Below is a portion from a stepwise regression analysis. Any of the F statistics
ID: 3438664 • Letter: B
Question
Below is a portion from a stepwise regression analysis.
Any of the F statistics below can be computed via the formula:
F = (SSReg (Model A) – SSReg (Model B) ) / C
MSResidual (Model A)
Identify what Model A, Model B and the constant C are in order to obtain the F = 1.33 value for the variable x8
Based on the information below for Step 6 of the stepwise selection procedure, what will be the next change in model, in Step 7 of the procedure? (In other words, will a particular term be dropped, or added, or will nothing occur? Assume that the significance level for entry and staying are = .15
Results for the stepwise regression analysis
Stepwise Selection : Step 6
Statistics for removal
DF = 1,1116
Variable Partial R-Square Model R-Square F Value Pr > F
X9 0.0202 0.2650 31.60 < .0001
X1 0.0153 0.2699 23.95 < .0001
X10 0.0962 0.1890 150.20 < .0001
X2 0.0116 0.2736 18.08 < .0001
X6 0.0225 0.2627 35.16 < .0001
Statistics for Entry
DF = 1,1115
Variable Tolerance Model R-Square F Value Pr > F
X7 0.207460 0.2855 0.48 0.4906
X4 0.215074 0.2852 0.01 0.9334
X11 0.933262 0.2925 11.52 0.0007
X5 0.894028 0.2857 0.81 0.3682
X8 0.671736 0.2861 1.33 0.2494
X3 0.632098 0.2852 0.02 0.8816
Explanation / Answer
In step 7 variable X11 should be dropped as probabaility <0.007 which is less than 0.15.
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