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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-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 | |
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 = 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 |