library(readxl)
library(dplyr)
## Warning: package 'dplyr' was built under R version 4.3.3
##
## Attaching package: 'dplyr'
## The following objects are masked from 'package:stats':
##
## filter, lag
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union
portfolio<- read_excel("~/ANU/SEM 4/investment/25_portfolio.xls")
## New names:
## • `` -> `...2`
## • `` -> `...3`
## • `` -> `...4`
## • `` -> `...5`
## • `` -> `...6`
## • `` -> `...7`
## • `` -> `...8`
## • `` -> `...9`
## • `` -> `...10`
## • `` -> `...11`
## • `` -> `...12`
## • `` -> `...13`
## • `` -> `...14`
## • `` -> `...15`
## • `` -> `...16`
## • `` -> `...17`
## • `` -> `...18`
## • `` -> `...19`
## • `` -> `...20`
## • `` -> `...21`
## • `` -> `...22`
## • `` -> `...23`
## • `` -> `...24`
## • `` -> `...25`
## • `` -> `...26`
factors<- read_excel("~/ANU/SEM 4/investment/F-F_Research_Data_Factors.xls")
## New names:
## • `` -> `...2`
## • `` -> `...3`
## • `` -> `...4`
## • `` -> `...5`
portfolio[15, 1] <- "year"
factors[3,1]<-"year"
######################clean data##########
# Drop first 14 rows
port <- portfolio[-c(1:14), ]
# Make row 15 (now first row) the header
colnames(port) <- as.character(unlist(port[1, ]))
port<-port[-1, ]
#select data
# find first blank row (all NA or "")
blank_row <- which(apply(port, 1, function(x) all(x == "" | is.na(x))))[1]
# keep only rows before it
if (!is.na(blank_row)) {port <- port[1:(blank_row-1), ]}
#Drop first 2 rows
fact<-factors[-c(1:2), ]
colnames(fact) <- as.character(unlist(fact[1, ]))
fact<-fact[-1, ]
blank<- which(apply(fact, 1, function(x) all(x == "" | is.na(x))))[1]
# keep only rows before it
if (!is.na(blank)) {fact <- fact[1:(blank-1), ]}
#########select data############
subfact <-fact[,2:5]
combine<-cbind(port,subfact)
complete<-combine%>%filter(year>=199201 & year <=202506)
############Table 2 replicate###################################
adj <- sweep(
as.data.frame(lapply(complete[ , 2:26], as.numeric)),
1,
as.numeric(complete[ , 30]),
FUN = "-"
)
#mean
colMeans(adj, na.rm = TRUE)
## SMALL.LoBM ME1.BM2 ME1.BM3 ME1.BM4 SMALL.HiBM ME2.BM1 ME2.BM2
## 0.2762970 0.8075734 0.7677405 0.9833308 1.1666520 0.6303139 0.8734393
## ME2.BM3 ME2.BM4 ME2.BM5 ME3.BM1 ME3.BM2 ME3.BM3 ME3.BM4
## 0.8451308 0.8585639 0.9616117 0.6031876 0.8833527 0.7979669 0.8708169
## ME3.BM5 ME4.BM1 ME4.BM2 ME4.BM3 ME4.BM4 ME4.BM5 BIG.LoBM
## 1.0180336 0.7982791 0.8790567 0.7997632 0.9109445 0.8238831 0.8084769
## ME5.BM2 ME5.BM3 ME5.BM4 BIG.HiBM
## 0.7694627 0.7524279 0.5815040 0.8501908
#sd
apply(complete[,2:26], 2, sd, na.rm = TRUE)
## SMALL LoBM ME1 BM2 ME1 BM3 ME1 BM4 SMALL HiBM ME2 BM1 ME2 BM2
## 8.165852 7.083297 5.930591 5.803457 6.292542 7.098609 5.930417
## ME2 BM3 ME2 BM4 ME2 BM5 ME3 BM1 ME3 BM2 ME3 BM3 ME3 BM4
## 5.442208 5.441779 6.436519 6.449446 5.345432 5.013847 5.354154
## ME3 BM5 ME4 BM1 ME4 BM2 ME4 BM3 ME4 BM4 ME4 BM5 BIG LoBM
## 6.120697 5.738091 4.927487 4.935165 5.170598 5.999898 4.511396
## ME5 BM2 ME5 BM3 ME5 BM4 BIG HiBM
## 4.157779 4.320259 5.110153 6.256736
#tstat
apply(complete[ , 2:26], 2, function(x) {
x <- as.numeric(x) # force numeric
m <- mean(x, na.rm = TRUE)
s <- sd(x, na.rm = TRUE)
n <- sum(!is.na(x))
m / (s / sqrt(n))
})
## SMALL LoBM ME1 BM2 ME1 BM3 ME1 BM4 SMALL HiBM ME2 BM1 ME2 BM2
## 1.175701 2.859213 3.280282 4.096969 4.362650 2.352378 3.637731
## ME2 BM3 ME2 BM4 ME2 BM5 ME3 BM1 ME3 BM2 ME3 BM3 ME3 BM4
## 3.859772 3.909569 3.626357 2.504825 4.073016 4.000929 4.019437
## ME3 BM5 ME4 BM1 ME4 BM2 ME4 BM3 ME4 BM4 ME4 BM5 BIG LoBM
## 3.998298 3.497035 4.401005 4.072014 4.317729 3.430003 4.493237
## ME5 BM2 ME5 BM3 ME5 BM4 BIG HiBM
## 4.687247 4.431908 3.076225 3.373505
############Table 4 Replicate############### dependent ~ independent
# Coerce columns to numeric
# predictors
x <- as.numeric(complete[, 27])
# independent matrix
Y <- as.matrix(as.data.frame(lapply(complete[, 2:26], as.numeric)) -
as.numeric(complete[, 30]))
# run multivariate regression
model4 <- lm(Y ~ x)
summary(model4)
## Response SMALL.LoBM :
##
## Call:
## lm(formula = SMALL.LoBM ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -20.802 -2.834 -0.543 2.483 33.245
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.76778 0.27018 -2.842 0.00472 **
## x 1.41543 0.06098 23.211 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.342 on 400 degrees of freedom
## Multiple R-squared: 0.5739, Adjusted R-squared: 0.5728
## F-statistic: 538.8 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME1.BM2 :
##
## Call:
## lm(formula = ME1.BM2 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -25.905 -2.643 -0.215 2.019 40.201
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.08205 0.23974 -0.342 0.732
## x 1.20604 0.05411 22.289 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.74 on 400 degrees of freedom
## Multiple R-squared: 0.554, Adjusted R-squared: 0.5528
## F-statistic: 496.8 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME1.BM3 :
##
## Call:
## lm(formula = ME1.BM3 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -13.9844 -2.3981 -0.3016 2.1743 17.3625
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.02837 0.18220 -0.156 0.876
## x 1.07928 0.04112 26.246 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.602 on 400 degrees of freedom
## Multiple R-squared: 0.6326, Adjusted R-squared: 0.6317
## F-statistic: 688.8 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME1.BM4 :
##
## Call:
## lm(formula = ME1.BM4 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -13.4485 -2.1914 -0.3365 2.0977 22.9058
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.23599 0.19003 1.242 0.215
## x 1.01315 0.04289 23.622 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.757 on 400 degrees of freedom
## Multiple R-squared: 0.5825, Adjusted R-squared: 0.5814
## F-statistic: 558 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response SMALL.HiBM :
##
## Call:
## lm(formula = SMALL.HiBM ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -14.300 -2.393 -0.273 2.076 40.885
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.39913 0.22072 1.808 0.0713 .
## x 1.04051 0.04982 20.886 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.364 on 400 degrees of freedom
## Multiple R-squared: 0.5217, Adjusted R-squared: 0.5205
## F-statistic: 436.2 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM1 :
##
## Call:
## lm(formula = ME2.BM1 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -20.7696 -2.3169 -0.0717 2.3550 27.3126
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.35316 0.20579 -1.716 0.0869 .
## x 1.33327 0.04645 28.705 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.068 on 400 degrees of freedom
## Multiple R-squared: 0.6732, Adjusted R-squared: 0.6724
## F-statistic: 824 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM2 :
##
## Call:
## lm(formula = ME2.BM2 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -12.7064 -1.9485 -0.0707 1.9142 16.0761
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.02955 0.16174 0.183 0.855
## x 1.14404 0.03650 31.340 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.198 on 400 degrees of freedom
## Multiple R-squared: 0.7106, Adjusted R-squared: 0.7099
## F-statistic: 982.2 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM3 :
##
## Call:
## lm(formula = ME2.BM3 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -8.2390 -1.8956 -0.1228 1.6213 10.0483
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.06804 0.14733 0.462 0.644
## x 1.05348 0.03325 31.682 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.913 on 400 degrees of freedom
## Multiple R-squared: 0.715, Adjusted R-squared: 0.7143
## F-statistic: 1004 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM4 :
##
## Call:
## lm(formula = ME2.BM4 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -10.1867 -1.8537 -0.0924 1.7348 10.8294
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.10753 0.15875 0.677 0.499
## x 1.01816 0.03583 28.417 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.138 on 400 degrees of freedom
## Multiple R-squared: 0.6687, Adjusted R-squared: 0.6679
## F-statistic: 807.5 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM5 :
##
## Call:
## lm(formula = ME2.BM5 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -16.5417 -2.1382 0.0075 2.0200 13.1147
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.09822 0.19802 0.496 0.62
## x 1.17048 0.04469 26.189 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.915 on 400 degrees of freedom
## Multiple R-squared: 0.6316, Adjusted R-squared: 0.6307
## F-statistic: 685.8 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM1 :
##
## Call:
## lm(formula = ME3.BM1 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -19.5157 -1.7859 0.1243 1.7885 19.3892
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.33085 0.16812 -1.968 0.0498 *
## x 1.26625 0.03795 33.370 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.324 on 400 degrees of freedom
## Multiple R-squared: 0.7357, Adjusted R-squared: 0.7351
## F-statistic: 1114 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM2 :
##
## Call:
## lm(formula = ME3.BM2 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -7.9762 -1.4919 -0.0783 1.4157 12.2804
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.07979 0.12348 0.646 0.519
## x 1.08938 0.02787 39.089 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.441 on 400 degrees of freedom
## Multiple R-squared: 0.7925, Adjusted R-squared: 0.792
## F-statistic: 1528 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM3 :
##
## Call:
## lm(formula = ME3.BM3 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -7.9768 -1.4878 -0.0409 1.3774 8.6714
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.05868 0.12363 0.475 0.635
## x 1.00224 0.02790 35.917 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.444 on 400 degrees of freedom
## Multiple R-squared: 0.7633, Adjusted R-squared: 0.7627
## F-statistic: 1290 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM4 :
##
## Call:
## lm(formula = ME3.BM4 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -13.0233 -1.8183 0.0468 1.5527 11.5176
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.11196 0.14747 0.759 0.448
## x 1.02877 0.03328 30.909 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.915 on 400 degrees of freedom
## Multiple R-squared: 0.7049, Adjusted R-squared: 0.7041
## F-statistic: 955.4 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM5 :
##
## Call:
## lm(formula = ME3.BM5 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -16.7185 -2.0170 -0.0857 1.6876 12.6798
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.20168 0.18993 1.062 0.289
## x 1.10672 0.04287 25.817 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.755 on 400 degrees of freedom
## Multiple R-squared: 0.6249, Adjusted R-squared: 0.624
## F-statistic: 666.5 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM1 :
##
## Call:
## lm(formula = ME4.BM1 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.5114 -1.3324 0.0719 1.2504 22.5587
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.06946 0.12938 -0.537 0.592
## x 1.17638 0.02920 40.284 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.558 on 400 degrees of freedom
## Multiple R-squared: 0.8023, Adjusted R-squared: 0.8018
## F-statistic: 1623 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM2 :
##
## Call:
## lm(formula = ME4.BM2 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -7.5929 -1.0369 -0.0779 1.0964 8.4035
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.11527 0.09873 1.168 0.244
## x 1.03545 0.02228 46.465 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.952 on 400 degrees of freedom
## Multiple R-squared: 0.8437, Adjusted R-squared: 0.8433
## F-statistic: 2159 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM3 :
##
## Call:
## lm(formula = ME4.BM3 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -8.9438 -1.2769 -0.1226 1.2486 10.7868
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.07112 0.12126 0.587 0.558
## x 0.98781 0.02737 36.094 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.397 on 400 degrees of freedom
## Multiple R-squared: 0.7651, Adjusted R-squared: 0.7645
## F-statistic: 1303 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM4 :
##
## Call:
## lm(formula = ME4.BM4 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -18.8087 -1.4887 -0.0576 1.2992 11.5331
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.16296 0.13475 1.209 0.227
## x 1.01403 0.03041 33.342 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.664 on 400 degrees of freedom
## Multiple R-squared: 0.7354, Adjusted R-squared: 0.7347
## F-statistic: 1112 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM5 :
##
## Call:
## lm(formula = ME4.BM5 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -18.0145 -1.9391 -0.2727 1.9716 12.6705
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.01618 0.18322 0.088 0.93
## x 1.09499 0.04135 26.480 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.622 on 400 degrees of freedom
## Multiple R-squared: 0.6367, Adjusted R-squared: 0.6358
## F-statistic: 701.2 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response BIG.LoBM :
##
## Call:
## lm(formula = BIG.LoBM ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.9022 -1.0598 -0.0036 0.9064 5.2647
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.09203 0.07686 1.197 0.232
## x 0.97127 0.01735 55.988 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.52 on 400 degrees of freedom
## Multiple R-squared: 0.8868, Adjusted R-squared: 0.8866
## F-statistic: 3135 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME5.BM2 :
##
## Call:
## lm(formula = ME5.BM2 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.2148 -0.8782 -0.0398 0.8027 7.0221
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.12685 0.08398 1.511 0.132
## x 0.87117 0.01895 45.963 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.66 on 400 degrees of freedom
## Multiple R-squared: 0.8408, Adjusted R-squared: 0.8404
## F-statistic: 2113 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME5.BM3 :
##
## Call:
## lm(formula = ME5.BM3 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -10.8714 -1.0161 0.0621 1.1178 8.0836
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.12170 0.10939 1.113 0.267
## x 0.85507 0.02469 34.633 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.163 on 400 degrees of freedom
## Multiple R-squared: 0.7499, Adjusted R-squared: 0.7493
## F-statistic: 1199 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response ME5.BM4 :
##
## Call:
## lm(formula = ME5.BM4 ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -12.4342 -1.3502 -0.0449 1.3892 14.0406
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.11579 0.15150 -0.764 0.445
## x 0.94530 0.03419 27.646 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.995 on 400 degrees of freedom
## Multiple R-squared: 0.6564, Adjusted R-squared: 0.6556
## F-statistic: 764.3 on 1 and 400 DF, p-value: < 2.2e-16
##
##
## Response BIG.HiBM :
##
## Call:
## lm(formula = BIG.HiBM ~ x)
##
## Residuals:
## Min 1Q Median 3Q Max
## -17.6224 -2.1577 -0.2132 2.0856 14.2850
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.03990 0.20251 0.197 0.844
## x 1.09849 0.04571 24.034 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.004 on 400 degrees of freedom
## Multiple R-squared: 0.5908, Adjusted R-squared: 0.5898
## F-statistic: 577.6 on 1 and 400 DF, p-value: < 2.2e-16
############Table 5 Replicate###############
# Dependent matrix (25 cols) for t5,6,10
Y <- as.matrix(as.data.frame(lapply(complete[, 2:26], as.numeric)) -
as.numeric(complete[, 30]))
# Predictors
X <- data.frame(
x1 = as.numeric(complete[, 28]),
x2 = as.numeric(complete[, 29])
)
model5 <- lm(Y ~ x1 + x2, data = X)
summary(model5)
## Response SMALL.LoBM :
##
## Call:
## lm(formula = SMALL.LoBM ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -20.9320 -3.1329 0.3738 3.3318 19.2623
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.26245 0.28279 0.928 0.354
## x1 1.76475 0.09077 19.442 < 2e-16 ***
## x2 -0.35247 0.08715 -4.044 6.3e-05 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.658 on 399 degrees of freedom
## Multiple R-squared: 0.5232, Adjusted R-squared: 0.5208
## F-statistic: 218.9 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME1.BM2 :
##
## Call:
## lm(formula = ME1.BM2 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -16.4293 -2.7564 0.1913 3.1718 13.5227
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.74738 0.23351 3.201 0.00148 **
## x1 1.66596 0.07495 22.227 < 2e-16 ***
## x2 -0.09487 0.07197 -1.318 0.18820
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.672 on 399 degrees of freedom
## Multiple R-squared: 0.5677, Adjusted R-squared: 0.5656
## F-statistic: 262 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME1.BM3 :
##
## Call:
## lm(formula = ME1.BM3 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -17.0741 -2.3355 0.2722 2.6287 12.5819
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.65960 0.20987 3.143 0.001798 **
## x1 1.35110 0.06736 20.057 < 2e-16 ***
## x2 0.22253 0.06468 3.441 0.000642 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.199 on 399 degrees of freedom
## Multiple R-squared: 0.5021, Adjusted R-squared: 0.4996
## F-statistic: 201.2 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME1.BM4 :
##
## Call:
## lm(formula = ME1.BM4 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -14.8767 -2.1966 0.3407 2.4147 11.0225
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.83008 0.19681 4.218 3.06e-05 ***
## x1 1.35577 0.06317 21.462 < 2e-16 ***
## x2 0.44911 0.06065 7.404 7.89e-13 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.938 on 399 degrees of freedom
## Multiple R-squared: 0.5425, Adjusted R-squared: 0.5402
## F-statistic: 236.6 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response SMALL.HiBM :
##
## Call:
## lm(formula = SMALL.HiBM ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -18.4223 -2.5267 0.2544 2.6441 28.5251
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.97230 0.22566 4.309 2.07e-05 ***
## x1 1.34315 0.07243 18.544 < 2e-16 ***
## x2 0.65956 0.06954 9.484 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.515 on 399 degrees of freedom
## Multiple R-squared: 0.4893, Adjusted R-squared: 0.4867
## F-statistic: 191.1 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM1 :
##
## Call:
## lm(formula = ME2.BM1 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -20.9848 -2.7200 0.1944 3.1266 14.5829
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.63539 0.25579 2.484 0.0134 *
## x1 1.44451 0.08210 17.594 < 2e-16 ***
## x2 -0.37134 0.07883 -4.711 3.42e-06 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.118 on 399 degrees of freedom
## Multiple R-squared: 0.4842, Adjusted R-squared: 0.4816
## F-statistic: 187.3 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM2 :
##
## Call:
## lm(formula = ME2.BM2 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -21.2882 -2.6215 0.2921 2.8533 13.6342
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.80167 0.22372 3.583 0.000381 ***
## x1 1.24621 0.07181 17.354 < 2e-16 ***
## x2 0.06402 0.06895 0.929 0.353682
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.476 on 399 degrees of freedom
## Multiple R-squared: 0.4344, Adjusted R-squared: 0.4315
## F-statistic: 153.2 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM3 :
##
## Call:
## lm(formula = ME2.BM3 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -16.0418 -2.3676 0.2773 2.6059 14.2628
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.72664 0.21954 3.310 0.00102 **
## x1 1.02490 0.07047 14.544 < 2e-16 ***
## x2 0.35281 0.06766 5.214 2.97e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.392 on 399 degrees of freedom
## Multiple R-squared: 0.3536, Adjusted R-squared: 0.3504
## F-statistic: 109.1 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM4 :
##
## Call:
## lm(formula = ME2.BM4 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -15.8116 -2.1804 0.3822 2.5919 12.2548
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.70068 0.20837 3.363 0.000846 ***
## x1 1.06552 0.06688 15.931 < 2e-16 ***
## x2 0.54193 0.06422 8.439 5.97e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.169 on 399 degrees of freedom
## Multiple R-squared: 0.417, Adjusted R-squared: 0.4141
## F-statistic: 142.7 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM5 :
##
## Call:
## lm(formula = ME2.BM5 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -18.7253 -2.6591 0.3494 2.8465 23.0614
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.74917 0.23819 3.145 0.00178 **
## x1 1.27234 0.07645 16.642 < 2e-16 ***
## x2 0.76782 0.07341 10.460 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.765 on 399 degrees of freedom
## Multiple R-squared: 0.4555, Adjusted R-squared: 0.4528
## F-statistic: 166.9 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM1 :
##
## Call:
## lm(formula = ME3.BM1 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -22.128 -2.809 0.212 3.182 14.368
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.63340 0.24954 2.538 0.0115 *
## x1 1.14189 0.08010 14.256 < 2e-16 ***
## x2 -0.42576 0.07691 -5.536 5.61e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.993 on 399 degrees of freedom
## Multiple R-squared: 0.4053, Adjusted R-squared: 0.4023
## F-statistic: 135.9 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM2 :
##
## Call:
## lm(formula = ME3.BM2 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -18.399 -2.623 0.271 2.800 12.551
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.81855 0.22889 3.576 0.000392 ***
## x1 0.89516 0.07347 12.184 < 2e-16 ***
## x2 0.11289 0.07054 1.600 0.110315
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.579 on 399 degrees of freedom
## Multiple R-squared: 0.2717, Adjusted R-squared: 0.2681
## F-statistic: 74.43 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM3 :
##
## Call:
## lm(formula = ME3.BM3 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -16.2625 -2.7902 0.1884 2.8212 18.5270
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.68975 0.22264 3.098 0.00209 **
## x1 0.69810 0.07146 9.769 < 2e-16 ***
## x2 0.37920 0.06861 5.526 5.91e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.454 on 399 degrees of freedom
## Multiple R-squared: 0.216, Adjusted R-squared: 0.212
## F-statistic: 54.95 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM4 :
##
## Call:
## lm(formula = ME3.BM4 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -16.6532 -2.7417 0.3343 2.8564 13.4469
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.71761 0.22806 3.147 0.00178 **
## x1 0.77285 0.07320 10.558 < 2e-16 ***
## x2 0.58836 0.07029 8.371 9.76e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.563 on 399 degrees of freedom
## Multiple R-squared: 0.279, Adjusted R-squared: 0.2754
## F-statistic: 77.19 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM5 :
##
## Call:
## lm(formula = ME3.BM5 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -17.800 -2.723 0.093 3.301 20.702
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.81233 0.25029 3.246 0.00127 **
## x1 0.89098 0.08034 11.091 < 2e-16 ***
## x2 0.82508 0.07714 10.697 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.007 on 399 degrees of freedom
## Multiple R-squared: 0.3347, Adjusted R-squared: 0.3314
## F-statistic: 100.4 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM1 :
##
## Call:
## lm(formula = ME4.BM1 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -20.0464 -2.5617 0.0738 2.9343 13.5131
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.83813 0.24106 3.477 0.000563 ***
## x1 0.82765 0.07737 10.697 < 2e-16 ***
## x2 -0.39926 0.07429 -5.374 1.31e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.823 on 399 degrees of freedom
## Multiple R-squared: 0.2988, Adjusted R-squared: 0.2953
## F-statistic: 85.01 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM2 :
##
## Call:
## lm(formula = ME4.BM2 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -19.3930 -2.7069 0.3363 2.9746 18.9696
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.81754 0.23172 3.528 0.000467 ***
## x1 0.54237 0.07438 7.292 1.65e-12 ***
## x2 0.18072 0.07141 2.531 0.011771 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.636 on 399 degrees of freedom
## Multiple R-squared: 0.1205, Adjusted R-squared: 0.1161
## F-statistic: 27.33 on 2 and 399 DF, p-value: 7.535e-12
##
##
## Response ME4.BM3 :
##
## Call:
## lm(formula = ME4.BM3 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -24.0147 -2.5666 0.3754 2.6818 17.8090
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.69754 0.23078 3.023 0.00267 **
## x1 0.45865 0.07407 6.192 1.48e-09 ***
## x2 0.40624 0.07112 5.712 2.19e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.617 on 399 degrees of freedom
## Multiple R-squared: 0.1308, Adjusted R-squared: 0.1264
## F-statistic: 30.02 on 2 and 399 DF, p-value: 7.184e-13
##
##
## Response ME4.BM4 :
##
## Call:
## lm(formula = ME4.BM4 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -23.7112 -2.5754 0.3549 2.7636 14.7525
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.78886 0.23604 3.342 0.00091 ***
## x1 0.54935 0.07576 7.251 2.17e-12 ***
## x2 0.48478 0.07275 6.664 8.87e-11 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.722 on 399 degrees of freedom
## Multiple R-squared: 0.1706, Adjusted R-squared: 0.1664
## F-statistic: 41.02 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM5 :
##
## Call:
## lm(formula = ME4.BM5 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -25.0212 -2.6510 0.2621 3.3484 16.3492
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.63698 0.26127 2.438 0.0152 *
## x1 0.61986 0.08386 7.391 8.6e-13 ***
## x2 0.79509 0.08052 9.874 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.227 on 399 degrees of freedom
## Multiple R-squared: 0.2454, Adjusted R-squared: 0.2416
## F-statistic: 64.89 on 2 and 399 DF, p-value: < 2.2e-16
##
##
## Response BIG.LoBM :
##
## Call:
## lm(formula = BIG.LoBM ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -16.5293 -2.1324 0.1589 2.7464 12.4966
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.88421 0.21533 4.106 4.88e-05 ***
## x1 0.06994 0.06912 1.012 0.312
## x2 -0.39904 0.06636 -6.013 4.11e-09 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.308 on 399 degrees of freedom
## Multiple R-squared: 0.09271, Adjusted R-squared: 0.08817
## F-statistic: 20.39 on 2 and 399 DF, p-value: 3.716e-09
##
##
## Response ME5.BM2 :
##
## Call:
## lm(formula = ME5.BM2 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -17.7908 -2.4873 0.4467 2.5879 12.6460
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.75101 0.20739 3.621 0.000331 ***
## x1 0.10926 0.06657 1.641 0.101528
## x2 0.06700 0.06392 1.048 0.295164
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.149 on 399 degrees of freedom
## Multiple R-squared: 0.008135, Adjusted R-squared: 0.003164
## F-statistic: 1.636 on 2 and 399 DF, p-value: 0.196
##
##
## Response ME5.BM3 :
##
## Call:
## lm(formula = ME5.BM3 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -19.2475 -2.2632 0.5163 2.5847 12.2843
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.68967 0.21105 3.268 0.00118 **
## x1 0.11585 0.06774 1.710 0.08800 .
## x2 0.28904 0.06504 4.444 1.15e-05 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.222 on 399 degrees of freedom
## Multiple R-squared: 0.04905, Adjusted R-squared: 0.04428
## F-statistic: 10.29 on 2 and 399 DF, p-value: 4.389e-05
##
##
## Response ME5.BM4 :
##
## Call:
## lm(formula = ME5.BM4 ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -26.5627 -2.6029 0.3085 2.8396 13.5613
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.45151 0.23472 1.924 0.0551 .
## x1 0.13091 0.07534 1.738 0.0830 .
## x2 0.62484 0.07234 8.638 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.696 on 399 degrees of freedom
## Multiple R-squared: 0.1576, Adjusted R-squared: 0.1534
## F-statistic: 37.32 on 2 and 399 DF, p-value: 1.389e-15
##
##
## Response BIG.HiBM :
##
## Call:
## lm(formula = BIG.HiBM ~ x1 + x2, data = X)
##
## Residuals:
## Min 1Q Median 3Q Max
## -27.4325 -3.1774 0.4826 3.6815 18.2886
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.69034 0.28826 2.395 0.01709 *
## x1 0.24901 0.09253 2.691 0.00742 **
## x2 0.74727 0.08884 8.411 7.29e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.767 on 399 degrees of freedom
## Multiple R-squared: 0.1531, Adjusted R-squared: 0.1488
## F-statistic: 36.06 on 2 and 399 DF, p-value: 4.009e-15
##############Table 6 Replicate######################
# Predictors
XX <- data.frame(
x1 = as.numeric(complete[, 28]),
x2 = as.numeric(complete[, 29]),
x = as.numeric(complete[, 27])
)
model6 <- lm(Y ~ x1 + x2 +x, data = XX)
summary(model6)
## Response SMALL.LoBM :
##
## Call:
## lm(formula = SMALL.LoBM ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -10.4283 -1.6243 -0.1887 1.4230 12.9474
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.58761 0.14435 -4.071 5.66e-05 ***
## x1 1.39887 0.04687 29.843 < 2e-16 ***
## x2 -0.26168 0.04391 -5.960 5.57e-09 ***
## x 1.15155 0.03353 34.345 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.845 on 398 degrees of freedom
## Multiple R-squared: 0.8797, Adjusted R-squared: 0.8788
## F-statistic: 970.2 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME1.BM2 :
##
## Call:
## lm(formula = ME1.BM2 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -6.5880 -1.2961 -0.1523 1.2404 11.6240
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.03295 0.11269 0.292 0.770
## x1 1.35845 0.03659 37.125 <2e-16 ***
## x2 -0.01857 0.03428 -0.542 0.588
## x 0.96781 0.02617 36.977 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.221 on 398 degrees of freedom
## Multiple R-squared: 0.9025, Adjusted R-squared: 0.9018
## F-statistic: 1229 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME1.BM3 :
##
## Call:
## lm(formula = ME1.BM3 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -5.0674 -1.0041 -0.1488 0.8588 7.9527
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.01740 0.07950 -0.219 0.827
## x1 1.05970 0.02581 41.051 <2e-16 ***
## x2 0.29483 0.02418 12.193 <2e-16 ***
## x 0.91710 0.01846 49.668 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.567 on 398 degrees of freedom
## Multiple R-squared: 0.9308, Adjusted R-squared: 0.9303
## F-statistic: 1785 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME1.BM4 :
##
## Call:
## lm(formula = ME1.BM4 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.9084 -0.8998 -0.1018 0.8420 5.8728
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.19209 0.07225 2.659 0.00816 **
## x1 1.08117 0.02346 46.085 < 2e-16 ***
## x2 0.51725 0.02198 23.537 < 2e-16 ***
## x 0.86425 0.01678 51.503 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.424 on 398 degrees of freedom
## Multiple R-squared: 0.9403, Adjusted R-squared: 0.9399
## F-statistic: 2090 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response SMALL.HiBM :
##
## Call:
## lm(formula = SMALL.HiBM ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -13.7962 -0.9181 -0.1345 0.7977 31.1022
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.29841 0.11739 2.542 0.0114 *
## x1 1.05309 0.03812 27.627 <2e-16 ***
## x2 0.73153 0.03571 20.487 <2e-16 ***
## x 0.91290 0.02727 33.482 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.314 on 398 degrees of freedom
## Multiple R-squared: 0.8662, Adjusted R-squared: 0.8652
## F-statistic: 858.8 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM1 :
##
## Call:
## lm(formula = ME2.BM1 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -6.9291 -0.9404 -0.0145 1.1893 6.4237
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.19282 0.09463 -2.038 0.0423 *
## x1 1.08802 0.03073 35.407 <2e-16 ***
## x2 -0.28289 0.02878 -9.828 <2e-16 ***
## x 1.12195 0.02198 51.045 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.865 on 398 degrees of freedom
## Multiple R-squared: 0.9317, Adjusted R-squared: 0.9311
## F-statistic: 1808 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM2 :
##
## Call:
## lm(formula = ME2.BM2 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -4.0652 -1.0208 -0.0245 0.8335 6.3494
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.06890 0.07619 0.904 0.366
## x1 0.93080 0.02474 37.622 < 2e-16 ***
## x2 0.14228 0.02318 6.139 2.01e-09 ***
## x 0.99266 0.01770 56.093 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.502 on 398 degrees of freedom
## Multiple R-squared: 0.9365, Adjusted R-squared: 0.936
## F-statistic: 1956 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM3 :
##
## Call:
## lm(formula = ME2.BM3 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -10.2630 -0.7766 -0.0768 0.8925 6.3827
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.01737 0.08238 0.211 0.833
## x1 0.71961 0.02675 26.901 <2e-16 ***
## x2 0.42856 0.02506 17.103 <2e-16 ***
## x 0.96083 0.01913 50.215 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.624 on 398 degrees of freedom
## Multiple R-squared: 0.9119, Adjusted R-squared: 0.9112
## F-statistic: 1373 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM4 :
##
## Call:
## lm(formula = ME2.BM4 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -5.1901 -0.8048 -0.0186 0.7762 4.8418
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.01338 0.06687 0.20 0.842
## x1 0.76968 0.02171 35.45 <2e-16 ***
## x2 0.61533 0.02034 30.25 <2e-16 ***
## x 0.93107 0.01553 59.95 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.318 on 398 degrees of freedom
## Multiple R-squared: 0.9419, Adjusted R-squared: 0.9414
## F-statistic: 2150 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME2.BM5 :
##
## Call:
## lm(formula = ME2.BM5 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.5211 -0.7402 -0.0942 0.8053 10.2221
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.04316 0.07031 -0.614 0.54
## x1 0.93130 0.02283 40.790 <2e-16 ***
## x2 0.85244 0.02139 39.858 <2e-16 ***
## x 1.07335 0.01633 65.725 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.386 on 398 degrees of freedom
## Multiple R-squared: 0.9541, Adjusted R-squared: 0.9537
## F-statistic: 2756 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM1 :
##
## Call:
## lm(formula = ME3.BM1 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -5.7422 -1.2271 0.0439 1.2684 5.6600
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.18033 0.08790 -2.052 0.0409 *
## x1 0.79165 0.02854 27.737 <2e-16 ***
## x2 -0.33886 0.02674 -12.675 <2e-16 ***
## x 1.10232 0.02042 53.995 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.732 on 398 degrees of freedom
## Multiple R-squared: 0.9286, Adjusted R-squared: 0.928
## F-statistic: 1724 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM2 :
##
## Call:
## lm(formula = ME3.BM2 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -8.3708 -0.9117 -0.0611 0.9549 10.4615
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.07769 0.08488 0.915 0.361
## x1 0.57628 0.02756 20.908 < 2e-16 ***
## x2 0.19201 0.02582 7.437 6.38e-13 ***
## x 1.00361 0.01971 50.906 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.673 on 398 degrees of freedom
## Multiple R-squared: 0.903, Adjusted R-squared: 0.9023
## F-statistic: 1236 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM3 :
##
## Call:
## lm(formula = ME3.BM3 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -6.7083 -1.0504 -0.0254 0.9692 8.1834
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.02562 0.08637 -0.297 0.767
## x1 0.39019 0.02805 13.912 <2e-16 ***
## x2 0.45559 0.02627 17.342 <2e-16 ***
## x 0.96908 0.02006 48.306 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.702 on 398 degrees of freedom
## Multiple R-squared: 0.8858, Adjusted R-squared: 0.8849
## F-statistic: 1029 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM4 :
##
## Call:
## lm(formula = ME3.BM4 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -6.3345 -0.9997 -0.0111 0.9634 7.2486
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.02095 0.08426 -0.249 0.804
## x1 0.45495 0.02736 16.627 <2e-16 ***
## x2 0.66724 0.02563 26.033 <2e-16 ***
## x 1.00051 0.01957 51.121 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.661 on 398 degrees of freedom
## Multiple R-squared: 0.9047, Adjusted R-squared: 0.904
## F-statistic: 1259 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME3.BM5 :
##
## Call:
## lm(formula = ME3.BM5 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -7.169 -1.236 -0.127 1.015 9.164
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.01441 0.10142 0.142 0.887
## x1 0.54754 0.03293 16.626 <2e-16 ***
## x2 0.91030 0.03085 29.508 <2e-16 ***
## x 1.08092 0.02356 45.886 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.999 on 398 degrees of freedom
## Multiple R-squared: 0.8942, Adjusted R-squared: 0.8934
## F-statistic: 1122 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM1 :
##
## Call:
## lm(formula = ME4.BM1 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -4.9241 -0.8975 0.0275 0.9220 9.2460
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.05042 0.08359 0.603 0.547
## x1 0.48860 0.02714 18.002 <2e-16 ***
## x2 -0.31513 0.02542 -12.395 <2e-16 ***
## x 1.06708 0.01941 54.964 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.648 on 398 degrees of freedom
## Multiple R-squared: 0.9184, Adjusted R-squared: 0.9178
## F-statistic: 1493 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM2 :
##
## Call:
## lm(formula = ME4.BM2 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -6.4640 -0.9476 -0.0343 0.9301 8.1123
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.06665 0.08527 0.782 0.435
## x1 0.21917 0.02769 7.915 2.48e-14 ***
## x2 0.26091 0.02594 10.059 < 2e-16 ***
## x 1.01720 0.01981 51.359 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.681 on 398 degrees of freedom
## Multiple R-squared: 0.8847, Adjusted R-squared: 0.8838
## F-statistic: 1018 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM3 :
##
## Call:
## lm(formula = ME4.BM3 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -8.8287 -1.0146 -0.0055 0.9513 7.1312
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.04094 0.09165 -0.447 0.655
## x1 0.14079 0.02976 4.731 3.11e-06 ***
## x2 0.48511 0.02788 17.401 < 2e-16 ***
## x 1.00038 0.02129 46.995 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.806 on 398 degrees of freedom
## Multiple R-squared: 0.8673, Adjusted R-squared: 0.8663
## F-statistic: 866.9 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM4 :
##
## Call:
## lm(formula = ME4.BM4 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.7579 -1.0506 0.0341 1.1394 7.0510
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.03748 0.09641 0.389 0.698
## x1 0.22593 0.03131 7.217 2.71e-12 ***
## x2 0.56503 0.02932 19.268 < 2e-16 ***
## x 1.01787 0.02239 45.457 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.9 on 398 degrees of freedom
## Multiple R-squared: 0.866, Adjusted R-squared: 0.865
## F-statistic: 857.7 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME4.BM5 :
##
## Call:
## lm(formula = ME4.BM5 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -11.9066 -1.3545 -0.0426 1.3840 11.4695
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.18709 0.11165 -1.676 0.0946 .
## x1 0.26516 0.03625 7.314 1.44e-12 ***
## x2 0.88310 0.03396 26.004 < 2e-16 ***
## x 1.11634 0.02593 43.049 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.201 on 398 degrees of freedom
## Multiple R-squared: 0.8666, Adjusted R-squared: 0.8656
## F-statistic: 861.8 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response BIG.LoBM :
##
## Call:
## lm(formula = BIG.LoBM ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -2.95514 -0.64505 0.05057 0.58600 2.77039
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.15392 0.04804 3.204 0.00146 **
## x1 -0.24440 0.01560 -15.668 < 2e-16 ***
## x2 -0.32105 0.01461 -21.972 < 2e-16 ***
## x 0.98931 0.01116 88.669 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.9468 on 398 degrees of freedom
## Multiple R-squared: 0.9563, Adjusted R-squared: 0.956
## F-statistic: 2902 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME5.BM2 :
##
## Call:
## lm(formula = ME5.BM2 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -5.9447 -0.9099 0.0282 0.8397 6.1212
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.07678 0.07466 1.028 0.304
## x1 -0.18095 0.02424 -7.464 5.34e-13 ***
## x2 0.13901 0.02271 6.121 2.23e-09 ***
## x 0.91335 0.01734 52.672 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.472 on 398 degrees of freedom
## Multiple R-squared: 0.8756, Adjusted R-squared: 0.8746
## F-statistic: 933.4 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME5.BM3 :
##
## Call:
## lm(formula = ME5.BM3 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -5.9193 -0.9370 -0.0296 1.0015 7.5613
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.01565 0.08472 0.185 0.854
## x1 -0.17426 0.02751 -6.334 6.46e-10 ***
## x2 0.36103 0.02577 14.009 < 2e-16 ***
## x 0.91307 0.01968 46.399 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.67 on 398 degrees of freedom
## Multiple R-squared: 0.8516, Adjusted R-squared: 0.8505
## F-statistic: 761.5 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response ME5.BM4 :
##
## Call:
## lm(formula = ME5.BM4 ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -8.6231 -0.8852 0.0857 0.9667 9.2602
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.31162 0.08444 -3.691 0.000255 ***
## x1 -0.19756 0.02742 -7.205 2.92e-12 ***
## x2 0.70634 0.02568 27.501 < 2e-16 ***
## x 1.03379 0.01961 52.713 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.664 on 398 degrees of freedom
## Multiple R-squared: 0.8945, Adjusted R-squared: 0.8937
## F-statistic: 1124 on 3 and 398 DF, p-value: < 2.2e-16
##
##
## Response BIG.HiBM :
##
## Call:
## lm(formula = BIG.HiBM ~ x1 + x2 + x, data = XX)
##
## Residuals:
## Min 1Q Median 3Q Max
## -18.5668 -1.3081 0.0706 1.5536 10.4264
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.18445 0.14291 -1.291 0.19755
## x1 -0.12752 0.04640 -2.748 0.00627 **
## x2 0.84070 0.04347 19.340 < 2e-16 ***
## x 1.18505 0.03319 35.702 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.817 on 398 degrees of freedom
## Multiple R-squared: 0.7985, Adjusted R-squared: 0.797
## F-statistic: 525.7 on 3 and 398 DF, p-value: < 2.2e-16
##############Table 9 DONE##############################
#################Table 10 ##############################
complete$month <- ifelse(substr(complete[[1]], 5, 6) == "01", 1, 0)
model10 <- lm(Y ~ month , data = complete)
summary(model10)
## Response SMALL.LoBM :
##
## Call:
## lm(formula = SMALL.LoBM ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -28.503 -5.068 0.346 4.681 35.894
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.06504 0.42502 0.153 0.8785
## month 2.49784 1.46146 1.709 0.0882 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 8.153 on 400 degrees of freedom
## Multiple R-squared: 0.00725, Adjusted R-squared: 0.004768
## F-statistic: 2.921 on 1 and 400 DF, p-value: 0.0882
##
##
## Response ME1.BM2 :
##
## Call:
## lm(formula = ME1.BM2 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -22.624 -4.316 -0.007 3.971 42.339
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.7476 0.3698 2.022 0.0439 *
## month 0.7091 1.2716 0.558 0.5774
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 7.094 on 400 degrees of freedom
## Multiple R-squared: 0.0007768, Adjusted R-squared: -0.001721
## F-statistic: 0.311 on 1 and 400 DF, p-value: 0.5774
##
##
## Response ME1.BM3 :
##
## Call:
## lm(formula = ME1.BM3 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -22.700 -3.735 0.169 3.717 19.269
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.7202 0.3097 2.325 0.0205 *
## month 0.5626 1.0649 0.528 0.5976
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.941 on 400 degrees of freedom
## Multiple R-squared: 0.0006973, Adjusted R-squared: -0.001801
## F-statistic: 0.2791 on 1 and 400 DF, p-value: 0.5976
##
##
## Response ME1.BM4 :
##
## Call:
## lm(formula = ME1.BM4 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -27.5687 -3.0189 0.0961 3.4222 24.6819
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.9523 0.3030 3.143 0.0018 **
## month 0.3665 1.0420 0.352 0.7252
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.813 on 400 degrees of freedom
## Multiple R-squared: 0.0003092, Adjusted R-squared: -0.00219
## F-statistic: 0.1237 on 1 and 400 DF, p-value: 0.7252
##
##
## Response SMALL.HiBM :
##
## Call:
## lm(formula = SMALL.HiBM ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -28.828 -3.538 0.065 3.517 38.408
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1.0154 0.3279 3.097 0.00209 **
## month 1.7880 1.1274 1.586 0.11355
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.29 on 400 degrees of freedom
## Multiple R-squared: 0.006249, Adjusted R-squared: 0.003764
## F-statistic: 2.515 on 1 and 400 DF, p-value: 0.1135
##
##
## Response ME2.BM1 :
##
## Call:
## lm(formula = ME2.BM1 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -26.3940 -4.3421 0.3426 4.4717 29.6082
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.631143 0.370995 1.701 0.0897 .
## month -0.009805 1.275679 -0.008 0.9939
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 7.117 on 400 degrees of freedom
## Multiple R-squared: 1.477e-07, Adjusted R-squared: -0.0025
## F-statistic: 5.908e-05 on 1 and 400 DF, p-value: 0.9939
##
##
## Response ME2.BM2 :
##
## Call:
## lm(formula = ME2.BM2 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -24.4047 -3.3362 0.3758 3.5293 18.0016
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.9184 0.3098 2.965 0.00321 **
## month -0.5319 1.0651 -0.499 0.61780
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.942 on 400 degrees of freedom
## Multiple R-squared: 0.000623, Adjusted R-squared: -0.001875
## F-statistic: 0.2494 on 1 and 400 DF, p-value: 0.6178
##
##
## Response ME2.BM3 :
##
## Call:
## lm(formula = ME2.BM3 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -22.7059 -3.0624 0.3871 3.0415 17.4300
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.8897 0.2843 3.129 0.00188 **
## month -0.5273 0.9777 -0.539 0.58997
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.454 on 400 degrees of freedom
## Multiple R-squared: 0.0007266, Adjusted R-squared: -0.001772
## F-statistic: 0.2909 on 1 and 400 DF, p-value: 0.59
##
##
## Response ME2.BM4 :
##
## Call:
## lm(formula = ME2.BM4 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -24.6117 -3.1289 0.6258 3.1619 17.7739
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.9197 0.2841 3.238 0.00131 **
## month -0.7226 0.9768 -0.740 0.45983
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.449 on 400 degrees of freedom
## Multiple R-squared: 0.001367, Adjusted R-squared: -0.00113
## F-statistic: 0.5474 on 1 and 400 DF, p-value: 0.4598
##
##
## Response ME2.BM5 :
##
## Call:
## lm(formula = ME2.BM5 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -33.106 -3.348 0.430 3.918 24.949
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1.0134 0.3361 3.015 0.00273 **
## month -0.6124 1.1558 -0.530 0.59650
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.448 on 400 degrees of freedom
## Multiple R-squared: 0.0007014, Adjusted R-squared: -0.001797
## F-statistic: 0.2808 on 1 and 400 DF, p-value: 0.5965
##
##
## Response ME3.BM1 :
##
## Call:
## lm(formula = ME3.BM1 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -23.9424 -3.9679 0.6524 3.8859 21.5581
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.6152 0.3370 1.825 0.0687 .
## month -0.1423 1.1589 -0.123 0.9023
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.465 on 400 degrees of freedom
## Multiple R-squared: 3.768e-05, Adjusted R-squared: -0.002462
## F-statistic: 0.01507 on 1 and 400 DF, p-value: 0.9023
##
##
## Response ME3.BM2 :
##
## Call:
## lm(formula = ME3.BM2 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -23.0163 -3.0695 0.3619 3.3729 17.7977
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.9426 0.2792 3.376 0.000807 ***
## month -0.7009 0.9600 -0.730 0.465767
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.356 on 400 degrees of freedom
## Multiple R-squared: 0.001331, Adjusted R-squared: -0.001166
## F-statistic: 0.533 on 1 and 400 DF, p-value: 0.4658
##
##
## Response ME3.BM3 :
##
## Call:
## lm(formula = ME3.BM3 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -19.1426 -2.9822 0.3466 2.9544 15.8309
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.8636 0.2617 3.300 0.00105 **
## month -0.7758 0.8997 -0.862 0.38905
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.02 on 400 degrees of freedom
## Multiple R-squared: 0.001855, Adjusted R-squared: -0.00064
## F-statistic: 0.7435 on 1 and 400 DF, p-value: 0.3891
##
##
## Response ME3.BM4 :
##
## Call:
## lm(formula = ME3.BM4 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -27.5882 -2.8662 0.3083 3.1760 15.7365
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.9222 0.2796 3.298 0.00106 **
## month -0.6080 0.9615 -0.632 0.52752
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.364 on 400 degrees of freedom
## Multiple R-squared: 0.0009987, Adjusted R-squared: -0.001499
## F-statistic: 0.3999 on 1 and 400 DF, p-value: 0.5275
##
##
## Response ME3.BM5 :
##
## Call:
## lm(formula = ME3.BM5 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -32.372 -2.872 0.333 3.085 21.855
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1.0588 0.3195 3.313 0.00101 **
## month -0.4815 1.0988 -0.438 0.66144
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.13 on 400 degrees of freedom
## Multiple R-squared: 0.0004799, Adjusted R-squared: -0.002019
## F-statistic: 0.1921 on 1 and 400 DF, p-value: 0.6614
##
##
## Response ME4.BM1 :
##
## Call:
## lm(formula = ME4.BM1 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -21.1909 -3.0983 0.2838 3.3694 24.5577
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.8254 0.2998 2.753 0.00618 **
## month -0.3204 1.0309 -0.311 0.75611
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.752 on 400 degrees of freedom
## Multiple R-squared: 0.0002414, Adjusted R-squared: -0.002258
## F-statistic: 0.0966 on 1 and 400 DF, p-value: 0.7561
##
##
## Response ME4.BM2 :
##
## Call:
## lm(formula = ME4.BM2 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -21.0890 -2.8424 0.2107 3.0833 14.6148
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.9191 0.2573 3.573 0.000397 ***
## month -0.4739 0.8847 -0.536 0.592473
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.935 on 400 degrees of freedom
## Multiple R-squared: 0.0007169, Adjusted R-squared: -0.001781
## F-statistic: 0.287 on 1 and 400 DF, p-value: 0.5925
##
##
## Response ME4.BM3 :
##
## Call:
## lm(formula = ME4.BM3 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -25.9573 -2.7503 0.3423 3.0609 15.9938
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.8129 0.2578 3.153 0.00174 **
## month -0.1558 0.8865 -0.176 0.86058
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.946 on 400 degrees of freedom
## Multiple R-squared: 7.721e-05, Adjusted R-squared: -0.002423
## F-statistic: 0.03089 on 1 and 400 DF, p-value: 0.8606
##
##
## Response ME4.BM4 :
##
## Call:
## lm(formula = ME4.BM4 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -33.158 -2.790 0.442 2.830 15.310
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.9551 0.2699 3.539 0.000448 ***
## month -0.5221 0.9279 -0.563 0.573999
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.177 on 400 degrees of freedom
## Multiple R-squared: 0.0007908, Adjusted R-squared: -0.001707
## F-statistic: 0.3166 on 1 and 400 DF, p-value: 0.574
##
##
## Response ME4.BM5 :
##
## Call:
## lm(formula = ME4.BM5 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -33.487 -3.212 0.766 3.416 19.527
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.8481 0.3133 2.707 0.00707 **
## month -0.2867 1.0772 -0.266 0.79022
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.009 on 400 degrees of freedom
## Multiple R-squared: 0.0001771, Adjusted R-squared: -0.002322
## F-statistic: 0.07086 on 1 and 400 DF, p-value: 0.7902
##
##
## Response BIG.LoBM :
##
## Call:
## lm(formula = BIG.LoBM ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -15.8779 -2.3707 0.1289 2.9092 13.2650
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.8254 0.2355 3.506 0.000507 ***
## month -0.2005 0.8096 -0.248 0.804553
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.517 on 400 degrees of freedom
## Multiple R-squared: 0.0001533, Adjusted R-squared: -0.002346
## F-statistic: 0.06132 on 1 and 400 DF, p-value: 0.8046
##
##
## Response ME5.BM2 :
##
## Call:
## lm(formula = ME5.BM2 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -18.2260 -2.5727 0.4091 2.5186 12.7526
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.8278 0.2167 3.820 0.000154 ***
## month -0.6895 0.7451 -0.925 0.355315
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.157 on 400 degrees of freedom
## Multiple R-squared: 0.002136, Adjusted R-squared: -0.0003583
## F-statistic: 0.8564 on 1 and 400 DF, p-value: 0.3553
##
##
## Response ME5.BM3 :
##
## Call:
## lm(formula = ME5.BM3 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -18.9325 -2.3689 0.6151 2.6172 13.4784
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.7728 0.2254 3.428 0.00067 ***
## month -0.2409 0.7751 -0.311 0.75608
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.324 on 400 degrees of freedom
## Multiple R-squared: 0.0002415, Adjusted R-squared: -0.002258
## F-statistic: 0.09662 on 1 and 400 DF, p-value: 0.7561
##
##
## Response ME5.BM4 :
##
## Call:
## lm(formula = ME5.BM4 ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -28.241 -2.461 0.448 2.992 15.709
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.6465 0.2661 2.429 0.0156 *
## month -0.7689 0.9151 -0.840 0.4013
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 5.105 on 400 degrees of freedom
## Multiple R-squared: 0.001762, Adjusted R-squared: -0.0007338
## F-statistic: 0.706 on 1 and 400 DF, p-value: 0.4013
##
##
## Response BIG.HiBM :
##
## Call:
## lm(formula = BIG.HiBM ~ month, data = complete)
##
## Residuals:
## Min 1Q Median 3Q Max
## -29.4142 -3.6556 0.4206 3.7364 21.1529
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.8346 0.3263 2.558 0.0109 *
## month 0.1839 1.1219 0.164 0.8699
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.259 on 400 degrees of freedom
## Multiple R-squared: 6.714e-05, Adjusted R-squared: -0.002433
## F-statistic: 0.02686 on 1 and 400 DF, p-value: 0.8699