Multiple Linear Regression - Estimated Regression Equation
LFM[t] = + 24879.9 + 20.2177Calculation[t] + 15.0106Algebraic_Reasoning[t] -6.96853Graphical_Interpretation[t] + 0.560038Proportionality_and_Ratio[t] -1.37891Probability_and_Sampling[t] -5.64846Estimation[t] -12.3256year[t] + 41.3052group[t] -7.69734gender[t] + 0.954521M1[t] + 2.91651M2[t] -3.35126M3[t] -2.08744M4[t] + 6.48511M5[t] + 3.3111M6[t] + 6.24443M7[t] -1.78651M8[t] + 12.8472M9[t] + 3.1895M10[t] + 7.18467M11[t] -0.0200312t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)+2.488e+04 1.737e+04+1.4320e+00 0.1533 0.07663
Calculation+20.22 14.13+1.4300e+00 0.1538 0.0769
Algebraic_Reasoning+15.01 13.33+1.1260e+00 0.2612 0.1306
Graphical_Interpretation-6.968 10.42-6.6890e-01 0.5042 0.2521
Proportionality_and_Ratio+0.56 6.549+8.5510e-02 0.9319 0.466
Probability_and_Sampling-1.379 6.247-2.2070e-01 0.8255 0.4127
Estimation-5.649 5.754-9.8170e-01 0.3272 0.1636
year-12.33 8.639-1.4270e+00 0.1549 0.07744
group+41.3 4.721+8.7490e+00 2.939e-16 1.47e-16
gender-7.697 4.465-1.7240e+00 0.08596 0.04298
M1+0.9545 9.997+9.5480e-02 0.924 0.462
M2+2.917 9.94+2.9340e-01 0.7694 0.3847
M3-3.351 10.05-3.3330e-01 0.7391 0.3696
M4-2.087 10.07-2.0720e-01 0.836 0.418
M5+6.485 10.24+6.3340e-01 0.5271 0.2635
M6+3.311 9.995+3.3130e-01 0.7407 0.3703
M7+6.244 10.05+6.2110e-01 0.5351 0.2675
M8-1.786 10.11-1.7680e-01 0.8598 0.4299
M9+12.85 10.1+1.2720e+00 0.2045 0.1023
M10+3.189 10.09+3.1620e-01 0.7521 0.376
M11+7.185 10.16+7.0740e-01 0.48 0.24
t-0.02003 0.05424-3.6930e-01 0.7122 0.3561


Multiple Linear Regression - Regression Statistics
Multiple R 0.5799
R-squared 0.3363
Adjusted R-squared 0.2818
F-TEST (value) 6.176
F-TEST (DF numerator)21
F-TEST (DF denominator)256
p-value 8.205e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 33.76
Sum Squared Residuals 2.917e+05


Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 1.7844, df1 = 2, df2 = 254, p-value = 0.17
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.40395, df1 = 42, df2 = 214, p-value = 0.9996
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.95287, df1 = 2, df2 = 254, p-value = 0.387


Variance Inflation Factors (Multicollinearity)
> vif
              Calculation       Algebraic_Reasoning  Graphical_Interpretation 
                 1.577645                  1.607779                  1.533477 
Proportionality_and_Ratio  Probability_and_Sampling                Estimation 
                 1.300979                  1.296287                  1.217018 
                     year                     group                    gender 
                 4.380023                  1.358677                  1.193408 
                       M1                        M2                        M3 
                 1.922978                  1.901033                  1.871115 
                       M4                        M5                        M6 
                 1.878633                  1.940996                  1.849343 
                       M7                        M8                        M9 
                 1.871060                  1.890556                  1.888720 
                      M10                       M11                         t 
                 1.883348                  1.909858                  4.622565