2015-09-13 06:39:19 PM

This report is for evaluation purposes only. Your trial will expire in 7 days, on 2015-09-19.
Warning: This trial edition only processed the first 100 rows.
Ridge Regression Report
Dataset
Dependent

Untitled
Y

Descriptive Statistics Section

Variable
X1
X2
X3
Y

Count
18
18
18
18

Standard
Deviation
63.51674
1.741384
41.58105
12.50823

Mean
237.5167
3.677778
167.3778
30.09444

Minimum
149.3
0.7
108.1
15.9

Correlation Matrix Section

X1
X2
X3
Y

X1
1.000000
0.215446
0.998933
0.983967

X2
0.215446
1.000000
0.213690
0.268029

X3
0.998933
0.213690
1.000000
0.984559

Y
0.983967
0.268029
0.984559
1.000000

Least Squares Multicollinearity Section

Independent
Variance
R-Squared
Variable
Inflation Vs Other X's
Tolerance
X1
469.7421
0.9979
0.0021
X2
1.0499
0.0475
0.9525
X3
469.3713
0.9979
0.0021
Since some VIF's are greater than 10, multicollinearity is a problem.
Eigenvalues of Correlations
Incremental
Cumulative
Condition
No.
Eigenvalue
Percent
Percent
Number
1
2.083886
69.46
69.46
1.00
2
0.915049
30.50
99.96
2.28
3
0.001065
0.04
100.00
1955.92
Some Condition Numbers greater than 1000. Multicollinearity is a SEVERE problem.
Eigenvector of Correlations
No.
1
2
3

Eigenvalue
2.083886
0.915049
0.001065

X1
0.681039
0.189707
-0.707246

X2
0.269595
-0.962973
0.001303

X3
0.680812
0.191557
0.706966

Maximum
353.9
7
242.9
56.6

2015-09-13 06:39:20 PM

This report is for evaluation purposes only. Your trial will expire in 7 days, on 2015-09-19.
Warning: This trial edition only processed the first 100 rows.
Ridge Regression Report
Dataset
Dependent

Untitled
Y

Ridge Trace Section

2015-09-13 06:39:20 PM

This report is for evaluation purposes only. Your trial will expire in 7 days, on 2015-09-19.
Warning: This trial edition only processed the first 100 rows.
Ridge Regression Report
Dataset
Dependent

Untitled
Y

2015-09-13 06:39:20 PM

This report is for evaluation purposes only. Your trial will expire in 7 days, on 2015-09-19.
Warning: This trial edition only processed the first 100 rows.
Ridge Regression Report
Dataset
Dependent

Untitled
Y

Standardized Ridge Regression Coefficients Section

k
0.000000
0.001000
0.002000
0.003000
0.004000
0.005000
0.005000
0.006000
0.007000
0.008000
0.009000
0.010000
0.020000
0.030000
0.040000
0.050000
0.060000
0.070000
0.080000
0.090000
0.100000
0.200000
0.265653
0.300000
0.400000
0.500000
0.600000
0.700000
0.800000
0.900000
1.000000

X1
0.1591
0.3171
0.3719
0.3996
0.4162
0.4273
0.4273
0.4352
0.4411
0.4456
0.4491
0.4520
0.4645
0.4674
0.4678
0.4671
0.4659
0.4643
0.4627
0.4609
0.4590
0.4395
0.4270
0.4207
0.4034
0.3874
0.3726
0.3589
0.3461
0.3343
0.3232

X2
0.0601
0.0598
0.0598
0.0598
0.0598
0.0598
0.0598
0.0598
0.0599
0.0599
0.0599
0.0600
0.0604
0.0608
0.0612
0.0616
0.0619
0.0623
0.0626
0.0629
0.0632
0.0656
0.0665
0.0669
0.0675
0.0677
0.0674
0.0669
0.0663
0.0655
0.0646

X3
0.8128
0.6544
0.5991
0.5709
0.5538
0.5422
0.5422
0.5338
0.5275
0.5225
0.5184
0.5150
0.4977
0.4899
0.4848
0.4808
0.4773
0.4742
0.4713
0.4686
0.4659
0.4430
0.4297
0.4231
0.4051
0.3888
0.3737
0.3599
0.3470
0.3351
0.3239

2015-09-13 06:39:21 PM

This report is for evaluation purposes only. Your trial will expire in 7 days, on 2015-09-19.
Warning: This trial edition only processed the first 100 rows.
Ridge Regression Report
Dataset
Dependent

Untitled
Y

Variance Inflation Factor Section

k
0.000000
0.001000
0.002000
0.003000
0.004000
0.005000
0.005000
0.006000
0.007000
0.008000
0.009000
0.010000
0.020000
0.030000
0.040000
0.050000
0.060000
0.070000
0.080000
0.090000
0.100000
0.200000
0.265653
0.300000
0.400000
0.500000
0.600000
0.700000
0.800000
0.900000
1.000000

X1
469.7421
125.1854
56.9743
32.5053
21.0305
14.7462
14.7462
10.9356
8.4522
6.7442
5.5194
4.6113
1.4570
0.8054
0.5664
0.4520
0.3878
0.3478
0.3208
0.3014
0.2868
0.2250
0.2062
0.1983
0.1790
0.1633
0.1500
0.1384
0.1282
0.1192
0.1111

X2
1.0499
1.0465
1.0440
1.0417
1.0394
1.0372
1.0372
1.0350
1.0328
1.0306
1.0284
1.0262
1.0047
0.9840
0.9639
0.9444
0.9255
0.9071
0.8894
0.8721
0.8553
0.7115
0.6361
0.6014
0.5152
0.4465
0.3907
0.3449
0.3067
0.2746
0.2473

X3
469.3713
125.0872
56.9301
32.4804
21.0147
14.7354
14.7354
10.9278
8.4463
6.7397
5.5159
4.6085
1.4566
0.8055
0.5667
0.4524
0.3883
0.3482
0.3212
0.3018
0.2872
0.2254
0.2065
0.1986
0.1793
0.1636
0.1502
0.1386
0.1284
0.1193
0.1112

2015-09-13 06:39:21 PM

This report is for evaluation purposes only. Your trial will expire in 7 days, on 2015-09-19.
Warning: This trial edition only processed the first 100 rows.
Ridge Regression Report
Dataset
Dependent

Untitled
Y

K Analysis Section
k
0.000000
0.001000
0.002000
0.003000
0.004000
0.005000
0.005000
0.006000
0.007000
0.008000
0.009000
0.010000
0.020000
0.030000
0.040000
0.050000
0.060000
0.070000
0.080000
0.090000
0.100000
0.200000
0.265653
0.300000
0.400000
0.500000
0.600000
0.700000
0.800000
0.900000
1.000000

R2
0.9729
0.9723
0.9718
0.9713
0.9708
0.9703
0.9703
0.9699
0.9694
0.9689
0.9684
0.9680
0.9633
0.9586
0.9540
0.9495
0.9449
0.9405
0.9361
0.9317
0.9273
0.8861
0.8610
0.8484
0.8139
0.7820
0.7526
0.7254
0.7000
0.6764
0.6543

Sigma
2.2694
2.2938
2.3149
2.3351
2.3548
2.3742
2.3742
2.3933
2.4121
2.4308
2.4493
2.4676
2.6423
2.8043
2.9560
3.0989
3.2342
3.3628
3.4854
3.6028
3.7155
4.6515
5.1386
5.3659
5.9464
6.4348
6.8553
7.2233
7.5494
7.8411
8.1042

B'B
0.6896
0.5323
0.5008
0.4892
0.4835
0.4802
0.4802
0.4780
0.4764
0.4751
0.4741
0.4732
0.4671
0.4622
0.4576
0.4531
0.4487
0.4444
0.4401
0.4359
0.4318
0.3936
0.3714
0.3605
0.3314
0.3058
0.2830
0.2628
0.2446
0.2283
0.2136

Ave VIF
313.3878
83.7730
38.3161
22.0091
14.3616
10.1729
10.1729
7.6328
5.9771
4.8381
4.0212
3.4153
1.3061
0.8650
0.6990
0.6163
0.5672
0.5344
0.5104
0.4918
0.4765
0.3873
0.3496
0.3328
0.2912
0.2578
0.2303
0.2073
0.1878
0.1710
0.1566

Ridge vs. Least Squares Comparison Section for k = 0.005000

Regular
Regular
Stand'zed Stand'zed
Independent
Ridge
L.S.
Ridge
L.S.
Variable
Coeff's
Coeff's
Coeff's
Coeff's
Intercept
-18.77265
-19.85806
X1
0.0841504
0.03133019
0.4273
0.1591
X2
0.4295507
0.431445
0.0598
0.0601
X3
0.1631051
0.2445026
0.5422
0.8128
R-Squared
Sigma

0.9703
2.3742

0.9729
2.2694

Max VIF
469.7421
125.1854
56.9743
32.5053
21.0305
14.7462
14.7462
10.9356
8.4522
6.7442
5.5194
4.6113
1.4570
0.9840
0.9639
0.9444
0.9255
0.9071
0.8894
0.8721
0.8553
0.7115
0.6361
0.6014
0.5152
0.4465
0.3907
0.3449
0.3067
0.2746
0.2473
Ridge
Standard
Error

L.S.
Standard
Error

0.03481294
0.3367611
0.05315861

0.1878127
0.3238606
0.2867782

2015-09-13 06:39:21 PM

This report is for evaluation purposes only. Your trial will expire in 7 days, on 2015-09-19.
Warning: This trial edition only processed the first 100 rows.
Ridge Regression Report
Dataset
Dependent

Untitled
Y

Ridge Regression Coefficient Section for k = 0.005000

Independent
Variable
Intercept
X1
X2
X3

Regression
Coefficient
-18.77265
0.0841504
0.4295507
0.1631051

Standard
Error
0.03481294
0.3367611
0.05315861

Analysis of Variance Section for k = 0.005000

Sum of
Mean
Source
DF
Squares
Square
Intercept
1
16302.16
16302.16
Model
3
2580.835
860.2784
Error
14
78.91412
5.636723
Total(Adjusted)
17
2659.75
156.4559
Mean of Dependent
Root Mean Square Error
R-Squared
Coefficient of Variation
Residual Plots Section

30.09444
2.374178
0.9703
0.07889091

Stand'zed
Regression
Coefficient

VIF

0.4273
0.0598
0.5422

14.7462
1.0372
14.7354

F-Ratio

Prob
Level

152.6203

0.000000