Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Linear Regression
Multiple Regression
Tables
Real Statistics Using Excel - Examples Workbook Regression 1
Charles Zaiontz, 31 May 2019
Table of Contents
Linear Regression
Regression analysis
Using regression line for prediction (Example 1)
Significance vs effect size (re correlation coefficient)
Hypothesis testing whether the regression line is a good fit for the data
Testing fit of regression line (Example 1)
Exponential regression
Exponential Regression - linear regression (Example 1)
LOGEST and GROWTH functions (Figure 4)
Nonlinear regression via Solver, before (Example 1)
Nonlinear regression via Solver, after (Example 1)
Nonlinear regression via Newton's method (Example 1)
Data analysis tool (Example 1)
Power regression
Log-log Regression (Example 1)
Deming regression
Deming regression with known variances (Example 1)
Residuals
Deming regression with unknown variances (Example 2)
Standard error using jackknifing
Hypothesis testing
Prediction interval
Prediction interval function
Multiple Regression
Shapely-Owen Decomposition
Shapely-Owen (Example 1)
Seasonal Forecasts
Seasonality (Example 5)
Polynomial regression
Polynomial regression (Example 1)
Full data analysis for quadratic model (Example 1)
Full data analysis for linear model (Example 1)
Real Statistics data analysis (Example 2)
Real Statistics data analysis with optimization (Example 3)
Real Statistics functions
Using Extract Columns data analysis tool
Multiple regression with log transformations
Log-level transformation (Example 1)
Log-log transformation (Example 2)
Interaction
Regression with interaction (Example 1)
Residuals
Studentized residuals and hat matrix (Example 1)
Plot of studentized residuals (Figure 2)
Autocorrelation
Introduction and graphical detection of autocorrelation
Detecting autocorrelation using the runs test
Durbin-Watson test (Example 1)
Breusch-Godfrey Test
Cochrane-Orcutt regression
Newey-West standard errors
Collinearity
Collinearity (Figure 1)
Tolerance and VIF (Example 1)
Stepwise Regression
Stepwise regression (Example 1)
Real Statistics data analysis tool
Multiple Correlation
Partial correlation coefficient (Example 1)
Partial correlation matrix (Example 2)
Coefficient of determination
Mediation Analysis
Mediation Analysis Example
Cross Validation
Cross Validation Example
Tables
Durbin-Watson table 1
Durbin-Watson table 2
Regression
cov(x,y) -90.94667 =COVAR(A4:A18,B4:B18)
Cig (x) Life Exp (y) varp(x) 144.77333 =VARP(A4:A18)
5 80 slope b -0.6282 =E2/E3
23 78 intercept a 85.720421 =AVERAGE(B4:B18)-E4*AVERAGE(A4:A18)
25 60
48 53 Longevity vs Smoking
17 85
8 84 100
mean
std dev
Alternative 2
Confidence interval
Regression Statistics
Multiple R 0.7134301744
R Square 0.5089826137
Adjusted R Square 0.4712120456
Standard Error 7.9746827307
Observations 15
ANOVA
df SS MS F Significance F
Regression 1 856.990992816 856.9909928 13.47564091 0.002822343
Residual 13 826.742340517 63.59556466
Total 14 1683.73333333
Residuals
0
-5 0 10 20 30 40 50 60
-10
-15
Cig (x)
94.160097529 60
40
-0.2584987755 20
0
0 20 40 60 80 100 120
Sample Percentile
90
80
70
60
Life Exp (y)
50
40
30
20
10
0
0 10 20 30 40
Cig (x)
RESIDUAL OUTPUT PROBABILITY OUTPUT
40 50 60
x)
PROBABILITY OUTPUT
Life Exp
53
58
60
65
68
72
73
75
78
79
80
81
84
85
92
Testing two slopes
Men Women
Men
Cig (x) Life Exp (y) Cig (x) Life Exp (y) 100
5 80 22 88 90
23 78 7 95
80
Longevity
25 60 20 86
70
48 53 23 60
60
17 85 15 82
50
8 84 34 75
0 10 20 30 40 50
4 73 4 80
Cigarettes
26 79 40 68
11 81 8 93
19 75 16 77
14 68 11 72
Women
35 72 52 67 100
29 58 3 90 90
4 92 31 66 Longevity 80
23 65 18 72 70
8 78 60
50
0 10 20 30 40 50
Cigarettes
Comparison of two slopes
Men Women
n 15 16 =COUNT(x)
b -0.6282 -0.46786 =SLOPE(y,x)
sy∙x 7.974683 8.379245 =STEYX(y,x)
sx 12.45449 13.85159 =STDEV(x)
sb 0.171129 0.156192 = sy∙x / (sx * SQRT(n-1)) Using pooled error variance
sRes2 67.02618
sb1-b2 0.231692 = SQRT(sb12+sb22) sb1-b2 0.23271
30 40 50 60
t -0.69204 = (b1-b2)/(sb1-b2) t -0.68901
ettes
df 27 = n1+n2-4 df 27
alpha 0.05 alpha 0.05
p-value 0.494819 = TDIST(|t|,df,2) p-value 0.496693
en t-crit 2.051831 = TINV(α,df) t-crit 2.051831
sig no = yes if p-value < α sig no
no pool pooled
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
error variance
= ((n1-2)sy.x12+(n2-2)sy.x22)/(n1+n2-4)
= sRes*SQRT(1/(sx12(n1-1))+1/(sx22(n2-1)))
= (b1-b2)/(sb1-b2)
= n1+n2-4
= TDIST(|t|,df,2)
= TINV(α,df)
= yes if p-value < α
Confidence and Prediction Intervals
Cig (x) Life Exp (y) Confidence interval for the forecasted value
5 80
23 78 n 15
25 60 df 13 =n-2
48 53 mean(x) 19.40 = AVERAGE(x)
17 85 x0 20
8 84 ŷ0 73.15641 = FORECAST(y,x,x0) Prediction interval
4 73 sRes 7.974683 = STEYX(y,x)
26 79 SSx 2171.6 = DEVSQ(x) ŷ0
11 81 se 2.061613 = sRes*SQRT(1/n+(x0-xx)^2/SSx) se
19 75 t-crit 2.160369 = TINV(0.05,df) t-crit
14 68 lower 68.70257 = ŷ0 - t-crit * se lower
35 72 upper 77.61026 = ŷ0 + t-crit * se upper
29 58
4 92
23 65
Prediction interval Test for y-intercept
73.15641 ŷ0 85.72042
8.236857 se 3.906591
2.160369 t-crit 2.160369
55.36177 lower 77.28074
90.95106 upper 94.1601
Confidence and Prediction Intervals
90
80 y
lower
70 upper
60
50
40
0 5 10 15 20 25 30 35 40 45 50
conf se pred lower upper pred se
3.906591 85.72042 66.53603 104.9048 8.880147
3.211272 82.57942 64.0068 101.152 8.596966
2.612917 79.43842 61.30896 97.56788 8.391835
2.192411 76.29742 58.42995 94.16488 8.270564
2.061613 73.15641 55.36177 90.95106 8.236857
2.271142 70.01541 52.1021 87.92872 8.291782
2.744117 66.87441 48.65471 85.09411 8.433608
3.371429 63.73341 45.02879 82.43802 8.658065
4.082541 60.5924 41.23778 79.94703 8.958945
4.840661 57.4514 37.29763 77.60517 9.328857
5.626821 54.3104 33.2253 75.3955 9.759953
Prediction Interval
110
100
90
y pred
80
lower lower
upper 70 upper
60
50
40
30
0 5 10 15 20 25 30 35 40 45 50
Exponential Regression
x y x ln y Regression Statistics
45 33 45 3.49650756 Multiple R 0.938942434
99 72 99 4.27666612 R Square 0.881612895
31 19 31 2.94443898 Adjusted R Square 0.868458772
57 27 57 3.29583687 Standard Error 0.1866582
37 23 37 3.13549422 Observations 11
85 62 85 4.12713439
21 24 21 3.17805383 ANOVA
64 32 64 3.4657359 df
17 18 17 2.89037176 Regression 1
41 36 41 3.58351894 Residual 9
103 76 103 4.33073334 Total 10
Coefficients
r 0.938942 Intercept 2.642718594
x 0.016090979
ea 14.05135165
eb 1.016221136
Slope: Exp(b)
S.E. of slope
R-Squared
F
SSReg
Use of GROWTH
SS MS F Significance F
2.3351252862 2.3351252862 67.0217928281 1.8400739E-05 x
0.3135715517 0.0348412835 25
2.6486968379 35
Standard Error t Stat P-value Lower 95% Upper 95% Use of slope and intercept for pre
0.1210836594 21.8255593522 4.1968546E-09 2.3688083267 2.9166288614
0.0019655063 8.1866838725 1.8400739E-05 0.0116446947 0.0205372631 x
25
x 26 35
y 21.3506897597
Use of TREND
x
Log Transformation 25
35
4.5
4.3
4.1
3.9
3.7
3.5
3.3
3.1
2.9
2.7
2.5
10 20 30 40 50 60 70 80 90 100 110
1.016221 14.05135 Intercept: Exp(a)
0.001966 0.121084 S.E. of intercept (sa)
0.881613 0.186658 S.E. of estimate (sRes)
67.02179 9 dfRes
2.335125 0.313572 SSRes
of GROWTH
y
21.00989
24.67777
y
21.00989
24.67777
y
21.00989
24.67777
Exponential Regression
B F J J-1
a 14.051352 31.466771023 -98.920438 -109434 -0.089058
b 0.016091 45710.04367 -109434.31 -1.37E+08 7.136E-05
x y ln x ln y Regression Statistics
8.1 33 2.09186406 3.49650756 Multiple R 0.753806894
69.9 49 4.24706565 3.8918203 R Square 0.568224834
4.2 19 1.43508453 2.94443898 Adjusted R Square 0.520249815
14.1 27 2.6461748 3.29583687 Standard Error 0.210859774
5.6 23 1.7227666 3.13549422 Observations 11
52.1 51 3.95316495 3.93182563
44.6 34 3.79773386 3.52636052 ANOVA
19.6 32 2.97552957 3.4657359 df
33 28 3.49650756 3.33220451 Regression 1
6.7 36 1.90210753 3.58351894 Residual 9
30.1 43 3.40452517 3.76120012 Total 10
Coefficients
r 0.753807 Intercept 2.812862903
ln x 0.234381433
ea 16.65753893
eb 1.26412658
x y
25 35.4211
35 38.32761
Use of TREND
x y
25 35.4211
SS MS F Significance F 35 38.32761
0.5266141616 0.5266141616 11.8441816443 0.0073725828
0.4001565998 0.0444618444 26 35.74821
0.9267707613
x 26
y 35.7482114052
Log-Log Transformation
4.1
3.9
3.7
3.5
3.3
3.1
2.9
2.7
2.5
1 1.5 2 2.5 3 3.5 4 4.5
ope and intercept for prediction
Two Sample t-Test by Regression
Mean
Variance
Observations
Pooled Variance
Hypothesized Mean Difference
df
t Stat
MS F Significance F P(T<=t) one-tail
76.05 4.738317757 0.0430527165 t Critical one-tail
16.05 P(T<=t) two-tail
t Critical two-tail
0
0 0.2 0.4 0.6 0.8 1
-5
-10
x
ming Equal Variances Comparison
Residual Plot
x
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.4564917417
R Square 0.2083847102
Adjusted R Square 0.164406083
Standard Error 4.0062451248
Observations 20
ANOVA
df SS MS F Significance F
Regression 1 76.05 76.05 4.738317757 0.0430527165
Residual 18 288.9 16.05
Total 19 364.95
Residuals
0
0 0.2 0.4 0.6 0.8 1 1.2
-5
-10 x Line F
x 25
20
15
10
y
5
0
0 0.2 0.4 0.6
Upper 95% x
17.661628606
-0.135888727
Normal Probability Plot
25
20
15
10
y
BABILITY OUTPUT 5
0
0 20 40 60 80 100 120
y
Sample Percentile
4
6
8
9
10
11
11
12
12
12
13
14
15
16
16
17
18
18
19
20
x Line Fit Plot
25
20
15 y
10 Predicted y
y
5
0
0 0.2 0.4 0.6 0.8 1 1.2
x
ability Plot
60 80 100 120
Percentile
Two Sample t-Test by Regression
Mean
Variance
Observations
Pooled Variance
Hypothesized Mean Difference
df
t Stat
MS F Significance F P(T<=t) one-tail
2508.8 11.93593064 0.0028262308 t Critical one-tail
210.1888889 P(T<=t) two-tail
t Critical two-tail
0
0 0.2 0.4 0.6 0.8 1
-20
-40
x
uming Equal Variances t-Test: Two-Sample Assuming Unequal Variances
Residual Plot
x
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.6314395224
R Square 0.3987158704
Adjusted R Square 0.3653111966
Standard Error 14.4978925672
Observations 20
ANOVA
df SS MS F Significance F
Regression 1 2508.8 2508.8 11.93593 0.002826231
Residual 18 3783.4 210.1888888889
Total 19 6292.2
Residuals
0
0 0.2 0.4 0.6 0.8 1 1.2
-20
-40
x
Upper 95%
43.13196319
-8.77834702
Normal Probability Plot
80
60
40
y
OBABILITY OUTPUT 20
0
0 20 40 60 80 100 120
y
Sample Percentile
4
5
6
6
8
10
11
12
12
14
16
17
18
29
31
34
45
52
52
64
x Line Fit Plot
80
60
40 y
Predicted y
y
20
0
0 0.2 0.4 0.6 0.8 1 1.2
x
ability Plot
60 80 100 120
Percentile
Total Least Squares Regression
#NAME? Subject x y
#NAME? 1 5.1 5.4
#NAME? 2 5.6 5.6
#NAME? 3 6.8 6.3
#NAME? 4 5.9 6.1
#NAME? 5 4.0 4.7
#NAME? 6 5.6 5.1
#NAME? 7 6.6 6.6
#NAME? 8 6.7 6.8
9 5.2 4.6
10 4.5 4.1
#NAME?
Subject x y
1 5.1 5.4
2 5.6 5.6
3 6.8 6.3
4 5.9 6.1
5 4.0 4.7
6 5.6 5.1
7 6.6 6.6
8 6.7 6.8
9 5.2 4.6
10 4.5 4.1
Shapiro-Wilk Test
pred y x-hat y-hat raw res x-res y-res opt res opt res
5.021 5.368618 5.294453 0.379 -0.26862 0.105547 0.316237 W #NAME?
5.53 5.649613 5.580506 0.07 -0.04961 0.019494 0.058408 p-value #NAME?
6.7516 6.479927 6.425765 -0.4516 0.320073 -0.12577 -0.37681 alpha 0.05
5.8354 6.087536 6.026312 0.2646 -0.18754 0.073688 0.220782 normal #NAME?
3.9012 4.566152 4.477543 0.7988 -0.56615 0.222457 0.666518
5.53 5.295236 5.21975 -0.43 0.304764 -0.11975 -0.35879
6.548 6.636855 6.585519 0.052 -0.03686 0.014481 0.043389
6.6498 6.806455 6.758171 0.1502 -0.10645 0.041829 0.125327
5.1228 4.829463 4.745594 -0.5228 0.370537 -0.14559 -0.43622
4.4102 4.280144 4.186387 -0.3102 0.219856 -0.08639 -0.25883
1.42E-15 -9.77E-16 5.33E-16 1.29E-15
2 Count 10
1.5 Mean 1.29E-15
1 Std Dev 0.356215
0.5
Std Normal
0 Interval Data
-0.5 0 2 4 6 8 10 12 1 #NAME?
-1 3 #NAME?
-1.5 5 #NAME?
-2 7 #NAME?
9 #NAME?
Data
11 #NAME?
13 #NAME?
15 #NAME?
17 #NAME?
19 #NAME?
20
var 47.5
Regression coeff
y Subject x y #NAME? #NAME?
77.5 x̅ 243.1 1 #NAME? #NAME? #NAME? #NAME?
84.5 y̅ 172 2 #NAME? #NAME?
97.5 u 94254.23 3 #NAME? #NAME? λ #NAME?
111.0 v 56154.5 4 #NAME? #NAME?
166.5 r 72170 5 #NAME? #NAME?
182.5 n 10 6 #NAME? #NAME?
198.5 λ 2.411168 7 #NAME? #NAME?
233.0 b0 -15.9117 8 #NAME? #NAME?
270.0 b1 0.772981 9 #NAME? #NAME?
299.0 10 #NAME? #NAME?
19.7
Deming Regression - Standard Error
Subject x y xx y̅ u v r b0 b1
1 5.1 5.4 5.655556 5.544444 7.642222 7.462222 6.827778 -0.2954 1.032585
2 5.6 5.6 5.6 5.522222 7.92 7.475556 6.9 -0.17539 1.017431
3 6.8 6.3 5.466667 5.444444 6.32 6.822222 5.873333 -0.54744 1.096077
4 5.9 6.1 5.566667 5.466667 7.82 7.12 6.71 -0.07987 0.996384
5 4.0 4.7 5.777778 5.622222 5.075556 6.715556 5.424444 -1.2979 1.197714
6 5.6 5.1 5.6 5.577778 7.92 7.275556 6.9 -0.00343 0.996645
7 6.6 6.6 5.488889 5.411111 6.808889 6.208889 5.711111 -0.11814 1.007353
8 6.7 6.8 5.477778 5.388889 6.575556 5.688889 5.347778 0.020225 0.980081
9 5.2 4.6 5.644444 5.633333 7.742222 6.52 6.486667 0.27593 0.949146
10 4.5 4.1 5.722222 5.688889 6.575556 5.208889 5.152222 0.36486 0.930413
5.6 5.53 7.92 7.481 6.9 -0.1708 1.018
λ 2.5
var 17.88841 0.480926
s.e. 1.337476 0.2193
Coefficient Report
alpha 0.05
coeff s.e. df t stat p-value lower upper
intercept -0.1708 1.337476 9 -0.1277 0.901192 -3.19638 2.854781
slope 1.018 0.2193 9 4.642036 0.001216 0.521908 1.514092
Deming Regression
alpha 0.05
coef std err df t stat p-value lower upper
#NAME? #NAME? #NAME? 9 #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? 9 #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
Deming Regression - Hypothesis Testing
Hypothesis Testing
#NAME? #NAME?
#NAME? #NAME? test param std err
slope = 1 #NAME? #NAME?
identity #NAME? #NAME?
alpha 0.05
df t stat p-value lower upper
9 #NAME? #NAME? #NAME? #NAME?
9 #NAME? #NAME? #NAME? #NAME?
alpha 0.025
df t stat p-value lower upper
9 #NAME? #NAME? #NAME? #NAME?
9 #NAME? #NAME? #NAME? #NAME?
Deming Regression - Prediction Interval
Subject x y xx y̅ u v r b0 b1 p
1 5.1 5.4 5.655556 5.544444 7.642222 7.462222 6.827778 -0.2954 1.032585 5.900113
2 5.6 5.6 5.6 5.522222 7.92 7.475556 6.9 -0.17539 1.017431 5.929194
3 6.8 6.3 5.466667 5.444444 6.32 6.822222 5.873333 -0.54744 1.096077 6.029019
4 5.9 6.1 5.566667 5.466667 7.82 7.12 6.71 -0.07987 0.996384 5.898433
5 4.0 4.7 5.777778 5.622222 5.075556 6.715556 5.424444 -1.2979 1.197714 5.888381
6 5.6 5.1 5.6 5.577778 7.92 7.275556 6.9 -0.00343 0.996645 5.976436
7 6.6 6.6 5.488889 5.411111 6.808889 6.208889 5.711111 -0.11814 1.007353 5.92598
8 6.7 6.8 5.477778 5.388889 6.575556 5.688889 5.347778 0.020225 0.980081 5.900709
9 5.2 4.6 5.644444 5.633333 7.742222 6.52 6.486667 0.27593 0.949146 5.970808
10 4.5 4.1 5.722222 5.688889 6.575556 5.208889 5.152222 0.36486 0.930413 5.947337
5.6 5.53 7.92 7.481 6.9 -0.1708 1.018 5.9372
λ 2.5
var 0.161842
new 6 5.9372 s.e. 0.127217
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Deming Regression - Prediction Intervals
lambda 2.5
alpha 0.05
df 9
crit 2.262157
ediction Intervals
6 7
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Method of Least Squares
b0 1.7514037
b1 4.8952884
b2 3.7584155
(XTX)-1 MSRes(XTX)-1
1.397 -0.142 -0.106 48.44 -4.922 -3.689
-0.142 0.019 0.006 -4.922 0.673 0.2072
-0.106 0.006 0.017 -3.689 0.207 0.5723
Normality
Count 11 22
Mean -0.00642
Std Dev 1.029432
11 -0.2334 0 -0.22
13 0.313819 0.229884 0.311 0
15 0.799738 0.472789 0.783 -1.5 -1 -0.5 -0.5 0 0.5 1 1.5
17 0.863274 0.747859 0.845 -1
19 0.952118 1.096804 0.931 -1.5
21 1.852916 1.690622 1.806 -2
Data
Homogeneity of variances
2
Ŷ Stud. E
1.5
1
ed residuals
0.5
2
1.5
54.81050 1.852916
42.74618 -0.95699 1
Studentized residuals
56.29517 -1.07112
44.67213 -1.32363 0.5
57.08425 -0.40783 0
41.26151 0.313819 20 25 30 35 40 45 50 55 60 65
21.33256 0.952118 -0.5
34.09247 -0.2334
-1
67.22262 0.799738
46.15680 0.863274 -1.5
53.32583 -0.85947 Predicted values of price (y variable)
E H = X(XTX)-1XT
10.1895 0.127739 0.068695 0.134182 0.079562 0.139279 0.062253 -0.03343 0.026961
-4.74618 0.068695 0.290538 0.233796 -0.08158 -0.06932 0.125437 0.058992 0.305364
-5.29517 0.134182 0.233796 0.295092 -0.08515 0.028824 0.072887 -0.15219 0.175373
-6.67213 0.079562 -0.08158 -0.08515 0.267096 0.202204 0.083133 0.232166 -0.05876
-2.08425 0.139279 -0.06932 0.028824 0.202204 0.246656 0.041139 0.002846 -0.11685
1.738493 0.062253 0.125437 0.072887 0.083133 0.041139 0.114802 0.177754 0.156951
3.667443 -0.03343 0.058992 -0.15219 0.232166 0.002846 0.177754 0.572046 0.205827
-1.09247 0.026961 0.305364 0.175373 -0.05876 -0.11685 0.156951 0.205827 0.368056
3.777381 0.187456 0.080959 0.248156 0.01467 0.18373 0.020259 -0.26275 -0.03113
4.843204 0.086005 0.083521 0.075759 0.102383 0.091749 0.093767 0.113405 0.089653
-4.32583 0.121297 -0.09641 -0.02673 0.244275 0.249735 0.051618 0.085332 -0.12145
SSRes 277.3563
dfRes 8
MSRes 34.66954
QQ Tables - y
Count 11 22
Mean 47.18182
Std Dev 13.62951
13 51 0.229884 0.280141 0
0.5 1 1.5 2 15 51 0.472789 0.280141 20 30 40
-0.5
17 55 0.747859 0.573621
19 65 1.096804 1.307323 -1
21 71 1.690622 1.747545 -1.5
-2
D
50 55 60 65 70
ce (y variable)
Stud E
0.187456 0.086005 0.121297 1 1.852916
0.080959 0.083521 -0.09641 2 -0.95699
0.248156 0.075759 -0.02673 3 -1.07112
0.01467 0.102383 0.244275 4 -1.32363
0.18373 0.091749 0.249735 5 -0.40783
0.020259 0.093767 0.051618 6 0.313819
-0.26275 0.113405 0.085332 7 0.952118
-0.03113 0.089653 -0.12145 8 -0.2334
0.356516 0.075371 0.126756 9 0.799738
0.075371 0.092137 0.096251 10 0.863274
0.126756 0.096251 0.269321 11 -0.85947
QQ Plot
30 40 50 60 70 80
Data
Method of Least Squares (using Real Statistics functions)
(XTX)-1 MSRes(XTX)-1
### ### ### ### ### ###
### ### ### ### ### ###
### ### ### ### ### ###
E H = X(XTX)-1XT
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Table lists the minimum value of R 2 that can be detected by a given sample size and # of dependent variables k
N/A = not applicable
endent variables k
Multiple Regression
SUMMARY OUTPUT
b2 b1 intercept ANOVA
0.0363269231 1.279369653 0.4371252188 Intercept (a) df
0.0336025319 0.300672909 3.9875336905 S.E. of intercept (sa) Regression 3
2.4702510013 #N/A #N/A S.E. of estimate (sRes) Residual 46
46 #N/A #N/A dfRes Total 49
280.6984404336 #N/A #N/A SSRes
Coefficients
Intercept 0.4371252188
Infant Mort 1.279369653
White 0.0363269231
Crime 0.001421499
pendent variables
SS MS F Significance F
142.550359566 47.5167865221 7.7869053232 0.0002622132
280.698440434 6.1021400094
423.2488
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.5644295679
R Square 0.3185807372
Adjusted R Square 0.3043845025
Standard Error 2.4512321956
Observations 50
ANOVA
df SS MS F Significance F
Regression 1 134.8389147054 134.8389147054 22.4412138275 1.96073273E-05
Residual 48 288.4098852946 6.008539277
Total 49 423.2488
complete reduced
n 50 50
k 3 1
SSE 280.6984 288.4099
AIC 94.2629 91.61798
AICc 95.62653 92.13972
SBC 101.911 95.44203
Augmented versions
Std Normal
4.9 56,993
5.7 68,595 1 7.6 -2.32635 -1.74617 0
4.8 57,989 3 8.1 -1.88079 -1.57605 5
-1
6.2 47,778 5 8.4 -1.64485 -1.47397
6.2 50,861 7 8.7 -1.47579 -1.37189 -2
3.9 67,214 9 9.1 -1.34076 -1.23579
-3
4.9 47,576 11 9.3 -1.22653 -1.16774
6.5 56,235 13 9.4 -1.12639 -1.13372
5.9 47,966 15 9.6 -1.03643 -1.06567
4.1 48,980 17 9.6 -0.95417 -1.06567
4.4 50,177 19 10 -0.8779 -0.92957
6.4 41,538 21 10 -0.80642 -0.92957
4.6 43,733 23 10.2 -0.73885 -0.86152
5.4 46,581 25 10.4 -0.67449 -0.79347
4.4 70,545 27 10.6 -0.61281 -0.72542
5.3 65,401 29 10.8 -0.55338 -0.65737
8.4 48,591 31 11.3 -0.49585 -0.48724
5.4 57,288 33 11.3 -0.43991 -0.48724
6.9 37,790 35 11.3 -0.38532 -0.48724
6.1 46,867 37 11.4 -0.33185 -0.45322
4.5 43,654 39 11.5 -0.27932 -0.41919
3.3 49,693 41 11.7 -0.22754 -0.35114
6.7 56,361 43 12 -0.17637 -0.24906
3.8 63,731 45 12.1 -0.12566 -0.21504
5.5 70,378 47 12.2 -0.07527 -0.18101
4.2 43,508 49 12.3 -0.02507 -0.14699
5.4 56,033 51 12.5 0.025069 -0.07894
6.3 46,549 53 12.6 0.07527 -0.04491
3.2 45,685 55 13.1 0.125661 0.125213
6.5 47,988 57 13.2 0.176374 0.159238
3.8 42,822 59 13.3 0.227545 0.193263
6.4 50,169 61 13.4 0.279319 0.227288
5.4 50,713 63 13.4 0.331853 0.227288
7.8 55,701 65 13.6 0.38532 0.295338
6.9 44,625 67 13.6 0.439913 0.295338
3.0 46,032 69 14.4 0.49585 0.56754
6.4 43,614 71 14.6 0.553385 0.63559
4.9 50,043 73 14.7 0.612813 0.669615
3.4 56,633 75 14.7 0.67449 0.669615
4.8 52,104 77 14.8 0.738847 0.70364
4.0 61,233 79 15.5 0.806421 0.941816
5.3 58,078 81 15.7 0.877896 1.009867
4.3 37,989 83 15.7 0.954165 1.009867
4.7 52,094 85 15.8 1.036433 1.043892
3.1 53,207 87 15.9 1.126391 1.077917
89 17 1.226528 1.452194
91 17.1 1.340755 1.486219
93 17.3 1.475791 1.554269
95 17.3 1.644854 1.554269
97 17.3 1.880794 1.554269
99 21.2 2.326348 2.881251
QQ Plot
3
1
Std Normal
0
5 7 9 11 13 15 17 19 21 23 25
-1
-2
-3
Data
Multiple Regression Regression data analysis tool output
RESIDUAL OUTPUT
Residuals
5
0
-5 1 2 3 4 5 6 7 8
-10
Color
F Significance F
22.7906126672 0.0004969462
Price
0.0003350836 3.0038351036 6.7867416255 20
Pred
0.0010957202 2.0138980178 5.5029329481 0
0 1 2 3 4 5 6 7 8 9
Quality
PROBABILITY OUTPUT
31.8181818182 38 20
40.9090909091 43 0
50 49 0 20 40 60 80 1
59.0909090909 51 Sample Percentile
68.1818181818 51
77.2727272727 55
86.3636363636 65
95.4545454545 71 Problem plots for homogeneity of variances
1 -1 10
2 7
8
3 8
4 7 6
5 0 4
6 -7 2
0
0 5
-2
6
4
2
7 -4
0
8 1 0 5
9 8 -2
10 5 -4
11 6
-6
12 -2
13 -1 -8
14 7 -10
15 0
16 -4
17 6
18 5
19 -8
20 -3
1 -1 10
2 1
8
3 -2
4 1 6
5 0 4
6 -3 2
7 -1
0
8 0 0 5
9 4 -2
10 3 -4
11 3
-6
12 -2
13 -1 -8
14 4 -10
15 0
16 -4
17 8
18 5
19 -8
20 -3
1 -1
2 1
3 3
4 6
5 6
6 4
7 3
8 1
9 2
10 1
11 1
12 -2
13 -1
14 2
15 0
16 6
17 8
18 -3
19 6
20 4
Residual Plot Quality Residual Plot
15
10
Residuals
5
0
4 5 6 7 8 9 10 -5 0 1 2 3 4 5 6 7 8 9
-10
Color Quality
Probability Plot
40 60 80 100 120
Sample Percentile
y of variances
10
8
6
4
2
0
0 5 10 15 20 25
-2
6
4
2
0
0 5 10 15 20 25
-2
-4
-6
-8
-10
10 10
8
8
6
4 6
2 4
0
0 5 10 15 20 25
2
-2
-4 0
0 5 10 15
-6
-2
-8
-10 -4
10 15 20 25
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.5803450584
R Square 0.3368003868
Adjusted R Square 0.2935482381
Standard Error 2.4702510013
Observations 50
ANOVA
df SS MS F Significance F
Regression 3 142.5503595664 47.51679 7.786905 0.000262213
Residual 46 280.6984404336 6.10214
Total 49 423.2488
Residuals
10
0
4.0 5.05 6.0 7.0
Crime
8.0 9.0
Residual
10.0 11.0
Plot
-5
Residuals
10
-10
0 Infant Mort Line Fit Plot
20.0 30.0 540.0 50.0 60.0 70.0 80.0 90.0 100.0110.0
-5
Residuals
Infant Mort25
-10 0
20
0 100 200 300 400 500 600 700 800 900
White Line Fit Plot
-5 15 White Poverty
Poverty
25
-10
10
5
20 Crime Line Fit Plot
Predicted Poverty
15 Crime Poverty
Poverty
0 25
10
4.0 5.0 6.0 7.0 8.0209.0 10.011.0
5
Normal Probab
Predicted Pove
0Infant Mort15 Po
Poverty
25
10 Pr
20.0 40.0 60.0 80.020 100.0 120.0
5
15
0 White
Poverty
10
0 200 400 600 800 1,000
5
0 Crime
0 20 40 60
Sample Per
t
e Fit Plot
Line Fit Plot
00 800 900
Poverty
Crime Line Fit Plot
Predicted Poverty
Poverty
011.0 Normal Probability Plot
Predicted Poverty
25 Poverty
80.0
20100.0 120.0 Predicted Poverty
e 15
10
200 400 600 800 1,000
5
0 Crime
0 20 40 60 80 100 120
Sample Percentile
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.5644295679
R Square 0.3185807372
Adjusted R Square 0.3043845025
Standard Error 2.4512321956
Observations 50
ANOVA
df SS MS F Significance F
Regression 1 134.83891471 134.8389147054 22.44121 1.960733E-05
Residual 48 288.40988529 6.008539277
Total 49 423.2488
Poverty
25
10 Predicted Poverty
-10 20
5
15
Infant Mort
Poverty
0
10
4.0 5.0 6.0 7.0 8.0 9.0 10.011.0
5
0Infant Mort
0 20 40 60 80 100 120
Sample Percentile
Upper 95%
7.928040728
1.764984236
OBABILITY OUTPUT
Poverty
7.6
8.1
8.4
8.7
9.1
9.3
9.4
9.6
9.6
10
10
10.2
10.4
10.6
10.8
11.3
11.3
11.3
11.4
11.5
11.7
12
12.1
12.2
12.3
12.5
12.6
13.1
13.2
13.3
13.4
13.4
13.6
13.6
14.4
14.6
14.7
14.7
14.8
15.5
15.7
15.7
15.8
15.9
17
17.1
17.3
17.3
17.3
21.2
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.9223307274
R Square 0.8506939707
Adjusted R Square 0.8133674634
Standard Error 5.8880844651
Observations 11
ANOVA
df SS MS F Significance F
Regression 2 1580.28005429 790.1400271441 22.79061 0.0004969462
Residual 8 277.356309348 34.6695386685
Total 10 1857.63636364
Residuals
5 80
0 60
Quality Line Fit Plot
-5 0 1 40 2 3
80
4 5 6 7 8 Price
9
Price
Predicted Price
-10 20 60 Normal Probability Plot Price
0 40 Quality
Price
1 2 80
320 4 5 6 7 8 9 10 Predicted Price
0 Color
60
40
Color Residual Plot
Price
0 1 2 3 4 5 6 7 8 9
20 15
Upper 95% Quality
0 10
17.8016598
Residuals
0 520 40 60 80 100 120
6.78674163 0 Sample Percentile
5.50293295 -5 1 2 3 4 5 6 7 8 9
-10
Color
BABILITY OUTPUT
Price
25
33
38
38
43
49
51
51
55
65
71
t
ility
Price
Plot
Predicted Price
esidual Plot
80 100 120
entile
5 6 7 8 9 10
Color
Multiple Regression Regression data analysis (formulas inserted)
RESIDUAL OUTPUT
Residual Plots
Color Residuals
7 10.1895003752
3 -4.7461771327
5 -5.2951693446
8 -6.6721260576
9 -2.084245388
5 1.7384925871
4 3.6674428834
2 -1.0924732852
8 3.7773810448
6 4.8432042226
9 -4.325829905
Fit Plots
PROBABILITY OUTPUT
Normal Probabili
Percentile Price
4.5454545455 #NAME? 12
13.6363636364 #NAME? 10
22.7272727273 #NAME?
8
31.8181818182 #NAME?
40.9090909091 #NAME? 6
Price
50 #NAME? 4
59.0909090909 #NAME? 2
68.1818181818 #NAME?
77.2727272727 #NAME? 0
0 20 40 60
86.3636363636 #NAME?
Sample Percen
95.4545454545 #NAME?
Color Resid
Quality Residuals
12
5 10.1895003752 10
7 -4.7461771327 8
8 -5.2951693446 6
4
Residuals
2
0
-2 1 2 3 4 5 6
-4
12
10
8
6
1 -6.6721260576 4
Residuals
3 -2.084245388 2
0
4 1.7384925871
-2 1 2 3 4 5 6
0 3.6674428834
-4
6 -1.0924732852 -6
7 3.7773810448 -8
4 4.8432042226
Color
2 -4.325829905
Price
4 43 41.26151
30
0 25 21.33256
20
6 33 34.09247
10
7 71 67.22262
0
4 51 46.1568 1 2 3 4 5 6 7
2 49 53.32583
Color
30
20
10
0
0 1 2 3 4 5
Quality
Pairwise Correlations
Price - Color 0.6245389264
Price - Quality 0.4311864613
Color - Quality -0.3339419731
Multiple R 0.9223307274
0
-0.5 20 30 40 50 60 7
-1
-1.5
40 60 80 100 120 -2
Sample Percentile Data
2
0
3 4 5 6 7 8 9 10 -2 0 1 2 3 4 5 6 7
-4
12
10
8
6
4
Residuals
2
0
3 4 5 6 7 8 9 10 -2 0 1 2 3 4 5 6 7
-4
-6
-8
Color Quality
Price
Pred Price
3 4 5 6 7 8 9 10
Color
Price
Pred Price
2 3 4 5 6 7 8 9
Quality
QQ Tables
Q Plot Re
Count 11 22
Mean 47.18182
Std Dev 13.62951
4 5 6 7 8 9
4 5 6 7 8 9
Quality
Revised QQ Plot
80
70 QQ Table reversing axes
60
Std Norm Data
50
Data
-1.69062 25
40 -1.0968 33
30 -0.74786 38
-0.47279 38
20
-0.22988 43
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
0 49
Standard Normal
0.229884 51
0.472789 51
0.747859 55
1.096804 65
1.690622 71
Multiple Regression Regression data analysis (Real Statistics formulas inserted)
upper vif
#NAME?
#NAME? #NAME?
#NAME? #NAME?
Multiple Regression with Categorical Variables
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R Square #NAME? SBC #NAME?
Standard Error #NAME?
Observations 16
Regression Analysis
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R Square #NAME? SBC #NAME?
Standard Error #NAME?
Observations 16
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Simple Regression - confidence and prediction intervals
Conf Pred
alpha 0.05 0.05 #NAME? #NAME?
poverty #NAME? #NAME? #NAME? #NAME?
MSRes #NAME? #NAME? #NAME? #NAME?
dfRes 13 13 #NAME? #NAME?
t-crit 2.160369 2.160369 #NAME? #NAME?
s.e. #NAME? #NAME? #NAME? #NAME?
lower #NAME? #NAME? #NAME? #NAME?
sig upper #NAME? #NAME?
#NAME?
upper data
#NAME? 1
#NAME? 20
Stepwise Regression
y x1 x2 x3 x4 1 2 3 4 x1 x2 x3 x4
49.3 13 7 72 11 1a #NAME? #NAME? #NAME? #NAME?
47.2 1 20 57 14 1b ### ### ### ### #NAME? #NAME? #NAME? #NAME?
62.2 21 10 16 41 2a ### ### ### ### #NAME? #NAME? #NAME? #NAME?
53.8 24 10 51 16 2b ### ### ### ### #NAME? #NAME? #NAME? #NAME?
58 13 7 32 37 3a ### ### ### ### #NAME? #NAME? #NAME? #NAME?
64.6 21 11 18 40 3b ### ### ### ### #NAME? #NAME? #NAME? #NAME?
61.4 5 22 1 56 4a ### ### ### ### #NAME? #NAME? #NAME? #NAME?
46.3 2 29 47 16
56.6 3 24 18 39
68 41 4 23 32
51.9 1 31 34 25
66.7 21 11 5 51
64.7 18 10 5 53
#NAME?
#NAME?
#NAME?
Stepwise Regression
y x1 x2 x3 x4 Alpha 0.15
49.3 13 7 72 11
47.2 1 20 57 14 Step 1 2 3 4 x1 x2 x3
62.2 21 10 16 41 1a #NAME? #NAME? #NAME?
53.8 24 10 51 16 1b ### ### ### ### #NAME? #NAME? #NAME?
58 13 7 32 37 2a ### ### ### ### #NAME? #NAME? #NAME?
64.6 21 11 18 40 2b ### ### ### ### #NAME? #NAME? #NAME?
61.4 5 22 1 56 3a ### ### ### ### #NAME? #NAME? #NAME?
46.3 2 29 47 16 3b ### ### ### ### #NAME? #NAME? #NAME?
56.6 3 24 18 39 4a ### ### ### ### #NAME? #NAME? #NAME?
68 41 4 23 32
51.9 1 31 34 25
66.7 21 11 5 51
64.7 18 10 5 53
Regression Analysis
OVERALL FIT
Multiple R #NAME? AIC #NAME?
x4 min p var # R Square #NAME? AICc #NAME?
#NAME? #NAME? ### Adjusted R Square #NAME? SBC #NAME?
#NAME? Standard Error #NAME?
#NAME? #NAME? ### Observations 13
#NAME?
#NAME? #NAME? ### ANOVA Alpha 0.05
#NAME? df SS MS F p-value
#NAME? #NAME? ### Regression 0 #NAME? #NAME? #NAME? #NAME?
Residual 12 #NAME? #NAME?
Total 12 678.9408
upper vif
#NAME?
#NAME? #NAME?
#NAME? #NAME?
Regression Forecast with Seasonality
MAE MSE
0.439063 0.242344
Regression Analysis
OVERALL FIT
Multiple R #NAME? AIC #NAME? 26
R Square #NAME? AICc #NAME? 24
Adjusted R Square #NAME? SBC #NAME? 22
Standard Error #NAME? 20
Observations 16
Revenue ($M)
18
16
ANOVA Alpha 0.05
14
df SS MS F p-value sig
12
Regression 4 #NAME? #NAME? #NAME? #NAME? #NAME?
Residual 11 #NAME? #NAME? 10
Total 15 213.6775 8
1 2 3 4 1 2 3
2012 2013
coef std err t stat p-value lower upper vif
Intercept #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
t #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Q1 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Q2 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Q3 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Forecast
26
24
22
20
Actual
Revenue ($M)
18
Forecast
16
14
12
10
8
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
2012 2013 2014 2015 2016
Shapely-Owen
tot
r-sq w/o r-sq w/ diff weight w*d
0 #NAME? #NAME? 0.333333 #NAME?
#NAME? #NAME? #NAME? 0.166667 #NAME?
#NAME? #NAME? #NAME? 0.166667 #NAME?
#NAME? #NAME? #NAME? 0.333333 #NAME?
#NAME? #NAME?
#NAME?
Multiple Correlation Correlation matrix
Crime Doctors
Crime #NAME? #NAME?
Doctors #NAME? #NAME?
Traf Deaths #NAME? #NAME?
University #NAME? #NAME?
Crime Doctors
Crime #NAME? #NAME?
Doctors #NAME? #NAME?
Traf Deaths #NAME? #NAME?
University #NAME? #NAME?
Regression Analysis
=RSquare(C4:E18,B4:B18) #NAME?
=RSquare(B4:E18,1) #NAME?
Traf Deaths University =1-1/H11 #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
0.05 α 0.05
p-value sig F-crit 4.4589701 #NAME?
#NAME? #NAME? β #NAME? #NAME?
1-β #NAME? #NAME?
F #NAME? #NAME?
dfReg 3 #NAME?
dfRes 46 #NAME?
SSReg #NAME? #NAME?
SSRes #NAME? #NAME?
k 3 #NAME?
n 50 #NAME?
alpha 0.05
λ #NAME? #NAME?
λ lower #NAME? #NAME?
λ upper #NAME? #NAME?
R-sq #NAME? #NAME?
R-sq lower #NAME? #NAME?
R-sq upper #NAME? #NAME?
α 0.05
1-β #NAME? #NAME?
1-β lower #NAME? #NAME?
1-β upper #NAME? #NAME?
Multiple Regression Power and Sample Size
150 2 4
Use 3 9
100 Linear (Use) 4 16
Polynomial (Use)
50 5 25
6 36
0 1 1
0 1 2 3 4 5 6
2 4
Month 3 9
4 16
5 25
6 36
1 1
2 4
3 9
4 16
5 25
6 36
Use Quadratic Regression Model
7
11 SUMMARY OUTPUT
23
59 Regression Statistics
120 Multiple R 0.977411977
180 R Square 0.955334173
3 Adjusted R Square 0.952025593
8 Standard Error 13.21744878
20 Observations 30
48
88 ANOVA
140 df SS MS F
4 Regression 2 100887.8742857 50443.93714 288.7444885
11 Residual 27 4716.925714286 174.7009524
21 Total 29 105604.8
58
128 Coefficients Standard Error t Stat P-value
195 Intercept 21.92 10.5739590279 2.073017301 0.047839767
5 Month -24.54857143 6.9177729301 -3.548623477 0.001441196
9 MonSq 8.057142857 0.9674181925 8.328500456 6.145192E-09
16
45 Linear Regression Model
111
156 SUMMARY OUTPUT
2
5 Regression Statistics
12 Multiple R 0.91683485
38 R Square 0.840586142
78 Adjusted R Square 0.83489279
145 Standard Error 24.52030396
Observations 30
ANOVA
df SS MS F
Regression 1 88769.93142857 88769.93143 147.6434502
Residual 28 16834.86857143 601.2453061
Total 29 105604.8
Significance F
1.108796E-12
Regression Statistics
Multiple R 0.977411977
R Square 0.955334173
Adjusted R Square 0.952025593
Standard Error 13.21744878
Observations 30
ANOVA
df SS MS F Significance F
Regression 2 100887.874286 50443.94 288.7445 5.9520642E-19
Residual 27 4716.92571429 174.701
Total 29 105604.8
Hours
-40
100
50
200 Normal Probability Plot
Predicted Hours
150MonSq Hours
0 250
Hours
100 Predicted Hours
0 1 2 3 200 4 5 6 7
50
150
0 Month
Hours
100
0 5 10 15 20 25 30 35 40
50
0 MonSq
0 20 40 60 80 100 120
Sample Percentile
t
bility Plot
Hours
Predicted Hours
0 80 100 120
centile
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.91683485
R Square 0.840586142
Adjusted R Square 0.83489279
Standard Error 24.52030396
Observations 30
ANOVA
df SS MS F Significance F
Regression 1 88769.93142857 88769.93143 147.6434502 1.108796E-12
Residual 28 16834.86857143 601.2453061
Total 29 105604.8
2.0 51 600
2.2 56 500
2.4 64 400
Y
2.6 76 300
2.8 95 200
3.0 111 100
3.2 107 0
3.4 121 0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0 8.0
3.6 143 X
3.8 168
4.0 197
4.2 229
4.4 241
4.6 249
4.8 303
5.0 339
5.2 317
5.4 387
5.6 430
5.8 478
6.0 510
6.2 560
6.4 600
6.6 690
6.8 710
Polynomial Regression
Log-level transformation
coef
Intercept #NAME?
Color #NAME?
Quality #NAME?
exp(coeff)
Intercept #NAME?
Color #NAME?
Quality #NAME?
Log-log transformation
coef
Intercept #NAME?
Ln Color #NAME?
Ln Quality #NAME?
coeff
Exp(Intercept) #NAME?
Color #NAME?
Quality #NAME?
Use of LOGEST
Alpha 0.05
SS MS F p-value sig
#NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME?
6.995827
Alpha 0.05
SS MS F p-value sig
#NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME?
6.995827
Use of TREND
Use of TREND
pt for prediction
=$T$7*$S$7^W14*$R$7^X14
=$T$7*$S$7^W15*$R$7^X15
=EXP(TREND(LN(C6:C16),A6:B16,W20:X21))
pt for prediction
=EXP($J$51)*EXP($J$52)^LN(W38)*EXP($J$53)^LN(X38)
=EXP($J$51)*EXP($J$52)^LN(W39)*EXP($J$53)^LN(X39)
#NAME?
Regression Model - Interaction
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.9989747694
R Square 0.9979505899
Adjusted R Square 0.997182061
Standard Error 1.0190748819
Observations 12
ANOVA
df SS MS F Significance F
Regression 3 4045.59439108 1348.53146369 1298.52073621 4.3377028E-11
Residual 8 8.3081089186 1.0385136148
Total 11 4053.9025
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.9030037224
R Square 0.8154157226
Adjusted R Square 0.7743969943
Standard Error 9.1182762971
Observations 12
ANOVA
df SS MS F Significance F
Regression 2 3305.61583633 1652.80791817 19.8791078149 0.0004987423
Residual 9 748.286663668 83.1429626298
Total 11 4053.9025
Upper 95%
-17.916240933
9.6956548241
19.1238901417
LAD Regression using Simplex method
sum T 44.11111
LAD Regression using Reweighted Least Squares
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Abs(Res)
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
17 18 19 20 21 22 23 24 25
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME?
#NAME?
#NAME?
LAD Regression Tool No intercept
upper
#NAME?
#NAME?
LAD Regression Standard Errors via Bootstrapping
I ### I ###
C ### C ###
Q ### Q ###
Total Least Squares
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R Square #NAME? SBC #NAME?
Standard Error #NAME?
Observations 11
SUMMARY
Groups Count
Flavor 1 6
Flavor 2 6
Flavor 3 6
ANOVA
Source of Variation SS
Between Groups 21
Within Groups 237.5
Total 258.5
Effect size
ω2 -0.03888
ω 0.197186
SS MS F Significance F
21 10.5 0.66315789 0.529691494
237.5 15.8333333
258.5
df MS F P-value F crit
2 10.5 0.66315789 0.529691494 3.68232034
15 15.8333333
17
ANOVA using Regression
Model with Dummy Variables SUMMARY OUTPUT
Flavor 1 Flavor 2 Flavor 3 Score t1 t2
16 7 15 16 1 0 Regression Statistics
8 14 12 8 1 0 Multiple R 0.28502265
14 10 11 14 1 0 R Square 0.08123791
12 12 17 12 1 0 Adjusted R Square -0.0412637
15 8 20 15 1 0 Standard Error 3.97911213
7 18 9 7 1 0 Observations 18
7 0 1
14 0 1 ANOVA
10 0 1 df
12 0 1 Regression 2
8 0 1 Residual 15
18 0 1 Total 17
15 -1 -1
12 -1 -1 Coefficients
11 -1 -1 Intercept 12.5
17 -1 -1 t1 -0.5
20 -1 -1 t2 -1
9 -1 -1
SUMMARY
Groups Count
Flavor 1 6
Flavor 2 6
Flavor 3 6
ANOVA
Source of Variation SS
Between Groups 21
Within Groups 237.5
Total 258.5
Analysis of means
Flavor 1
16
8
14
12
15
7
mean 12
SS MS F Significance F grp effect -0.5
21 10.5 0.66315789 0.529691494
237.5 15.8333333
258.5
df MS F P-value F crit
2 10.5 0.66315789 0.529691494 3.68232034
15 15.8333333
17
Analysis of means
Flavor 2 Flavor 3
7 15
14 12
10 11
12 17
8 20
18 9
11.5 14 12.5
-1 1.5
Two-way ANOVA using regression
b0 165.4
b3 -25.2
b2 -5.8
b1 -24.2
b5 59.8
b4 2.8E-14
Anova: Two-Factor With Replication
Blend Y
Count 5 5 5 15
Sum 798 701 827 2326
Average 159.6 140.2 165.4 155.0667
Variance 978.3 165.7 217.3 513.3524
Total
Count 10 10 10
Sum 1475 1580 1533
Average 147.5 158 153.3
Variance 912.0556 549.5556 416.6778
ANOVA
Source of Variation SS df MS F P-value F crit
Rows 136.5333 1 136.5333 0.303183 0.586983 4.259677
Columns 553.2667 2 276.6333 0.614286 0.549317 3.402826
Interaction 5960.067 2 2980.033 6.617395 0.005142 3.402826
Within 10808 24 450.3333
Total 17457.87 29
MST 601.9954
R 0.380909
ω2 0.245597
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.617178634
R Square 0.380909466
Adjusted R Square 0.251932271
Standard Error 21.22105872
Observations 30
ANOVA
df SS MS F Significance F
Regression 5 6649.86666667 1329.973333 2.95330866 0.0323741792
Residual 24 10808 450.3333333
Total 29 17457.8666667
R 0.380909466
Regression (Row)
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.088434915
R Square 0.007820734
Adjusted R Square -0.02761424
Standard Error 24.87205355
Observations 30
ANOVA
df SS MS F Significance F
Regression 1 136.533333333 136.5333333 0.220706643 0.6421403428
Residual 28 17321.3333333 618.6190476
Total 29 17457.8666667
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.178021176
R Square 0.031691539
Adjusted R Square -0.04003501
Standard Error 25.02191632
Observations 30
ANOVA
df SS MS F Significance F
Regression 2 553.266666667 276.6333333 0.441838316 0.6474188037
Residual 27 16904.6 626.0962963
Total 29 17457.8666667
Upper 95%
168.2214075
14.33694621
Upper 95%
169.5353648
17.16027312
27.66027312
Two-way ANOVA using regression
Calculation of coefficients
b0 152.617
b1 -3.4167
b2 -5.1167
b3 4.75833
b4 -8.6833
b5 17.0417
t2 t3 t1 t1*t2 t1*t3 y
1 0 1 1 0 128
1 0 1 1 0 150
1 0 1 1 0 174
1 0 1 1 0 116
1 0 1 1 0 109
1 0 -1 -1 0 175
1 0 -1 -1 0 132
1 0 -1 -1 0 120
1 0 -1 -1 0 187
1 0 -1 -1 0 184
0 1 1 0 1 166
0 1 1 0 1 178
0 1 1 0 1 187
0 1 1 0 1 153
0 1 -1 0 -1 140
0 1 -1 0 -1 145
0 1 -1 0 -1 159
0 1 -1 0 -1 131
-1 -1 1 -1 -1 151
-1 -1 1 -1 -1 125
-1 -1 1 -1 -1 117
-1 -1 1 -1 -1 155
-1 -1 1 -1 -1 158
-1 -1 -1 1 1 167
-1 -1 -1 1 1 183
-1 -1 -1 1 1 142
-1 -1 -1 1 1 167
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.560291649
R Square 0.313926732
Adjusted R Square 0.150575954
Standard Error 21.91618232
Observations 27
ANOVA
df SS MS F Significance F
Regression 5 4615.37407407 923.0748148 1.921795147 0.1333573079
Residual 21 10086.7 480.3190476
Total 26 14702.0740741
α + β model
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.252842995
R Square 0.06392958
Adjusted R Square -0.05816656
Standard Error 24.46130632
Observations 27
ANOVA
df SS MS F Significance F
Regression 3 939.897421182 313.2991404 0.523600329 0.6703789375
Residual 23 13762.1766529 598.3555066
Total 26 14702.0740741
α + αβ model
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.532888611
R Square 0.283970272
Adjusted R Square 0.19057509
Standard Error 21.39394684
Observations 27
ANOVA
df SS MS F Significance F
Regression 3 4174.95196664 1391.650656 3.040523778 0.0493882353
Residual 23 10527.1221074 457.7009612
Total 26 14702.0740741
β + αβ model
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.541066633
R Square 0.292753101
Adjusted R Square 0.164162756
Standard Error 21.74019768
Observations 27
ANOVA
df SS MS F Significance F
Regression 4 4304.07777778 1076.019444 2.276633604 0.0934594583
Residual 22 10397.9962963 472.6361953
Total 26 14702.0740741
Summary
ANOVA
dfReg SSReg R Square R Square x SST
α+β+αβ 5 4615.37407407 0.313926732
α+αβ 3 4174.95196664 0.283970272
β+αβ 4 4304.07777778 0.292753101
α+β 3 939.897421182 0.06392958
A 1 311.296296296 0.021173631 311.2962963
B 2 440.422107438 0.029956461 440.42210744
AB 2 3675.47665289 0.249997152 3675.4766529
ANOVA Results
ANOVA
Source of Variation SS df MS F P-value
Blend (Rows) 311.2962963 1 311.2962963 0.648103168 0.4298128072
Crop (Columns) 440.4221074 2 220.2110537 0.458468293 0.6384312823
Interaction 3675.476653 2 1837.738326 3.826078386 0.0382957648
Within 10086.7 21 480.3190476
Total 14702.07407 26
Blend Y
Count 5 5 5 15
Sum 798 701 827 2326
Average 159.6 140.2 165.4 155.0667
Variance 978.3 165.7 217.3 513.3524
Upper 95%
161.4426528 Total
5.409319422 Count 10 10 10
7.013490965 Sum 1475 1580 1533
17.58219381 Average 147.5 158 153.3
3.446824299 Variance 912.0556 549.5556 416.6778
29.86552715
ANOVA
Source of Variation SS df MS F P-value F crit
Rows 136.5333 1 136.5333 0.303183 0.586983 4.259677
Columns 553.2667 2 276.6333 0.614286 0.549317 3.402826
Interaction 5960.067 2 2980.033 6.617395 0.005142 3.402826
Within 10808 24 450.3333
Total 17457.87 29
MST 601.9954
R 0.380909
Upper 95%
162.1267951
5.419629311
8.616425864
19.26214103
Upper 95%
160.782729
5.168731736
3.059873211
29.45894348
Upper 95%
161.2150789
7.00505593
17.56652465
2.897295885
30.06991922
Two-way ANOVA Real Statistics tool Input data in standard format Descriptive Statistics
VARIANCE
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
Input data with rows and columns exchanged
Gender
Male
Male
Male
Male
Female
Female
Female
Female
Three Factor ANOVA Input data in column format
Regression Analysis(D,A)
OVERALL FIT
Multiple R #NAME?
R Square #NAME?
Adjusted R Square #NAME?
Standard Error #NAME?
Observations 42
ANOVA
df SS
Regression 4 #NAME?
Residual 37 #NAME?
Total 41 765790.5
OVERALL FIT
Multiple R #NAME?
R Square #NAME?
Adjusted R Square #NAME?
Standard Error #NAME?
Observations 42
ANOVA
df SS
Regression 2 #NAME?
Residual 39 #NAME?
Total 41 765790.5
OVERALL FIT
Multiple R #NAME?
R Square #NAME?
Adjusted R Square #NAME?
Standard Error #NAME?
Observations 42
ANOVA
df SS
Regression 15 #NAME?
Residual 26 #NAME?
Total 41 765790.5
ANOVA
AIC #NAME? SS df
AICc #NAME? Between Subjects #NAME? 13
SBC #NAME? - Rows #NAME? 2
- Error #NAME? 11
Within Subjects #NAME? 28
- Columns #NAME? 2
Alpha 0.05 - Interaction #NAME? 4
MS F p-value sig - Error #NAME? 22
#NAME? #NAME? #NAME? #NAME? Total 765790.5 41
#NAME?
AIC #NAME?
AICc #NAME?
SBC #NAME?
Alpha 0.05
MS F p-value sig
#NAME? #NAME? #NAME? #NAME?
#NAME?
AIC #NAME?
AICc #NAME?
SBC #NAME?
Alpha 0.05
MS F p-value sig
#NAME? #NAME? #NAME? #NAME?
#NAME?
AIC #NAME?
AICc #NAME?
SBC #NAME?
Alpha 0.05
MS F p-value sig
#NAME? #NAME? #NAME? #NAME?
#NAME?
AIC #NAME?
AICc #NAME?
SBC #NAME?
Alpha 0.05
MS F p-value sig
#NAME? #NAME? #NAME? #NAME?
#NAME?
AIC #NAME?
AICc #NAME?
SBC #NAME?
Alpha 0.05
MS F p-value sig
#NAME? #NAME? #NAME? #NAME?
#NAME?
AIC #NAME?
AICc #NAME?
SBC #NAME?
Alpha 0.05
MS F p-value sig
#NAME? #NAME? #NAME? #NAME?
#NAME?
Alpha 0.05
MS F p-value sig
#NAME? #NAME? #NAME? #NAME?
#NAME?
Alpha 0.05
MS F P value F crit
Age Day 1 Day 2 Day 3 Input data in stacked format Descriptive Statistics
Young 250 278 442
65 207 341 #NAME? #NAME? #NAME? COUNT
251 261 384 #NAME? #NAME? #NAME?
103 286 401 #NAME? #NAME? #NAME? #NAME?
Middle 54 172 307 #NAME? #NAME? #NAME? #NAME?
20 116 425 #NAME? #NAME? #NAME? #NAME?
41 168 378 #NAME? #NAME? #NAME?
29 81 193 #NAME? #NAME? #NAME?
3 54 285 #NAME? #NAME? #NAME? MEAN
Old 118 124 365 #NAME? #NAME? #NAME?
83 266 382 #NAME? #NAME? #NAME? #NAME?
38 207 289 #NAME? #NAME? #NAME? #NAME?
71 285 471 #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? VARIANCE
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? GG epsilon
#NAME? #NAME? #NAME? HF epsilon
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
Descriptive Statistics Two Factor Anova with Repeated Measures
balanced ANOVA
#NAME? #NAME? #NAME? SS df MS
#NAME? #NAME? #NAME? #NAME? Between Subjects #NAME? 116
#NAME? #NAME? #NAME? #NAME? - Rows #NAME? -1 #NAME?
#NAME? #NAME? #NAME? #NAME? - Error #NAME? 117 #NAME?
#NAME? #NAME? #NAME? #NAME? Within Subjects #NAME? 234
- Columns #NAME? -1 #NAME?
- Interaction #NAME? 1 #NAME?
#NAME? #NAME? #NAME? - Error #NAME? 234 #NAME?
#NAME? #NAME? #NAME? #NAME? Total #NAME? 350 #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? Greenhouse and Geisser
Sources SS df MS
Columns #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? Interaction #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? Error #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? Huyhn and Feldt
#NAME? #NAME? #NAME? #NAME? Sources SS df MS
Columns #NAME? #NAME? #NAME?
#NAME? Interaction #NAME? #NAME? #NAME?
#NAME? Error #NAME? #NAME? #NAME?
Alpha 0.05
F P value F crit
Alpha 0.05
F P value F crit
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
Alpha 0.05
F P value F crit
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
Repeated Measures ANOVA using Regression
ANOVA Alpha
#NAME? #NAME? SS df MS F
#NAME? #NAME? #NAME? Between Subjects #NAME? -1
#NAME? #NAME? #NAME? - Rows #NAME? -1 #NAME? #NAME?
#NAME? #NAME? #NAME? - Error #NAME? 0 #NAME?
#NAME? #NAME? #NAME? Within Subjects #NAME? 0
- Columns #NAME? -1 #NAME? #NAME?
- Interaction #NAME? 1 #NAME? #NAME?
#NAME? #NAME? - Error #NAME? 0 #NAME?
#NAME? #NAME? #NAME? Total -18717.5 -1 18717.49
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? Greenhouse and Geisser Alpha
Sources SS df MS F
Columns #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? Interaction #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? Error #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? Huyhn and Feldt Alpha
#NAME? #NAME? 18717.49 Sources SS df MS F
Columns #NAME? #NAME? #NAME? #NAME?
Interaction #NAME? #NAME? #NAME? #NAME?
Error #NAME? #NAME? #NAME?
0.05
P value F crit
#NAME? Err:502
#NAME? Err:502
#NAME? Err:502
0.05
P value F crit
#NAME? #NAME?
#NAME? #NAME?
0.05
P value F crit
#NAME? #NAME?
#NAME? #NAME?
Residuals
QQ Plot - Residuals
2.5
2
1.5
1
Std Normal
0.5
0
-15 -10 -5 -0.5 0 5 10 15
-1
-1.5
-2
-2.5
Data
QQ Plot - y
2.5
2
1.5
1
Std Normal
0.5
0
-0.5 50 55 60 65 70 75 80 85 90 95
-1
-1.5
-2
-2.5
Data
QQ Plot - Studentized Residuals
2.5
2
1.5
1
Std Normal
0.5
0
-6 -4 -2 -0.5 0 2 4 6
-1
-1.5
-2
-2.5
Data
H = X(XTX)-1XT
0.162154 0.042795 0.029533 -0.12298 0.082581 0.142261 0.168785 0.022902 0.122368
0.042795 0.072635 0.07595 0.114079 0.062688 0.047768 0.041137 0.077608 0.052741
0.029533 0.07595 0.081108 0.140419 0.060478 0.037269 0.026954 0.083686 0.045005
-0.12298 0.114079 0.140419 0.443329 0.035059 -0.08347 -0.13615 0.153589 -0.04396
0.082581 0.062688 0.060478 0.035059 0.069319 0.079266 0.083686 0.059373 0.07595
0.142261 0.047768 0.037269 -0.08347 0.079266 0.126512 0.14751 0.032019 0.110763
0.168785 0.041137 0.026954 -0.13615 0.083686 0.14751 0.175876 0.019862 0.126236
0.022902 0.077608 0.083686 0.153589 0.059373 0.032019 0.019862 0.086726 0.041137
0.122368 0.052741 0.045005 -0.04396 0.07595 0.110763 0.126236 0.041137 0.099159
0.069319 0.066004 0.065635 0.061399 0.067109 0.068767 0.069503 0.065451 0.068214
0.102474 0.057715 0.052741 -0.00445 0.072635 0.095014 0.104961 0.050255 0.087554
-0.03678 0.092528 0.106895 0.272119 0.049426 -0.01523 -0.04396 0.114079 0.006324
0.003009 0.082581 0.091423 0.193099 0.056057 0.016271 -0.00141 0.095843 0.029533
0.168785 0.041137 0.026954 -0.13615 0.083686 0.14751 0.175876 0.019862 0.126236
0.042795 0.072635 0.07595 0.114079 0.062688 0.047768 0.041137 0.077608 0.052741
E/√MSRes 5
X E X X E/s.e.
5 -2.57942 5 -0.32345 1 5 -0.35337 0
23 6.728188 23 0.843694 2 23 0.876111 0 10
25 -10.0154 25 -1.2559 3 25 -1.31016 -5
48 -2.5668 48 -0.32187 4 48 -0.4314
17 9.958986 17 1.248825 5 17 1.294498 -10
8 3.305182 8 0.414459 6 8 0.443459
-15
4 -10.2076 4 -1.28 7 4 -1.40999
26 9.612789 26 1.205413 8 26 1.261349
11 2.189783 11 0.274592 9 11 0.28931
19 1.215387 19 0.152406 10 19 0.157761
14 -8.92562 14 -1.11924 11 14 -1.16695 1.5
35 8.266593 35 1.036605 12 35 1.143854
29 -9.50261 29 -1.1916 13 29 -1.26246 1
0.5
0
0 10
1.5
1
4 8.79238 4 1.102537 14 4 1.214498
0.5
23 -6.27181 23 -0.78647 15 23 -0.81668
0
0 10
QQ Tables -0.5
Count 15 30 -1
Mean -1.33E-14
-1.5
Std Dev 7.684597
QQ Tables
Count 15 30
Mean 73.53333
Std Dev 10.96662
QQ Tables
Count 15 30
Mean -0.00468
Std Dev 1.026809
Residuals
15
10
0
0 10 20 30 40 50 60
-5
-10
-15
Std Residuals
1.5
0.5
0
0 10 20 30 40 50 60
1.5
0.5
0
0 10 20 30 40 50 60
-0.5
-1
-1.5
Studentized Residuals
1.5
0.5
0
0 10 20 30 40 50 60
-0.5
-1
-1.5
-2
Residuals
Normality
QQ Tables
Count 11 22
Mean 47.18182 QQ Plot
Std Dev 13.62951
2
1.5
Interval Data Std Norm Std Data
1 25 -1.690622 -1.62748 1
0.5
Std Normal
3 33 -1.096804 -1.04052
5 38 -0.747859 -0.67367 0
7 38 -0.472789 -0.67367 -0.5 20 30 40 50 60 70 8
9 43 -0.229884 -0.30682 -1
11 49 0 0.1334 -1.5
13 51 0.2298841 0.280141 -2
15 51 0.4727891 0.280141
Data
17 55 0.7478586 0.573621
19 65 1.0968036 1.307323
21 71 1.6906216 1.747545
s.e. Ŷ E H = X(XTX)-1XT
16.61383 54.8105 10.1895 0.127739 0.068695 0.134182 0.079562 0.139279
1.957869 42.74618 -4.74618 0.068695 0.290538 0.233796 -0.08158 -0.06932
1.805773 56.29517 -5.29517 0.134182 0.233796 0.295092 -0.08515 0.028824
44.67213 -6.67213 0.079562 -0.08158 -0.08515 0.267096 0.202204
(XTX)-1 57.08425 -2.08425 0.139279 -0.06932 0.028824 0.202204 0.246656
-0.10639 41.26151 1.738493 0.062253 0.125437 0.072887 0.083133 0.041139
0.005977 21.33256 3.667443 -0.03343 0.058992 -0.15219 0.232166 0.002846
0.016508 34.09247 -1.09247 0.026961 0.305364 0.175373 -0.05876 -0.11685
67.22262 3.777381 0.187456 0.080959 0.248156 0.01467 0.18373
MSRes(XTX)-1 46.1568 4.843204 0.086005 0.083521 0.075759 0.102383 0.091749
-21.0164 53.32583 -4.32583 0.121297 -0.09641 -0.02673 0.244275 0.249735
1.180641
3.260817 SSRes 1580.28
dfRes 8
MSRes 197.535
Residual plots
Residuals Standardized
Std Residuals
0.8
0.6
0.4
0.2
0
1 2 3 4 5 6 7 8
0.8
0.6
0.4
0.2
0
1 2 3 4 5 6 7 8
-0.2
-0.4
-0.6
Residual plots
Residuals Standardized
Std Residuals
0.8
0.6
0.4
0.2
0
0 1 2 3 4 5 6 7
-0.2
-0.4
-0.6
0.062253 -0.03343 0.026961 0.187456 0.086005 0.121297
0.125437 0.058992 0.305364 0.080959 0.083521 -0.09641
0.072887 -0.15219 0.175373 0.248156 0.075759 -0.02673
0.083133 0.232166 -0.05876 0.01467 0.102383 0.244275
0.041139 0.002846 -0.11685 0.18373 0.091749 0.249735
0.114802 0.177754 0.156951 0.020259 0.093767 0.051618
0.177754 0.572046 0.205827 -0.26275 0.113405 0.085332
0.156951 0.205827 0.368056 -0.03113 0.089653 -0.12145
0.020259 -0.26275 -0.03113 0.356516 0.075371 0.126756
0.093767 0.113405 0.089653 0.075371 0.092137 0.096251
0.051618 0.085332 -0.12145 0.126756 0.096251 0.269321
Studentized
Residuals
Price E/s.e.
12
1 0.776261 65
10
2 -0.40092 38
8
3 -0.44874 51
4 -0.55452 38 6
5 -0.17086 55 4
6 0.131471 43 2
7 0.39888 25 0
8 -0.09778 33 -2 1 2 3 4 5 6 7 8 9 10
9 0.335043 71 -4
10 0.36166 51 -6
11 -0.36007 49 -8
Studentized
Residuals
Color E/s.e.
1 5 0.724988 12
2 7 -0.33769 10
3 8 -0.37675 8
4 1 -0.47473 6
5 3 -0.1483 4
6 4 0.123695 2
7 0 0.26094 0
8 6 -0.07773 -2 0 1 2 3 4 5 6 7 8 9
9 7 0.268763 -4
10 4 0.344596 -6
11 2 -0.30778 -8
0.6
0.4
0.2
0
4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9
-0.2
-0.4
-0.6
7 8 9 10
uals
60 70 80
60 70 80
6 7 8 9
uals
6 7 8 9
Residuals
Version 1
Cig Life Exp Obs X Y Pred Y Residual Leverage Mod MSE RStudent
5 80 1 5 80 82.579419 -2.579419 0.1621539 68.233438 -0.341147
23 78 2 23 78 71.271812 6.7281881 0.0726346 64.827353 0.8677478
25 60 3 25 60 70.015411 -10.01541 0.0811076 59.798332 -1.351114
48 53 4 48 53 55.566802 -2.566802 0.443329 67.908905 -0.417474
17 85 5 17 85 75.041014 9.9589857 0.0693191 60.014475 1.3325598
8 84 6 8 84 80.694818 3.305182 0.1265119 67.852991 0.4293213
4 73 7 4 73 83.20762 -10.20762 0.1758765 58.359204 -1.471884
26 79 8 26 79 69.387211 9.6127893 0.0867256 60.463472 1.2936067
11 81 9 11 81 78.810217 2.1897833 0.0991588 68.451614 0.2788593
19 75 10 19 75 73.784613 1.2153865 0.0667403 68.763295 0.1517172
14 68 11 14 68 76.925616 -8.925616 0.0800946 61.678275 -1.184951
35 72 12 35 72 63.733407 8.266593 0.1787315 61.961149 1.158842
29 58 13 29 58 67.502609 -9.502609 0.1091054 60.448668 -1.2949
4 92 14 4 92 83.20762 8.7923804 0.1758765 61.078208 1.2392735
23 65 n 15 23 65 71.271812 -6.271812 0.0726346 65.360484 -0.805582
k 1
Mean 19.4
SS 2172 826.74234
df 13
MS 63.595565
Version 2
Cig Life Exp Obs X Y Pred Y Residual Leverage Mod MSE RStudent
5 80 1 5 80 78.889974 1.1100264 0.1621539 68.772643 0.1462323
23 78 2 23 78 74.694173 3.3058267 0.0726346 67.913158 0.4165601
25 60 3 25 60 74.227973 -14.22797 0.0811076 50.536568 -2.087891
48 83 4 48 83 68.866673 14.133327 0.443329 38.992591 3.0335704
17 85 5 17 85 76.092773 8.9072266 0.0693191 61.791195 1.1745697
8 84 6 8 84 78.190674 5.8093265 0.1265119 65.67551 0.7670004
4 73 7 4 73 79.123074 -6.123074 0.1758765 65.104094 -0.835929
26 79 8 26 79 73.994873 5.0051268 0.0867256 66.609346 0.6417219
11 81 9 11 81 77.491373 3.5086265 0.0991588 67.756402 0.4490946
19 75 10 19 75 75.626573 -0.626573 0.0667403 68.860139 -0.07816
14 68 11 14 68 76.792073 -8.792073 0.0800946 61.892613 -1.1652
35 72 12 35 72 71.896973 0.103027 0.1787315 68.894118 0.0136967
29 58 13 29 58 73.295573 -15.29557 0.1091054 47.011334 -2.363477
4 92 14 4 92 79.123074 12.876926 0.1758765 52.128369 1.9646219
23 65 n 15 23 65 74.694173 -9.694173 0.0726346 60.450394 -1.29475
k 1
Mean 19.4
SS 2172 1173.7381
df 13
MS 90.287546
80 80
75 75
70 70
65 65
60 60
55 55
50 50
0 10 20 30 40 50 60 0 10 20
Cigarettes smoked (per day) Cigarettes sm
1 3
0.5 2
0 1
0 5 10 15 20 25 30 35 40 45 50
-0.5 0
0 5 10 15 20 25
-1 -1
-1.5 -2
-2 -3
T-test Cook's D DFFITS
0.7384439 0.0120833 -0.15008
0.4012672 0.0300595 0.242851
0.1997058 0.0757553 -0.40141
0.683144 0.0741066 -0.37256
0.2055632 0.0624058 0.363674
0.674719 0.0142414 0.163388
0.1648437 0.2121364 -0.67996
0.2183142 0.0755417 0.398635
0.7847395 0.0046066 0.092518
0.8817392 0.0008899 0.040572
0.2572472 0.0592838 -0.34965
0.2673652 0.1423728 0.540608
0.2178807 0.0975939 -0.45315
0.2371519 0.1573908 0.572499
0.4349719 0.0261199 -0.22545
10 20 30 40 50 60
Cigarettes smoked (per day)
Version 1 Version 2
X RStudent X
Studentized Residuals - Version 2 5 -0.34115 5
23 0.867748 23
25 -1.35111 25
48 -0.41747 48
17 1.33256 17
8 0.429321 8
4 -1.47188 4
26 1.293607 26
11 0.278859 11
10 15 20 25 30 35 40 45 50
19 0.151717 19
14 -1.18495 14
35 1.158842 35
29 -1.2949 29
4 1.239274 4
23 -0.80558 23
Version 2
RStudent
0.146232
0.41656
-2.08789
3.03357
1.17457
0.767
-0.83593
0.641722
0.449095
-0.07816
-1.1652
0.013697
-2.36348
1.964622
-1.29475
Cook's Distance
(XTX)-1 MSRes(XTX)-1
1.397 -0.142 -0.106 48.44 -4.922 -3.689 SSRes
-0.142 0.019 0.006 -4.922 0.673 0.2072 dfRes
-0.106 0.006 0.017 -3.689 0.207 0.5723 MSRes
k
E H = X(XTX)-1XT
10.1895 0.127739 0.068695 0.134182 0.079562 0.139279 0.062253 -0.03343 0.026961 0.187456
-4.74618 0.068695 0.290538 0.233796 -0.08158 -0.06932 0.125437 0.058992 0.305364 0.080959
-5.29517 0.134182 0.233796 0.295092 -0.08515 0.028824 0.072887 -0.15219 0.175373 0.248156
-6.67213 0.079562 -0.08158 -0.08515 0.267096 0.202204 0.083133 0.232166 -0.05876 0.01467
-2.08425 0.139279 -0.06932 0.028824 0.202204 0.246656 0.041139 0.002846 -0.11685 0.18373
1.738493 0.062253 0.125437 0.072887 0.083133 0.041139 0.114802 0.177754 0.156951 0.020259
3.667443 -0.03343 0.058992 -0.15219 0.232166 0.002846 0.177754 0.572046 0.205827 -0.26275
-1.09247 0.026961 0.305364 0.175373 -0.05876 -0.11685 0.156951 0.205827 0.368056 -0.03113
3.777381 0.187456 0.080959 0.248156 0.01467 0.18373 0.020259 -0.26275 -0.03113 0.356516
4.843204 0.086005 0.083521 0.075759 0.102383 0.091749 0.093767 0.113405 0.089653 0.075371
-4.32583 0.121297 -0.09641 -0.02673 0.244275 0.249735 0.051618 0.085332 -0.12145 0.126756
277.3563
8
34.66954
2
Obs Color Quality Price (Y) Pred Y Residual SResidual Leverage Mod MSE
1 7 5 65 54.81050 10.1895 1.730529 0.127739 22.61792
2 3 7 38 42.74618 -4.74618 -0.80606 0.290538 35.08646
3 5 8 51 56.29517 -5.29517 -0.8993 0.295092 33.93997
4 8 1 38 44.67213 -6.67213 -1.13316 0.267096 30.94505
5 9 3 55 57.08425 -2.08425 -0.35398 0.246656 38.79856
6 5 4 43 41.26151 1.738493 0.295256 0.114802 39.13457
7 4 0 25 21.33256 3.667443 0.622858 0.572046 35.13248
8 2 6 33 34.09247 -1.09247 -0.18554 0.368056 39.35253
9 8 7 71 67.22262 3.777381 0.64153 0.356516 36.45462
10 6 4 51 46.15680 4.843204 0.822543 0.092137 35.9313
11 9 2 49 53.32583 -4.32583 -0.73468 0.269321 35.96373
Real Statistics data analysis tool
Stud E Cook's D
0.086005 0.121297 1 1.852916
0.083521 -0.09641 2 -0.95699 Obs Color Quality Price Pred Y Residual
0.075759 -0.02673 3 -1.07112 1 7 5 65 54.8105 10.1895
0.102383 0.244275 4 -1.32363 2 3 7 38 42.74618 -4.74618
0.091749 0.249735 5 -0.40783 3 5 8 51 56.29517 -5.29517
0.093767 0.051618 6 0.313819 4 8 1 38 44.67213 -6.67213
0.113405 0.085332 7 0.952118 5 9 3 55 57.08425 -2.08425
0.089653 -0.12145 8 -0.2334 6 5 4 43 41.26151 1.738493
0.075371 0.126756 9 0.799738 7 4 0 25 21.33256 3.667443
0.092137 0.096251 10 0.863274 8 2 6 33 34.09247 -1.09247
0.096251 0.269321 11 -0.85947 9 8 7 71 67.22262 3.777381
10 6 4 51 46.1568 4.843204
11 9 2 49 53.32583 -4.32583
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R Square #NAME? BSC #NAME?
Standard Error #NAME?
Observations 11
ANOVA Alpha
df SS MS F
Regression 2 #NAME? #NAME? #NAME?
Residual 8 #NAME? #NAME?
Total 10 1857.636
Cook's D
X Y B Ŷ
7 5 65 5.073234 54.97148
3 7 38 3.891769 42.46209
5 8 51 56.50032
8 1 38 44.47764
9 3 55 s.e. 57.33441
5 4 43 0.393341 40.93325
0.05 4 0 25 0.511 20.29294
p-value sig 2 6 33 33.49708
#NAME? #NAME? 8 7 71 67.82826
6 4 51 46.00648
9 2 49 53.44264
E b2 b1 Color Quality
10.02852 Slope (b) 3.8917693 5.073234 7 5
-4.46209 S.E. of slope (sb) 0.5109997 0.3933407 4 4
-5.50032 R Square 0.9893888 5.5732648 S.E. of estimate (sRes) 9 8
-6.47764 F 419.58104 9 dfRes
-2.33441 SSReg 26065.448 279.55152 SSRes
2.066753
4.707064
-0.49708
3.171743
4.993519
-4.44264
SSRes 279.5515
dfRes 9
MSRes 31.06128
Price 0 Price 1
54.97148 54.8105
35.86001 36.36622
76.79326 75.87632
Weighted Regression
Regression Analysis
OVERALL FIT
X Y W Multiple R #NAME? AIC #NAME?
21 17.26 20 R Square #NAME? AICc #NAME?
20 17.07 26 Adj R Square #NAME? SBC #NAME?
19 16.37 27 Standard Error #NAME?
18 16.40 24 Observations 7
17 16.13 36
16 16.17 39 ANOVA Alpha 0.05
15 15.98 32 df SS MS F p-value sig
Regression 1 #NAME? #NAME? #NAME? #NAME? #NAME?
Residual 5 #NAME? #NAME?
Total 6 1.443543
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adj R Square #NAME? BSC #NAME?
Standard Error #NAME?
Observations 7
17.20
17.00
16.80
16.60
16.40
16.20
16.00
15.80
15 16 17 18 19 20 21
20 21
Weighted Linear Regression
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R Square #NAME? BSC #NAME?
Standard Error #NAME?
Observations 8
Ad Clients
Impact of Ad Budget
26 61
90
24 59
85
32 74 80
Ad Clients Pred Y Residual Leverage SResidual Mod MSE RStudent T-Test Cook's D
26 61 61.22689 -0.22689 #NAME? -0.04253 #NAME? #NAME? #NAME? #NAME?
24 59 54.38655 4.613445 #NAME? 0.8647 #NAME? #NAME? #NAME? #NAME?
32 74 81.7479 -7.7479 #NAME? -1.45219 #NAME? #NAME? #NAME? #NAME?
20 39 40.70588 -1.70588 #NAME? -0.31973 #NAME? #NAME? #NAME? #NAME?
24 51 54.38655 -3.38655 #NAME? -0.63474 #NAME? #NAME? #NAME? #NAME?
27 59 64.64706 -5.64706 #NAME? -1.05843 #NAME? #NAME? #NAME? #NAME?
20 44 40.70588 3.294118 #NAME? 0.617418 #NAME? #NAME? #NAME? #NAME?
23 52 50.96639 1.033613 #NAME? 0.193731 #NAME? #NAME? #NAME? #NAME?
29 81 71.48739 9.512605 #NAME? 1.782952 #NAME? #NAME? #NAME? #NAME?
22 46 47.54622 -1.54622 #NAME? -0.28981 #NAME? #NAME? #NAME? #NAME?
28 74 68.06723 5.932773 #NAME? 1.111983 #NAME? #NAME? #NAME? #NAME?
21 40 44.12605 -4.12605 #NAME? -0.77335 #NAME? #NAME? #NAME? #NAME?
SSE
dfE
MSE
k
DFFITS
Residual Analysis
#NAME?
10
#NAME?
8
#NAME?
6
#NAME?
4
#NAME?
Residuals
2
#NAME?
0
#NAME? 20 22 24 26 28 30 32
-2
#NAME?
-4
#NAME? -6
#NAME? -8
#NAME?
Ad Spend
#NAME?
284.6555
10
28.46555
1
Weighted Regression Analysis
lower upper
#NAME? #NAME?
#NAME? #NAME?
Weighted Regression
Regression Analysis
Color Quality Price
7 5 65 OVERALL FIT
3 7 38 Multiple R #NAME? AIC #NAME?
5 8 51 R Square #NAME? AICc #NAME?
8 1 38 Adjusted R Square #NAME? SBC #NAME?
9 3 55 Standard Error #NAME?
5 4 43 Observations 15
2 3 20
8 6 65 ANOVA Alpha 0.05
3 1 20 df SS MS F p-value
1 5 26 Regression 2 #NAME? #NAME? #NAME? #NAME?
4 0 25 Residual 12 #NAME? #NAME?
2 6 33 Total 14 3879.333
8 7 71
6 4 51 coef std err t stat p-value lower
9 2 49 Intercept #NAME? #NAME? #NAME? #NAME? #NAME?
Color #NAME? #NAME? #NAME? #NAME? #NAME?
Quality #NAME? #NAME? #NAME? #NAME? #NAME?
Color Quality Price Pred Res Abs Res Pred Res
7 5 65 55.02656 9.973436 9.973436 4.2356331
3 7 38 42.68942 -4.68942 4.689424 3.5348805
5 8 51 56.56712 -5.56712 5.567118 4.3231369
8 1 38 44.61988 -6.61988 6.619882 3.644531
9 3 55 57.34057 -2.34057 2.340572 4.3670693
5 4 43 41.14887 1.85113 1.85113 3.4473767
2 3 20 22.25961 -2.25961 2.259609 2.3744621
8 6 65 63.89269 1.107307 1.107307 4.7392313
3 1 20 19.56205 0.437949 0.437949 2.2212401
sig 1 5 26 24.95717 1.042833 1.042833 2.527684
#NAME? 4 0 25 20.71905 4.280945 4.280945 2.2869582
2 6 33 33.8233 -0.8233 0.823295 3.0312823
8 7 71 67.74725 3.252745 3.252745 4.9581714
6 4 51 46.16044 4.839564 4.839564 3.7320348
upper vif 9 2 49 53.48601 -4.48601 4.48601 4.1481292
#NAME?
#NAME? #NAME?
#NAME? #NAME?
Residual Plot
12
10
8
6
4
Residuals
2
0
10 20 30 40 50 60 70 80
-2
-4
-6
-8
Forecasted Price
Weight Weighted Regression Analysis
0.05574
0.08003 OVERALL FIT
0.053506 Multiple R #NAME? AIC #NAME?
0.075286 R Square #NAME? AICc #NAME?
0.052435 Adjusted R Square #NAME? BSC #NAME?
0.084144 Standard Error #NAME?
0.177366 Observations 15
0.044523
0.202679 ANOVA Alpha 0.05
0.156514 df SS MS F p-value sig
0.191198 Regression 2 #NAME? #NAME? #NAME? #NAME? #NAME?
0.10883 Residual 12 #NAME? #NAME?
0.040678 Total 14 331.8833
0.071797
0.058116 coef std err t stat p-value lower upper
Intercept #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Color #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Quality #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME?
vif
#NAME?
#NAME?
Weighted Regression
Female
3.80
3.70
3.60
3.50
3.40
3.30
3.20
4.70 4.90 5.10 5.30 5.50 5.70 5.90
Score Gender Stress Pred Res
5.08 0 3.35 3.464819 -0.11482
5.16 0 3.61 3.488091 0.121909
4.85 0 3.30 3.397912 -0.09791
0.4
4.98 0 3.41 3.435729 -0.02573
0.3
4.90 0 3.58 3.412457 0.167543
5.21 0 3.47 3.502636 -0.03264 0.2
5.08 0 3.45 3.464819 -0.01482 0.1
Residuals
4.94 0 3.36 3.424093 -0.06409 0
3.2
0.05 5.46 0 3.67 3.575361 0.094639 -0.1
p-value sig 6.04 0 3.71 3.744083 -0.03408 -0.2
#NAME? #NAME? 6.41 1 3.92 3.601152 0.318848
-0.3
6.01 1 3.16 3.484792 -0.32479
-0.4
6.15 1 3.58 3.525518 0.054482
5.80 1 3.22 3.423703 -0.2037
lower upper vif 5.94 1 3.30 3.464429 -0.16443
#NAME? #NAME? 5.32 1 3.13 3.284071 -0.15407
#NAME? #NAME? #NAME? 6.12 1 3.46 3.516791 -0.05679
#NAME? #NAME? #NAME? 5.34 1 3.64 3.289889 0.350111
5.76 1 3.55 3.412067 0.137933
5.65 1 3.72 3.380068 0.339932
5.71 1 3.10 3.397522 -0.29752
Male
4.40
4.20
4.00
3.80
3.60
3.40
3.20
3.00
.50 5.70 5.90 6.10 5.00 5.20 5.40 5.60 5.80 6.00 6.20 6.40
Score Gender
5.08 0
Residual Chart 5.16 0
4.85 0
0.4
4.98 0
0.3
4.90 0
0.2 5.21 0
0.1 5.08 0
Residuals
Femal e
0 4.94 0
3.2 3.3 3.4 3.5 3.6 3.7 3.8 Mal e
-0.1 5.46 0
-0.2
6.04 0
6.41 1
-0.3
6.01 1
-0.4
6.15 1
Forecasted Stress 5.80 1
5.94 1
5.32 1
Min Max Var Weight 6.12 1
Males -0.32479 0.350111 0.065129 15.35406 5.34 1
Females -0.11482 0.167543 0.009097 109.9231 5.76 1
5.65 1
5.71 1
6.40
Stress Weight Weighted Regression Analysis
3.35 109.9231
3.61 109.9231 OVERALL FIT
3.30 109.9231 Multiple R #NAME? AIC #NAME?
3.41 109.9231 R Square #NAME? AICc #NAME?
3.58 109.9231 Adj R Square #NAME? BSC #NAME?
3.47 109.9231 Standard Error #NAME?
3.45 109.9231 Observations 21
3.36 109.9231
3.67 109.9231 ANOVA Alpha 0.05
3.71 109.9231 df SS MS F p-value sig
3.92 15.35406 Regression 2 #NAME? #NAME? #NAME? #NAME? #NAME?
3.16 15.35406 Residual 18 #NAME? #NAME?
3.58 15.35406 Total 20 32.06595
3.22 15.35406
3.30 15.35406 coef std err t stat p-value lower upper
3.13 15.35406 Intercept #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
3.46 15.35406 Score #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
3.64 15.35406 Gender #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
3.55 15.35406
3.72 15.35406
3.10 15.35406
vif
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
Weighted Linear Regression
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R Square #NAME? BSC #NAME?
Standard Error #NAME?
Observations 8
Regression Analysis
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R Square #NAME? BSC #NAME?
Standard Error #NAME?
Observations 8
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R Square #NAME? BSC #NAME?
Standard Error #NAME?
Observations 8
Alpha 0.05
F p-value sig
#NAME? #NAME? #NAME?
Alpha 0.05
SS MS F p-value sig
#NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME?
423.2488
-3
correl 0.585987
Residuals Res lag 0 Res lag 1 Scatter Plot
2.32128
3
1.314793 2.32128
0.403664 1.314793 2
0.073415 0.403664
-2.16109 0.073415 1
-1.20283 -2.16109
-0.80933 -1.20283 0
3 2004 2005 2006 2007 2008 2009 2010 -2.5 -2 -1.5 -1 -0.5 0
-1.23122 -0.80933
-0.41378 -1.23122 -1
1.329819 -0.41378
-2
0.37528 1.329819
-3
correl 0.585987
Runs Test
Scatter Plot
#NAME? #NAME?
3
#NAME? #NAME?
2 #NAME? #NAME?
#NAME? #NAME?
1 #NAME? #NAME?
#NAME? #NAME?
0 #NAME? #NAME?
-1.5 -1 -0.5 0 0.5 1 1.5 2
#NAME? #NAME?
-1 #NAME? #NAME?
-2
-3
Runs Test for Autocorrelation
#NAME? d #NAME?
#NAME? d #NAME?
#NAME?
#NAME? d-lower #NAME?
d-upper #NAME?
sig #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Durbin-Watson Test
Alpha 0.05
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
=DURBIN(F4:F14)
=DURBIN(A4:B14,C4:C14)
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
Breusch-Godfrey Test
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R Square #NAME? SBC #NAME?
Standard Error #NAME?
Observations 20
1 #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Res (εi) ρ #NAME? Pred Res (εi) ρ #NAME?
#NAME? #NAME? #NAME?
#NAME? coef std err #NAME? #NAME? coef std err
#NAME? Intercept #NAME? #NAME? #NAME? #NAME? Intercept #NAME? #NAME?
#NAME? Intercept' #NAME? #NAME? #NAME? #NAME? Intercept' #NAME? #NAME?
#NAME? Rainfall #NAME? #NAME? #NAME? #NAME? Rainfall #NAME? #NAME?
#NAME? Temp #NAME? #NAME? #NAME? #NAME? Temp #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
2 #NAME? 3 #NAME?
4 #NAME? 5 #NAME?
6 #NAME? 7
#NAME? 8 #NAME?
9 #NAME? 10 #NAME?
ρ #NAME?
11 #NAME? 12 #NAME?
13 #NAME? 14 #NAME?
#NAME?
#NAME?
#NAME?
Newey-West W0
5043.8992 6553088 14956.232
Constant GNP Interest Invest Pred Res (ε) 6553088 8.692E+09 19856622
1 860.8 4.62 112.2 128.2956 -16.0956 14956.232 19856622 59473.719
1 866.9 4.10 132.4 130.074 2.326033
1 919.2 4.04 153.4 139.258 14.14196 W1
1 974.6 3.42 162.3 149.7536 12.54638 2515.4755 3162033 5706.89
1 1001.2 3.35 156.5 154.4791 2.020891 3162033 4.036E+09 6923389
1 1048.5 2.99 162.7 163.2067 -0.50666 5706.89 6923389 11688.607
1 1077.0 2.81 166.2 168.4144 -2.21444
1 1075.2 2.76 158.5 168.1701 -9.67014 W2
1 1112.5 2.06 174.1 175.6262 -1.52619 -2475.475 -2910945 -4449.87
1 1175.9 2.44 197.9 186.1353 11.76467 -2910945 -3.45E+09 -4603058
1 1244.1 2.86 217.6 197.4246 20.17538 -4449.87 -4603058 -4097.26
1 1236.8 1.12 198.3 198.5531 -0.25305
1 1218.3 0.36 162.4 196.3814 -33.9814 W3
1 1288.5 2.40 194.8 205.7854 -10.9854 -6059.421 -7879805 -16210.68
1 1359.6 1.79 221.1 218.9993 2.100695 -7879805 -1.04E+10 -21203071
1 1428.0 2.27 257.4 230.2407 27.15931 -16210.68 -21203071 -49992.34
1 1469.8 3.73 258.5 235.502 22.99796
1 1465.8 4.73 226.1 233.4273 -7.32733
1 1502.0 4.11 242.1 240.5817 1.518321
1 1475.5 5.11 200.4 234.5915 -34.1915
W0 weighted
i 0 5043.8992 6553088 14956.232
h 3 6553088 8.692E+09 19856622
mult 1 14956.232 19856622 59473.719
W1 weighted
i 1 1886.6066 2371524 4280.1675
h 3 2371524 3.027E+09 5192542
mult 0.75 4280.1675 5192542 8766.4551
W2 weighted
i 2 -1237.737 -1455473 -2224.935
h 3 -1455473 -1.72E+09 -2301529
mult 0.5 -2224.935 -2301529 -2048.63
W3 weighted (X'X)-1
i 3 -1514.855 -1969951 -4052.67 #NAME? #NAME? #NAME?
h 3 -1969951 -2.59E+09 -5300768 #NAME? #NAME? #NAME?
mult 0.25 -4052.67 -5300768 -12498.08 #NAME? #NAME? #NAME?
OVERALL FIT
Multiple R #NAME? AIC #NAME?
R Square #NAME? AICc #NAME?
Adjusted R #NAME? SBC #NAME?
Standard E #NAME?
Observatio 20
X1 X2 Y X Y B
34 17 4 1 34 17 4 Err:502
45 22.5 7 1 45 22.5 7 Err:502
89 44.5 17 1 89 44.5 17 Err:502
54 27 10 1 54 27 10
65 32.5 13 1 65 32.5 13 (XTX)-1
24 12 3 1 24 12 3 Err:502 Err:502 Err:502
74 37 15 1 74 37 15 Err:502 Err:502 Err:502
81 40.5 16 1 81 40.5 16 Err:502 Err:502 Err:502
Regression with X1 and X2 variables
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.9922590279
R Square 0.9845779785
Adjusted R Square 0.815340975
Standard Error 0.7344722315
Observations 8
ANOVA
df SS MS F
Regression 2 206.638303247 103.3191516233 383.0541
Residual 6 3.2366967533 0.5394494589
Total 8 209.875
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.9922590279
R Square 0.9845779785
Adjusted R Square 0.9820076416
Standard Error 0.7344722315
Observations 8
ANOVA
df SS MS F
Regression 1 206.638303247 206.6383032467 383.0541
Residual 6 3.2366967533 0.5394494589
Total 7 209.875
Linest
b2 b1 intercept
Lower 95% Upper 95% Slope (b) 1.586164E+14 -7.930818E+13 -2.375
-4.951503402 -1.28734881 S.E. of slope (sb) 1.178582E+14 5.892908E+13 0.2489568933
0.2064560197 0.26545561 R Square 0.9875653754 0.70415643 #N/A
0 0 F 198.55150637 5 #N/A
SSReg 196.8980798 2.4791813898 #N/A
RESIDUAL OUTPUT
Linest
b intercept
Lower 95% Upper 95% Slope (b) 0.235955813 -3.119426108 Intercept (a)
-4.951503402 -1.28734881 S.E. of slope (sb) 0.0120559281 0.748730402 S.E. of intercept (sa)
0.2064560197 0.26545561 R Square 0.9845779785 0.7344722315 S.E. of estimate (sRes)
F 383.05405602 6 dfRes
SSReg 206.63830325 3.2366967533 SSRes
Intercept (a)
S.E. of intercept (sa)
S.E. of estimate (sRes)
dfRes
SSRes
. of intercept (sa)
. of estimate (sRes)
VIF and Tolerance
j 1 2 3 4 5 6
Variable Infant Mort White Crime Doctors Traf Deaths University
Tolerance #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
VIF #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
7 8
Unemployed Income
#NAME? #NAME?
#NAME? #NAME?
Unemployed Income Crime SUMMARY OUTPUT
5.0 42,666 448
6.7 68,460 661 Regression Statistics
5.5 50,958 483 Multiple R 0.7197661778
5.1 38,815 529 R Square 0.5180633507
7.2 61,021 523 Adjusted R Square -0.3253257857
4.9 56,993 348 Standard Error 192.835089928
5.7 68,595 256 Observations 12
4.8 57,989 689
6.2 47,778 723 ANOVA
6.2 50,861 493 df SS
3.9 67,214 273 Regression 7 159891.37487
4.9 47,576 239 Residual 4 148741.48763
Total 11 308632.8625
X1 X2 X3 X4 Y Regression Analysis
3 6 2 8 3
7 7 11 14 15 OVERALL FIT
11 11 23 33 19 Multiple R #NAME? AIC
15 12 26 34 27 R Square #NAME? AICc
21 16 12 5 23 Adjusted R #NAME? SBC
23 17 16 10 23 Standard E #NAME?
28 22 22 15 31 Observatio 18
31 16 28 24 39
38 21 34 31 47 ANOVA
39 27 27 8 51 df SS MS
42 24 31 16 47 Regression 4 #NAME? #NAME?
49 32 40 25 51 Residual 13 #NAME? #NAME?
57 29 42 21 55 Total 17 8047.111
68 36 35 9 63
71 42 39 15 67 coef std err t stat
89 51 51 23 71 Intercept #NAME? #NAME? #NAME?
95 53 60 29 71 X1 #NAME? #NAME? #NAME?
97 55 68 40 75 X2 #NAME? #NAME? #NAME?
X3 #NAME? #NAME? #NAME?
X4 #NAME? #NAME? #NAME?
Correlation Matrix
Alpha 0.05
F p-value sig
#NAME? #NAME? #NAME?
OVERALL FIT
Multiple R #NAME? AIC #NAME?
Y map R Square #NAME? AICc #NAME?
#NAME? #NAME? Adjusted R Square #NAME? BSC #NAME?
#NAME? #NAME? Standard Error #NAME?
#NAME? #NAME? Observations 0
#NAME? #NAME?
#NAME? #NAME? ANOVA Alpha 0.05
#NAME? #NAME? df SS MS F p-value sig
#NAME? #NAME? Regression 0 #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? Residual 0 #NAME? #NAME?
#NAME? #NAME? Total 0 #NAME?
#NAME? #NAME?
#NAME? #NAME? coef std err t stat p-value lower upper
#NAME? #NAME? X1 #NAME? #NAME? #NAME? #NAME? Err:502 Err:502
#NAME? #NAME? X2 #NAME? #NAME? #NAME? #NAME? Err:502 Err:502
#NAME? #NAME? X3 #NAME? #NAME? #NAME? #NAME? Err:502 Err:502
#NAME? #NAME? X4 #NAME? #NAME? #NAME? #NAME? Err:502 Err:502
#NAME? #NAME?
#NAME? #NAME? R Square #NAME?
#NAME? #NAME?
Ridge Trace
0
0 0.0017 0.017 0.17 1.7 17 170
1.7 17 170
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
race
X1
X2
X3
X4
1.7 17 170
X1 X2 X3 X4 Y coef Pred
3 6 2 8 3 Intercept 11.42071 13.48634
7 7 11 14 15 X1 0.264684 18.20573
11 11 23 33 19 X2 0.315482 22.73489
15 12 26 34 27 X3 0.508153 25.42886
21 16 12 5 23 X4 -0.2047 27.10111
23 17 16 10 23 28.95506
28 22 22 15 31 MSE 42.68541 33.8813
31 16 28 24 39 Lambda 1.6 33.98906
38 21 34 31 47 39.03526
39 27 27 8 51 42.34392
42 24 31 16 47 42.58652
49 32 40 25 51 49.69422
57 29 42 21 55 52.70036
68 36 35 9 63 56.71961
71 42 39 15 67 60.21096
89 51 51 23 71 72.27483
95 53 60 29 71 77.83906
97 55 68 40 75 80.8129
50 20 30 25 #NAME? #NAME?
50 20 30 25 #NAME? #NAME?
30 30 20 20 #NAME? #NAME?
Res Pred
-10.4863 #NAME? #NAME?
-3.20573 #NAME? #NAME?
-3.73489 #NAME? #NAME?
1.571137 #NAME? #NAME?
-4.10111 #NAME? #NAME?
-5.95506 #NAME?
-2.8813 #NAME?
5.010938 #NAME?
7.964736 #NAME?
8.656083 #NAME?
4.413481 #NAME?
1.305778 #NAME?
2.299637 #NAME?
6.280387 #NAME?
6.789043 #NAME?
-1.27483 #NAME?
-6.83906 #NAME?
-5.8129 #NAME?
554.9103
X1 X2 X3 X4 Y LASSO Trace
3 6 2 8 3
7 7 11 14 15 Lambda 0 0.0017 0.017
11 11 23 33 19 X1 #NAME? #NAME? #NAME?
15 12 26 34 27 X2 #NAME? #NAME? #NAME?
21 16 12 5 23 X3 #NAME? #NAME? #NAME?
23 17 16 10 23 X4 #NAME? #NAME? #NAME?
28 22 22 15 31
31 16 28 24 39
38 21 34 31 47 LASSO Trace
39 27 27 8 51 12
42 24 31 16 47
49 32 40 25 51 10
57 29 42 21 55
8
68 36 35 9 63
71 42 39 15 67 6
89 51 51 23 71
4
95 53 60 29 71
97 55 68 40 75 2
0
0 0.0017 0.017 0.17 1.7
X1 X2 X3 X4
0.17 1.7 17 170
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
LASSO Trace
Alpha = .01
n\k 1 2 3 4 5 6 7 8
6 0.390 1.142
7 0.435 1.036 0.294 1.676
8 0.497 1.003 0.345 1.489 0.229 2.102
9 0.554 0.998 0.408 1.389 0.279 1.875 0.183 2.433
10 0.604 1.001 0.466 1.333 0.340 1.733 0.230 2.193 0.150 2.690
11 0.653 1.010 0.519 1.297 0.396 1.640 0.286 2.030 0.193 2.453 0.124 2.892
12 0.697 1.023 0.569 1.274 0.449 1.575 0.339 1.913 0.244 2.280 0.164 2.665 0.105 3.053
13 0.738 1.038 0.616 1.261 0.499 1.526 0.391 1.826 0.294 2.150 0.211 2.490 0.140 2.838 0.090
14 0.776 1.054 0.660 1.254 0.547 1.490 0.441 1.757 0.343 2.049 0.257 2.354 0.183 2.667 0.122
15 0.811 1.070 0.700 1.252 0.591 1.465 0.487 1.705 0.390 1.967 0.303 2.244 0.226 2.530 0.161
16 0.844 1.086 0.738 1.253 0.633 1.447 0.532 1.664 0.437 1.901 0.349 2.153 0.269 2.416 0.200
17 0.873 1.102 0.773 1.255 0.672 1.432 0.574 1.631 0.481 1.847 0.393 2.078 0.313 2.319 0.241
18 0.902 1.118 0.805 1.259 0.708 1.422 0.614 1.604 0.522 1.803 0.435 2.015 0.355 2.238 0.282
19 0.928 1.133 0.835 1.264 0.742 1.416 0.650 1.583 0.561 1.767 0.476 1.963 0.396 2.169 0.322
20 0.952 1.147 0.862 1.270 0.774 1.410 0.684 1.567 0.598 1.736 0.515 1.918 0.436 2.110 0.362
21 0.975 1.161 0.889 1.276 0.803 1.408 0.718 1.554 0.634 1.712 0.552 1.881 0.474 2.059 0.400
22 0.997 1.174 0.915 1.284 0.832 1.407 0.748 1.543 0.666 1.691 0.587 1.849 0.510 2.015 0.437
23 1.017 1.186 0.938 1.290 0.858 1.407 0.777 1.535 0.699 1.674 0.620 1.821 0.545 1.977 0.473
24 1.037 1.199 0.959 1.298 0.881 1.407 0.805 1.527 0.728 1.659 0.652 1.797 0.578 1.944 0.507
25 1.055 1.210 0.981 1.305 0.906 1.408 0.832 1.521 0.756 1.645 0.682 1.776 0.610 1.915 0.540
26 1.072 1.222 1.000 1.311 0.928 1.410 0.855 1.517 0.782 1.635 0.711 1.759 0.640 1.889 0.572
27 1.088 1.232 1.019 1.318 0.948 1.413 0.878 1.514 0.808 1.625 0.738 1.743 0.669 1.867 0.602
28 1.104 1.244 1.036 1.325 0.969 1.414 0.901 1.512 0.832 1.618 0.764 1.729 0.696 1.847 0.630
29 1.119 1.254 1.053 1.332 0.988 1.418 0.921 1.511 0.855 1.611 0.788 1.718 0.723 1.830 0.658
30 1.134 1.264 1.070 1.339 1.006 1.421 0.941 1.510 0.877 1.606 0.812 1.707 0.748 1.814 0.684
31 1.147 1.274 1.085 1.345 1.022 1.425 0.960 1.509 0.897 1.601 0.834 1.698 0.772 1.800 0.710
32 1.160 1.283 1.100 1.351 1.039 1.428 0.978 1.509 0.917 1.597 0.856 1.690 0.794 1.788 0.734
33 1.171 1.291 1.114 1.358 1.055 1.432 0.995 1.510 0.935 1.594 0.876 1.683 0.816 1.776 0.757
34 1.184 1.298 1.128 1.364 1.070 1.436 1.012 1.511 0.954 1.591 0.896 1.677 0.837 1.766 0.779
35 1.195 1.307 1.141 1.370 1.085 1.439 1.028 1.512 0.971 1.589 0.914 1.671 0.857 1.757 0.800
36 1.205 1.315 1.153 1.376 1.098 1.442 1.043 1.513 0.987 1.587 0.932 1.666 0.877 1.749 0.821
37 1.217 1.322 1.164 1.383 1.112 1.446 1.058 1.514 1.004 1.585 0.950 1.662 0.895 1.742 0.841
38 1.227 1.330 1.176 1.388 1.124 1.449 1.072 1.515 1.019 1.584 0.966 1.658 0.913 1.735 0.860
39 1.237 1.337 1.187 1.392 1.137 1.452 1.085 1.517 1.033 1.583 0.982 1.655 0.930 1.729 0.878
40 1.246 1.344 1.197 1.398 1.149 1.456 1.098 1.518 1.047 1.583 0.997 1.652 0.946 1.724 0.895
45 1.288 1.376 1.245 1.424 1.201 1.474 1.156 1.528 1.111 1.583 1.065 1.643 1.019 1.704 0.974
50 1.324 1.403 1.285 1.445 1.245 1.491 1.206 1.537 1.164 1.587 1.123 1.639 1.081 1.692 1.039
55 1.356 1.428 1.320 1.466 1.284 1.505 1.246 1.548 1.209 1.592 1.172 1.638 1.134 1.685 1.095
60 1.382 1.449 1.351 1.484 1.317 1.520 1.283 1.559 1.248 1.598 1.214 1.639 1.179 1.682 1.144
65 1.407 1.467 1.377 1.500 1.346 1.534 1.314 1.568 1.283 1.604 1.251 1.642 1.218 1.680 1.186
70 1.429 1.485 1.400 1.514 1.372 1.546 1.343 1.577 1.313 1.611 1.283 1.645 1.253 1.680 1.223
75 1.448 1.501 1.422 1.529 1.395 1.557 1.368 1.586 1.340 1.617 1.313 1.649 1.284 1.682 1.256
80 1.465 1.514 1.440 1.541 1.416 1.568 1.390 1.595 1.364 1.624 1.338 1.653 1.312 1.683 1.285
85 1.481 1.529 1.458 1.553 1.434 1.577 1.411 1.603 1.386 1.630 1.362 1.657 1.337 1.685 1.312
90 1.496 1.541 1.474 1.563 1.452 1.587 1.429 1.611 1.406 1.636 1.383 1.661 1.360 1.687 1.336
95 1.510 1.552 1.489 1.573 1.468 1.596 1.446 1.618 1.425 1.641 1.403 1.666 1.381 1.690 1.358
100 1.522 1.562 1.502 1.582 1.482 1.604 1.461 1.625 1.441 1.647 1.421 1.670 1.400 1.693 1.378
150 1.611 1.637 1.598 1.651 1.584 1.665 1.571 1.679 1.557 1.693 1.543 1.708 1.530 1.722 1.515
200 1.664 1.684 1.653 1.693 1.643 1.704 1.633 1.715 1.623 1.725 1.613 1.735 1.603 1.746 1.592
https://www3.nd.edu/~wevans1/econ30331/Durbin_Watson_tables.pdf
8 9 10 11 12 13 14 15 16
3.182
2.981 0.078 3.287
2.817 0.107 3.101 0.068 3.374
2.681 0.142 2.944 0.094 3.201 0.060 3.446
2.566 0.179 2.811 0.127 3.053 0.084 3.286 0.053 3.506
2.467 0.216 2.697 0.160 2.925 0.113 3.146 0.075 3.358 0.047 3.557
2.381 0.255 2.597 0.196 2.813 0.145 3.023 0.102 3.227 0.067 3.420 0.043 3.601
2.308 0.294 2.510 0.232 2.174 0.178 2.914 0.131 3.109 0.092 3.297 0.061 3.474 0.038 3.639
2.244 0.331 2.434 0.268 2.625 0.212 2.817 0.162 3.004 0.119 3.185 0.084 3.358 0.055 3.521 0.035
2.188 0.368 2.367 0.304 2.548 0.246 2.729 0.194 2.909 0.148 3.084 0.109 3.252 0.077 3.412 0.050
2.140 0.404 2.308 0.340 2.479 0.281 2.651 0.227 2.822 0.178 2.991 0.136 3.155 0.100 3.311 0.070
2.097 0.439 2.255 0.375 2.417 0.315 2.580 0.260 2.744 0.209 2.906 0.165 3.065 0.125 3.218 0.092
2.059 0.473 2.209 0.409 2.362 0.348 2.517 0.292 2.674 0.240 2.829 0.194 2.982 0.152 3.131 0.116
2.026 0.505 2.168 0.441 2.313 0.381 2.460 0.324 2.610 0.272 2.758 0.224 2.906 0.180 3.050 0.141
1.997 0.536 2.131 0.473 2.269 0.413 2.409 0.356 2.552 0.303 2.694 0.253 2.836 0.208 2.976 0.167
1.970 0.566 2.098 0.504 2.229 0.444 2.363 0.387 2.499 0.333 2.635 0.283 2.772 0.237 2.907 0.194
1.947 0.595 2.068 0.533 2.193 0.474 2.321 0.417 2.451 0.363 2.582 0.313 2.713 0.266 2.843 0.222
1.925 0.622 2.041 0.562 2.160 0.503 2.283 0.447 2.407 0.393 2.533 0.342 2.659 0.294 2.785 0.249
1.906 0.649 2.017 0.589 2.131 0.531 2.248 0.475 2.367 0.422 2.487 0.371 2.609 0.322 2.730 0.277
1.889 0.674 1.995 0.615 2.104 0.558 2.216 0.503 2.330 0.450 2.446 0.399 2.563 0.350 2.680 0.304
1.874 0.698 1.975 0.641 2.080 0.585 2.187 0.530 2.296 0.477 2.408 0.426 2.520 0.377 2.633 0.331
1.860 0.722 1.957 0.665 2.057 0.610 2.160 0.556 2.266 0.503 2.373 0.452 2.481 0.404 2.590 0.357
1.847 0.744 1.940 0.689 2.037 0.634 2.136 0.581 2.237 0.529 2.340 0.478 2.444 0.430 2.550 0.383
1.836 0.766 1.925 0.711 2.018 0.658 2.113 0.605 2.210 0.554 2.310 0.504 2.410 0.455 2.512 0.409
1.825 0.787 1.911 0.733 2.001 0.680 2.092 0.628 2.186 0.578 2.282 0.528 2.379 0.480 2.477 0.434
1.816 0.807 1.899 0.754 1.985 0.702 2.073 0.651 2.164 0.601 2.256 0.552 2.350 0.504 2.445 0.458
1.807 0.826 1.887 0.774 1.970 0.723 2.055 0.673 2.143 0.623 2.232 0.575 2.323 0.528 2.414 0.482
1.799 0.844 1.876 0.749 1.956 0.744 2.039 0.694 2.123 0.645 2.210 0.597 2.297 0.551 2.386 0.505
1.768 0.927 1.834 0.881 1.902 0.835 1.972 0.790 2.044 0.744 2.118 0.700 2.193 0.655 2.269 0.612
1.748 0.997 1.805 0.955 1.864 0.913 1.925 0.871 1.987 0.829 2.051 0.787 2.116 0.746 2.182 0.705
1.734 1.057 1.785 1.018 1.837 0.979 1.891 0.940 1.945 0.902 2.002 0.863 2.059 0.825 2.117 0.786
1.726 1.108 1.771 1.072 1.817 1.037 1.865 1.001 1.914 0.965 1.964 0.929 2.015 0.893 2.067 0.857
1.720 1.153 1.761 1.120 1.802 1.087 1.845 1.053 1.889 1.020 1.934 0.986 1.980 0.953 2.027 0.919
1.716 1.192 1.754 1.162 1.792 1.131 1.831 1.099 1.870 1.068 1.911 1.037 1.953 1.005 1.995 0.974
1.714 1.227 1.748 1.199 1.783 1.170 1.819 1.141 1.856 1.111 1.893 1.082 1.931 1.052 1.970 1.023
1.714 1.259 1.745 1.232 1.777 1.205 1.810 1.177 1.844 1.150 1.878 1.122 1.913 1.094 1.949 1.066
1.714 1.287 1.743 1.262 1.773 1.236 1.803 1.210 1.834 1.184 1.866 1.158 1.898 1.132 1.931 1.106
1.714 1.312 1.741 1.288 1.769 1.264 1.798 1.240 1.827 1.215 1.856 1.191 1.886 1.166 1.917 1.141
1.715 1.336 1.741 1.313 1.767 1.290 1.793 1.267 1.821 1.244 1.848 1.221 1.876 1.197 1.905 1.174
1.717 1.357 1.741 1.335 1.765 1.314 1.790 1.292 1.816 1.270 1.841 1.248 1.868 1.225 1.895 1.203
1.737 1.501 1.752 1.486 1.767 1.473 1.783 1.458 1.799 1.444 1.814 1.429 1.830 1.414 1.847 1.400
1.757 1.582 1.768 1.571 1.779 1.561 1.791 1.550 1.801 1.539 1.813 1.528 1.824 1.518 1.836 1.507
16 17 18 19 20
3.671
3.562 0.032 3.700
3.459 0.046 3.597 0.029 3.725
3.363 0.065 3.501 0.043 3.629 0.027 3.747
3.274 0.085 3.410 0.060 3.538 0.039 3.657 0.025 3.766
3.191 0.107 3.325 0.079 3.452 0.055 3.572 0.036 3.682
3.113 0.131 3.245 0.100 3.371 0.073 3.490 0.051 3.602
3.040 0.156 3.169 0.122 3.294 0.093 3.412 0.068 3.524
2.972 0.182 3.098 0.146 3.220 0.114 3.338 0.087 3.450
2.909 0.208 3.032 0.171 3.152 0.137 3.267 0.107 3.379
2.851 0.234 2.970 0.193 3.087 0.160 3.201 0.128 3.311
2.797 0.261 2.912 0.221 3.026 0.184 3.137 0.151 3.246
2.746 0.287 2.858 0.246 2.969 0.209 3.078 0.174 3.184
2.699 0.313 2.808 0.272 2.915 0.233 3.022 0.197 3.126
2.655 0.339 2.761 0.297 2.865 0.257 2.969 0.221 3.071
2.614 0.364 2.717 0.322 2.818 0.282 2.919 0.244 3.019
2.576 0.389 2.675 0.347 2.774 0.306 2.872 0.268 2.969
2.540 0.414 2.637 0.371 2.733 0.330 2.828 0.291 2.923
2.507 0.438 2.600 0.395 2.694 0.354 2.787 0.315 2.879
2.476 0.461 2.566 0.418 2.657 0.377 2.748 0.338 2.838
2.346 0.570 2.424 0.528 2.503 0.488 2.582 0.448 2.661
2.250 0.665 2.318 0.625 2.387 0.586 2.456 0.548 2.526
2.176 0.748 2.237 0.711 2.298 0.674 2.359 0.637 2.421
2.120 0.822 2.173 0.786 2.227 0.751 2.283 0.716 2.338
2.075 0.886 2.123 0.852 2.172 0.819 2.221 0.789 2.272
2.038 0.943 2.082 0.911 2.127 0.880 2.172 0.849 2.217
2.009 0.993 2.049 0.964 2.090 0.934 2.131 0.905 2.172
1.984 1.039 2.022 1.011 2.059 0.983 2.097 0.955 2.135
1.965 1.080 1.999 1.053 2.033 1.027 2.068 1.000 2.104
1.948 1.116 1.979 1.091 2.012 1.066 2.044 1.041 2.077
1.943 1.150 1.963 1.126 1.993 1.102 2.023 1.079 2.054
1.922 1.181 1.949 1.158 1.977 1.136 2.006 1.113 2.034
1.863 1.385 1.880 1.370 1.897 1.355 1.913 1.340 1.931
1.847 1.495 1.860 1.484 1.871 1.474 1.883 1.462 1.896
Durbin-Watson Table
Alpha = .05
n\k 1 2 3 4 5 6 7 8
6 0.610 1.400
7 0.700 1.356 0.467 1.896
8 0.763 1.332 0.559 1.777 0.367 2.287
9 0.824 1.320 0.629 1.699 0.455 2.128 0.296 2.588
10 0.879 1.320 0.697 1.641 0.525 2.016 0.376 2.414 0.243 2.822
11 0.927 1.324 0.758 1.604 0.595 1.928 0.444 2.283 0.315 2.645 0.203 3.004
12 0.971 1.331 0.812 1.579 0.658 1.864 0.512 2.177 0.380 2.506 0.268 2.832 0.171 3.149
13 1.010 1.340 0.861 1.562 0.715 1.816 0.574 2.094 0.444 2.390 0.328 2.692 0.230 2.985 0.147
14 1.045 1.350 0.905 1.551 0.767 1.779 0.632 2.030 0.505 2.296 0.389 2.572 0.286 2.848 0.200
15 1.077 1.361 0.946 1.543 0.814 1.750 0.685 1.977 0.562 2.220 0.447 2.471 0.343 2.727 0.251
16 1.106 1.371 0.982 1.539 0.857 1.728 0.734 1.935 0.615 2.157 0.502 2.388 0.398 2.624 0.304
17 1.133 1.381 1.015 1.536 0.897 1.710 0.779 1.900 0.664 2.104 0.554 2.318 0.451 2.537 0.356
18 1.158 1.391 1.046 1.535 0.933 1.696 0.820 1.872 0.710 2.060 0.603 2.258 0.502 2.461 0.407
19 1.180 1.401 1.074 1.536 0.967 1.685 0.859 1.848 0.752 2.023 0.649 2.206 0.549 2.396 0.456
20 1.201 1.411 1.100 1.537 0.998 1.676 0.894 1.828 0.792 1.991 0.691 2.162 0.595 2.339 0.502
21 1.221 1.420 1.125 1.538 1.026 1.669 0.927 1.812 0.829 1.964 0.731 2.124 0.637 2.290 0.546
22 1.239 1.429 1.147 1.541 1.053 1.664 0.958 1.797 0.863 1.940 0.769 2.090 0.677 2.246 0.588
23 1.257 1.437 1.168 1.543 1.078 1.660 0.986 1.785 0.895 1.920 0.804 2.061 0.715 2.208 0.628
24 1.273 1.446 1.188 1.546 1.101 1.656 1.013 1.775 0.925 1.902 0.837 2.035 0.750 2.174 0.666
25 1.288 1.454 1.206 1.550 1.123 1.654 1.038 1.767 0.953 1.886 0.868 2.013 0.784 2.144 0.702
26 1.302 1.461 1.224 1.553 1.143 1.652 1.062 1.759 0.979 1.873 0.897 1.992 0.816 2.117 0.735
27 1.316 1.469 1.240 1.556 1.162 1.651 1.084 1.753 1.004 1.861 0.925 1.974 0.845 2.093 0.767
28 1.328 1.476 1.255 1.560 1.181 1.650 1.104 1.747 1.028 1.850 0.951 1.959 0.874 2.071 0.798
29 1.341 1.483 1.270 1.563 1.198 1.650 1.124 1.743 1.050 1.841 0.975 1.944 0.900 2.052 0.826
30 1.352 1.489 1.284 1.567 1.214 1.650 1.143 1.739 1.071 1.833 0.998 1.931 0.926 2.034 0.854
31 1.363 1.496 1.297 1.570 1.229 1.650 1.160 1.735 1.090 1.825 1.020 1.920 0.950 2.018 0.879
32 1.373 1.502 1.309 1.574 1.244 1.650 1.177 1.732 1.109 1.819 1.041 1.909 0.972 2.004 0.904
33 1.383 1.508 1.321 1.577 1.258 1.651 1.193 1.730 1.127 1.813 1.061 1.900 0.994 1.991 0.927
34 1.393 1.514 1.333 1.580 1.271 1.652 1.208 1.728 1.144 1.808 1.079 1.891 1.015 1.978 0.950
35 1.402 1.519 1.343 1.584 1.283 1.653 1.222 1.726 1.160 1.803 1.097 1.884 1.034 1.967 0.971
36 1.411 1.525 1.354 1.587 1.295 1.654 1.236 1.724 1.175 1.799 1.114 1.876 1.053 1.957 0.991
37 1.419 1.530 1.364 1.590 1.307 1.655 1.249 1.723 1.190 1.795 1.131 1.870 1.071 1.948 1.011
38 1.427 1.535 1.373 1.594 1.318 1.656 1.261 1.722 1.204 1.792 1.146 1.864 1.088 1.939 1.029
39 1.435 1.540 1.382 1.597 1.328 1.658 1.273 1.722 1.218 1.789 1.161 1.859 1.104 1.932 1.047
40 1.442 1.544 1.391 1.600 1.338 1.659 1.285 1.721 1.230 1.786 1.175 1.854 1.120 1.924 1.064
45 1.475 1.566 1.430 1.615 1.383 1.666 1.336 1.720 1.287 1.776 1.238 1.835 1.189 1.895 1.139
50 1.503 1.585 1.462 1.628 1.421 1.674 1.378 1.721 1.335 1.771 1.291 1.822 1.246 1.875 1.201
55 1.528 1.601 1.490 1.641 1.452 1.681 1.414 1.724 1.374 1.768 1.334 1.814 1.294 1.861 1.253
60 1.549 1.616 1.514 1.652 1.480 1.689 1.444 1.727 1.408 1.767 1.372 1.808 1.335 1.850 1.298
65 1.567 1.629 1.536 1.662 1.503 1.696 1.471 1.731 1.438 1.767 1.404 1.805 1.370 1.843 1.336
70 1.583 1.641 1.554 1.672 1.525 1.703 1.494 1.735 1.464 1.768 1.433 1.802 1.401 1.838 1.369
75 1.598 1.652 1.571 1.680 1.543 1.709 1.515 1.739 1.487 1.770 1.458 1.801 1.428 1.834 1.399
80 1.611 1.662 1.586 1.688 1.560 1.715 1.534 1.743 1.507 1.772 1.480 1.801 1.453 1.831 1.425
85 1.624 1.671 1.600 1.696 1.575 1.721 1.550 1.747 1.525 1.774 1.500 1.801 1.474 1.829 1.448
90 1.635 1.679 1.612 1.703 1.589 1.726 1.566 1.751 1.542 1.776 1.518 1.801 1.494 1.827 1.469
95 1.645 1.687 1.623 1.709 1.602 1.732 1.579 1.755 1.557 1.778 1.535 1.802 1.512 1.827 1.489
100 1.654 1.694 1.634 1.715 1.613 1.736 1.592 1.758 1.571 1.780 1.550 1.803 1.528 1.826 1.506
150 1.720 1.747 1.706 1.760 1.693 1.774 1.679 1.788 1.665 1.802 1.651 1.817 1.637 1.832 1.622
200 1.758 1.779 1.748 1.789 1.738 1.799 1.728 1.809 1.718 1.820 1.707 1.831 1.697 1.841 1.686
8 9 10 11 12 13 14 15 16
3.266
3.111 0.127 3.360
2.979 0.175 3.216 0.111 3.438
2.860 0.222 3.090 0.155 3.304 0.098 3.503
2.757 0.272 2.975 0.198 3.184 0.138 3.378 0.087 3.557
2.668 0.321 2.873 0.244 3.073 0.177 3.265 0.123 3.441 0.078 3.603
2.589 0.369 2.783 0.290 2.974 0.220 3.159 0.160 3.335 0.111 3.496 0.070 3.642
2.521 0.416 2.704 0.336 2.885 0.263 3.063 0.200 3.234 0.145 3.395 0.100 3.542 0.063 3.676
2.461 0.461 2.633 0.380 2.806 0.307 2.976 0.240 3.141 0.182 3.300 0.132 3.448 0.091 3.583 0.058
2.407 0.504 2.571 0.424 2.735 0.349 2.897 0.281 3.057 0.220 3.211 0.166 3.358 0.120 3.495 0.083
2.360 0.545 2.514 0.465 2.670 0.391 2.826 0.322 2.979 0.259 3.128 0.202 3.272 0.153 3.409 0.110
2.318 0.584 2.464 0.506 2.613 0.431 2.761 0.362 2.908 0.297 3.053 0.239 3.193 0.186 3.327 0.141
2.280 0.621 2.419 0.544 2.560 0.470 2.702 0.400 2.844 0.335 2.983 0.275 3.119 0.221 3.251 0.172
2.246 0.657 2.379 0.581 2.513 0.508 2.649 0.438 2.784 0.373 2.919 0.312 3.051 0.256 3.179 0.205
2.216 0.691 2.342 0.616 2.470 0.544 2.600 0.475 2.730 0.409 2.859 0.348 2.987 0.291 3.112 0.238
2.188 0.723 2.309 0.649 2.431 0.578 2.555 0.510 2.680 0.445 2.805 0.383 2.928 0.325 3.050 0.271
2.164 0.753 2.278 0.681 2.396 0.612 2.515 0.544 2.634 0.479 2.755 0.418 2.874 0.359 2.992 0.305
2.141 0.782 2.251 0.712 2.363 0.643 2.477 0.577 2.592 0.512 2.708 0.451 2.823 0.392 2.937 0.337
2.120 0.810 2.226 0.741 2.333 0.674 2.443 0.608 2.553 0.545 2.665 0.484 2.776 0.425 2.887 0.370
2.102 0.836 2.203 0.769 2.306 0.703 2.411 0.638 2.517 0.576 2.625 0.515 2.733 0.457 2.840 0.401
2.085 0.861 2.181 0.796 2.281 0.731 2.382 0.668 2.484 0.606 2.588 0.546 2.692 0.488 2.796 0.432
2.069 0.885 2.162 0.821 2.257 0.758 2.355 0.695 2.454 0.634 2.554 0.575 2.654 0.518 2.754 0.462
2.054 0.908 2.144 0.845 2.236 0.783 2.330 0.722 2.425 0.662 2.521 0.604 2.619 0.547 2.716 0.492
2.041 0.930 2.127 0.868 2.216 0.808 2.306 0.748 2.398 0.689 2.492 0.631 2.586 0.575 2.680 0.520
2.029 0.951 2.112 0.891 2.197 0.831 2.285 0.772 2.374 0.714 2.464 0.657 2.555 0.602 2.646 0.548
2.017 0.970 2.098 0.912 2.180 0.854 2.265 0.796 2.351 0.739 2.438 0.683 2.526 0.628 2.614 0.575
2.007 0.990 2.085 0.932 2.164 0.875 2.246 0.819 2.329 0.763 2.413 0.707 2.499 0.653 2.585 0.600
1.997 1.008 2.072 0.952 2.149 0.896 2.228 0.840 2.309 0.785 2.391 0.731 2.473 0.678 2.557 0.626
1.958 1.089 2.022 1.038 2.088 0.988 2.156 0.938 2.225 0.887 2.296 0.838 2.367 0.788 2.439 0.740
1.930 1.156 1.986 1.110 2.044 1.064 2.103 1.019 2.163 0.973 2.225 0.927 2.287 0.882 2.350 0.836
1.909 1.212 1.959 1.170 2.010 1.129 2.062 1.087 2.116 1.045 2.170 1.003 2.225 0.961 2.281 0.919
1.894 1.260 1.939 1.222 1.984 1.184 2.031 1.145 2.079 1.106 2.127 1.068 2.177 1.029 2.227 0.990
1.882 1.301 1.923 1.266 1.964 1.231 2.006 1.195 2.049 1.160 2.093 1.124 2.138 1.088 2.183 1.052
1.874 1.337 1.910 1.305 1.948 1.272 1.987 1.239 2.026 1.206 2.066 1.172 2.106 1.139 2.148 1.105
1.867 1.369 1.901 1.339 1.935 1.308 1.970 1.277 2.006 1.247 2.043 1.215 2.080 1.184 2.118 1.153
1.861 1.397 1.893 1.369 1.925 1.340 1.957 1.311 1.991 1.283 2.024 1.253 2.059 1.224 2.093 1.195
1.857 1.422 1.886 1.396 1.916 1.369 1.946 1.342 1.977 1.315 2.009 1.287 2.040 1.260 2.073 1.232
1.854 1.445 1.881 1.420 1.909 1.395 1.937 1.369 1.966 1.344 1.995 1.318 2.025 1.292 2.055 1.266
1.852 1.465 1.877 1.442 1.903 1.418 1.930 1.394 1.956 1.370 1.984 1.345 2.012 1.321 2.040 1.296
1.850 1.484 1.874 1.462 1.898 1.439 1.923 1.416 1.948 1.393 1.974 1.371 2.000 1.347 2.026 1.324
1.846 1.608 1.862 1.593 1.877 1.579 1.892 1.564 1.908 1.550 1.924 1.535 1.940 1.519 1.956 1.504
1.852 1.675 1.863 1.665 1.874 1.654 1.885 1.643 1.896 1.632 1.908 1.621 1.919 1.610 1.931 1.599
16 17 18 19 20
3.705
3.619 0.052 3.731
3.535 0.076 3.650 0.048 3.753
3.454 0.101 3.572 0.070 3.678 0.044 3.773
3.376 0.130 3.494 0.094 3.604 0.065 3.702 0.041 3.790
3.303 0.160 3.420 0.120 3.531 0.087 3.632 0.060 3.724
3.233 0.191 3.349 0.149 3.460 0.112 3.563 0.081 3.658
3.168 0.222 3.283 0.178 3.392 0.138 3.495 0.104 3.592
3.107 0.254 3.219 0.208 3.327 0.166 3.431 0.129 3.528
3.050 0.286 3.160 0.238 3.266 0.195 3.368 0.156 3.465
2.996 0.317 3.103 0.269 3.208 0.224 3.309 0.183 3.406
2.946 0.349 3.050 0.299 3.153 0.253 3.252 0.211 3.348
2.899 0.379 3.000 0.329 3.100 0.283 3.198 0.239 3.293
2.854 0.409 2.954 0.359 3.051 0.312 3.147 0.267 3.240
2.813 0.439 2.910 0.388 3.005 0.340 3.099 0.295 3.190
2.774 0.467 2.868 0.417 2.961 0.369 3.053 0.323 3.142
2.738 0.495 2.829 0.445 2.920 0.397 3.009 0.351 3.097
2.703 0.522 2.792 0.472 2.880 0.424 2.968 0.378 3.054
2.671 0.549 2.757 0.499 2.843 0.451 2.929 0.404 3.013
2.641 0.575 2.724 0.525 2.808 0.477 2.829 0.430 2.974
2.512 0.692 2.586 0.644 2.659 0.598 2.733 0.553 2.807
2.414 0.792 2.479 0.747 2.544 0.703 2.610 0.660 2.675
2.338 0.877 2.396 0.836 2.454 0.795 2.512 0.754 2.571
2.278 0.951 2.330 0.913 2.382 0.874 2.434 0.836 2.487
2.229 1.016 2.276 0.980 2.323 0.944 2.371 0.908 2.419
2.189 1.072 2.232 1.038 2.275 1.005 2.318 0.971 2.362
2.156 1.121 2.195 1.090 2.235 1.058 2.275 1.027 2.315
2.129 1.165 2.165 1.136 2.201 1.106 2.238 1.076 2.275
2.105 1.205 2.139 1.177 2.172 1.149 2.206 1.121 2.241
2.085 1.240 2.116 1.213 2.148 1.187 2.179 1.160 2.211
2.068 1.271 2.097 1.247 2.126 1.222 2.156 1.197 2.186
2.053 1.301 2.080 1.277 2.108 1.253 2.135 1.229 2.164
1.972 1.489 1.989 1.474 2.006 1.458 2.023 1.443 2.040
1.943 1.588 1.955 1.576 1.967 1.565 1.979 1.554 1.991