Regression Analysis: Y versus X1, X2, X3, X4

Analysis of Variance
D
Source F Adj SS Adj MS F-Value P-Value

Regression 4 1.42759E+12 3.56898E+11 4.34 0.006

  X1 1 1.19049E+12 1.19049E+12 14.48 0.001
  X2 1 1329806535 1329806535 0.16 0.690
1 1
  X3 1 4796662060 4796662060 0.58 0.450
5 5
  X4 1 2224077141 2224077141 0.27 0.606
1 1
Error 35 2.87724E+12 8220672106    
6
  Lack-of-Fit 25 1.88734E+12 7549376282 0.76 0.722
5
  Pure Error 10 9.89891E+11 9898911666    
7
Total 39 4.30483E+12      

Model Summary
S R-sq R-sq(adj) R-sq(pred)

286717 33.16% 25.52% 14.68%

Coefficients
P-
Term Coef SE Coef T-Value Value VIF

Constant -20049 241354 -0.08 0.934  

X1 0.1444 0.0379 3.81 0.001 1.12
X2 -40216 99991 -0.40 0.690 1.14
X3 13713 179522 0.76 0.450 1.09
0
X4 90991 174935 0.52 0.606 1.03
Regression Equation
Y = -20049 + 0.1444 X1 - 40216 X2 + 137130 X3 + 90991 X4

Fits and Diagnostics for Unusual Observations

Obs Y Fit Resid Std Resid

17 500000 654441 -154441 -0.71   X

21 100000 352466 647534 2.31 R  
0
24 80000 713451 -633451 -2.39 R  
27 300000 817629 -517629 -2.02 R  
30 200000 153179 46821 0.21   X
35 150000 601038 898962 3.30 R  
0
R  Large residual
X  Unusual X

Normal Probability Plot

(response is Y)
99

95

90

80
70
Percent

60
50
40
30
20

10
5

1
-500000 -250000 0 250000 500000 750000 1000000
Residual
 Versus Fits
(response is Y)
1000000

750000

500000
Residual

250000

-250000

-500000

0 100000 200000 300000 400000 500000 600000 700000 800000 900000

Fitted Value
Regression Analysis: Y versus X1, X2, X3, X4
Stepwise Selection of Terms
Candidate terms: X1, X2, X3, X4

----Step 1----
Coef P

Constant 174819  
X1 0.1452 0.000
     
S   278903
R-sq   31.34%
R-sq(adj)   29.53%
R-sq(pred)   19.70%
Mallows’ Cp   -0.04
α to enter = 0.05, α to remove = 0.05

Analysis of Variance
Source DF Adj SS Adj MS F-Value P-Value

Regression 1 1.34893E+1 1.34893E+12 17.34 0.000

2
  X1 1 1.34893E+1 1.34893E+12 17.34 0.000
2
Error 38 2.95590E+1 7778674026    
2 2
  Lack-of- 28 1.96600E+1 7021446297 0.71 0.773
Fit 2 5
  Pure Error 10 9.89891E+1 9898911666    
1 7
Total 39 4.30483E+1      
2
Model Summary
S R-sq R-sq(adj) R-sq(pred)

278903 31.34% 29.53% 19.70%

Coefficients
P-
Term Coef SE Coef T-Value Value VIF
 Constant 17481 64159 2.72 0.010  
9
X1 0.1452 0.0349 4.16 0.000 1.00
Regression Equation
Y = 174819 + 0.1452 X1
Fits and Diagnostics for Unusual Observations
Obs Y Fit Resid Std Resid

21 100000 320008 679992 2.47 R  

0
24 80000 682981 -602981 -2.28 R  
27 300000 828170 -528170 -2.09 R X
35 150000 610386 889614 3.30 R  
0
R  Large residual
X  Unusual X
Regression Analysis: Y versus X1, X2, X3, X4
Forward Selection of Terms
Candidate terms: X1, X2, X3, X4

----Step 1----
Coef P

Constant 174819  
X1 0.1452 0.000
     
S   278903
R-sq   31.34%
R-sq(adj)   29.53%
R-sq(pred)   19.70%
Mallows’ Cp   -0.04
α to enter = 0.05

Analysis of Variance
Source DF Adj SS Adj MS F-Value P-Value

Regression 1 1.34893E+1 1.34893E+12 17.34 0.000

2
  X1 1 1.34893E+1 1.34893E+12 17.34 0.000
2
Error 38 2.95590E+1 7778674026    
2 2
  Lack-of- 28 1.96600E+1 7021446297 0.71 0.773
Fit 2 5
  Pure Error 10 9.89891E+1 9898911666    
1 7
Total 39 4.30483E+1      
2
Model Summary
S R-sq R-sq(adj) R-sq(pred)

278903 31.34% 29.53% 19.70%

Coefficients
P-
Term Coef SE Coef T-Value Value VIF
 Constant 17481 64159 2.72 0.010  
9
X1 0.1452 0.0349 4.16 0.000 1.00
Regression Equation
Y = 174819 + 0.1452 X1
Fits and Diagnostics for Unusual Observations
Obs Y Fit Resid Std Resid

21 100000 320008 679992 2.47 R  

0
24 80000 682981 -602981 -2.28 R  
27 300000 828170 -528170 -2.09 R X
35 150000 610386 889614 3.30 R  
0
R  Large residual
X  Unusual X
Regression Analysis: Y versus X1, X2, X3, X4
Backward Elimination of Terms
Candidate terms: X1, X2, X3, X4

----Step 1---- ----Step 2---- ----Step 3---- ----Step 4----

Coef P Coef P Coef P Coef P

Constant -20049   -29332   72490   17481  

9
X1 0.1444 0.001 0.1408 0.000 0.1395 0.000 0.1452 0.000
X2 -40216 0.690            
X3 137130 0.450 12559 0.478 11883 0.497    
9 8
X4 90991 0.606 10140 0.557        
2
                 
S   28671   283359   280866   278903
7
R-sq   33.16%   32.85%   32.20%   31.34%
R-sq(adj)   25.52%   27.26%   28.53%   29.53%
R-sq(pred)   14.68%   19.16%   20.27%   19.70%
Mallows’   5.00   3.16   1.51   -0.04
Cp
α to remove = 0.05

Analysis of Variance
Source DF Adj SS Adj MS F-Value P-Value

Regression 1 1.34893E+1 1.34893E+12 17.34 0.000

2
  X1 1 1.34893E+1 1.34893E+12 17.34 0.000
2
Error 38 2.95590E+1 7778674026    
2 2
  Lack-of- 28 1.96600E+1 7021446297 0.71 0.773
Fit 2 5
  Pure Error 10 9.89891E+1 9898911666    
1 7
Total 39 4.30483E+1      
2
Model Summary
S R-sq R-sq(adj) R-sq(pred)

278903 31.34% 29.53% 19.70%

Coefficients
P-
Term Coef SE Coef T-Value Value VIF

Constant 17481 64159 2.72 0.010  

9
X1 0.1452 0.0349 4.16 0.000 1.00
Regression Equation
Y = 174819 + 0.1452 X1
Fits and Diagnostics for Unusual Observations
Obs Y Fit Resid Std Resid

21 100000 320008 679992 2.47 R  

0
24 80000 682981 -602981 -2.28 R  
27 300000 828170 -528170 -2.09 R X
35 150000 610386 889614 3.30 R  
0
R  Large residual
X  Unusual X
Best Subsets Regression: Y versus X1, X2, X3, X4
Response is Y
Mallow X
Var R-Sq R-Sq s X X X
s R-Sq (adj) (pred) Cp S 1 2 3 4

1 31.3 29.5 19.7 -0.0 278903 X      

1 4.8 2.3 0.0 13.9 328414     X  
1 1.2 0.0 0.0 15.8 334634   X    
1 0.1 0.0 0.0 16.3 336418       X
2 32.2 28.5 20.3 1.5 280866 X   X  
2 31.9 28.2 18.3 1.7 281493 X     X
2 31.6 27.9 15.6 1.8 282122 X X    
2 5.2 0.0 0.0 15.7 332181   X X  
3 32.9 27.3 19.2 3.2 283359 X   X X
3 32.6 27.0 16.2 3.3 283797 X X X  
3 32.0 26.4 13.8 3.6 285054 X X   X
3 5.5 0.0 0.0 17.5 336143   X X X
4 33.2 25.5 14.7 5.0 286717 X X X X