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R Software Module: /esteq.wasp (opens new window with default values)

Title produced by software: Estimate Equation

Date of computation: Tue, 16 Nov 2010 10:03:08 +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/Nov/16/t12899029738xcitl833pjmpxm.htm/, Retrieved Tue, 16 Nov 2010 11:22:53 +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/Nov/16/t12899029738xcitl833pjmpxm.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:

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25 15 19 0 18 3 24 2 18 3 32 12 23 3 23 0 23 12 25 15 24 0 22 10 30 20 25 20 17 2 30 3 25 16 25 4 26 2 23 4 19 0 19 0 35 15 21 9 25 1 23 15 20 5 23 4 19 15 24 4 17 12 27 2 27 4 18 2 24 4 22 8 26 30 23 6 26 6 25 7 14 4 20 17 26 5 18 0 22 3 25 4 29 15 21 0 25 8 24 10 22 4 22 0 32 6 23 11 31 10 18 0 23 0 19 0 26 0 14 0 27 0 20 0 22 7 24 4 32 12 25 6 21 12 21 10 28 9 24 0 23 16 24 2 21 0 13 0 21 1 17 10 29 14 25 12 16 12 25 12 20 5 25 0 21 4 23 3 21 0 26 3 19 0 20 12 21 12 19 15 14 0 22 8 14 6 20 14 19 5 29 10 25 16 21 4 22 0 15 8 22 12 19 6 28 4 25 20 17 0 21 13 19 0 27 0 29 0 22 0 19 10 20 6 16 16 24 6 17 0 21 4 22 9 26 17 17 12 17 3 19 8 19 3 17 0 27 10 25 3 19 0 16 8 15 0 24 4 15 13 20 12 29 16 19 20 29 20 24 14 24 12 21 15 23 9 23 4 22 8 26 0 22 13 29 0 21 21 22 0 20 1 21 16 18 12 18 2

Output produced by software:

This free online calculator computes equations with the following options: constant, linear deterministic trend, first differences, hyperbolic, exponential, geometric, quadratic, cubic, quartic, seasonal dummies, predetermination (lagged endogenous variables), Ordinary Least Squares, Bootstrap, Jackknife.

Econometric Regression Equation

Multiple Linear Regression - Estimated Regression Equation

Sport[t] = +0.32028128863504 Perf[t] -0.17647464519623 + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.E.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
Perf[t]	0.320281	0.120039	2.668144	0.008483	0.004242
Constant	-0.176475	2.724153	-0.064781	0.948436	0.474218

Variable	Elasticity	S.E.^*	T-STAT H0: \|elast\| = 1	2-tail p-value	1-tail p-value
%Perf[t]	1.025332	0.384287	0.06592	0.947531	0.473766
%Constant	-0.025332	0.391039	-2.492506	0.013794	0.006897
Variable	Stand. Coeff.	S.E.^*	T-STAT H0: coeff = 0	2-tail p-value	1-tail p-value
S-Perf[t]	0.214922	0.080551	2.668144	0.008483	0.004242
S-Constant	0	0	0	1	0.5
^*Note	computed against deterministic endogenous series
Variable	Partial Correlation
Perf[t]	0.214922
Constant	-0.005343
Critical Values (alpha = 5%)
1-tail CV at 5%	1.65
2-tail CV at 5%	1.96

Multiple Linear Regression - Regression Statistics
Multiple R	0.214922
R-squared	0.046192
Adjusted R-squared	0.039703
F-TEST	7.118995
Observations	149
Degrees of Freedom	147
Multiple Linear Regression - Residual Statistics
Standard Error	6.152988
Sum Squared Errors	5565.312286
Log Likelihood	-481.138816
Durbin-Watson	1.806237
Von Neumann Ratio	1.818441
# e[t] > 0	67
# e[t] < 0	82
# Runs	72
Stand. Normal Runs Statistic	-0.455932

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error	38.367445
Akaike (1973) Log Information Criterion	3.647208
Akaike (1974) Information Criterion	38.367383
Schwarz (1978) Log Criterion	3.687529
Schwarz (1978) Criterion	39.946024
Craven-Wahba (1979) Generalized Cross Validation	38.374359
Hannan-Quinn (1979) Criterion	39.001092
Rice (1984) Criterion	38.381464
Shibata (1981) Criterion	38.353803

Multiple Linear Regression - Analysis of Variance
ANOVA	DF	Sum of Squares	Mean Square
Regression	1	269.519929	269.519929
Residual	147	5565.312286	37.859267
Total	148	5834.832215	39.424541991656
F-TEST	7.118995
p-value	0.008483

Charts produced by software:

Parameters (Session):

Parameters (R input):

R code (references can be found in the software module):

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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