| Multiple Linear Regression - Estimated Regression Equation |
| LFM[t] = + 42.9285 -0.0519004Calculation[t] + 0.00235755Graphical_Interpretation[t] -0.0307223Proportionality_and_Ratio[t] + 0.00116168Probability_and_Sampling[t] -0.0306008Algebraic_Reasoning[t] -0.00102689Estimation[t] + 0.0308682year[t] + 0.0193381group[t] -0.021257gender[t] -0.0120594`LFM(t-1s)`[t] + 0.010051`LFM(t-2s)`[t] + 18.1629M1[t] + 19.489M2[t] + 61.9136M3[t] + 0.149741M4[t] + 22.1251M5[t] + 19.4433M6[t] + 62.0821M7[t] + 0.0934455M8[t] + 14.6334M9[t] + 19.4475M10[t] + 61.9705M11[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) | +42.93 | 2660 | +1.6140e-02 | 0.9871 | 0.4936 |
| Calculation | -0.0519 | 1.322 | -3.9270e-02 | 0.9687 | 0.4843 |
| Graphical_Interpretation | +0.002357 | 0.04221 | +5.5850e-02 | 0.9555 | 0.4777 |
| Proportionality_and_Ratio | -0.03072 | 0.003956 | -7.7660e+00 | 8.029e-14 | 4.014e-14 |
| Probability_and_Sampling | +0.001162 | 0.05006 | +2.3210e-02 | 0.9815 | 0.4907 |
| Algebraic_Reasoning | -0.0306 | 0.003938 | -7.7700e+00 | 7.828e-14 | 3.914e-14 |
| Estimation | -0.001027 | 0.05226 | -1.9650e-02 | 0.9843 | 0.4922 |
| year | +0.03087 | 0.00389 | +7.9350e+00 | 2.526e-14 | 1.263e-14 |
| group | +0.01934 | 0.04859 | +3.9800e-01 | 0.6909 | 0.3454 |
| gender | -0.02126 | 1.321 | -1.6090e-02 | 0.9872 | 0.4936 |
| `LFM(t-1s)` | -0.01206 | 0.05366 | -2.2470e-01 | 0.8223 | 0.4112 |
| `LFM(t-2s)` | +0.01005 | 0.04955 | +2.0280e-01 | 0.8394 | 0.4197 |
| M1 | +18.16 | 2658 | +6.8340e-03 | 0.9946 | 0.4973 |
| M2 | +19.49 | 2657 | +7.3340e-03 | 0.9942 | 0.4971 |
| M3 | +61.91 | 8.345 | +7.4190e+00 | 8.142e-13 | 4.071e-13 |
| M4 | +0.1497 | 3.391 | +4.4160e-02 | 0.9648 | 0.4824 |
| M5 | +22.12 | 2658 | +8.3250e-03 | 0.9934 | 0.4967 |
| M6 | +19.44 | 2657 | +7.3170e-03 | 0.9942 | 0.4971 |
| M7 | +62.08 | 8.317 | +7.4640e+00 | 6.054e-13 | 3.027e-13 |
| M8 | +0.09345 | 3.391 | +2.7560e-02 | 0.978 | 0.489 |
| M9 | +14.63 | 2658 | +5.5060e-03 | 0.9956 | 0.4978 |
| M10 | +19.45 | 2657 | +7.3190e-03 | 0.9942 | 0.4971 |
| M11 | +61.97 | 8.374 | +7.4010e+00 | 9.196e-13 | 4.598e-13 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.9524 |
| R-squared | 0.9071 |
| Adjusted R-squared | 0.9016 |
| F-TEST (value) | 164.2 |
| F-TEST (DF numerator) | 22 |
| F-TEST (DF denominator) | 370 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 13.63 |
| Sum Squared Residuals | 6.873e+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 = 2.9948, df1 = 2, df2 = 368, p-value = 0.05127 |
| Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 0.91179, df1 = 44, df2 = 326, p-value = 0.6343 |
| Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 0.78871, df1 = 2, df2 = 368, p-value = 0.4552 |
| Variance Inflation Factors (Multicollinearity) |
> vif
Calculation Graphical_Interpretation Proportionality_and_Ratio
2.797996e+06 7.148885e+00 2.506373e+01
Probability_and_Sampling Algebraic_Reasoning Estimation
1.003605e+01 2.484110e+01 1.026075e+01
year group gender
2.439874e+01 9.082935e+00 2.796480e+06
`LFM(t-1s)` `LFM(t-2s)` M1
1.163881e+01 1.062976e+01 1.149434e+06
M2 M3 M4
1.149152e+06 1.133213e+01 1.871330e+00
M5 M6 M7
1.149235e+06 1.148991e+06 1.125696e+01
M8 M9 M10
1.870692e+00 1.149415e+06 1.117296e+06
M11
1.109489e+01
|
