Multiple Linear Regression - Estimated Regression Equation
Fees[t] = + 3.45254 + 0.511777TA[t] -0.375208ROA[t] + 0.302841Big4[t] -0.130752GC[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+3.453 0.4774+7.2320e+00 1.03e-11 5.152e-12
TA+0.5118 0.02682+1.9080e+01 1.159e-46 5.794e-47
ROA-0.3752 0.1421-2.6400e+00 0.008948 0.004474
Big4+0.3028 0.1058+2.8620e+00 0.004661 0.00233
GC-0.1308 0.1462-8.9410e-01 0.3723 0.1862


Multiple Linear Regression - Regression Statistics
Multiple R 0.9127
R-squared 0.8331
Adjusted R-squared 0.8297
F-TEST (value) 245.8
F-TEST (DF numerator)4
F-TEST (DF denominator)197
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 0.5436
Sum Squared Residuals 58.22


Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 3.9692, df1 = 2, df2 = 195, p-value = 0.02043
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.67523, df1 = 8, df2 = 189, p-value = 0.713
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.6875, df1 = 2, df2 = 195, p-value = 0.1877


Variance Inflation Factors (Multicollinearity)
> vif
      TA      ROA     Big4       GC 
2.318766 1.275826 1.870644 1.418477