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Tutorial 6

The document presents statistical analysis results for a dependent variable 'y' with five independent variables (x1, x2, x3, x4). It includes simple statistics, Pearson correlation coefficients, and results from regression analysis using backward elimination and stepwise selection methods. Key findings indicate high R-squared values, suggesting a strong relationship between the dependent and independent variables, with significant predictors identified through various model selection techniques.

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0% found this document useful (0 votes)
1 views12 pages

Tutorial 6

The document presents statistical analysis results for a dependent variable 'y' with five independent variables (x1, x2, x3, x4). It includes simple statistics, Pearson correlation coefficients, and results from regression analysis using backward elimination and stepwise selection methods. Key findings indicate high R-squared values, suggesting a strong relationship between the dependent and independent variables, with significant predictors identified through various model selection techniques.

Uploaded by

mosesrams094
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

QUESTION1

5 Variables: y x1 x2 x3 x4

Simple Statistics
Variabl N Mean Std Dev Sum Minimum Maximum
e
y 13 95.42308 15.0437 1241 72.50000 115.90000
2
x1 13 7.46154 5.88239 97.00000 1.00000 21.00000
x2 13 48.15385 15.5608 626.00000 26.00000 71.00000
8
x3 13 11.76923 6.40513 153.00000 4.00000 23.00000
x4 13 30.00000 16.7381 390.00000 6.00000 60.00000
8

Pearson Correlation Coefficients, N = 13


Prob > |r| under H0: Rho=0
y x1 x2 x3 x4
y 1.00000 0.73072 0.81625 -0.53467 -0.82131
0.0046 0.0007 0.0598 0.0006
x 0.73072 1.00000 0.22858 -0.82413 -0.24545
1
0.0046 0.4526 0.0005 0.4189
x 0.81625 0.22858 1.00000 -0.13924 -0.97295
2
0.0007 0.4526 0.6501 <.0001
x -0.53467 -0.82413 -0.13924 1.00000 0.02954
3
0.0598 0.0005 0.6501 0.9237
x -0.82131 -0.24545 -0.97295 0.02954 1.00000
4
0.0006 0.4189 <.0001 0.9237

The SAS System

The REG Procedure


Model: MODEL1
Dependent Variable: y
Number of Observations Read 13
Number of Observations Used 13

Analysis of Variance
Source DF Sum of Mean F Value Pr > F
Squares Square
Model 4 2667.8994 666.97486 111.48 <.0001
4
Error 8 47.86364 5.98295
Corrected Total 12 2715.7630
8

Root MSE 2.44601 R-Square 0.9824


Dependent Mean 95.4230 Adj R-Sq 0.9736
8
Coeff Var 2.56333

Parameter Estimates
Variable DF Parameter Standar t Value Pr > | Variance 95% Confidence
Estimate d t| Inflation Limits
Error
Intercep 1 62.40537 70.07096 0.89 0.3991 0 -99.17855 223.98929
t
x1 1 1.55110 0.74477 2.08 0.0708 38.49621 -0.16634 3.26855
x2 1 0.51017 0.72379 0.70 0.5009 254.42317 -1.15889 2.17923
x3 1 0.10191 0.75471 0.14 0.8959 46.86839 -1.63845 1.84227
x4 1 -0.14406 0.70905 -0.20 0.8441 282.51286 -1.77914 1.49102

QUESTION 2

Dependent Variable: y

C(p) Selection Method


Number of Observations Read 13
Number of Observations Used 13
Number in C(p) R-Square Variables in Model
Model
2 2.678 0.9787 x1 x2
2
3 3.018 0.9823 x1 x2 x4
2
3 3.041 0.9823 x1 x2 x3
3
3 3.496 0.9813 x1 x3 x4
8
4 5.000 0.9824 x1 x2 x3 x4
0

The REG Procedure


Model: MODEL1
Dependent Variable: y
QUESTION 3
Number of Observations Read 13
Number of Observations Used 13
Backward Elimination: Step 0

All Variables Entered: R-Square = 0.9824 and C(p) = 5.0000

Analysis of Variance
Source DF Sum of Mean F Value Pr > F
Squares Square
Model 4 2667.89944 666.97486 111.48 <.0001
Error 8 47.86364 5.98295
Corrected Total 12 2715.76308
Variable Paramete Standard Type II SS F Pr > F
r Error Value
Estimate
Intercept 62.40537 70.07096 4.74552 0.79 0.3991
x1 1.55110 0.74477 25.95091 4.34 0.0708
x2 0.51017 0.72379 2.97248 0.50 0.5009
x3 0.10191 0.75471 0.10909 0.02 0.8959
x4 -0.14406 0.70905 0.24697 0.04 0.8441

Bounds on condition number: 282.51, 2489.2


Backward Elimination: Step 1

Variable x3 Removed: R-Square = 0.9823 and C(p) = 3.0182

Analysis of Variance
Source DF Sum of Mean F Value Pr > F
Squares Square
Model 3 2667.79035 889.26345 166.83 <.0001
Error 9 47.97273 5.33030
Corrected Total 12 2715.76308

Variable Parameter Standard Type II S F Value Pr > F


Estimate Error S
Intercep 71.64831 14.14239 136.81003 25.67 0.0007
t
x1 1.45194 0.11700 820.90740 154.01 <.0001
x2 0.41611 0.18561 26.78938 5.03 0.0517
x4 -0.23654 0.17329 9.93175 1.86 0.2054

Bounds on condition number: 18.94, 116.36

Backward Elimination: Step 2

Variable x4 Removed: R-Square = 0.9787 and C(p) = 2.6782


Analysis of Variance
Source DF Sum of Mean F Value Pr > F
Squares Square
Model 2 2657.85859 1328.92930 229.50 <.0001
Error 10 57.90448 5.79045
Corrected Total 12 2715.76308
Variable Parameter Standard Type II SS F Value Pr > F
Estimate Error
Intercept 52.57735 2.28617 3062.60416 528.91 <.0001
x1 1.46831 0.12130 848.43186 146.52 <.0001
x2 0.66225 0.04585 1207.78227 208.58 <.0001

Bounds on condition number: 1.0551, 4.2205

All variables left in the model are significant at the 0.1000 level.
Summary of Backward Elimination
Ste Variable Number Partial Model C(p) F Value Pr > F
p Removed Vars In R- R-Square
Square
1 x3 3 0.0000 0.9823 3.0182 0.02 0.8959
2 x4 2 0.0037 0.9787 2.6782 1.86 0.2054

The SAS System

The REG Procedure


Model: MODEL1
Dependent Variable: y
QUESTION 3

Dependent Variable: y
Number of Observations Read 13
Number of Observations Used 13

Stepwise Selection: Step 1


Variable x4 Entered: R-Square = 0.6745 and C(p) = 138.7308
Analysis of Variance
Source DF Sum of Mean F Value Pr > F
Squares Square
Model 1 1831.89616 1831.89616 22.80 0.0006
Error 11 883.86692 80.35154
Corrected Total 12 2715.76308

Variable Parameter Standard Type II SS F Value Pr > F


Estimate Error
Intercept 117.56793 5.26221 40108 499.16 <.0001
x4 -0.73816 0.15460 1831.89616 22.80 0.0006

Bounds on condition number: 1, 1

Stepwise Selection: Step 2

Variable x1 Entered: R-Square = 0.9725 and C(p) = 5.4959


Analysis of Variance
Source DF Sum of Mean F Value Pr > F
Squares Square
Model 2 2641.00096 1320.50048 176.63 <.0001
Error 10 74.76211 7.47621
Corrected Total 12 2715.76308

Variable Parameter Standard Type II SS F Value Pr > F


Estimate Error
Intercept 103.09738 2.12398 17615 2356.10 <.0001
x1 1.43996 0.13842 809.10480 108.22 <.0001
x4 -0.61395 0.04864 1190.92464 159.30 <.0001

Bounds on condition number: 1.0641, 4.2564

Stepwise Selection: Step 3

Variable x2 Entered: R-Square = 0.9823 and C(p) = 3.0182


Analysis of Variance
Source DF Sum of Mean F Value Pr > F
Squares Square
Model 3 2667.7903 889.26345 166.83 <.0001
5
Error 9 47.97273 5.33030
Corrected Total 12 2715.7630
8

Variable Parameter Standard Type II S F Value Pr > F


Estimate Error S
Intercep 71.64831 14.14239 136.81003 25.67 0.0007
t
x1 1.45194 0.11700 820.90740 154.01 <.0001
x2 0.41611 0.18561 26.78938 5.03 0.0517
x4 -0.23654 0.17329 9.93175 1.86 0.2054

Bounds on condition number: 18.94, 116.36

Stepwise Selection: Step 4

Variable x4 Removed: R-Square = 0.9787 and C(p) = 2.6782


Analysis of Variance
Source DF Sum of Mean F Value Pr > F
Squares Square
Model 2 2657.85859 1328.92930 229.50 <.0001
Error 10 57.90448 5.79045
Corrected Total 12 2715.76308

Variable Parameter Standard Type II SS F Value Pr > F


Estimate Error
Intercept 52.57735 2.28617 3062.60416 528.91 <.0001
x1 1.46831 0.12130 848.43186 146.52 <.0001
x2 0.66225 0.04585 1207.78227 208.58 <.0001

Bounds on condition number: 1.0551, 4.2205


All variables left in the model are significant at the 0.1500 level.

No other variable met the 0.1500 significance level for entry into the model.

Summary of Stepwise Selection


Step Variable Variable Number Partial Model C(p) F Value Pr > F
Entered Removed Vars In R-Square R-Square
1 x4 1 0.6745 0.6745 138.731 22.80 0.0006
2 x1 2 0.2979 0.9725 5.4959 108.22 <.0001
3 x2 3 0.0099 0.9823 3.0182 5.03 0.0517
4 x4 2 0.0037 0.9787 2.6782 1.86 0.2054
The SAS System

The REG Procedure


Model: MODEL1
Dependent Variable: y

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