--------------------------------------- BETAHAT 7- LONGLEY --------------------------------------- OLS Y CONSTANT X1 X2 X3 X4 X5 X6 / FULL ORDINARY LEAST SQUARES ESTIMATION SINGULAR VALUE DECOMPOSITION DEPENDENT VARIABLE IS Y RESULTS OUTPUT # 2 OBSERVATIONS FROM 1 TO 16 NUMBER OF OBSERVATIONS 16 DEGREES OF FREEDOM 9 R**2 .995479 R**2 ADJ .992465 UNCENTERED R**2 .9999878 MEAN OF DEP VAR 65317 F TEST(6,9) 330.2853 PROB OF F TEST 4.98403E-10 DURBIN-WATSON 2.559488 DURBIN'S H 0 R**2 TIMES N 15.92766 VARIANCE OF ESTIMATE 92936.01 SUM OF SQUARED RESID 836424.1 SEE OR RMSE 304.8541 SUM OF ABS(RES) 2869.944 RHO -.3667674 LOG(LIKELIHOOD) -109.6174 SCHWARZ CRITERION -119.3215 AKAIKE CRITERION -116.6174 STD DEV OF DEP VAR 3511.968 NAME COEFFICIENT STD. ERR. T-RATIO SIGNIF ---------------------------------------------------------------------- CONSTANT -3482259 890420.4 -3.910803 0.003560 X1 15.06187 84.91492 .177376 0.863141 X2 -.03581918 .03349101 -1.069516 0.312681 X3 -2.02023 .4883997 -4.136427 0.002535 X4 -1.033227 .2142742 -4.821985 0.000944 X5 -.05110411 .2260732 -.2260511 0.826212 X6 1829.151 455.4785 4.01589 0.003037 coefficients and SE's displayed to 15 digits -3482258.63459582 15.0618722713738 -.0358191792925914 -2.02022980381683 -1.03322686717359 -.05110410565358 1829.15146461355 890420.383607888 84.914925774675 .0334910077722635 .488399681651935 .214274163161792 .226073200069478 455.47849914248 STDEV of res 304.854073562151 Regression Anova Source Sum of Squares DF MS Error F-stat ------------+----------------------+----------------------+-----------------------+---------------------- Regression | 184172401.944493 | 6 | 30695400.3240822 | 330.2853 ------------+----------------------+----------------------+-----------------------+---------------------- Residual | 836424.055506936 | 9 | 92936.0061674373 | ------------+----------------------+----------------------+-----------------------+---------------------- Total | 185008826 | 15 | --------------------------------------- NIST - LONGLEY --------------------------------------- CERTIFIED REGRESSION STATISTICS STANDARD DEVIATION PARAMETER ESTIMATE OF ESTIMATE -3482258.63459582 890420.383607373 15.0618722713733 84.9149257747669 -0.358191792925910E-01 0.334910077722432E-01 -2.02022980381683 0.488399681651699 -1.03322686717359 0.214274163161675 -0.511041056535807E-01 0.226073200069370 1829.15146461355 455.478499142212 RESIDUAL STANDARD DEVIATION 304.854073561965 R-SQUARED 0.995479004577296 CERTIFIED ANALYSIS OF VARIANCE TABLE SOURCE OF DEGREES OF SUMS OF MEAN F STATISTIC VARIATION FREEDOM SQUARES SQUARES REGRESSION 6 184172401.944494 30695400.3240823 330.285339234588 RESIDUAL 9 836424.055505915 92936.0061673238