The GLM Procedure

Number of observations 30

Source DF Sum of Squares Mean Square F Value Pr > F
Model 3 5.50473408 1.83491136 40.27 <.0001
Error 26 1.18478592 0.04556869    
Corrected Total 29 6.68952000      
 
R-Square Coeff Var Root MSE y Mean
0.822889 31.11782 0.213468 0.686000
 
Source DF Type I SS Mean Square F Value Pr > F
x1 1 3.44600764 3.44600764 75.62 <.0001
x2 1 0.85384481 0.85384481 18.74 0.0002
x3 1 1.20488163 1.20488163 26.44 <.0001
 
Source DF Type III SS Mean Square F Value Pr > F
x1 1 2.65871240 2.65871240 58.35 <.0001
x2 1 1.65106256 1.65106256 36.23 <.0001
x3 1 1.20488163 1.20488163 26.44 <.0001
 
Parameter Estimate Standard Error t Value Pr > |t|
Intercept 1.811042531 0.27951935 6.48 <.0001
x1 -0.531455299 0.06957678 -7.64 <.0001
x2 -0.439635791 0.07303727 -6.02 <.0001
x3 0.208975307 0.04064022 5.14 <.0001

 

 

The UNIVARIATE Procedure
Variable: ehat

Moments
N 30 Sum Weights 30
Mean 0 Sum Observations 0
Std Deviation 0.20212542 Variance 0.04085469
Skewness -0.5800203 Kurtosis -0.228827
Uncorrected SS 1.18478592 Corrected SS 1.18478592
Coeff Variation . Std Error Mean 0.03690288
 
Basic Statistical Measures
Location Variability
Mean 0.000000 Std Deviation 0.20213
Median 0.042964 Variance 0.04085
Mode . Range 0.72272
    Interquartile Range 0.22880
 
Tests for Location: Mu0=0
Test Statistic p Value
Student's t t 0 Pr > |t| 1.0000
Sign M 2 Pr >= |M| 0.5847
Signed Rank S 15.5 Pr >= |S| 0.7558
 
Tests for Normality
Test Statistic p Value
Shapiro-Wilk W 0.943568 Pr < W 0.1135
Kolmogorov-Smirnov D 0.118148 Pr > D >0.1500
Cramer-von Mises W-Sq 0.066251 Pr > W-Sq >0.2500
Anderson-Darling A-Sq 0.49406 Pr > A-Sq 0.2086
 
Quantiles (Definition 5)
Quantile Estimate
100% Max 0.305439
99% 0.305439
95% 0.295509
90% 0.237039
75% Q3 0.119587
50% Median 0.042964
25% Q1 -0.109213
10% -0.351671
5% -0.399452
1% -0.417283
0% Min -0.417283
 
Extreme Observations
Lowest Highest
Value Obs Value Obs
-0.417283 3 0.235443 14
-0.399452 10 0.236124 21
-0.397522 1 0.237954 24
-0.305820 13 0.295509 25
-0.195674 8 0.305439 9

 

 

The UNIVARIATE Procedure
Variable: y

Moments
N 30 Sum Weights 30
Mean 0.686 Sum Observations 20.58
Std Deviation 0.4802844 Variance 0.2306731
Skewness 0.25903664 Kurtosis -1.2908192
Uncorrected SS 20.8074 Corrected SS 6.68952
Coeff Variation 70.012303 Std Error Mean 0.08768753
 
Basic Statistical Measures
Location Variability
Mean 0.686000 Std Deviation 0.48028
Median 0.705000 Variance 0.23067
Mode 0.110000 Range 1.53000
    Interquartile Range 0.82000

NOTE: The mode displayed is the smallest of 5 modes with a count of 2.

 

Tests for Location: Mu0=0
Test Statistic p Value
Student's t t 7.823233 Pr > |t| <.0001
Sign M 14.5 Pr >= |M| <.0001
Signed Rank S 217.5 Pr >= |S| <.0001
 
Tests for Normality
Test Statistic p Value
Shapiro-Wilk W 0.925407 Pr < W 0.0371
Kolmogorov-Smirnov D 0.171311 Pr > D 0.0235
Cramer-von Mises W-Sq 0.120524 Pr > W-Sq 0.0579
Anderson-Darling A-Sq 0.756169 Pr > A-Sq 0.0448
 
Quantiles (Definition 5)
Quantile Estimate
100% Max 1.530
99% 1.530
95% 1.490
90% 1.375
75% Q3 1.050
50% Median 0.705
25% Q1 0.230
10% 0.110
5% 0.080
1% 0.000
0% Min 0.000
 
Extreme Observations
Lowest Highest
Value Obs Value Obs
0.00 6 1.33 26
0.08 7 1.35 25
0.11 8 1.40 14
0.11 2 1.49 17
0.18 19 1.53 9