Joint test:

χ2 statistic

df

p-value

6278.398

1176

0.0000

Individual

components:

Dependent

R2

F (56, 2301)

p-value

χ2 (56)

p-value

res1 * res1

0.233479

12.51559

0.0000

550.5426

0.0000

res2 * res2

0.211971

11.05254

0.0000

499.8271

0.0000

res3 * res3

0.085742

3.853501

0.0000

202.1805

0.0000

res4 * res4

0.260093

14.44374

0.0000

613.2987

0.0000

res5 * res5

0.142756

6.842568

0.0000

336.6190

0.0000

res6 * res6

0.100405

4.586018

0.0000

236.7544

0.0000

res2 * res1

0.222538

11.76124

0.0000

524.7442

0.0000

res3 * res1

0.145531

6.998214

0.0000

343.1617

0.0000

res3 * res2

0.146352

7.044489

0.0000

345.0987

0.0000

res4 * res1

0.134115

6.364236

0.0000

316.2435

0.0000

res4 * res2

0.131406

6.216239

0.0000

309.8558

0.0000

res4 * res3

0.097981

4.463300

0.0000

231.0398

0.0000

res5 * res1

0.127599

6.009785

0.0000

300.8780

0.0000

res5 * res2

0.126302

5.939869

0.0000

297.8197

0.0000

res5 * res3

0.133311

6.320207

0.0000

314.3473

0.0000

res5 * res4

0.119110

5.555916

0.0000

280.8617

0.0000

res6 * res1

0.100783

4.605250

0.0000

237.6472

0.0000

res6 * res2

0.100042

4.567614

0.0000

235.8994

0.0000

res6 * res3

0.101842

4.659118

0.0000

240.1439

0.0000

res6 * res4

0.107252

4.936366

0.0000

252.9014

0.0000

res6 * res5

0.100744

4.603270

0.0000

237.5553

0.0000