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4 vertragingen - Paper

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R Software Module: /rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Tue, 21 Dec 2010 19:11:04 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww.htm/, Retrieved Tue, 21 Dec 2010 20:09:26 +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/2010/Dec/21/t129295855517cs0akbb9i9xww.htm/},
    year = {2010},
}
@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 = {2010},
    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 «
25,4 23,4 11,5 9,9 8,1 27,9 25,4 23,4 11,5 9,9 26,1 27,9 25,4 23,4 11,5 18,8 26,1 27,9 25,4 23,4 14,1 18,8 26,1 27,9 25,4 11,5 14,1 18,8 26,1 27,9 15,8 11,5 14,1 18,8 26,1 12,4 15,8 11,5 14,1 18,8 4,5 12,4 15,8 11,5 14,1 -2,2 4,5 12,4 15,8 11,5 -4,2 -2,2 4,5 12,4 15,8 -9,4 -4,2 -2,2 4,5 12,4 -14,5 -9,4 -4,2 -2,2 4,5 -17,9 -14,5 -9,4 -4,2 -2,2 -15,1 -17,9 -14,5 -9,4 -4,2 -15,2 -15,1 -17,9 -14,5 -9,4 -15,7 -15,2 -15,1 -17,9 -14,5 -18 -15,7 -15,2 -15,1 -17,9 -18,1 -18 -15,7 -15,2 -15,1 -13,5 -18,1 -18 -15,7 -15,2 -9,9 -13,5 -18,1 -18 -15,7 -4,8 -9,9 -13,5 -18,1 -18 -1,7 -4,8 -9,9 -13,5 -18,1 -0,1 -1,7 -4,8 -9,9 -13,5 2,2 -0,1 -1,7 -4,8 -9,9 10,2 2,2 -0,1 -1,7 -4,8 7,6 10,2 2,2 -0,1 -1,7 10,8 7,6 10,2 2,2 -0,1 3,8 10,8 7,6 10,2 2,2 11 3,8 10,8 7,6 10,2 10,8 11 3,8 10,8 7,6 20,1 10,8 11 3,8 10,8 14,9 20,1 10,8 11 3,8 13 14,9 20,1 10,8 11 10,9 13 14,9 20,1 10,8 9,6 10,9 13 14,9 20,1 4 9,6 10,9 13 14,9 -1,1 4 9,6 10,9 13 -7,7 -1,1 4 9,6 10,9 -8,9 -7,7 -1,1 4 9,6 -8 -8,9 -7,7 - 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 time7 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
Ye[t] = -1.92302088502385 + 1.17077219512371`Ye-1`[t] + 0.192986133123134`Ye-2`[t] -0.75856833634634`Ye-3`[t] + 0.279150640338026`Ye-4`[t] + 2.42597534885396M1[t] + 2.08414450886024M2[t] + 2.76823136640609M3[t] + 0.787244547575236M4[t] + 0.448669555109071M5[t] + 2.10875014189562M6[t] + 2.54107952782004M7[t] + 3.63619152659933M8[t] -1.4954967014408M9[t] + 0.486246625640009M10[t] + 3.49851150920727M11[t] + 0.00449601425725426t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-1.923020885023852.384285-0.80650.4249510.212475
`Ye-1`1.170772195123710.1459558.021500
`Ye-2`0.1929861331231340.1972420.97840.3340520.167026
`Ye-3`-0.758568336346340.207656-3.6530.0007790.000389
`Ye-4`0.2791506403380260.1542431.80980.0782410.03912
M12.425975348853962.758840.87930.3847410.19237
M22.084144508860242.7641570.7540.4555030.227751
M32.768231366406092.7760540.99720.3249840.162492
M40.7872445475752362.7664620.28460.7775210.38876
M50.4486695551090712.7779230.16150.8725450.436273
M62.108750141895622.7872920.75660.4539790.22699
M72.541079527820042.7480090.92470.3609580.180479
M83.636191526599332.9180061.24610.2203470.110174
M9-1.49549670144082.948789-0.50720.6149760.307488
M100.4862466256400093.0191720.16110.8729050.436452
M113.498511509207273.0245281.15670.254610.127305
t0.004496014257254260.0366840.12260.90310.45155


Multiple Linear Regression - Regression Statistics
Multiple R0.958437215457925
R-squared0.91860189597474
Adjusted R-squared0.884329010069368
F-TEST (value)26.8025837833150
F-TEST (DF numerator)16
F-TEST (DF denominator)38
p-value7.7715611723761e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.08094165586762
Sum Squared Residuals632.855222346631


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
125.424.87415403180740.525845968192608
227.928.4636603949380-0.563660394937972
326.123.8848238428162.215176157184
418.822.0881643671574-3.28816436715739
514.111.5219537647342.57804623526601
611.58.338401883165963.16159811683404
715.89.85926245306715.9407375469329
812.417.0188984653756-4.61889846537564
94.59.4011908255134-4.9011908255134
10-2.2-2.505458538412610.305458538412611
11-4.2-5.077981702558630.877981702558626
12-9.4-7.16297099969426-2.23702900030574
13-14.5-8.32936952262253-6.17063047737747
14-17.9-15.9943430533023-1.90565694669772
15-15.1-16.88436085552291.78436085552286
16-15.2-13.8217271807602-1.37827281923985
17-15.7-12.5770581278830-3.12294187211697
18-18-14.5902697566324-3.40973024336757
19-18.1-16.0852348452157-2.01476515478426
20-13.5-15.19520305373541.69520305373541
21-9.9-13.35100992983403.45100992983398
22-4.8-6.828444112826992.02844411282699
23-1.7-0.66332435185525-1.03667564814475
24-0.1-0.9904698282856890.890469828285689
252.21.047737849555741.15226215044426
2610.22.784063308651107.4159366913489
277.612.9343494945208-5.3343494945208
2810.88.15967389855492.6403261014451
293.85.64380178062845-1.84380178062845
30113.936011439005037.06398856099497
3110.88.298283371028292.50171662897171
3220.116.75649750703273.34350249296727
3314.915.0631429772159-0.163142977215866
341314.9177362196589-1.91773621965886
3510.97.595986398419473.30401360158053
369.67.817331944920331.78266805507967
3748.31022508411245-4.31022508411245
38-1.12.22829128230821-3.32829128230821
39-7.7-3.73486389396875-3.96513610603125
40-8.9-10.53759361418671.63759361418674
41-8-11.24485277568343.2448527756834
42-7.1-5.17528180461411-1.92471819538589
43-5.3-4.44318613162565-0.856813868374348
44-2.5-2.08019291867295-0.419807081327048
45-2.4-4.013323872895281.61332387289528
46-2.9-2.48383356841926-0.416166431580736
47-4.8-1.65468034400559-3.14531965599441
48-7.2-6.76389111694038-0.436108883059623
491.7-7.102747442853048.80274744285305
502.23.81832806740499-1.61832806740499
5113.48.100051412154815.29994858784519
5212.311.91148252923460.388517470765397
5313.714.556155358204-0.856155358203993
544.49.29113823907555-4.89113823907555
55-2.53.07087515274601-5.57087515274601


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
200.3603609158401070.7207218316802140.639639084159893
210.6314246926873060.7371506146253870.368575307312694
220.474942644451930.949885288903860.52505735554807
230.3663543872175760.7327087744351520.633645612782424
240.280524832546350.56104966509270.71947516745365
250.1986894850015700.3973789700031400.80131051499843
260.1501046111474600.3002092222949200.84989538885254
270.4357718077196710.8715436154393420.564228192280329
280.3976655993478740.7953311986957480.602334400652126
290.4362287954715710.8724575909431420.563771204528429
300.4671469950142290.9342939900284590.532853004985771
310.3909964870731940.7819929741463870.609003512926806
320.3138384536472950.6276769072945890.686161546352705
330.2044972564657040.4089945129314070.795502743534296
340.1364913226181470.2729826452362950.863508677381853
350.2245317900617760.4490635801235520.775468209938224


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/2010/Dec/21/t129295855517cs0akbb9i9xww/10nsyv1292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/10nsyv1292958655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/1o0jy1292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/1o0jy1292958655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/2yr111292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/2yr111292958655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/3yr111292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/3yr111292958655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/4yr111292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/4yr111292958655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/5r00m1292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/5r00m1292958655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/6r00m1292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/6r00m1292958655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/72shp1292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/72shp1292958655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/82shp1292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/82shp1292958655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/9cjys1292958655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129295855517cs0akbb9i9xww/9cjys1292958655.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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