--------------------------------------- BETAHAT 7- WAMPLER3 --------------------------------------- OLS Y CONSTANT X X2 X3 X4 X5 / FULL ORDINARY LEAST SQUARES ESTIMATION SINGULAR VALUE DECOMPOSITION DEPENDENT VARIABLE IS Y RESULTS OUTPUT # 9 OBSERVATIONS FROM 1 TO 21 NUMBER OF OBSERVATIONS 21 DEGREES OF FREEDOM 15 R**2 .9999955 R**2 ADJ .9999941 UNCENTERED R**2 .9999969 MEAN OF DEP VAR 623960.3 F TEST(5,15) 675524.4 PROB OF F TEST 1.396423E-39 DURBIN-WATSON 3.919738 DURBIN'S H 0 R**2 TIMES N 20.99991 VARIANCE OF ESTIMATE 5570285 SUM OF SQUARED RESID 8.355427E+07 SEE OR RMSE 2360.145 SUM OF ABS(RES) 40960 RHO -.9734753 LOG(LIKELIHOOD) -189.3608 SCHWARZ CRITERION -198.4944 AKAIKE CRITERION -195.3608 STD DEV OF DEP VAR 969907.3 NAME COEFFICIENT STD. ERR. T-RATIO SIGNIF ---------------------------------------------------------------------- CONSTANT 1 2152.326 .0004646136 0.999635 X 1 2363.552 .0004230921 0.999668 X2 1 779.3435 .001283131 0.998993 X3 1 101.4755 .009854594 0.992267 X4 1 5.645665 .177127 0.861778 X5 1 .1123249 8.902749 0.000000 coefficients and SE's displayed to 15 digits 1.00000000081491 1.00000000007132 .999999999926298 1.00000000001291 .999999999999135 1.00000000000002 2152.3262461842 2363.55173474219 779.343524327348 101.475507549706 5.64566512168837 .112324854679043 STDEV of res 2360.1450237927 Regression Anova Source Sum of Squares DF MS Error F-stat ------------+----------------------+----------------------+-----------------------+---------------------- Regression | 18814317208116.7 | 5 | 3762863441623.33 | 675524.4 ------------+----------------------+----------------------+-----------------------+---------------------- Residual | 83554268.0000015 | 15 | 5570284.53333343 | ------------+----------------------+----------------------+-----------------------+---------------------- Total | 18814400762384.7 | 20 | --------------------------------------- NIST - WAMPLER3 --------------------------------------- CERTIFIED REGRESSION STATISTICS STANDARD DEVIATION PARAMETER ESTIMATE OF ESTIMATE B0 1.00000000000000 2152.32624678170 B1 1.00000000000000 2363.55173469681 B2 1.00000000000000 779.343524331583 B3 1.00000000000000 101.475507550350 B4 1.00000000000000 5.64566512170752 B5 1.00000000000000 0.112324854679312 RESIDUAL STANDARD DEVIATION 2360.14502379268 R-SQUARED 0.999995559025820 CERTIFIED ANALYSIS OF VARIANCE TABLE SOURCE OF DEGREES OF SUMS OF MEAN VARIATION FREEDOM SQUARES SQUARES F STATISTIC REGRESSION 5 18814317208116.7 3762863441623.33 675524.458240122 RESIDUAL 15 83554268.0000000 5570284.53333333