Multiple Linear Regression - Estimated Regression Equation
LFM[t] = + 28132.6 + 17.6162Calculation[t] + 17.4802Algebraic_Reasoning[t] -2.98619Graphical_Interpretation[t] -0.763909Proportionality_and_Ratio[t] + 0.779358Probability_and_Sampling[t] -6.93833Estimation[t] -13.9483year[t] + 39.6444group[t] -8.70156gender[t] -0.0677119`LFM(t-1)`[t] -0.00666002`LFM(t-2)`[t] + 0.0607043`LFM(t-3)`[t] + 0.116849`LFM(t-4)`[t] -0.00113915`LFM(t-1s)`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)+2.813e+04 9427+2.9840e+00 0.003127 0.001564
Calculation+17.62 14.01+1.2570e+00 0.2098 0.1049
Algebraic_Reasoning+17.48 13.18+1.3270e+00 0.1858 0.09292
Graphical_Interpretation-2.986 11.07-2.6970e-01 0.7876 0.3938
Proportionality_and_Ratio-0.7639 6.533-1.1690e-01 0.907 0.4535
Probability_and_Sampling+0.7794 6.191+1.2590e-01 0.8999 0.45
Estimation-6.938 5.798-1.1970e+00 0.2326 0.1163
year-13.95 4.684-2.9780e+00 0.003191 0.001595
group+39.64 4.612+8.5960e+00 9.596e-16 4.798e-16
gender-8.702 4.491-1.9370e+00 0.05383 0.02692
`LFM(t-1)`-0.06771 0.05536-1.2230e+00 0.2225 0.1112
`LFM(t-2)`-0.00666 0.05481-1.2150e-01 0.9034 0.4517
`LFM(t-3)`+0.0607 0.05592+1.0860e+00 0.2787 0.1394
`LFM(t-4)`+0.1168 0.05634+2.0740e+00 0.03912 0.01956
`LFM(t-1s)`-0.001139 0.05318-2.1420e-02 0.9829 0.4915


Multiple Linear Regression - Regression Statistics
Multiple R 0.5785
R-squared 0.3347
Adjusted R-squared 0.297
F-TEST (value) 8.876
F-TEST (DF numerator)14
F-TEST (DF denominator)247
p-value 1.332e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 33
Sum Squared Residuals 2.689e+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 = 0.72823, df1 = 2, df2 = 245, p-value = 0.4838
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.83284, df1 = 28, df2 = 219, p-value = 0.7102
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 3.3476, df1 = 2, df2 = 245, p-value = 0.03678


Variance Inflation Factors (Multicollinearity)
> vif
              Calculation       Algebraic_Reasoning  Graphical_Interpretation 
                 1.589038                  1.596461                  1.624935 
Proportionality_and_Ratio  Probability_and_Sampling                Estimation 
                 1.279197                  1.266847                  1.214879 
                     year                     group                    gender 
                 1.225663                  1.278552                  1.193148 
               `LFM(t-1)`                `LFM(t-2)`                `LFM(t-3)` 
                 1.119827                  1.107500                  1.163685 
               `LFM(t-4)`               `LFM(t-1s)` 
                 1.181108                  1.090649