ADVANCED COLLINEARITY DIAGNOSTICS FOR LONGLEY DATA >USE 'C:\SYSTAT7\DATA\LONGLEY.SYD' SYSTAT Rectangular file C:\SYSTAT7\DATA\LONGLEY.SYD, created Tue Feb 18, 1986 at 13:56:00, contains variables: DEFLATOR GNP UNEMPLOY ARMFORCE POPULATN TIME TOTAL >print=long >mglh >model total=constant+deflator+gnp+unemploy+armforce+populatn+time >estimate Eigenvalues of unit scaled X'X 1 2 3 4 5 6.861393 0.082103 0.045681 0.010688 0.000129 6 7 0.000006 0.000000 Condition indices 1 2 3 4 5 1.000000 9.141721 12.255735 25.336607 230.423946 6 7 1048.080298 4.32750E+04 Variance proportions 1 2 3 4 5 CONSTANT 0.000000 0.000000 0.000000 0.000000 0.000001 DEFLATOR 0.000002 0.000000 0.000000 0.000345 0.456766 GNP 0.000001 0.000008 0.000257 0.001065 0.015656 UNEMPLOY 0.000045 0.014280 0.000836 0.064642 0.005595 ARMFORCE 0.000354 0.091908 0.063565 0.426724 0.115402 POPULATN 0.000000 0.000000 0.000008 0.000018 0.009682 TIME 0.000000 0.000000 0.000000 0.000000 0.000001 6 7 CONSTANT 0.000149 0.999850 DEFLATOR 0.504556 0.038331 GNP 0.328385 0.654628 UNEMPLOY 0.225345 0.689257 ARMFORCE 0.000001 0.302045 POPULATN 0.830564 0.159727 TIME 0.000160 0.999839 Dep Var: TOTAL N: 16 Multiple R: 0.997737 Squared multiple R: 0.995479 Adjusted squared multiple R: 0.992465 Standard error of estimate: 304.854074 Effect Coefficient Std Error Std Coef Tolerance t P(2 Tail) CONSTANT -3.48226E+06 8.90420E+05 0.0 . -3.91080 0.00356 DEFLATOR 15.061872 84.914926 0.046282 0.007378 0.17738 0.86314 GNP -0.035819 0.033491 -1.013746 0.000559 -1.06952 0.31268 UNEMPLOY -2.020230 0.488400 -0.537543 0.029745 -4.13643 0.00254 ARMFORCE -1.033227 0.214274 -0.204741 0.278635 -4.82199 0.00094 POPULATN -0.051104 0.226073 -0.101221 0.002505 -0.22605 0.82621 TIME 1829.151465 455.478499 2.479664 0.001318 4.01589 0.00304 Effect Coefficient Lower < 95%> Upper CONSTANT -3.48226E+06 -5.49653E+06 -1.46799E+06 DEFLATOR 15.061872 -177.029036 207.152780 GNP -0.035819 -0.111581 0.039943 UNEMPLOY -2.020230 -3.125067 -0.915393 ARMFORCE -1.033227 -1.517949 -0.548505 POPULATN -0.051104 -0.562517 0.460309 TIME 1829.151465 798.787513 2859.515416 Correlation matrix of regression coefficients CONSTANT DEFLATOR GNP UNEMPLOY ARMFORCE CONSTANT 1.000000 DEFLATOR -0.204933 1.000000 GNP 0.816117 -0.649419 1.000000 UNEMPLOY 0.835987 -0.555000 0.945607 1.000000 ARMFORCE 0.549722 -0.348815 0.468605 0.618566 1.000000 POPULATN -0.410687 0.659178 -0.833206 -0.758256 -0.188914 TIME -0.999690 0.186285 -0.801681 -0.824101 -0.549367 POPULATN TIME POPULATN 1.000000 TIME 0.388160 1.000000 Analysis of Variance Source Sum-of-Squares df Mean-Square F-ratio P Regression 1.84172E+08 6 3.06954E+07 330.285339 0.000000 Residual 8.36424E+05 9 9.29360E+04 ------------------------------------------------------------------------------- Durbin-Watson D Statistic 2.559 First Order Autocorrelation -0.348
Last modified 11 April 1999