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