olsrho.res

Bootstrap方法

                        *** OUTPUT OF OLSRHO ANALYSIS ***

    Program OLSRHO results based on a regression data set                      

    OLS REGRESSION COEFFICIENT 1 =   16093.211    
    OLS REGRESSION COEFFICIENT 2 =   .14701858    

    TOTAL OBSERVATIONS =  33
    INDEPENDENT VARIABLES =  2

    OBSERVED VALUE OF DELTA =   19908.566    
    EXPECTED VALUE OF DELTA =   42522.649    
    VARIANCE OF DELTA =   21937410.    
    SKEWNESS OF DELTA =  -1.5658387    
    STANDARDIZED VALUE OF DELTA =  -4.8282117    
    MEASURE OF AGREEMENT BETWEEN Y AND Y-HAT =   .53181265    
    ESTIMATED SHRINKAGE MEASURE OF AGREEMENT =   .29811022    
    P-VALUE FOR THIS OLS REGRESSION FUNCTION =   .18027149E-02
    FIRST-ORDER AUTOREGRESSIVE P-VALUE OF Y =   .40630662    
    FIRST-ORDER AUTOREGRESSIVE P-VALUE OF E =   .54993877    

    PEARSON CORRELATION COEFFICIENT =   .76584992    
    SQUARED CORRELATION COEFFICIENT =   .58652609    
    PEARSON SHRINKAGE CORRELATION COEFFICIENT =   .53313079    
    SQUARED SHRINKAGE CORRELATION COEFFICIENT =   .28422844    
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                        *** OUTPUT OF OLSRHO ANALYSIS ***

    Program OLSRHO results based on LAMB rainfall data (1950-1991)             

    OLS REGRESSION COEFFICIENT 1 =   .17169204    
    OLS REGRESSION COEFFICIENT 2 =   .12023833E-01
    OLS REGRESSION COEFFICIENT 3 =  -.15958040E-01
    OLS REGRESSION COEFFICIENT 4 =  -.29944656E-01
    OLS REGRESSION COEFFICIENT 5 =   .60133769    
    OLS REGRESSION COEFFICIENT 6 =   .44818110    

    TOTAL OBSERVATIONS =  42
    INDEPENDENT VARIABLES =  6

    OBSERVED VALUE OF DELTA =   .34563153    
    EXPECTED VALUE OF DELTA =   .73185678    
    VARIANCE OF DELTA =   .42415941E-02
    SKEWNESS OF DELTA =  -.91077533E-01
    STANDARDIZED VALUE OF DELTA =  -5.9302924    
    MEASURE OF AGREEMENT BETWEEN Y AND Y-HAT =   .52773337    
    ESTIMATED SHRINKAGE MEASURE OF AGREEMENT =   .44179810    
    P-VALUE FOR THIS OLS REGRESSION FUNCTION =   .20992873E-07
    FIRST-ORDER AUTOREGRESSIVE P-VALUE OF Y =   .38372820E-07
    FIRST-ORDER AUTOREGRESSIVE P-VALUE OF E =   .59627348    

    PEARSON CORRELATION COEFFICIENT =   .80123924    
    SQUARED CORRELATION COEFFICIENT =   .64198432    
    PEARSON SHRINKAGE CORRELATION COEFFICIENT =   .70863235    
    SQUARED SHRINKAGE CORRELATION COEFFICIENT =   .50215980    
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