Multiple Linear Regression:
General Formula: = 0 + 1 x1i + 2 x2i + 3 x3i + i
Degrees of Freedom (df):
df (R) = The number of independent variables (k),
df (T) = n 1,
df (E) = n 1 k
For an example, given the following SPSS table:
Coefficientsa
Standardized
Unstandardized Coefficients
Model Coefficients t Sig.
Std. Error Beta
Constant 175.483 607.108 0.289 0.776
Population
(Thousands)
-0.193 0.151 -0.189 -1.278 0.216
GDP
(Thousands)
0.608 0.059 1.081 10.250 0.000
Electricity Price
Fills\KWH
-14.787 5.679 -0.183 -2.604 0.017
a. Dependent Variable: Consumption (GWH)
The general formula would be: = 175.483 + -0.193 x1i + 0.608 x2i + -14.787 x3i + 84.06842
Model Summery
Std. Error Change Statistics
Adjusted R
Model R R Square of the R Square Sig. F
Square F Change df1 df2
Estimate Change Change
1 .997a .994 .993 84.06842 .994 1060.086 3 20 .000
a. Predictors: (Constant), Electricity price (fills\KWH), GDP (Thousand), Population (Thousands)
Coefficient of Determination = R2 = 0.994, Correlation Coefficient = R = 0.997
When choosing between models, the model with the least mean square errors (MSE) is
the best.