Multiple Linear Regression - Estimated Regression Equation |
LFM[t] = + 457.835 -0.257664Calculation[t] + 0.000592109Graphical_Interpretation[t] -0.0312515Proportionality_and_Ratio[t] + 0.000842536Probability_and_Sampling[t] -0.0314156Algebraic_Reasoning[t] -0.00606398Estimation[t] + 0.0312612year[t] + 0.0253258group[t] -0.226525gender[t] -0.0150551`LFM(t-1s)`[t] -0.0297634`LFM(t-2s)`[t] -0.0229772`LFM(t-3s)`[t] -389.618M1[t] -392.005M2[t] + 62.6812M3[t] + 0.105332M4[t] -386.178M5[t] -391.941M6[t] + 62.9414M7[t] + 0.110614M8[t] -395.217M9[t] -391.977M10[t] + 62.7755M11[t] -0.00840817t + 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) | +457.8 | 2704 | +1.6930e-01 | 0.8656 | 0.4328 |
Calculation | -0.2577 | 1.344 | -1.9180e-01 | 0.848 | 0.424 |
Graphical_Interpretation | +0.0005921 | 0.04426 | +1.3380e-02 | 0.9893 | 0.4947 |
Proportionality_and_Ratio | -0.03125 | 0.004262 | -7.3320e+00 | 1.541e-12 | 7.707e-13 |
Probability_and_Sampling | +0.0008425 | 0.05007 | +1.6830e-02 | 0.9866 | 0.4933 |
Algebraic_Reasoning | -0.03142 | 0.004232 | -7.4240e+00 | 8.452e-13 | 4.226e-13 |
Estimation | -0.006064 | 0.05357 | -1.1320e-01 | 0.9099 | 0.455 |
year | +0.03126 | 0.004197 | +7.4480e+00 | 7.232e-13 | 3.616e-13 |
group | +0.02533 | 0.05031 | +5.0340e-01 | 0.615 | 0.3075 |
gender | -0.2265 | 1.343 | -1.6860e-01 | 0.8662 | 0.4331 |
`LFM(t-1s)` | -0.01506 | 0.05421 | -2.7770e-01 | 0.7814 | 0.3907 |
`LFM(t-2s)` | -0.02976 | 0.05329 | -5.5860e-01 | 0.5768 | 0.2884 |
`LFM(t-3s)` | -0.02298 | 0.0518 | -4.4360e-01 | 0.6576 | 0.3288 |
M1 | -389.6 | 2702 | -1.4420e-01 | 0.8854 | 0.4427 |
M2 | -392 | 2701 | -1.4510e-01 | 0.8847 | 0.4424 |
M3 | +62.68 | 8.929 | +7.0200e+00 | 1.131e-11 | 5.653e-12 |
M4 | +0.1053 | 3.442 | +3.0600e-02 | 0.9756 | 0.4878 |
M5 | -386.2 | 2701 | -1.4300e-01 | 0.8864 | 0.4432 |
M6 | -391.9 | 2701 | -1.4510e-01 | 0.8847 | 0.4424 |
M7 | +62.94 | 8.9 | +7.0720e+00 | 8.152e-12 | 4.076e-12 |
M8 | +0.1106 | 3.438 | +3.2180e-02 | 0.9743 | 0.4872 |
M9 | -395.2 | 2702 | -1.4630e-01 | 0.8838 | 0.4419 |
M10 | -392 | 2701 | -1.4510e-01 | 0.8847 | 0.4424 |
M11 | +62.77 | 8.956 | +7.0090e+00 | 1.209e-11 | 6.045e-12 |
t | -0.008408 | 0.006412 | -1.3110e+00 | 0.1906 | 0.0953 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.9525 |
R-squared | 0.9073 |
Adjusted R-squared | 0.901 |
F-TEST (value) | 145.1 |
F-TEST (DF numerator) | 24 |
F-TEST (DF denominator) | 356 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 13.63 |
Sum Squared Residuals | 6.611e+04 |
Menu of Residual Diagnostics | |
Description | Link |
Histogram | Compute |
Central Tendency | Compute |
QQ Plot | Compute |
Kernel Density Plot | Compute |
Skewness/Kurtosis Test | Compute |
Skewness-Kurtosis Plot | Compute |
Harrell-Davis Plot | Compute |
Bootstrap Plot -- Central Tendency | Compute |
Blocked Bootstrap Plot -- Central Tendency | Compute |
(Partial) Autocorrelation Plot | Compute |
Spectral Analysis | Compute |
Tukey lambda PPCC Plot | Compute |
Box-Cox Normality Plot | Compute |
Summary Statistics | Compute |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 10.823, df1 = 2, df2 = 354, p-value = 2.741e-05 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 0.99133, df1 = 48, df2 = 308, p-value = 0.4944 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 1.0642, df1 = 2, df2 = 354, p-value = 0.3461 |
Variance Inflation Factors (Multicollinearity) |
> vif Calculation Graphical_Interpretation Proportionality_and_Ratio 2.823219e+06 7.269652e+00 2.801808e+01 Probability_and_Sampling Algebraic_Reasoning Estimation 9.859236e+00 2.800328e+01 1.014120e+01 year group gender 2.755229e+01 9.503660e+00 2.782353e+06 `LFM(t-1s)` `LFM(t-2s)` `LFM(t-3s)` 1.149021e+01 1.133341e+01 1.137675e+01 M1 M2 M3 1.151955e+06 1.151804e+06 1.258476e+01 M4 M5 M6 1.869784e+00 1.151773e+06 1.151630e+06 M7 M8 M9 1.250389e+01 1.865369e+00 1.151975e+06 M10 M11 t 1.118877e+06 1.230063e+01 1.020350e+00 |