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workshop 7

*The author of this computation has been verified*
R Software Module: /rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Fri, 20 Nov 2009 05:10:13 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b.htm/, Retrieved Fri, 20 Nov 2009 13:11:47 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b.htm/},
    year = {2009},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
8.3 98.6 8.2 8.7 9.3 9.3 8.5 96.5 8.3 8.2 8.7 9.3 8.6 95.9 8.5 8.3 8.2 8.7 8.5 103.7 8.6 8.5 8.3 8.2 8.2 103.1 8.5 8.6 8.5 8.3 8.1 103.7 8.2 8.5 8.6 8.5 7.9 112.1 8.1 8.2 8.5 8.6 8.6 86.9 7.9 8.1 8.2 8.5 8.7 95 8.6 7.9 8.1 8.2 8.7 111.8 8.7 8.6 7.9 8.1 8.5 108.8 8.7 8.7 8.6 7.9 8.4 109.3 8.5 8.7 8.7 8.6 8.5 101.4 8.4 8.5 8.7 8.7 8.7 100.5 8.5 8.4 8.5 8.7 8.7 100.7 8.7 8.5 8.4 8.5 8.6 113.5 8.7 8.7 8.5 8.4 8.5 106.1 8.6 8.7 8.7 8.5 8.3 111.6 8.5 8.6 8.7 8.7 8 114.9 8.3 8.5 8.6 8.7 8.2 88.6 8 8.3 8.5 8.6 8.1 99.5 8.2 8 8.3 8.5 8.1 115.1 8.1 8.2 8 8.3 8 118 8.1 8.1 8.2 8 7.9 111.4 8 8.1 8.1 8.2 7.9 107.3 7.9 8 8.1 8.1 8 105.3 7.9 7.9 8 8.1 8 105.3 8 7.9 7.9 8 7.9 117.9 8 8 7.9 7.9 8 110.2 7.9 8 8 7.9 7.7 112.4 8 7.9 8 8 7.2 117.5 7.7 8 7.9 8 7.5 93 7.2 7.7 8 7.9 7.3 103.5 7.5 7.2 7.7 8 7 116.3 7.3 7.5 7.2 7.7 7 120 7 7.3 7.5 7.2 7 114.3 7 7 7.3 7.5 7.2 104.7 7 7 7 7.3 7.3 109.8 7.2 7 7 7 7.1 112.6 7.3 7.2 7 7 6.8 114.4 7.1 7.3 7.2 7 6.4 115.7 6.8 7.1 7.3 7.2 6.1 114.7 6.4 etc...
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 2.42428661862928 -0.0117846612829053X[t] + 1.46617466855599Y1[t] -0.818010407458793Y2[t] -0.0404602516786089Y3[t] + 0.251899520029868Y4[t] + 0.0759909965765519M1[t] + 0.00922654169473366M2[t] -0.169015605044706M3[t] + 0.0500030192168811M4[t] -0.0214506584890375M5[t] -0.125440393745722M6[t] + 0.0393717349680023M7[t] + 0.336062911357132M8[t] -0.489194385002157M9[t] + 0.0466595620924516M10[t] + 0.149763779550361M11[t] -0.00298100774336668t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.424286618629281.0671722.27170.0288520.014426
X-0.01178466128290530.004771-2.47020.0181060.009053
Y11.466174668555990.1539139.52600
Y2-0.8180104074587930.289833-2.82240.0075440.003772
Y3-0.04046025167860890.288756-0.14010.8893060.444653
Y40.2518995200298680.1576921.59740.1184570.059228
M10.07599099657655190.1164850.65240.518090.259045
M20.009226541694733660.1232480.07490.9407180.470359
M3-0.1690156050447060.126806-1.33290.1905110.095255
M40.05000301921688110.117720.42480.6734050.336702
M5-0.02145065848903750.113407-0.18910.8509840.425492
M6-0.1254403937457220.107946-1.16210.2524570.126228
M70.03937173496800230.1100790.35770.722570.361285
M80.3360629113571320.1486662.26050.02960.0148
M9-0.4891943850021570.156086-3.13410.0033160.001658
M100.04665956209245160.1662120.28070.7804450.390223
M110.1497637795503610.141061.06170.2950730.147536
t-0.002981007743366680.002959-1.00760.3200330.160016


Multiple Linear Regression - Regression Statistics
Multiple R0.97972581791468
R-squared0.95986267828859
Adjusted R-squared0.941906508049273
F-TEST (value)53.455868678887
F-TEST (DF numerator)17
F-TEST (DF denominator)38
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.160319121295799
Sum Squared Residuals0.976684384816172


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
18.38.207655937902380.0923440620976185
28.58.74255708556345-0.242557085563449
38.68.64892903463709-0.0489290346370851
48.58.6260658933297-0.126065893329691
58.28.34738139871594-0.147381398715937
68.17.921622377963330.178377622036665
77.98.11248397671017-0.212483976710174
88.68.478681840220430.121318159779571
98.78.673388298366090.0266117016339067
108.78.56519120813170.134808791868295
118.58.54016528076808-0.0401652807680848
128.48.260576867974750.139423132025247
138.58.468860247582040.0311397524179634
148.78.646231538048670.0537684619513331
158.78.627751465436480.0722485345635147
168.68.500107358870910.0998926411290883
178.58.38335960172680.116640398273208
188.38.197136699567020.102863300432985
1988.11269057050633-0.112690570506327
208.28.41894308498233-0.218943084982334
218.17.983792127177580.116207872822419
228.17.984362973665750.115637026334248
2388.04844980006107-0.0484498000610658
247.97.881292239552750.0187077604472520
257.97.91261296153314-0.0126129615331387
2687.95228388738750.0477161126124956
2787.896534272925170.103465727074829
287.97.857094164529920.0429058354700816
2987.722737878935550.277262121064455
307.77.84344934071757-0.143449340717567
317.27.42757127300029-0.227571273000291
327.57.493085453866030.00691454613397222
337.37.42729383809563-0.127293838095629
3477.21534532690719-0.215345326907191
3576.857527135281430.142472864718572
3677.10101994588258-0.101019945882580
377.27.24892085452927-0.0489208545292653
387.37.3367386970635-0.0367386970635021
397.17.1055338763524-0.00553387635240147
406.86.91723107776859-0.117231077768592
416.46.5975598924146-0.197559892414603
426.16.19458906785141-0.0945890678514077
436.56.161926875989340.338073124010659
447.77.50506381910590.194936180894101
457.97.9155257363607-0.0155257363606966
467.57.53510049129535-0.0351004912953519
476.96.95385778388942-0.0538577838894216
486.66.65711094658992-0.0571109465899182
496.96.96194999845318-0.061949998453178
507.77.522188791936880.177811208063122
5188.12125135064886-0.121251350648857
5287.899501505500890.100498494499114
537.77.74896122820712-0.0489612282071236
547.37.34320251390068-0.0432025139006756
557.47.185327303793870.214672696206132
568.18.2042258018253-0.104225801825310


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.7243743176671480.5512513646657050.275625682332853
220.5978623042082880.8042753915834250.402137695791712
230.4620946613803650.924189322760730.537905338619635
240.3235589295605690.6471178591211380.676441070439431
250.2420950089851890.4841900179703770.757904991014811
260.1474646485129490.2949292970258990.85253535148705
270.09929768014904940.1985953602980990.90070231985095
280.05933907756659340.1186781551331870.940660922433407
290.3981562826932520.7963125653865040.601843717306748
300.4060692589188020.8121385178376040.593930741081198
310.6465028912934020.7069942174131960.353497108706598
320.5828047873419090.8343904253161820.417195212658091
330.4963557252690140.9927114505380280.503644274730986
340.4321677753793260.8643355507586520.567832224620674
350.4449494140853930.8898988281707860.555050585914607


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/10jamx1258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/10jamx1258719009.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/18p2i1258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/18p2i1258719009.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/2ih691258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/2ih691258719009.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/3qd2a1258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/3qd2a1258719009.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/4xj341258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/4xj341258719009.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/5q9691258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/5q9691258719009.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/6sfoj1258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/6sfoj1258719009.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/7p3fg1258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/7p3fg1258719009.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/8tc471258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/8tc471258719009.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/9fyj01258719009.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258719088shbo7iksepadd7b/9fyj01258719009.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
 





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Software written by Ed van Stee & Patrick Wessa


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