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sta108_handout15

# sta108_handout15 - Step 1 Variable in the model None...

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Handout 15 Electric Bill data: Y =bill, X 1 =income, X 2 =persons, X 3 =area. Backward elimination procedure (F-to-remove=4.0). [NOTE: Backward elimination procedure can also be carried out by using a ”p-to-remove” value rather than an ”F-to-remove” value.] Step 1. Variables in the model: X 1 , X 2 , X 3 . Variables Par-est SE t-ratio F p-value Intercept - 358 . 4 198 . 7 X 1 . 0751 . 1361 . 552 . 304 . 585 X 2 55 . 09 29 . 05 1 . 896 3 . 596 . 068 X 3 . 2811 . 2261 1 . 243 1 . 546 . 223 Variable X 1 is removed. Step 2. Variables in the model: X 2 , X 3 . Variables Par-est SE t-ratio F p-value Intercept - 255 . 95 70 . 14 X 2 42 . 03 16 . 68 2 . 520 6 . 349 . 017 X 3 . 40429 . 03615 11 . 18 125 . 07 . 000 No variable can be removed. According to the backward elimination procedure with F-to-remove=4.0, the final model is ˆ Y = - 255 . 95 + 42 . 03 X 2 + . 40429 X 3 , R 2 = . 850 , R 2 adj = . 840 . Forward selection procedure (F-to-enter=4.0) [NOTE: Backward elimination procedure can also be carried out by using a ”p-to-enter” value rather than an ”F-to-enter” value.]

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Unformatted text preview: Step 1. Variable in the model: None Variable Estimate SE t-ratio F p-value X 1 . 25899 . 02995 8 . 647 74 . 78 . 000 X 2 110 . 23 34 . 28 3 . 216 10 . 34 . 003 X 3 . 43760 . 03635 12 . 04 144 . 93 . 000 Variable X 3 is entered. Step 2. Variables in the model: X 3 1 Variable Estimate SE t-ratio F p-value X 1-. 13498 . 08229-1 . 640 2 . 691 . 111 X 2 42 . 03 16 . 68 2 . 520 6 . 349 . 017 Variable X 2 is entered. Step 3. Variables in the model: X 3 , X 2 . Variable Estimate SE t-ratio F p-value X 1 . 0751 . 552 . 851 . 304 . 585 No variable can be entered. According to the forward selection procedure with F-to-enter=4.0, the ﬁnal model is ˆ Y =-255 . 95 + 42 . 03 X 2 + . 40429 X 3 ,R 2 = . 850 ,R 2 adj = . 840 . 2...
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