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Linear Regression

This document summarizes the results of three linear regression models. Model 3 has the highest R2 value of 0.882, indicating it fits the data best. While each additional term improves the model fit, only Models 1 and 3 show predictors that are statistically significant based on p-values less than 0.05. Normality and other assumptions are met for each model based on reported tests.

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Teguh Anwar
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71 views4 pages

Linear Regression

This document summarizes the results of three linear regression models. Model 3 has the highest R2 value of 0.882, indicating it fits the data best. While each additional term improves the model fit, only Models 1 and 3 show predictors that are statistically significant based on p-values less than 0.05. Normality and other assumptions are met for each model based on reported tests.

Uploaded by

Teguh Anwar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Linear Regression

Model Fit Measures

Overall Model Test

Model R R² RMSE F df1 df2 p

1 0.802 0.643 0.758 14.4 1 8 0.005


2 0.890 0.792 0.579 13.3 2 7 0.004
3 0.939 0.882 0.437 14.9 3 6 0.003

Model Comparisons

Comparison

Model   Model ΔR² F df1 df2 p

1 - 2 0.1492 5.02 1 7 0.060


2 - 3 0.0896 4.54 1 6 0.077

Model Specific ResultsModel 1Model 2Model 3

Omnibus ANOVA Test

  Sum of Squares df Mean Square F p

TOTAL 10.35 1 10.350 14.4 0.005

Residuals 5.75 8 0.719    

Note. Type 3 sum of squares

Model Coefficients - Total

Predictor Estimate SE t p Stand. Estimate

Intercept 3.250 2.505 1.30 0.231  


TOTAL 0.750 0.198 3.79 0.005 0.802

Assumption Checks

Normality Test (Shapiro-Wilk)

Statistic p

0.922 0.377
 

Q-Q Plot

Omnibus ANOVA Test

  Sum of Squares df Mean Square F p

TOTAL 0.707 1 0.707 1.48 0.264


TOTAL (2) 2.401 1 2.401 5.02 0.060

Residuals 3.349 7 0.478    

Note. Type 3 sum of squares

Model Coefficients - Total

Predictor Estimate SE t p Stand. Estimate

Intercept 2.952 2.0477 1.44 0.193  


TOTAL 0.309 0.2544 1.22 0.264 0.330
TOTAL (2) 0.178 0.0794 2.24 0.060 0.609

Assumption Checks
Normality Test (Shapiro-Wilk)

Statistic p

0.975 0.933

Q-Q Plot

Omnibus ANOVA Test

  Sum of Squares df Mean Square F p

TOTAL 0.44841 1 0.44841 1.41157 0.280


TOTAL (2) 0.00246 1 0.00246 0.00775 0.933
TOTAL (3) 1.44253 1 1.44253 4.54099 0.077

Residuals 1.90601 6 0.31767    

Note. Type 3 sum of squares

Model Coefficients - Total

Predictor Estimate SE t p Stand. Estimate

Intercept 1.90465 1.740 1.0949 0.316  


TOTAL 0.24860 0.209 1.1881 0.280 0.2658
TOTAL (2) -0.00961 0.109 -0.0880 0.933 -0.0329
Model Coefficients - Total

Predictor Estimate SE t p Stand. Estimate


TOTAL (3) 0.31790 0.149 2.1310 0.077 0.7554

Y=b1.X1+b2.X2+b3.X3+C
Y=0.248.X1+-0.009.X2+0.317.X3+1.904

Assumption Checks

Normality Test (Shapiro-Wilk)

Statistic p

0.955 0.732

Q-Q Plot

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