Multiple Linear Regression - Estimated Regression Equation
NEUROTICISM[t] = + 3.9573 -0.259019EXTRAVERSION[t] + 0.425342AGREEABLENESS[t] -0.0182918CONSCIENTIOUSNESS[t] -0.243558OPENNESS[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+3.957 0.5537+7.1470e+00 1.733e-11 8.667e-12
EXTRAVERSION-0.259 0.06794-3.8120e+00 0.0001846 9.228e-05
AGREEABLENESS+0.4253 0.07348+5.7880e+00 2.802e-08 1.401e-08
CONSCIENTIOUSNESS-0.01829 0.09391-1.9480e-01 0.8458 0.4229
OPENNESS-0.2436 0.08791-2.7700e+00 0.00614 0.00307


Multiple Linear Regression - Regression Statistics
Multiple R 0.5477
R-squared 0.2999
Adjusted R-squared 0.2856
F-TEST (value) 20.89
F-TEST (DF numerator)4
F-TEST (DF denominator)195
p-value 2.409e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.075
Sum Squared Residuals 225.4


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 = 0.15573, df1 = 2, df2 = 193, p-value = 0.8559
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.3703, df1 = 8, df2 = 187, p-value = 0.212
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.27799, df1 = 2, df2 = 193, p-value = 0.7576


Variance Inflation Factors (Multicollinearity)
> vif
     EXTRAVERSION     AGREEABLENESS CONSCIENTIOUSNESS          OPENNESS 
         1.161186          1.118230          1.109484          1.149828