Вы находитесь на странице: 1из 18

REGRESSION

/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL ZPP
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT INV_PRICE
/METHOD=STEPWISE SWVL PWR MCONV DIST CLR_64 CLR_DUAL QUANT DOT TUBE YEAR_1
YEAR_2 YEAR_3 YEAR_4
/SCATTERPLOT=(*ZRESID ,*ZPRED)
/RESIDUALS NORMPROB(ZRESID).

Regression

Notes
Output Created

21-OCT-2016 21:27:19

Comments
Data

Input

C:\Users\Soumik\Desktop\DS
\NCM-B - Copy.sav

Active Dataset

DataSet2

Filter

<none>

Weight

<none>

Split File

<none>

N of Rows in Working Data

71

File
Definition of Missing
Missing Value Handling

User-defined missing values


are treated as missing.
Statistics are based on cases

Cases Used

with no missing values for


any variable used.

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
BCOV R ANOVA COLLIN
TOL ZPP
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT INV_PRICE

Syntax

/METHOD=STEPWISE
SWVL PWR MCONV DIST
CLR_64 CLR_DUAL QUANT
DOT TUBE YEAR_1 YEAR_2
YEAR_3 YEAR_4
/SCATTERPLOT=(*ZRESID
,*ZPRED)
/RESIDUALS
NORMPROB(ZRESID).

Resources

Processor Time

00:00:00.37

Elapsed Time

00:00:00.30

Memory Required

7796 bytes

Notes
Resources

Additional Memory Required


for Residual Plots

472 bytes

[DataSet2] C:\Users\Soumik\Desktop\DS\NCM-B - Copy.sav

Variables Entered/Removeda
Model

Variables

Variables

Entered

Removed

Method

Stepwise
(Criteria:
Probability-of-F1

. to-enter <= .050,

CLR_DUAL

Probability-of-Fto-remove >= .
100).
Stepwise
(Criteria:
Probability-of-F2

. to-enter <= .050,

TUBE

Probability-of-Fto-remove >= .
100).
Stepwise
(Criteria:
Probability-of-F3

. to-enter <= .050,

CLR_64

Probability-of-Fto-remove >= .
100).
Stepwise
(Criteria:
Probability-of-F4

. to-enter <= .050,

YEAR_1

Probability-of-Fto-remove >= .
100).
Variables Entered/Removeda
Model

Variables

Variables

Entered

Removed

Method

Stepwise
(Criteria:
Probability-of-F5

QUANT

. to-enter <= .050,


Probability-of-Fto-remove >= .
100).

Stepwise
(Criteria:
Probability-of-F6

. to-enter <= .050,

PWR

Probability-of-Fto-remove >= .
100).
a. Dependent Variable: INV_PRICE

Model Summaryg
Model

1
2
3

R Square

5
6

Std. Error of the

Square

Estimate

.802

.643

.638

.32088

.878

.771

.765

.25867

.899

.894

.17362

.970

.940

.936

.13454

.992

.983

.982

.07140

.987

.986

.06239

.948

Adjusted R

.994

a. Predictors: (Constant), CLR_DUAL


b. Predictors: (Constant), CLR_DUAL, TUBE
c. Predictors: (Constant), CLR_DUAL, TUBE, CLR_64
d. Predictors: (Constant), CLR_DUAL, TUBE, CLR_64, YEAR_1
e. Predictors: (Constant), CLR_DUAL, TUBE, CLR_64, YEAR_1,
QUANT
f. Predictors: (Constant), CLR_DUAL, TUBE, CLR_64, YEAR_1,
QUANT, PWR
g. Dependent Variable: INV_PRICE

ANOVAa
Model

Sum of Squares
Regression

df

Mean Square

12.807

12.807

7.104

69

.103

Total

19.912

70

Regression

15.362

7.681

4.550

68

.067

Residual

Residual

Sig.

124.385

.000b

114.793

.000c

Total

19.912

70

Regression

17.892

5.964

2.020

67

.030

Total

19.912

70

Regression

18.717

4.679

1.195

66

.018

Total

19.912

70

Regression

19.580

3.916

.331

65

.005

Total

19.912

70

Regression

19.662

3.277

.249

64

.004

19.912

70

Residual

Residual

Residual

Residual
Total

197.859

.000d

258.514

.000e

768.141

.000f

841.868

.000g

a. Dependent Variable: INV_PRICE


b. Predictors: (Constant), CLR_DUAL
c. Predictors: (Constant), CLR_DUAL, TUBE
d. Predictors: (Constant), CLR_DUAL, TUBE, CLR_64
e. Predictors: (Constant), CLR_DUAL, TUBE, CLR_64, YEAR_1
f. Predictors: (Constant), CLR_DUAL, TUBE, CLR_64, YEAR_1, QUANT
g. Predictors: (Constant), CLR_DUAL, TUBE, CLR_64, YEAR_1, QUANT, PWR

Coefficientsa
Model

Unstandardized Coefficients

Standardized

Sig.

Correlations

Coefficients
B
1

(Constant)

3.333

.041

CLR_DUAL

-1.221

.109

(Constant)

2.390

.156

CLR_DUAL

-1.165

.089

2.860

.463

-1.551

.443

.706

.213

TUBE

9.539

CLR_64

TUBE
(Constant)
3

Std. Error

CLR_DUAL

(Constant)
CLR_DUAL
TUBE

Beta

Zero-order
81.115

.000

-11.153

.000

15.307

.000

-.765

-13.128

.000

-.802

.360

6.179

.000

.439

-3.504

.001

.463

3.318

.001

-.802

.792

1.201

12.038

.000

.439

1.894

.207

1.460

9.162

.000

.509

-1.707

.344

-4.964

.000

.784

.165

.515

4.744

.000

-.802

9.539

.614

1.201

15.534

.000

.439

-.802

-.802

CLR_64

1.616

.165

1.245

9.767

.000

.509

YEAR_1

.156

.023

.328

6.751

.000

.585

-1.753

.183

-9.605

.000

.961

.089

.631

10.828

.000

-.802

TUBE

9.014

.328

1.135

27.450

.000

.439

CLR_64

1.575

.088

1.214

17.927

.000

.509

YEAR_1

.166

.012

.349

13.518

.000

.585

QUANT

.001

.000

.254

13.013

.000

.666

(Constant)

-2.002

.168

-11.886

.000

CLR_DUAL

1.095

.083

.719

13.216

.000

-.802

TUBE

9.405

.299

1.184

31.425

.000

.439

CLR_64

1.688

.081

1.302

20.938

.000

.509

YEAR_1

.149

.011

.313

13.143

.000

.585

QUANT

.001

.000

.267

15.448

.000

.666

PWR

.084

.018

.079

4.597

.000

.263

(Constant)
CLR_DUAL
5

Coefficientsa
Model

Correlations
Partial

Collinearity Statistics
Part

Tolerance

VIF

(Constant)
CLR_DUAL

-.802

-.802

1.000

1.000

-.847

-.761

.989

1.011

.600

.358

.989

1.011

CLR_DUAL

.376

.129

.078

12.887

TUBE

.827

.468

.152

6.577

CLR_64

.746

.356

.060

16.775

CLR_DUAL

.504

.143

.077

12.951

TUBE

.886

.468

.152

6.577

CLR_64

.769

.294

.056

17.887

YEAR_1

.639

.204

.386

2.590

CLR_DUAL

.802

.173

.075

13.262

TUBE

.959

.439

.150

6.678

CLR_64

.912

.287

.056

17.909

YEAR_1

.859

.216

.385

2.601

QUANT

.850

.208

.673

1.487

(Constant)
2

CLR_DUAL
TUBE
(Constant)

(Constant)
4

(Constant)

(Constant)

CLR_DUAL

.855

.185

.066

15.148

TUBE

.969

.439

.138

7.265

CLR_64

.934

.293

.051

19.766

YEAR_1

.854

.184

.344

2.906

QUANT

.888

.216

.654

1.529

PWR

.498

.064

.662

1.511

a. Dependent Variable: INV_PRICE

Excluded Variablesa
Model

Beta In

Sig.

Partial

Collinearity Statistics

Correlation
-1.927

.058

-.227

.921

1.085

-.872

.386

-.105

.841

1.190

.126b

1.738

.087

.206

.949

1.054

1.845

.069

.218

.990

1.010

CLR_64

-.305b

-2.763

.007

-.318

.388

2.577

QUANT

4.533

.000

.482

.724

1.382

-.093b

-1.177

.243

-.141

.824

1.214

TUBE

.360

6.179

.000

.600

.989

1.011

YEAR_1

.089b

.916

.363

.110

.553

1.810

YEAR_2

.194

2.548

.013

.295

.825

1.212

YEAR_3

-.224b

-3.186

.002

-.360

.921

1.085

YEAR_4

.049

.961

.006

.926

1.079

-.065

-1.048

.299

-.127

.879

1.137

.013

.203

.840

.025

.804

1.243

-.281

-3.570

.001

-.400

.462

2.163

-.538

-6.556

.000

-.625

.308

3.244

1.460

9.162

.000

.746

.060

16.775

.246

3.821

.000

.423

.676

1.480

-.112

-1.780

.080

-.213

.822

1.217

.446

6.112

.000

.598

.412

2.429

-.216

-2.352

.022

-.276

.373

2.680

-.151

-2.546

.013

-.297

.879

1.137

.084

1.376

.173

.166

.887

1.128

PWR
MCONV
DIST

DOT

SWVL
PWR
MCONV
DIST
CLR_64
2

VIF

-.142b

SWVL

Tolerance

QUANT
DOT
YEAR_1
YEAR_2
YEAR_3
YEAR_4

-.069

.131

.338

.004

SWVL
PWR
MCONV
3

DIST
QUANT
DOT
YEAR_1
YEAR_2

-.101d

-2.520

.014

-.296

.872

1.147

.108

2.520

.014

.296

.764

1.309

-.145

-2.520

.014

-.296

.425

2.351

-.220

-2.520

.014

-.296

.185

5.418

.237

6.288

.000

.612

.675

1.481

-.104

-2.520

.014

-.296

.821

1.217

.328

6.751

.000

.639

.386

2.590

.074

1.025

.309

.125

.291

3.437

Excluded Variablesa
Model

Collinearity Statistics
Minimum Tolerance

SWVL

.921b

PWR

.841b

MCONV

.949b

DIST

.990b

CLR_64

.388b

QUANT

.724b

DOT

.824b

TUBE

.989b

YEAR_1

.553b

YEAR_2

.825b

YEAR_3

.921b

YEAR_4

.926b

SWVL

.879c

PWR

.804c

MCONV

.462c

DIST

.308c

CLR_64

.060c

QUANT

.676c

DOT

.813c

YEAR_1

.412c

YEAR_2

.373c

YEAR_3

.879c

YEAR_4

.887c

SWVL

.059d

PWR

.057d

MCONV

.055d

DIST

.036d

QUANT

.060d

DOT

.060d

YEAR_1

.056d

YEAR_2

.046d
Excluded Variablesa

Model

Beta In

Sig.

Partial

Collinearity Statistics

Correlation
3

-.188b

-5.386

.000

-.553

.872

1.147

YEAR_4

.051

1.222

.226

.149

.880

1.137

-.033

-.956

.342

-.118

.777

1.287

.035

.956

.342

.118

.681

1.469

-.047

-.956

.342

-.118

.379

2.637

-.071

-.956

.342

-.118

.164

6.079

.254

13.013

.000

.850

.673

1.487

-.034

-.956

.342

-.118

.732

1.366

-.031

-.528

.599

-.065

.270

3.710

-.016

-.272

.786

-.034

.253

3.958

.003

.078

.938

.010

.837

1.195

-.074

-4.597

.000

-.498

.756

1.324

.079

4.597

.000

.498

.662

1.511

-.106

-4.597

.000

-.498

.369

2.712

-.161

-4.597

.000

-.498

.160

6.251

-.076

-4.597

.000

-.498

.712

1.405

-.038

-1.238

.220

-.153

.269

3.711

-.007

-.217

.829

-.027

.252

3.960

-.005

-.281

.779

-.035

.836

1.197

.000

.000

.000

.000

-.026

-.970

.336

-.121

.267

3.746

-.030

-1.071

.288

-.134

.245

4.085

.012

.779

.439

.098

.789

1.267

PWR
MCONV
DIST
QUANT
DOT
YEAR_2
YEAR_3
YEAR_4
SWVL
PWR
MCONV
5

DIST
DOT
YEAR_2
YEAR_3
YEAR_4
SWVL
MCONV
DIST

VIF

YEAR_3

SWVL

Tolerance

DOT
YEAR_2
YEAR_3
YEAR_4

.
.
.
.

Excluded Variablesa
Model

Collinearity Statistics
Minimum Tolerance

YEAR_3

.059b

YEAR_4

.059b

SWVL

.054b

PWR

.051b

MCONV

.053b

DIST

.036b

QUANT

.056b

DOT

.056b

YEAR_2

.041b

YEAR_3

.043b

YEAR_4

.056b

SWVL

.054b

PWR

.051c

MCONV

.053c

DIST

.035c

DOT

.056c

YEAR_2

.041c

YEAR_3

.043c

YEAR_4

.056c

SWVL

.000c

MCONV

.000c

DIST

.000c

DOT

.000c

YEAR_2

.037d

YEAR_3

.037d

YEAR_4

.050d

a. Dependent Variable: INV_PRICE


b. Predictors in the Model: (Constant), CLR_DUAL
c. Predictors in the Model: (Constant), CLR_DUAL, TUBE
d. Predictors in the Model: (Constant), CLR_DUAL, TUBE, CLR_64
e. Predictors in the Model: (Constant), CLR_DUAL, TUBE, CLR_64, YEAR_1
f. Predictors in the Model: (Constant), CLR_DUAL, TUBE, CLR_64, YEAR_1, QUANT
g. Predictors in the Model: (Constant), CLR_DUAL, TUBE, CLR_64, YEAR_1, QUANT, PWR

Coefficient Correlationsa
Model
1

CLR_DUAL
Correlations

CLR_DUAL

1.000

Covariances

CLR_DUAL

.012

TUBE

CLR_64

YEAR_1

Correlations
2
Covariances

CLR_DUAL

1.000

.103

TUBE

.103

1.000

CLR_DUAL

.008

.004

TUBE

.004

.214

1.000

.894

.960

TUBE

.894

1.000

.920

CLR_64

.960

.920

1.000

CLR_DUAL

.045

.151

.042

TUBE

.151

.628

.151

CLR_64

.042

.151

.043

1.000

.892

.910

.070

TUBE

.892

1.000

.891

.000

CLR_64

.910

.891

1.000

-.249

YEAR_1

.070

.000

-.249

1.000

CLR_DUAL

.027

.091

.025

.000

TUBE

.091

.377

.091

-3.449E-016

CLR_64

.025

.091

.027

-.001

YEAR_1

.000

-3.444E-016

-.001

.001

CLR_DUAL

1.000

.856

.893

.079

TUBE

.856

1.000

.888

-.008

CLR_64

.893

.888

1.000

-.251

YEAR_1

.079

-.008

-.251

1.000

QUANT

.153

-.123

-.036

.063

CLR_DUAL

.008

.025

.007

8.569E-005

TUBE

.025

.108

.026

-3.131E-005

CLR_64

.007

.026

.008

.000

YEAR_1

8.569E-005

-3.131E-005

.000

.000

QUANT

6.966E-007

-2.066E-006

-1.605E-007

3.976E-008

1.000

.868

.904

-.045

TUBE

.868

1.000

.898

-.099

CLR_64

.904

.898

1.000

-.325

CLR_DUAL
Correlations
3
Covariances

CLR_DUAL
Correlations
4
Covariances

Correlations

Covariances

CLR_DUAL
6

Correlations

Coefficient Correlationsa
Model
1

QUANT
Correlations

CLR_DUAL

Covariances

CLR_DUAL

Correlations
2
Covariances

CLR_DUAL
TUBE
CLR_DUAL
TUBE

PWR

CLR_DUAL
Correlations

TUBE
CLR_64

CLR_DUAL
Covariances

TUBE
CLR_64
CLR_DUAL

Correlations

TUBE
CLR_64
YEAR_1

CLR_DUAL
Covariances

TUBE
CLR_64
YEAR_1
CLR_DUAL

Correlations

.153

TUBE

-.123

CLR_64

-.036

YEAR_1

.063

QUANT

1.000

CLR_DUAL
Covariances

6.966E-007

TUBE

-2.066E-006

CLR_64

-1.605E-007

YEAR_1

3.976E-008

QUANT

2.623E-009

CLR_DUAL
6

Correlations

TUBE
CLR_64

.200

.353

-.069

.284

.017

.306

Coefficient Correlationsa
Model
6

CLR_DUAL
Correlations

Covariances

TUBE

CLR_64

YEAR_1

YEAR_1

-.045

-.099

-.325

1.000

QUANT

.200

-.069

.017

.005

PWR

.353

.284

.306

-.324

CLR_DUAL

.007

.022

.006

-4.212E-005

TUBE

.022

.090

.022

.000

CLR_64

.006

.022

.007

.000

YEAR_1

-4.212E-005

.000

.000

.000

QUANT

7.518E-007

-9.368E-007

6.338E-008

2.665E-009

.001

.002

.000

-6.699E-005

PWR

Coefficient Correlationsa
Model

QUANT

Correlations

YEAR_1

.005

-.324

QUANT

1.000

.166

.166

1.000

7.518E-007

.001

-9.368E-007

.002

CLR_64

6.338E-008

.000

YEAR_1

2.665E-009

-6.699E-005

QUANT

2.059E-009

1.370E-007

PWR

1.370E-007

.000

PWR
CLR_DUAL
TUBE
Covariances

PWR

a. Dependent Variable: INV_PRICE

Collinearity Diagnosticsa
Model

Dimension

Eigenvalue

Condition Index

Variance Proportions
(Constant)

CLR_DUAL

TUBE

CLR_64

1.375

1.000

.31

.31

.625

1.484

.69

.69

2.199

1.000

.01

.06

.01

.782

1.677

.00

.92

.00

.020

10.548

.99

.02

.99

2.894

1.000

.00

.00

.00

.00

1.000

1.701

.00

.06

.00

.00

.105

5.252

.00

.05

.03

.06

.001

45.321

1.00

.89

.97

.94

3.764

1.000

.00

.00

.00

.00

1.068

1.877

.00

.05

.00

.00

.123

5.543

.00

.06

.03

.02

.044

9.255

.00

.00

.00

.11

.001

51.697

1.00

.89

.97

.87

4.526

1.000

.00

.00

.00

.00

1.099

2.029

.00

.05

.00

.00

.245

4.299

.00

.00

.00

.01

.085

7.313

.00

.09

.04

.01

.044

10.188

.00

.00

.00

.10

.001

56.699

1.00

.86

.96

.87

5.116

1.000

.00

.00

.00

.00

1.138

2.120

.00

.04

.00

.00

.425

3.469

.00

.00

.00

.00

.195

5.126

.00

.00

.00

.02

.084

7.825

.00

.08

.03

.01

.042

11.081

.00

.00

.00

.09

.001

63.549

1.00

.88

.96

.89

Collinearity Diagnosticsa
Model

Dimension

Variance Proportions
YEAR_1

QUANT

PWR

1
2
1

2
3
1

2
3
4

.00

.00

.09

.90

.00

.00

.01

.00

.01

.05

.51

.03

.46

.91

.01

.00

.00

.00

.01

.01

.00

.00

.01

.00

.14

.51

.06

.35

.31

.03

.50

.01

.91

.00

.05

.01

.00

a. Dependent Variable: INV_PRICE

Residuals Statisticsa
Minimum
Predicted Value

Maximum

Mean

Std. Deviation

2.0231

4.5287

3.1606

.52999

71

-.20972

.10158

.00000

.05966

71

Std. Predicted Value

-2.146

2.581

.000

1.000

71

Std. Residual

-3.361

1.628

.000

.956

71

Residual

a. Dependent Variable: INV_PRICE

Charts

.10

Desoto
price predicted by model = 351.99
T-value =

The above model indicates high multicolinearity between the CLR_64, CLR_DUAL and DOT
variables. As they are dummy variables created from the CLR variable, it is expected that
CLR_64 and CLR_DUAL are expected to have high correlation. This leads to high multi
collinearity

in

the

model

as

indicated

by

the

high

VIF

values.

Hence we can remove any one of them. As we can see CLR_64 has higher part correlation value
(i.e. it can explain much more percentage of the variation in the unit price.) we remove
CLR_DUAL. Then we again run regression model keeping the other variables in the above
model

constant.

The PWR is removed by SPSS as it has high multi-collinearity with DOT as evidenced in the
correlation matrix. Next we can see that the incident is set in 1985. Hence, the YEAR_1 term in
the given model does not retain enough significance in 1985. The technology has probably
become obsolete by now. The DeSoto display requires its production technology to be based in
1984. Hence we removed the YEAR_1 term from the model and try to introduce YEAR_4 term.
The regression model is run again in SPSS and we get a new set of coefficients. YEAR_4 term
has low significance and has been rejected in the step-wise regression method by SPSS. The final
model

which

we

get

is

given

as:

(1000/UNIT PRICE) = 0.085 + 0.001 * QUANT + 1.085*CLR_64 + 6.284 * DOT


As we can see the final model has VIF values of less than 2 which indicates minimum multicollinearity. The Coefficients obtained are not counter-intuitive and are supported by case facts
and logic. Therefore, we can accept this model as our final one.