Ordinary Least Squares Estimation/Chi Square Key Problem
Ordinary Least Squares Estimation
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Dependent variable is NUMACC
8 observations used for estimation from 1 to 8
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Regressor Coefficient Standard Error T-Ratio[Prob]
INPUT 15.8571 2.3190 6.8381[.000]
SHIFTHOUR 1.1429 .45922 2.4887[.047]
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R-Squared .50794 R-Bar-Squared .42593
S.E. of Regression 2.9761 F-stat. F( 1, 6) 6.1935[.047]
Mean of Dependent Variable 21.0000 S.D. of Dependent Variable 3.9279
Residual Sum of Squares 53.1429 Equation Log-likelihood -18.9257
Akaike Info. Criterion -20.9257 Schwarz Bayesian Criterion -21.0051
DW-statistic 3.0376
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Diagnostic Tests
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* Test Statistics * LM Version * F Version *
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* * * *
* A:Serial Correlation*CHSQ( 1)= 2.4771[.116]*F( 1, 5)= 2.2426[.195]*
* * * *
* B:Functional Form *CHSQ( 1)= .014337[.905]*F( 1, 5)= .0089767[.928]*
* * * *
* C:Normality *CHSQ( 2)= .44269[.801]* Not applicable *
* * * *
* D:Heteroscedasticity*CHSQ( 1)= .52281[.470]*F( 1, 6)= .41953[.541]*
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A:Lagrange multiplier test of residual serial correlation
B:Ramsey’s RESET test using the square of the fitted values
C:Based on a test of skewness and kurtosis of residuals
D:Based on the regression of squared residuals on squared fitted values