
8800	0	0	0	0	0	0	1
325000	0	0	0	1	0	0	0
832820	0	0	0	1	0	0	0
20000	0	0	0	0	0	0	1
0	0	0	0	0	0	0	1
27600	0	1	0	1	0	0	0
2230	0	0	1	0	0	0	0
10500	0	0	1	1	0	0	0
2000	0	0	0	0	0	0	0
0	1	0	0	0	0	0	1
7292	0	0	0	0	0	0	0
0	1	0	0	0	0	0	0
3500	1	0	0	0	0	0	1
2214	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
59650	1	0	0	1	0	0	0
3100	1	0	0	0	1	0	0
100000	0	0	0	0	0	0	0
0	1	0	0	0	1	0	0
0	1	0	0	0	0	0	1
238	1	0	0	0	0	0	1
80000	0	0	0	0	0	0	1
20000	1	0	0	1	0	0	0
30500	1	0	0	1	0	0	0
12788	0	0	1	1	0	0	0
16974	1	0	0	0	1	0	0
17105	1	0	0	1	0	0	0
0	0	0	1	0	0	0	1
0	0	0	1	0	0	0	1
6000	1	0	0	0	0	0	1
0	0	0	0	0	0	0	0
22000	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
0	1	0	0	0	0	0	1
8741	0	0	0	0	0	0	0
490028	0	0	0	0	0	1	0
4150	0	0	0	0	0	0	0

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	32 seconds
R Server	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time32 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308840&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

32 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=308840&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308840&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	32 seconds
R Server	Big Analytics Cloud Computing Center

Multiple Linear Regression - Estimated Regression Equation
Track[t] = + 38447.6 -37778.6Yard[t] -22462Siding[t] -48184.3Industry[t] + 31875.9T[t] + 5699.47S[t] + 48848.8E[t] + 5032.41H[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Track[t] =  +  38447.6 -37778.6Yard[t] -22462Siding[t] -48184.3Industry[t] +  31875.9T[t] +  5699.47S[t] +  48848.8E[t] +  5032.41H[t]  + e[t] \tabularnewline
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308840&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Track[t] =  +  38447.6 -37778.6Yard[t] -22462Siding[t] -48184.3Industry[t] +  31875.9T[t] +  5699.47S[t] +  48848.8E[t] +  5032.41H[t]  + e[t][/C][/ROW]
[ROW][C][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=308840&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308840&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Estimated Regression Equation
Track[t] = + 38447.6 -37778.6Yard[t] -22462Siding[t] -48184.3Industry[t] + 31875.9T[t] + 5699.47S[t] + 48848.8E[t] + 5032.41H[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STATH0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	+3.845e+04	4610	+8.3400e+00	1.182e-16	5.911e-17
Yard	-3.778e+04	4620	-8.1770e+00	4.495e-16	2.247e-16
Siding	-2.246e+04	1.383e+04	-1.6240e+00	0.1045	0.05227
Industry	-4.818e+04	7332	-6.5710e+00	5.997e-11	2.998e-11
T	+3.188e+04	5738	+5.5560e+00	3.048e-08	1.524e-08
S	+5700	1.128e+04	+5.0550e-01	0.6133	0.3066
E	+4.885e+04	7314	+6.6790e+00	2.929e-11	1.465e-11
H	+5032	5740	+8.7670e-01	0.3807	0.1904

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Ordinary Least Squares \tabularnewline
Variable & Parameter & S.D. & T-STATH0: parameter = 0 & 2-tail p-value & 1-tail p-value \tabularnewline
(Intercept) & +3.845e+04 &  4610 & +8.3400e+00 &  1.182e-16 &  5.911e-17 \tabularnewline
Yard & -3.778e+04 &  4620 & -8.1770e+00 &  4.495e-16 &  2.247e-16 \tabularnewline
Siding & -2.246e+04 &  1.383e+04 & -1.6240e+00 &  0.1045 &  0.05227 \tabularnewline
Industry & -4.818e+04 &  7332 & -6.5710e+00 &  5.997e-11 &  2.998e-11 \tabularnewline
T & +3.188e+04 &  5738 & +5.5560e+00 &  3.048e-08 &  1.524e-08 \tabularnewline
S & +5700 &  1.128e+04 & +5.0550e-01 &  0.6133 &  0.3066 \tabularnewline
E & +4.885e+04 &  7314 & +6.6790e+00 &  2.929e-11 &  1.465e-11 \tabularnewline
H & +5032 &  5740 & +8.7670e-01 &  0.3807 &  0.1904 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308840&T=2

[TABLE]
[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]
[ROW][C]Variable[/C][C]Parameter[/C][C]S.D.[/C][C]T-STATH0: parameter = 0[/C][C]2-tail p-value[/C][C]1-tail p-value[/C][/ROW]
[ROW][C](Intercept)[/C][C]+3.845e+04[/C][C] 4610[/C][C]+8.3400e+00[/C][C] 1.182e-16[/C][C] 5.911e-17[/C][/ROW]
[ROW][C]Yard[/C][C]-3.778e+04[/C][C] 4620[/C][C]-8.1770e+00[/C][C] 4.495e-16[/C][C] 2.247e-16[/C][/ROW]
[ROW][C]Siding[/C][C]-2.246e+04[/C][C] 1.383e+04[/C][C]-1.6240e+00[/C][C] 0.1045[/C][C] 0.05227[/C][/ROW]
[ROW][C]Industry[/C][C]-4.818e+04[/C][C] 7332[/C][C]-6.5710e+00[/C][C] 5.997e-11[/C][C] 2.998e-11[/C][/ROW]
[ROW][C]T[/C][C]+3.188e+04[/C][C] 5738[/C][C]+5.5560e+00[/C][C] 3.048e-08[/C][C] 1.524e-08[/C][/ROW]
[ROW][C]S[/C][C]+5700[/C][C] 1.128e+04[/C][C]+5.0550e-01[/C][C] 0.6133[/C][C] 0.3066[/C][/ROW]
[ROW][C]E[/C][C]+4.885e+04[/C][C] 7314[/C][C]+6.6790e+00[/C][C] 2.929e-11[/C][C] 1.465e-11[/C][/ROW]
[ROW][C]H[/C][C]+5032[/C][C] 5740[/C][C]+8.7670e-01[/C][C] 0.3807[/C][C] 0.1904[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=308840&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308840&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STATH0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	+3.845e+04	4610	+8.3400e+00	1.182e-16	5.911e-17
Yard	-3.778e+04	4620	-8.1770e+00	4.495e-16	2.247e-16
Siding	-2.246e+04	1.383e+04	-1.6240e+00	0.1045	0.05227
Industry	-4.818e+04	7332	-6.5710e+00	5.997e-11	2.998e-11
T	+3.188e+04	5738	+5.5560e+00	3.048e-08	1.524e-08
S	+5700	1.128e+04	+5.0550e-01	0.6133	0.3066
E	+4.885e+04	7314	+6.6790e+00	2.929e-11	1.465e-11
H	+5032	5740	+8.7670e-01	0.3807	0.1904

Multiple Linear Regression - Regression Statistics
Multiple R	0.2597
R-squared	0.06744
Adjusted R-squared	0.06494
F-TEST (value)	26.96
F-TEST (DF numerator)	7
F-TEST (DF denominator)	2610
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	1.002e+05
Sum Squared Residuals	2.622e+13

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R &  0.2597 \tabularnewline
R-squared &  0.06744 \tabularnewline
Adjusted R-squared &  0.06494 \tabularnewline
F-TEST (value) &  26.96 \tabularnewline
F-TEST (DF numerator) & 7 \tabularnewline
F-TEST (DF denominator) & 2610 \tabularnewline
p-value &  0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation &  1.002e+05 \tabularnewline
Sum Squared Residuals &  2.622e+13 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308840&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C] 0.2597[/C][/ROW]
[ROW][C]R-squared[/C][C] 0.06744[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C] 0.06494[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C] 26.96[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]7[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]2610[/C][/ROW]
[ROW][C]p-value[/C][C] 0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C] 1.002e+05[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C] 2.622e+13[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=308840&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308840&T=3

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Regression Statistics
Multiple R	0.2597
R-squared	0.06744
Adjusted R-squared	0.06494
F-TEST (value)	26.96
F-TEST (DF numerator)	7
F-TEST (DF denominator)	2610
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	1.002e+05
Sum Squared Residuals	2.622e+13

Menu of Residual Diagnostics
Description	Link
Histogram	Compute
Central Tendency	Compute
QQ Plot	Compute
Kernel Density Plot	Compute
Skewness/Kurtosis Test	Compute
Skewness-Kurtosis Plot	Compute
Harrell-Davis Plot	Compute
Bootstrap Plot -- Central Tendency	Compute
Blocked Bootstrap Plot -- Central Tendency	Compute
(Partial) Autocorrelation Plot	Compute
Spectral Analysis	Compute
Tukey lambda PPCC Plot	Compute
Box-Cox Normality Plot	Compute
Summary Statistics	Compute

\begin{tabular}{lllllllll}
\hline
Menu of Residual Diagnostics \tabularnewline
Description & Link \tabularnewline
Histogram & Compute \tabularnewline
Central Tendency & Compute \tabularnewline
QQ Plot & Compute \tabularnewline
Kernel Density Plot & Compute \tabularnewline
Skewness/Kurtosis Test & Compute \tabularnewline
Skewness-Kurtosis Plot & Compute \tabularnewline
Harrell-Davis Plot & Compute \tabularnewline
Bootstrap Plot -- Central Tendency & Compute \tabularnewline
Blocked Bootstrap Plot -- Central Tendency & Compute \tabularnewline
(Partial) Autocorrelation Plot & Compute \tabularnewline
Spectral Analysis & Compute \tabularnewline
Tukey lambda PPCC Plot & Compute \tabularnewline
Box-Cox Normality Plot & Compute \tabularnewline
Summary Statistics & Compute \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308840&T=4

[TABLE]
[ROW][C]Menu of Residual Diagnostics[/C][/ROW]
[ROW][C]Description[/C][C]Link[/C][/ROW]
[ROW][C]Histogram[/C][C]Compute[/C][/ROW]
[ROW][C]Central Tendency[/C][C]Compute[/C][/ROW]
[ROW][C]QQ Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Kernel Density Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Skewness/Kurtosis Test[/C][C]Compute[/C][/ROW]
[ROW][C]Skewness-Kurtosis Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Harrell-Davis Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Bootstrap Plot -- Central Tendency[/C][C]Compute[/C][/ROW]
[ROW][C]Blocked Bootstrap Plot -- Central Tendency[/C][C]Compute[/C][/ROW]
[ROW][C](Partial) Autocorrelation Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Spectral Analysis[/C][C]Compute[/C][/ROW]
[ROW][C]Tukey lambda PPCC Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Box-Cox Normality Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Summary Statistics[/C][C]Compute[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=308840&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308840&T=4

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Menu of Residual Diagnostics
Description	Link
Histogram	Compute
Central Tendency	Compute
QQ Plot	Compute
Kernel Density Plot	Compute
Skewness/Kurtosis Test	Compute
Skewness-Kurtosis Plot	Compute
Harrell-Davis Plot	Compute
Bootstrap Plot -- Central Tendency	Compute
Blocked Bootstrap Plot -- Central Tendency	Compute
(Partial) Autocorrelation Plot	Compute
Spectral Analysis	Compute
Tukey lambda PPCC Plot	Compute
Box-Cox Normality Plot	Compute
Summary Statistics	Compute

Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted RESET test data: mylm RESET = 11.712, df1 = 2, df2 = 2608, p-value = 8.635e-06
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors RESET test data: mylm RESET = 0, df1 = 14, df2 = 2596, p-value = 1
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components RESET test data: mylm RESET = 0.44102, df1 = 2, df2 = 2608, p-value = 0.6434

\begin{tabular}{lllllllll}
\hline
Ramsey RESET F-Test for powers (2 and 3) of fitted values \tabularnewline
> reset_test_fitted
	RESET test
data:  mylm
RESET = 11.712, df1 = 2, df2 = 2608, p-value = 8.635e-06
 \tabularnewline
Ramsey RESET F-Test for powers (2 and 3) of regressors \tabularnewline
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0, df1 = 14, df2 = 2596, p-value = 1
 \tabularnewline
Ramsey RESET F-Test for powers (2 and 3) of principal components \tabularnewline
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.44102, df1 = 2, df2 = 2608, p-value = 0.6434
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308840&T=5

[TABLE]
[ROW][C]Ramsey RESET F-Test for powers (2 and 3) of fitted values[/C][/ROW]
[ROW][C]> reset_test_fitted
	RESET test
data:  mylm
RESET = 11.712, df1 = 2, df2 = 2608, p-value = 8.635e-06
[/C][/ROW]
[ROW][C]Ramsey RESET F-Test for powers (2 and 3) of regressors[/C][/ROW]
[ROW][C]> reset_test_regressors
	RESET test
data:  mylm
RESET = 0, df1 = 14, df2 = 2596, p-value = 1
[/C][/ROW]
[ROW][C]Ramsey RESET F-Test for powers (2 and 3) of principal components[/C][/ROW]
[ROW][C]> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.44102, df1 = 2, df2 = 2608, p-value = 0.6434
[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=308840&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308840&T=5

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted RESET test data: mylm RESET = 11.712, df1 = 2, df2 = 2608, p-value = 8.635e-06
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors RESET test data: mylm RESET = 0, df1 = 14, df2 = 2596, p-value = 1
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components RESET test data: mylm RESET = 0.44102, df1 = 2, df2 = 2608, p-value = 0.6434

Variance Inflation Factors (Multicollinearity)
> vif Yard Siding Industry T S E H 1.390000 1.043893 1.197247 1.790642 1.217351 1.360718 1.944431

\begin{tabular}{lllllllll}
\hline
Variance Inflation Factors (Multicollinearity) \tabularnewline
> vif
    Yard   Siding Industry        T        S        E        H 
1.390000 1.043893 1.197247 1.790642 1.217351 1.360718 1.944431 
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308840&T=6

[TABLE]
[ROW][C]Variance Inflation Factors (Multicollinearity)[/C][/ROW]
[ROW][C]> vif
    Yard   Siding Industry        T        S        E        H 
1.390000 1.043893 1.197247 1.790642 1.217351 1.360718 1.944431 
[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=308840&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308840&T=6

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Variance Inflation Factors (Multicollinearity)
> vif Yard Siding Industry T S E H 1.390000 1.043893 1.197247 1.790642 1.217351 1.360718 1.944431

Figure 1

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Figure 10

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Parameters (Session):

par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = 0 ; par5 = 0 ; par6 = 12 ;

Parameters (R input):

par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = 0 ; par5 = 0 ; par6 = 12 ;

R code (references can be found in the software module):

par6 <- '12'
par5 <- '0'
par4 <- '0'
par3 <- 'No Linear Trend'
par2 <- 'Do not include Seasonal Dummies'
par1 <- '1'
library(lattice)
library(lmtest)
library(car)
library(MASS)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
mywarning <- ''
par6 <- as.numeric(par6)
if(is.na(par6)) {
par6 <- 12
mywarning = 'Warning: you did not specify the seasonality. The seasonal period was set to s = 12.'
}
par1 <- as.numeric(par1)
if(is.na(par1)) {
par1 <- 1
mywarning = 'Warning: you did not specify the column number of the endogenous series! The first column was selected by default.'
}
if (par4=='') par4 <- 0
par4 <- as.numeric(par4)
if (!is.numeric(par4)) par4 <- 0
if (par5=='') par5 <- 0
par5 <- as.numeric(par5)
if (!is.numeric(par5)) par5 <- 0
x <- na.omit(t(y))
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'Seasonal Differences (s)'){
(n <- n - par6)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-Bs)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+par6,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'First and Seasonal Differences (s)'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
(n <- n - par6)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-Bs)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+par6,j] - x[i,j]
}
}
x <- x2
}
if(par4 > 0) {
x2 <- array(0, dim=c(n-par4,par4), dimnames=list(1:(n-par4), paste(colnames(x)[par1],'(t-',1:par4,')',sep='')))
for (i in 1:(n-par4)) {
for (j in 1:par4) {
x2[i,j] <- x[i+par4-j,par1]
}
}
x <- cbind(x[(par4+1):n,], x2)
n <- n - par4
}
if(par5 > 0) {
x2 <- array(0, dim=c(n-par5*par6,par5), dimnames=list(1:(n-par5*par6), paste(colnames(x)[par1],'(t-',1:par5,'s)',sep='')))
for (i in 1:(n-par5*par6)) {
for (j in 1:par5) {
x2[i,j] <- x[i+par5*par6-j*par6,par1]
}
}
x <- cbind(x[(par5*par6+1):n,], x2)
n <- n - par5*par6
}
if (par2 == 'Include Seasonal Dummies'){
x2 <- array(0, dim=c(n,par6-1), dimnames=list(1:n, paste('M', seq(1:(par6-1)), sep ='')))
for (i in 1:(par6-1)){
x2[seq(i,n,par6),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
(k <- length(x[n,]))
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
print(x)
(k <- length(x[n,]))
head(x)
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
sresid <- studres(mylm)
hist(sresid, freq=FALSE, main='Distribution of Studentized Residuals')
xfit<-seq(min(sresid),max(sresid),length=40)
yfit<-dnorm(xfit)
lines(xfit, yfit)
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqPlot(mylm, main='QQ Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
print(z)
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, signif(mysum$coefficients[i,1],6), sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, mywarning)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Multiple Linear Regression - Ordinary Least Squares', 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,formatC(signif(mysum$coefficients[i,1],5),format='g',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,2],5),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,3],4),format='e',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4],4),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4]/2,4),format='g',flag=' '))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a,formatC(signif(sqrt(mysum$r.squared),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$adj.r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a,formatC(signif(mysum$fstatistic[1],6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[2],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[3],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a,formatC(signif(1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a,formatC(signif(mysum$sigma,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a,formatC(signif(sum(myerror*myerror),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
myr <- as.numeric(mysum$resid)
myr
a <-table.start()
a <- table.row.start(a)
a <- table.element(a,'Menu of Residual Diagnostics',2,TRUE)
a <- table.row.end(a)
a <- table.row.start(a)
a <- table.element(a,'Description',1,TRUE)
a <- table.element(a,'Link',1,TRUE)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Histogram',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_histogram.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Central Tendency',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_centraltendency.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'QQ Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_fitdistrnorm.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Kernel Density Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_density.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Skewness/Kurtosis Test',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_skewness_kurtosis.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Skewness-Kurtosis Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_skewness_kurtosis_plot.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Harrell-Davis Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_harrell_davis.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Bootstrap Plot -- Central Tendency',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_bootstrapplot1.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Blocked Bootstrap Plot -- Central Tendency',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_bootstrapplot.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'(Partial) Autocorrelation Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_autocorrelation.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Spectral Analysis',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_spectrum.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Tukey lambda PPCC Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_tukeylambda.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Box-Cox Normality Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_boxcoxnorm.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <- table.element(a,'Summary Statistics',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_summary1.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable7.tab')
if(n < 200) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,formatC(signif(x[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(x[i]-mysum$resid[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$resid[i],6),format='g',flag=' '))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,1],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,2],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,3],6),format='g',flag=' '))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,signif(numsignificant1,6))
a<-table.element(a,formatC(signif(numsignificant1/numgqtests,6),format='g',flag=' '))
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,signif(numsignificant5,6))
a<-table.element(a,signif(numsignificant5/numgqtests,6))
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,signif(numsignificant10,6))
a<-table.element(a,signif(numsignificant10/numgqtests,6))
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
}
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of fitted values',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_fitted <- resettest(mylm,power=2:3,type='fitted')
a<-table.element(a,paste('',RC.texteval('reset_test_fitted'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of regressors',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_regressors <- resettest(mylm,power=2:3,type='regressor')
a<-table.element(a,paste('',RC.texteval('reset_test_regressors'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of principal components',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_principal_components <- resettest(mylm,power=2:3,type='princomp')
a<-table.element(a,paste('',RC.texteval('reset_test_principal_components'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable8.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Inflation Factors (Multicollinearity)',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
vif <- vif(mylm)
a<-table.element(a,paste('',RC.texteval('vif'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable9.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code