Title 'Model Building using Stepwise Selection'.
Data list fixed records=1
/1 gpa 1-3 greq 5-7 grev 9-11 mat 13-14 ar 16-18.
begin data
3.2 625 540 65 2.7
4.1 575 680 75 4.5
3.0 520 480 65 2.5
2.6 545 520 55 3.1
3.7 520 490 75 3.6
4.0 655 535 65 4.3
4.3 630 720 75 4.6
2.7 500 500 75 3.0
3.6 605 575 65 4.7
4.1 555 690 75 3.4
2.7 505 545 55 3.7
2.9 540 515 55 2.6
2.5 520 520 55 3.1
3.0 585 710 65 2.7
3.3 600 610 85 5.0
3.2 625 540 65 2.7
4.1 575 680 75 4.5
3.0 520 480 65 2.5
2.6 545 520 55 3.1
3.7 520 490 75 3.6
4.0 655 535 65 4.3
4.3 630 720 75 4.6
2.7 500 500 75 3.0
3.6 605 575 65 4.7
4.1 555 690 75 3.4
2.7 505 545 55 3.7
2.9 540 515 55 2.6
2.5 520 520 55 3.1
3.0 585 710 65 2.7
3.3 600 610 85 5.0
end data.
Regression variables=gpa,greq,grev,mat,ar
/descriptives=mean,stddev,corr,n
/statistics=r,anova,cha,coeff,ci,history
/criteria=pin(.15) pout(.16)
/dependent= gpa
/method=stepwise.
Regression variables=gpa,greq,grev,mat,ar
/descriptives=mean,stddev,corr,n
/statistics=r,anova,cha,coeff,ci,history
/dependent= gpa
/method=stepwise.
OUTPUT:
22 Dec 99 Model Building using Stepwise Selection Page 2
18:12:44 UCLA OAC IBM RS6000 AIX 3.2.5/4.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Listwise Deletion of Missing Data
Mean Std Dev Label
GPA 3.313 .600
GREQ 565.333 48.618
GREV 575.333 83.034
MAT 67.000 9.248
AR 3.567 .838
N of Cases = 30
Correlation:
GPA GREQ GREV MAT AR
GPA 1.000 .611 .581 .604 .621
GREQ .611 1.000 .468 .267 .508
GREV .581 .468 1.000 .426 .405
MAT .604 .267 .426 1.000 .525
AR .621 .508 .405 .525 1.000
22 Dec 99 Model Building using Stepwise Selection Page 3
18:12:44 UCLA OAC IBM RS6000 AIX 3.2.5/4.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Equation Number 1 Dependent Variable.. GPA
Descriptive Statistics are printed on Page 2
Block Number 1. Method: Stepwise Criteria PIN .1500 POUT .1600
Variable(s) Entered on Step Number 1.. AR
Multiple R .62072 Analysis of Variance
R Square .38529 R Square Change .38529 DF Sum of Squares Mean Square
Adjusted R Square .36334 F Change 17.55023 Regression 1 4.02041 4.02041
Standard Error .47862 Signif F Change .0003 Residual 28 6.41425 .22908
F = 17.55023 Signif F = .0003
------------------------------- Variables in the Equation -------------------------------
Variable B SE B 95% Confdnce Intrvl B Beta T Sig T
AR .444081 .106004 .226942 .661220 .620721 4.189 .0003
(Constant) 1.729444 .388047 .934566 2.524322 4.457 .0001
* * * * * * * * * * * * * * * * * * * * * * * * * * * * *
Variable(s) Entered on Step Number 2.. GREV
Multiple R .71798 Analysis of Variance
R Square .51549 R Square Change .13020 DF Sum of Squares Mean Square
Adjusted R Square .47960 F Change 7.25547 Regression 2 5.37898 2.68949
Standard Error .43272 Signif F Change .0120 Residual 27 5.05568 .18725
F = 14.36329 Signif F = .0001
------------------------------- Variables in the Equation -------------------------------
Variable B SE B 95% Confdnce Intrvl B Beta T Sig T
GREV .002851 .001059 6.79359E-04 .005023 .394705 2.694 .0120
AR .329625 .104835 .114521 .544729 .460738 3.144 .0040
(Constant) .497178 .576516 -.685734 1.680090 .862 .3961
22 Dec 99 Model Building using Stepwise Selection Page 4
18:12:44 UCLA OAC IBM RS6000 AIX 3.2.5/4.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Equation Number 1 Dependent Variable.. GPA
Variable(s) Entered on Step Number 3.. MAT
Multiple R .75622 Analysis of Variance
R Square .57187 R Square Change .05638 DF Sum of Squares Mean Square
Adjusted R Square .52247 F Change 3.42408 Regression 3 5.96731 1.98910
Standard Error .41451 Signif F Change .0756 Residual 26 4.46735 .17182
F = 11.57658 Signif F = .0001
------------------------------- Variables in the Equation -------------------------------
Variable B SE B 95% Confdnce Intrvl B Beta T Sig T
GREV .002317 .001054 1.50195E-04 .004484 .320781 2.198 .0371
MAT .018813 .010167 -.002085 .039710 .290025 1.850 .0756
AR .242172 .110989 .014031 .470313 .338500 2.182 .0383
(Constant) -.144105 .651990 -1.484290 1.196081 -.221 .8268
* * * * * * * * * * * * * * * * * * * * * * * * * * * * *
Variable(s) Entered on Step Number 4.. GREQ
Multiple R .80030 Analysis of Variance
R Square .64047 R Square Change .06860 DF Sum of Squares Mean Square
Adjusted R Square .58295 F Change 4.77019 Regression 4 6.68313 1.67078
Standard Error .38738 Signif F Change .0385 Residual 25 3.75153 .15006
F = 11.13400 Signif F = .0000
------------------------------- Variables in the Equation -------------------------------
Variable B SE B 95% Confdnce Intrvl B Beta T Sig T
GREQ .003998 .001831 2.27987E-04 .007769 .324062 2.184 .0385
GREV .001524 .001050 -6.39208E-04 .003687 .210912 1.451 .1593
MAT .020896 .009549 .001230 .040562 .322145 2.188 .0382
AR .144234 .113001 -.088497 .376964 .201604 1.276 .2135
(Constant) -1.738107 .950740 -3.696192 .219979 -1.828 .0795
22 Dec 99 Model Building using Stepwise Selection Page 5
18:12:44 UCLA OAC IBM RS6000 AIX 3.2.5/4.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Equation Number 1 Dependent Variable.. GPA
Variable(s) Removed on Step Number 5.. AR
Multiple R .78552 Analysis of Variance
R Square .61704 R Square Change -.02343 DF Sum of Squares Mean Square
Adjusted R Square .57286 F Change 1.62917 Regression 3 6.43866 2.14622
Standard Error .39204 Signif F Change .2135 Residual 26 3.99601 .15369
F = 13.96436 Signif F = .0000
------------------------------- Variables in the Equation -------------------------------
Variable B SE B 95% Confdnce Intrvl B Beta T Sig T
GREQ .004926 .001701 .001430 .008421 .399215 2.896 .0076
GREV .001612 .001060 -5.67631E-04 .003792 .223171 1.520 .1405
MAT .026119 .008731 .008172 .044067 .402666 2.991 .0060
(Constant) -2.148770 .905406 -4.009858 -.287682 -2.373 .0253
End Block Number 1 PIN = .150 Limits reached.
* * * * * * * * * * * * * * * * * * * * * * * * * * * * *
Summary table
-------------
Step MultR Rsq AdjRsq F(Eqn) SigF RsqCh FCh SigCh Variable BetaIn Correl
1 .6207 .3853 .3633 17.550 .000 .3853 17.550 .000 In: AR .6207 .6207
2 .7180 .5155 .4796 14.363 .000 .1302 7.255 .012 In: GREV .3947 .5815
3 .7562 .5719 .5225 11.577 .000 .0564 3.424 .076 In: MAT .2900 .6042
4 .8003 .6405 .5829 11.134 .000 .0686 4.770 .039 In: GREQ .3241 .6111
5 .7855 .6170 .5729 13.964 .000 -.0234 1.629 .214 Out: AR .6207
22 Dec 99 Model Building using Stepwise Selection Page 6
18:12:44 UCLA OAC IBM RS6000 AIX 3.2.5/4.
Preceding task required .30 seconds CPU time; .80 seconds elapsed.
42 0
41 command lines read.
0 errors detected.
0 warnings issued.
0 seconds CPU time.
1 seconds elapsed time.
End of job.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Listwise Deletion of Missing Data
Mean Std Dev Label
GPA 3.313 .600
GREQ 565.333 48.618
GREV 575.333 83.034
MAT 67.000 9.248
AR 3.567 .838
N of Cases = 30
Correlation:
GPA GREQ GREV MAT AR
GPA 1.000 .611 .581 .604 .621
GREQ .611 1.000 .468 .267 .508
GREV .581 .468 1.000 .426 .405
MAT .604 .267 .426 1.000 .525
AR .621 .508 .405 .525 1.000
22 Dec 99 Model Building using Stepwise Selection Page 3
18:15:25 UCLA OAC IBM RS6000 AIX 3.2.5/4.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Equation Number 1 Dependent Variable.. GPA
Descriptive Statistics are printed on Page 2
Block Number 1. Method: Stepwise Criteria PIN .0500 POUT .1000
Variable(s) Entered on Step Number 1.. AR
Multiple R .62072 Analysis of Variance
R Square .38529 R Square Change .38529 DF Sum of Squares Mean Square
Adjusted R Square .36334 F Change 17.55023 Regression 1 4.02041 4.02041
Standard Error .47862 Signif F Change .0003 Residual 28 6.41425 .22908
F = 17.55023 Signif F = .0003
------------------------------- Variables in the Equation -------------------------------
Variable B SE B 95% Confdnce Intrvl B Beta T Sig T
AR .444081 .106004 .226942 .661220 .620721 4.189 .0003
(Constant) 1.729444 .388047 .934566 2.524322 4.457 .0001
* * * * * * * * * * * * * * * * * * * * * * * * * * * * *
Variable(s) Entered on Step Number 2.. GREV
Multiple R .71798 Analysis of Variance
R Square .51549 R Square Change .13020 DF Sum of Squares Mean Square
Adjusted R Square .47960 F Change 7.25547 Regression 2 5.37898 2.68949
Standard Error .43272 Signif F Change .0120 Residual 27 5.05568 .18725
F = 14.36329 Signif F = .0001
------------------------------- Variables in the Equation -------------------------------
Variable B SE B 95% Confdnce Intrvl B Beta T Sig T
GREV .002851 .001059 6.79359E-04 .005023 .394705 2.694 .0120
AR .329625 .104835 .114521 .544729 .460738 3.144 .0040
(Constant) .497178 .576516 -.685734 1.680090 .862 .3961
End Block Number 1 PIN = .050 Limits reached.
22 Dec 99 Model Building using Stepwise Selection Page 4
18:15:25 UCLA OAC IBM RS6000 AIX 3.2.5/4.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Summary table
-------------
Step MultR Rsq AdjRsq F(Eqn) SigF RsqCh FCh SigCh Variable BetaIn Correl
1 .6207 .3853 .3633 17.550 .000 .3853 17.550 .000 In: AR .6207 .6207
2 .7180 .5155 .4796 14.363 .000 .1302 7.255 .012 In: GREV .3947 .5815
22 Dec 99 Model Building using Stepwise Selection Page 5
18:15:25 UCLA OAC IBM RS6000 AIX 3.2.5/4.
Preceding task required .04 seconds CPU time; .30 seconds elapsed.
41 0
40 command lines read.
0 errors detected.
0 warnings issued.
0 seconds CPU time.
1 seconds elapsed time.
End of job.