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REGRESION MULTIPLE

Multiple Regression IG

Component+Residual Plot for IG


(X 1000)
13

component effect

9
5
1
-3
-7
-11
0.31

0.33

0.35

0.37

0.39

0.41

PE

Dependent variable: IG
Independent variables:
PE
Y

Parameter
CONSTANT
PE
Y

Estimate
-3764.97
258879.
-1429.47

Standard
Error
1594.38
64525.2
1318.35

Analysis of Variance
Source
Sum of Squares
Model
3.33888E8
Residual
2.72168E6
Total (Corr.)
3.3661E8

Df
2
15
17

T
Statistic
-2.3614
4.01206
-1.08429

Mean Square
1.66944E8
181446.

P-Value
0.0322
0.0011
0.2954

F-Ratio
920.08

P-Value
0.0000

R-squared = 99.1914 percent


R-squared (adjusted for d.f.) = 99.0836 percent
Standard Error of Est. = 425.964
Mean absolute error = 295.572
Durbin-Watson statistic = 2.13359 (P=0.4306)
Lag 1 residual autocorrelation = -0.0713418
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between IG and 2
independent variables. The equation of the fitted model is
IG = -3764.97 + 258879.*PE - 1429.47*Y
Since the P-value in the ANOVA table is less than 0.05, there is a statistically significant relationship between the
variables at the 95.0% confidence level.
The R-Squared statistic indicates that the model as fitted explains 99.1914% of the variability in IG. The adjusted Rsquared statistic, which is more suitable for comparing models with different numbers of independent variables, is
99.0836%. The standard error of the estimate shows the standard deviation of the residuals to be 425.964. This value can
be used to construct prediction limits for new observations by selecting the Reports option from the text menu. The mean
absolute error (MAE) of 295.572 is the average value of the residuals. The Durbin-Watson (DW) statistic tests the
residuals to determine if there is any significant correlation based on the order in which they occur in your data file. Since
the P-value is greater than 0.05, there is no indication of serial autocorrelation in the residuals at the 95.0% confidence
level.
In determining whether the model can be simplified, notice that the highest P-value on the independent variables is
0.2954, belonging to Y. Since the P-value is greater or equal to 0.05, that term is not statistically significant at the 95.0%
or higher confidence level. Consequently, you should consider removing Y from the model.

Multiple Regression D

Component+Residual Plot for D


(X 1000)
10

component effect

-2

-6

-10
0.31 0.33

0.35

0.37

0.39 0.41

PE

Dependent variable: D
Independent variables:
PE
Y

Parameter
CONSTANT
PE
Y

Estimate
167958.
239253.
-4298.74

Standard
Error
4443.8
179843.
3674.47

Analysis of Variance
Source
Sum of Squares
Model
9.96822E6
Residual
2.11429E7
Total (Corr.)
3.11111E7

Df
2
15
17

T
Statistic
37.7961
1.33035
-1.16989

Mean Square
4.98411E6
1.40953E6

P-Value
0.0000
0.2033
0.2603

F-Ratio
3.54

P-Value
0.0552

R-squared = 32.0407 percent


R-squared (adjusted for d.f.) = 22.9795 percent
Standard Error of Est. = 1187.23
Mean absolute error = 827.291
Durbin-Watson statistic = 2.10794 (P=0.4083)
Lag 1 residual autocorrelation = -0.061342
The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between D and 2
independent variables. The equation of the fitted model is
D = 167958. + 239253.*PE - 4298.74*Y
Since the P-value in the ANOVA table is greater or equal to 0.05, there is not a statistically significant relationship
between the variables at the 95.0% or higher confidence level.
The R-Squared statistic indicates that the model as fitted explains 32.0407% of the variability in D. The adjusted Rsquared statistic, which is more suitable for comparing models with different numbers of independent variables, is
22.9795%. The standard error of the estimate shows the standard deviation of the residuals to be 1187.23. This value can
be used to construct prediction limits for new observations by selecting the Reports option from the text menu. The mean
absolute error (MAE) of 827.291 is the average value of the residuals. The Durbin-Watson (DW) statistic tests the
residuals to determine if there is any significant correlation based on the order in which they occur in your data file. Since
the P-value is greater than 0.05, there is no indication of serial autocorrelation in the residuals at the 95.0% confidence
level.
In determining whether the model can be simplified, notice that the highest P-value on the independent variables is
0.2603, belonging to Y. Since the P-value is greater or equal to 0.05, that term is not statistically significant at the 95.0%
or higher confidence level. Consequently, you should consider removing Y from the model.

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