| Multiple Linear Regression - Estimated Regression Equation |
| X1[t] = -14.2948 -0.253827X2[t] + 0.0992111X3[t] -0.440916X4[t] + 8.84565X5[t] -1.26497X6[t] -0.0538138Score[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) | -14.29 | 6.976 | -2.0490e+00 | 0.0612 | 0.0306 |
| X2 | -0.2538 | 0.1921 | -1.3210e+00 | 0.2093 | 0.1046 |
| X3 | +0.09921 | 0.2046 | +4.8480e-01 | 0.6359 | 0.3179 |
| X4 | -0.4409 | 0.2051 | -2.1490e+00 | 0.05102 | 0.02551 |
| X5 | +8.846 | 4.158 | +2.1270e+00 | 0.05311 | 0.02655 |
| X6 | -1.265 | 0.6014 | -2.1030e+00 | 0.05547 | 0.02773 |
| Score | -0.05381 | 0.02544 | -2.1160e+00 | 0.05426 | 0.02713 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.7284 |
| R-squared | 0.5306 |
| Adjusted R-squared | 0.314 |
| F-TEST (value) | 2.449 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 13 |
| p-value | 0.08289 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.3894 |
| Sum Squared Residuals | 1.971 |
| 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 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | 0.7352 | 0.2648 |
| 2 | 0 | 0.04894 | -0.04894 |
| 3 | 0 | 0.1543 | -0.1543 |
| 4 | 0 | -0.1175 | 0.1175 |
| 5 | 0 | 0.1633 | -0.1633 |
| 6 | 1 | 0.2054 | 0.7946 |
| 7 | 0 | -0.3548 | 0.3548 |
| 8 | 0 | -0.06373 | 0.06373 |
| 9 | 1 | 0.8373 | 0.1627 |
| 10 | 0 | 0.2578 | -0.2578 |
| 11 | 0 | 0.2991 | -0.2991 |
| 12 | 0 | 0.3234 | -0.3234 |
| 13 | 0 | 0.4935 | -0.4935 |
| 14 | 1 | 0.8827 | 0.1173 |
| 15 | 0 | 0.04463 | -0.04463 |
| 16 | 0 | 0.03369 | -0.03369 |
| 17 | 0 | 0.1869 | -0.1869 |
| 18 | 1 | 0.8243 | 0.1757 |
| 19 | 1 | 0.5437 | 0.4563 |
| 20 | 0 | 0.5019 | -0.5019 |
| Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 3.7727, df1 = 2, df2 = 11, p-value = 0.05654 |
| Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 0.25291, df1 = 12, df2 = 1, p-value = 0.9299 |
| Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 2.5213, df1 = 2, df2 = 11, p-value = 0.1255 |
| Variance Inflation Factors (Multicollinearity) |
> vif
X2 X3 X4 X5 X6 Score
1.217285 1.035442 1.262654 329.717280 321.879893 2.041892
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