Multiple Linear Regression - Estimated Regression Equation |
Per_Capita_Income[t] = + 1131.86 -1652.48Prop_Population_on_Farms[t] -2.47251HIV_Risk[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | +1132 | 134.9 | +8.3870e+00 | 5.352e-09 | 2.676e-09 |
Prop_Population_on_Farms | -1652 | 305.6 | -5.4070e+00 | 1.024e-05 | 5.119e-06 |
HIV_Risk | -2.473 | 5.642 | -4.3830e-01 | 0.6647 | 0.3323 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.7773 |
R-squared | 0.6042 |
Adjusted R-squared | 0.5748 |
F-TEST (value) | 20.61 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 27 |
p-value | 3.685e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 255.2 |
Sum Squared Residuals | 1.758e+06 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 392 | 356.1 | 35.86 |
2 | 118 | 10.85 | 107.2 |
3 | 44 | 144 | -100 |
4 | 158 | 160.6 | -2.604 |
5 | 81 | 164.1 | -83.07 |
6 | 374 | 433.9 | -59.9 |
7 | 187 | 552 | -365 |
8 | 993 | 747.9 | 245.1 |
9 | 1723 | 872.5 | 850.5 |
10 | 287 | 740.3 | -453.3 |
11 | 970 | 757.6 | 212.4 |
12 | 885 | 877.4 | 7.565 |
13 | 200 | 200.9 | -0.9057 |
14 | 575 | 846.9 | -271.9 |
15 | 688 | 516.6 | 171.4 |
16 | 48 | -61.02 | 109 |
17 | 572 | 269.7 | 302.3 |
18 | 239 | 386.4 | -147.4 |
19 | 244 | 288.5 | -44.47 |
20 | 472 | 672 | -200 |
21 | 134 | 226.1 | -92.08 |
22 | 633 | 771.9 | -138.9 |
23 | 295 | 360.3 | -65.26 |
24 | 906 | 691.7 | 214.3 |
25 | 1045 | 825.4 | 219.6 |
26 | 775 | 925.3 | -150.3 |
27 | 619 | 844.7 | -225.7 |
28 | 901 | 1011 | -110.4 |
29 | 910 | 698.2 | 211.8 |
30 | 556 | 731.7 | -175.7 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.03778 | 0.07556 | 0.9622 |
7 | 0.06267 | 0.1253 | 0.9373 |
8 | 0.2857 | 0.5713 | 0.7143 |
9 | 0.9411 | 0.1177 | 0.05886 |
10 | 0.9952 | 0.009611 | 0.004806 |
11 | 0.993 | 0.01396 | 0.006981 |
12 | 0.9873 | 0.02545 | 0.01273 |
13 | 0.975 | 0.05009 | 0.02505 |
14 | 0.9773 | 0.04549 | 0.02274 |
15 | 0.9663 | 0.06736 | 0.03368 |
16 | 0.9392 | 0.1217 | 0.06084 |
17 | 0.9635 | 0.07294 | 0.03647 |
18 | 0.9381 | 0.1237 | 0.06187 |
19 | 0.8884 | 0.2231 | 0.1116 |
20 | 0.8486 | 0.3028 | 0.1514 |
21 | 0.7734 | 0.4532 | 0.2266 |
22 | 0.6972 | 0.6055 | 0.3028 |
23 | 0.7493 | 0.5013 | 0.2507 |
24 | 0.5887 | 0.8227 | 0.4113 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.05263 | NOK |
5% type I error level | 4 | 0.210526 | NOK |
10% type I error level | 8 | 0.421053 | NOK |