Multiple Linear Regression - Estimated Regression Equation |
Cropland_Footprint[t] = -0.106538 -5.18308e-05`Population_(millions)`[t] + 0.947745HDI[t] + 4.04396e-06GDP_per_Capita[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) | -0.1065 | 0.1247 | -8.5450e-01 | 0.3941 | 0.197 |
`Population_(millions)` | -5.183e-05 | 0.0001519 | -3.4130e-01 | 0.7333 | 0.3667 |
HDI | +0.9477 | 0.1989 | +4.7660e+00 | 4.239e-06 | 2.12e-06 |
GDP_per_Capita | +4.044e-06 | 1.581e-06 | +2.5590e+00 | 0.01145 | 0.005726 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.5914 |
R-squared | 0.3497 |
Adjusted R-squared | 0.3374 |
F-TEST (value) | 28.32 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 158 |
p-value | 1.044e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.2904 |
Sum Squared Residuals | 13.32 |
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 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.3 | 0.3304 | -0.03036 |
2 | 0.78 | 0.6035 | 0.1765 |
3 | 0.6 | 0.6053 | -0.005283 |
4 | 0.33 | 0.4041 | -0.07408 |
5 | 0.78 | 0.7327 | 0.04728 |
6 | 0.74 | 0.599 | 0.141 |
7 | 2.68 | 1.043 | 1.637 |
8 | 0.82 | 0.9344 | -0.1144 |
9 | 0.66 | 0.6325 | 0.02748 |
10 | 0.97 | 0.7243 | 0.2457 |
11 | 0.52 | 0.7688 | -0.2488 |
12 | 0.29 | 0.4196 | -0.1296 |
13 | 0.56 | 0.7057 | -0.1457 |
14 | 1.32 | 0.6766 | 0.6433 |
15 | 1.15 | 0.9307 | 0.2193 |
16 | 0.49 | 0.3509 | 0.1391 |
17 | 0.5 | 0.4623 | 0.03772 |
18 | 0.37 | 0.5181 | -0.1481 |
19 | 0.63 | 0.6042 | 0.02584 |
20 | 0.3 | 0.5786 | -0.2786 |
21 | 0.62 | 0.6475 | -0.02751 |
22 | 0.31 | 0.8895 | -0.5795 |
23 | 0.6 | 0.6631 | -0.06312 |
24 | 0.47 | 0.2649 | 0.2051 |
25 | 0.21 | 0.2637 | -0.05369 |
26 | 0.54 | 0.3714 | 0.1686 |
27 | 1.46 | 0.965 | 0.495 |
28 | 0.3 | 0.2459 | 0.05411 |
29 | 0.36 | 0.2671 | 0.09287 |
30 | 0.61 | 0.7379 | -0.1279 |
31 | 0.55 | 0.5253 | 0.02465 |
32 | 0.35 | 0.6029 | -0.2529 |
33 | 0.33 | 0.3708 | -0.04078 |
34 | 0.22 | 0.4413 | -0.2213 |
35 | 0.15 | 0.2895 | -0.1395 |
36 | 0.4 | 0.6498 | -0.2498 |
37 | 0.74 | 0.7291 | 0.01088 |
38 | 0.48 | 0.6436 | -0.1636 |
39 | 0.77 | 0.8262 | -0.05619 |
40 | 0.62 | 0.8051 | -0.1851 |
41 | 1.18 | 1.013 | 0.1665 |
42 | 0.64 | 0.6045 | 0.0355 |
43 | 0.35 | 0.5904 | -0.2404 |
44 | 0.3 | 0.6055 | -0.3055 |
45 | 0.68 | 0.5551 | 0.1249 |
46 | 0.44 | 0.5336 | -0.0936 |
47 | 0.27 | 0.5404 | -0.2704 |
48 | 0.1 | 0.2645 | -0.1645 |
49 | 0.31 | 0.2978 | 0.01223 |
50 | 0.55 | 0.5928 | -0.04278 |
51 | 1.23 | 0.9174 | 0.3126 |
52 | 0.53 | 0.5768 | -0.04685 |
53 | 0.46 | 0.3124 | 0.1476 |
54 | 0.39 | 0.6191 | -0.2291 |
55 | 1.1 | 0.941 | 0.159 |
56 | 0.56 | 0.4389 | 0.1211 |
57 | 1.07 | 0.813 | 0.257 |
58 | 0.37 | 0.4934 | -0.1234 |
59 | 0.39 | 0.2833 | 0.1067 |
60 | 0.35 | 0.2942 | 0.05582 |
61 | 0.7 | 0.5037 | 0.1963 |
62 | 0.27 | 0.3509 | -0.08088 |
63 | 0.28 | 0.4804 | -0.2004 |
64 | 0.42 | 0.7266 | -0.3066 |
65 | 0.34 | 0.4041 | -0.06413 |
66 | 0.44 | 0.5401 | -0.1001 |
67 | 0.69 | 0.6402 | 0.04984 |
68 | 0.43 | 0.5314 | -0.1014 |
69 | 1.08 | 0.9694 | 0.1106 |
70 | 0.89 | 0.8729 | 0.01708 |
71 | 0.91 | 0.8702 | 0.03982 |
72 | 0.41 | 0.5968 | -0.1868 |
73 | 0.53 | 0.9172 | -0.3872 |
74 | 0.54 | 0.6226 | -0.08257 |
75 | 0.58 | 0.6775 | -0.09747 |
76 | 0.25 | 0.4073 | -0.1573 |
77 | 0.71 | 0.8321 | -0.1221 |
78 | 0.55 | 0.8396 | -0.2896 |
79 | 0.59 | 0.5137 | 0.07627 |
80 | 0.57 | 0.4289 | 0.1411 |
81 | 2.28 | 0.7166 | 1.563 |
82 | 0.67 | 0.6505 | 0.01952 |
83 | 0.22 | 0.3537 | -0.1337 |
84 | 0.23 | 0.2929 | -0.0629 |
85 | 0.79 | 0.6182 | 0.1718 |
86 | 1.89 | 0.7381 | 1.152 |
87 | 1.1 | 1.201 | -0.1006 |
88 | 0.62 | 0.6156 | 0.004389 |
89 | 0.27 | 0.3775 | -0.1075 |
90 | 0.43 | 0.3022 | 0.1278 |
91 | 0.67 | 0.6632 | 0.006829 |
92 | 0.52 | 0.2843 | 0.2357 |
93 | 0.39 | 0.3733 | 0.0167 |
94 | 0.52 | 0.6588 | -0.1388 |
95 | 0.55 | 0.6389 | -0.08895 |
96 | 0.43 | 0.5457 | -0.1157 |
97 | 0.29 | 0.5813 | -0.2913 |
98 | 0.64 | 0.681 | -0.04095 |
99 | 0.6 | 0.4921 | 0.1079 |
100 | 0.31 | 0.2829 | 0.02709 |
101 | 0.8 | 0.3976 | 0.4024 |
102 | 0.33 | 0.5047 | -0.1747 |
103 | 0.43 | 0.4067 | 0.02335 |
104 | 0.76 | 0.9812 | -0.2212 |
105 | 0.63 | 0.9073 | -0.2773 |
106 | 0.34 | 0.4968 | -0.1568 |
107 | 0.67 | 0.2165 | 0.4535 |
108 | 0.53 | 0.3691 | 0.1609 |
109 | 0.57 | 0.7335 | -0.1635 |
110 | 0.27 | 0.3914 | -0.1214 |
111 | 0.36 | 0.657 | -0.297 |
112 | 0.3 | 0.3745 | -0.07453 |
113 | 1.11 | 0.5425 | 0.5675 |
114 | 0.5 | 0.6068 | -0.1067 |
115 | 0.36 | 0.5236 | -0.1636 |
116 | 0.84 | 0.7433 | 0.09673 |
117 | 1.03 | 0.7734 | 0.2566 |
118 | 0.57 | 1.101 | -0.531 |
119 | 0.72 | 0.6783 | 0.04169 |
120 | 0.77 | 0.6886 | 0.08137 |
121 | 0.43 | 0.3503 | 0.07967 |
122 | 0.51 | 0.6472 | -0.1372 |
123 | 0.38 | 0.6166 | -0.2366 |
124 | 0.97 | 0.5733 | 0.3967 |
125 | 0.36 | 0.4203 | -0.06031 |
126 | 0.74 | 0.774 | -0.03404 |
127 | 0.34 | 0.3331 | 0.006922 |
128 | 0.49 | 0.6392 | -0.1492 |
129 | 0.47 | 0.2743 | 0.1957 |
130 | 0.67 | 0.9705 | -0.3005 |
131 | 0.31 | 0.7625 | -0.4525 |
132 | 0.64 | 0.8286 | -0.1886 |
133 | 0.47 | 0.374 | 0.09603 |
134 | 0.44 | 0.549 | -0.109 |
135 | 0.78 | 0.845 | -0.06502 |
136 | 0.31 | 0.6148 | -0.3048 |
137 | 0.43 | 0.5995 | -0.1695 |
138 | 0.35 | 0.4145 | -0.06454 |
139 | 1.47 | 0.9861 | 0.4839 |
140 | 0.75 | 1.132 | -0.3824 |
141 | 0.46 | 0.484 | -0.02403 |
142 | 0.44 | 0.3774 | 0.06257 |
143 | 0.67 | 0.5945 | 0.07546 |
144 | 0.25 | 0.4829 | -0.2329 |
145 | 0.34 | 0.3409 | -0.000907 |
146 | 1.19 | 0.5933 | 0.5967 |
147 | 0.46 | 0.6972 | -0.2372 |
148 | 0.76 | 0.5927 | 0.1673 |
149 | 0.87 | 0.6521 | 0.2179 |
150 | 0.73 | 0.5591 | 0.1709 |
151 | 0.34 | 0.3489 | -0.008927 |
152 | 0.62 | 0.6069 | 0.01305 |
153 | 0.82 | 0.9089 | -0.08889 |
154 | 0.8 | 0.8447 | -0.04468 |
155 | 1.13 | 0.9405 | 0.1895 |
156 | 0.19 | 0.6996 | -0.5096 |
157 | 0.62 | 0.5333 | 0.08672 |
158 | 0.45 | 0.6572 | -0.2072 |
159 | 0.5 | 0.5205 | -0.02046 |
160 | 0.34 | 0.3714 | -0.03136 |
161 | 0.19 | 0.4495 | -0.2595 |
162 | 0.2 | 0.3606 | -0.1606 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.07408 | 0.1482 | 0.9259 |
8 | 0.9978 | 0.004436 | 0.002218 |
9 | 0.9948 | 0.01047 | 0.005233 |
10 | 0.9895 | 0.02092 | 0.01046 |
11 | 0.9931 | 0.01377 | 0.006886 |
12 | 0.9906 | 0.0188 | 0.009399 |
13 | 0.9867 | 0.02669 | 0.01335 |
14 | 0.9976 | 0.004797 | 0.002398 |
15 | 0.9975 | 0.004958 | 0.002479 |
16 | 0.9964 | 0.007208 | 0.003604 |
17 | 0.9938 | 0.01231 | 0.006156 |
18 | 0.9907 | 0.01869 | 0.009343 |
19 | 0.9851 | 0.02976 | 0.01488 |
20 | 0.9846 | 0.03085 | 0.01543 |
21 | 0.9773 | 0.04538 | 0.02269 |
22 | 0.9991 | 0.001854 | 0.0009269 |
23 | 0.9985 | 0.003056 | 0.001528 |
24 | 0.998 | 0.003935 | 0.001968 |
25 | 0.9969 | 0.006269 | 0.003135 |
26 | 0.9957 | 0.008658 | 0.004329 |
27 | 0.9956 | 0.008761 | 0.004381 |
28 | 0.9933 | 0.01331 | 0.006656 |
29 | 0.9903 | 0.01947 | 0.009737 |
30 | 0.987 | 0.02594 | 0.01297 |
31 | 0.9814 | 0.03717 | 0.01858 |
32 | 0.979 | 0.04203 | 0.02101 |
33 | 0.971 | 0.05807 | 0.02903 |
34 | 0.9657 | 0.06863 | 0.03431 |
35 | 0.9568 | 0.08641 | 0.04321 |
36 | 0.9514 | 0.09721 | 0.04861 |
37 | 0.9361 | 0.1277 | 0.06386 |
38 | 0.9206 | 0.1588 | 0.07941 |
39 | 0.9077 | 0.1845 | 0.09226 |
40 | 0.8962 | 0.2075 | 0.1038 |
41 | 0.8888 | 0.2224 | 0.1112 |
42 | 0.8639 | 0.2722 | 0.1361 |
43 | 0.8488 | 0.3025 | 0.1512 |
44 | 0.8416 | 0.3167 | 0.1584 |
45 | 0.8223 | 0.3554 | 0.1777 |
46 | 0.7891 | 0.4219 | 0.2109 |
47 | 0.811 | 0.378 | 0.189 |
48 | 0.7858 | 0.4284 | 0.2142 |
49 | 0.7482 | 0.5037 | 0.2518 |
50 | 0.708 | 0.5839 | 0.292 |
51 | 0.6927 | 0.6147 | 0.3073 |
52 | 0.6492 | 0.7016 | 0.3508 |
53 | 0.6185 | 0.7631 | 0.3815 |
54 | 0.5902 | 0.8196 | 0.4098 |
55 | 0.5565 | 0.887 | 0.4435 |
56 | 0.5228 | 0.9544 | 0.4772 |
57 | 0.5069 | 0.9862 | 0.4931 |
58 | 0.4648 | 0.9297 | 0.5352 |
59 | 0.4244 | 0.8487 | 0.5756 |
60 | 0.3799 | 0.7597 | 0.6201 |
61 | 0.3645 | 0.729 | 0.6355 |
62 | 0.3239 | 0.6478 | 0.6761 |
63 | 0.2984 | 0.5969 | 0.7016 |
64 | 0.3003 | 0.6006 | 0.6997 |
65 | 0.2632 | 0.5264 | 0.7368 |
66 | 0.2305 | 0.4611 | 0.7695 |
67 | 0.2002 | 0.4003 | 0.7998 |
68 | 0.1718 | 0.3437 | 0.8282 |
69 | 0.1563 | 0.3126 | 0.8437 |
70 | 0.1324 | 0.2648 | 0.8676 |
71 | 0.1126 | 0.2252 | 0.8874 |
72 | 0.09767 | 0.1953 | 0.9023 |
73 | 0.1489 | 0.2978 | 0.8511 |
74 | 0.125 | 0.2499 | 0.875 |
75 | 0.1042 | 0.2085 | 0.8958 |
76 | 0.0902 | 0.1804 | 0.9098 |
77 | 0.07582 | 0.1516 | 0.9242 |
78 | 0.08771 | 0.1754 | 0.9123 |
79 | 0.07393 | 0.1479 | 0.9261 |
80 | 0.06376 | 0.1275 | 0.9362 |
81 | 0.973 | 0.05407 | 0.02703 |
82 | 0.9652 | 0.06967 | 0.03484 |
83 | 0.958 | 0.08408 | 0.04204 |
84 | 0.9477 | 0.1047 | 0.05234 |
85 | 0.941 | 0.118 | 0.05901 |
86 | 0.9999 | 0.000223 | 0.0001115 |
87 | 0.9999 | 0.0002238 | 0.0001119 |
88 | 0.9998 | 0.0003472 | 0.0001736 |
89 | 0.9998 | 0.0004839 | 0.0002419 |
90 | 0.9997 | 0.000699 | 0.0003495 |
91 | 0.9995 | 0.001053 | 0.0005263 |
92 | 0.9994 | 0.001242 | 0.0006209 |
93 | 0.9991 | 0.001869 | 0.0009344 |
94 | 0.9987 | 0.002625 | 0.001312 |
95 | 0.9982 | 0.003573 | 0.001787 |
96 | 0.9975 | 0.004974 | 0.002487 |
97 | 0.9975 | 0.004978 | 0.002489 |
98 | 0.9964 | 0.007158 | 0.003579 |
99 | 0.9951 | 0.009737 | 0.004869 |
100 | 0.9932 | 0.01365 | 0.006827 |
101 | 0.995 | 0.009965 | 0.004982 |
102 | 0.9937 | 0.01252 | 0.006259 |
103 | 0.9912 | 0.01759 | 0.008793 |
104 | 0.9892 | 0.02155 | 0.01078 |
105 | 0.9876 | 0.02483 | 0.01241 |
106 | 0.9845 | 0.03098 | 0.01549 |
107 | 0.9909 | 0.01827 | 0.009137 |
108 | 0.9877 | 0.02453 | 0.01226 |
109 | 0.9841 | 0.03189 | 0.01595 |
110 | 0.9824 | 0.03519 | 0.01759 |
111 | 0.9824 | 0.03514 | 0.01757 |
112 | 0.9764 | 0.04714 | 0.02357 |
113 | 0.9936 | 0.01286 | 0.00643 |
114 | 0.9912 | 0.01766 | 0.008832 |
115 | 0.9903 | 0.01942 | 0.009708 |
116 | 0.9871 | 0.02583 | 0.01291 |
117 | 0.9897 | 0.02064 | 0.01032 |
118 | 0.9925 | 0.01494 | 0.007472 |
119 | 0.9897 | 0.02059 | 0.01029 |
120 | 0.9853 | 0.02949 | 0.01474 |
121 | 0.9796 | 0.04086 | 0.02043 |
122 | 0.9722 | 0.05552 | 0.02776 |
123 | 0.9669 | 0.06627 | 0.03314 |
124 | 0.9831 | 0.03376 | 0.01688 |
125 | 0.976 | 0.04795 | 0.02398 |
126 | 0.9668 | 0.06633 | 0.03316 |
127 | 0.9541 | 0.09184 | 0.04592 |
128 | 0.9391 | 0.1217 | 0.06087 |
129 | 0.9288 | 0.1424 | 0.0712 |
130 | 0.9177 | 0.1646 | 0.08231 |
131 | 0.9399 | 0.1202 | 0.06008 |
132 | 0.9243 | 0.1514 | 0.07572 |
133 | 0.907 | 0.1859 | 0.09297 |
134 | 0.881 | 0.2379 | 0.119 |
135 | 0.8458 | 0.3084 | 0.1542 |
136 | 0.8582 | 0.2837 | 0.1418 |
137 | 0.8307 | 0.3387 | 0.1693 |
138 | 0.7825 | 0.4349 | 0.2175 |
139 | 0.9472 | 0.1056 | 0.05282 |
140 | 0.9291 | 0.1418 | 0.07091 |
141 | 0.8985 | 0.2029 | 0.1015 |
142 | 0.8623 | 0.2753 | 0.1377 |
143 | 0.8126 | 0.3748 | 0.1874 |
144 | 0.778 | 0.4439 | 0.222 |
145 | 0.7157 | 0.5687 | 0.2843 |
146 | 0.9532 | 0.09351 | 0.04676 |
147 | 0.9328 | 0.1345 | 0.06723 |
148 | 0.9301 | 0.1398 | 0.06989 |
149 | 0.934 | 0.1319 | 0.06595 |
150 | 0.9612 | 0.07763 | 0.03882 |
151 | 0.9271 | 0.1457 | 0.07286 |
152 | 0.9051 | 0.1898 | 0.09489 |
153 | 0.8304 | 0.3392 | 0.1696 |
154 | 0.9084 | 0.1832 | 0.09162 |
155 | 0.8747 | 0.2505 | 0.1253 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 25 | 0.1678 | NOK |
5% type I error level | 63 | 0.422819 | NOK |
10% type I error level | 76 | 0.510067 | NOK |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 5.9551, df1 = 2, df2 = 156, p-value = 0.003219 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 2.2789, df1 = 6, df2 = 152, p-value = 0.03904 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 2.4239, df1 = 2, df2 = 156, p-value = 0.0919 |
Variance Inflation Factors (Multicollinearity) |
> vif `Population_(millions)` HDI GDP_per_Capita 1.003850 1.850481 1.854204 |