Multiple Linear Regression - Estimated Regression Equation |
Placebo[t] = -0.905429 + 0.710485Slaappil[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) | -0.9054 | 0.5758 | -1.5720e+00 | 0.1545 | 0.07726 |
Slaappil | +0.7105 | 0.1916 | +3.7090e+00 | 0.005965 | 0.002982 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.7952 |
R-squared | 0.6323 |
Adjusted R-squared | 0.5863 |
F-TEST (value) | 13.76 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 8 |
p-value | 0.005965 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.151 |
Sum Squared Residuals | 10.59 |
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 | 0.7 | 0.4445 | 0.2555 |
2 | -1.6 | -0.337 | -1.263 |
3 | -0.2 | -0.1239 | -0.0761 |
4 | -1.2 | -0.8344 | -0.3656 |
5 | -0.1 | -0.9765 | 0.8765 |
6 | 3.4 | 2.221 | 1.179 |
7 | 3.7 | 3.002 | 0.6978 |
8 | 0.8 | 0.2313 | 0.5687 |
9 | 0 | 2.363 | -2.363 |
10 | 2 | 1.51 | 0.4898 |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 0.0054112, df1 = 2, df2 = 6, p-value = 0.9946 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 0.0054112, df1 = 2, df2 = 6, p-value = 0.9946 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 0.0054112, df1 = 2, df2 = 6, p-value = 0.9946 |