REGRESSION

/DESCRIPTIVES MEAN STDDEV CORR SIG N

/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID)
/CASEWISE PLOT(ZRESID) OUTLIERS(3).

Regression

Notes

Output Created 07-JUN-2017 11:38:22

Comments
Active Dataset DataSet0
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data 15
File
User-defined missing values are treated
Definition of Missing
as missing.
Missing Value Handling
Statistics are based on cases with no
Cases Used
missing values for any variable used.
 REGRESSION
/DESCRIPTIVES MEAN STDDEV
CORR SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05) POUT(.10)
Syntax /NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
/CASEWISE PLOT(ZRESID)
OUTLIERS(3).
Processor Time 00:00:03.11

Elapsed Time 00:00:03.41

Resources Memory Required 1660 bytes

Additional Memory Required 576 bytes

for Residual Plots

[DataSet0]

Descriptive Statistics
Mean Std. Deviation N

Y 89.13 6.599 15
X1 74.60 6.254 15
X2 78.53 4.779 15

Correlations

Y X1 X2

Y 1.000 .065 .374

Pearson Correlation X1 .065 1.000 .027

X2 .374 .027 1.000

Sig. (1-tailed) Y . .408 .085
 X1 .408 . .462
X2 .085 .462 .
Y 15 15 15

N X1 15 15 15

X2 15 15 15

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

1 X2, X1b . Enter

a. Dependent Variable: Y
b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the Change Statistics

Square Estimate R Square F Change df1
Change
a
1 .378 .143 .000 6.600 .143 .998 2

Model Summaryb

Model Change Statistics Durbin-Watson

df2 Sig. F Change

1 12a .397 .967

a. Predictors: (Constant), X2, X1

b. Dependent Variable: Y

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 86.954 2 43.477 .998 .397b

1 Residual 522.779 12 43.565

Total 609.733 14
a. Dependent Variable: Y
b. Predictors: (Constant), X2, X1

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. Correlations

Coefficients

B Std. Error Beta Zero-order

(Constant) 44.418 35.415 1.254 .234

1 X1 .059 .282 .055 .207 .839 .065

X2 .514 .369 .372 1.391 .189 .374

Coefficientsa

Model Correlations Collinearity Statistics

Partial Part Tolerance VIF

(Constant)

1 X1 .060 .055 .999 1.001

X2 .373 .372 .999 1.001

a. Dependent Variable: Y

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) X1 X2
1 2.993 1.000 .00 .00 .00

1 2 .005 24.254 .02 .79 .23

3 .001 45.087 .98 .20 .77

a. Dependent Variable: Y

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 84.77 94.02 89.13 2.492 15

Std. Predicted Value -1.750 1.961 .000 1.000 15
Standard Error of Predicted 1.762 4.169 2.834 .854 15
Value
Adjusted Predicted Value 83.47 95.77 89.15 2.827 15
Residual -9.689 7.585 .000 6.111 15
Std. Residual -1.468 1.149 .000 .926 15
Stud. Residual -1.565 1.263 -.002 1.014 15
Deleted Residual -11.014 9.168 -.019 7.378 15
Stud. Deleted Residual -1.680 1.299 -.019 1.042 15
Mahal. Distance .064 4.653 1.867 1.571 15
Cook's Distance .001 .209 .069 .066 15
Centered Leverage Value .005 .332 .133 .112 15

a. Dependent Variable: Y

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