REGRESSION

/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/SCATTERPLOT=(*SRESID ,*ZPRED )
/RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID)
/SAVE RESID .

Regression
[DataSet0]

Variables Entered/Removedb

Variables Variables
Model Entered Removed Method
1 X4,a X1, X2,
. Enter
X3
a. All requested variables entered.
b. Dependent Variable: Y

Model Summaryb

Adjusted Std. Error of Durbin-

Model R R Square R Square the Estimate Watson
1 ,227a ,051 ,026 ,48328 1,888
a. Predictors: (Constant), X4, X1, X2, X3
b. Dependent Variable: Y

ANOVAb

Sum of
Model Squares df Mean Square F Sig.
1 Regression 1,859 4 ,465 1,990 ,099a
Residual 34,333 147 ,234
Total 36,192 151
a. Predictors: (Constant), X4, X1, X2, X3
b. Dependent Variable: Y
 Coefficientsa

Unstandardized Standardized
Coefficients Coefficients Collinearity Statistics
Model B Std. Error Beta t Sig. Tolerance VIF
1 (Constant) ,843 ,262 3,212 ,002
X1 ,428 ,328 ,105 1,304 ,194 ,997 1,003
X2 -,015 ,011 -,114 -1,329 ,186 ,881 1,135
X3 ,053 ,049 ,093 1,086 ,279 ,871 1,148
X4 -,026 ,015 -,139 -1,702 ,091 ,973 1,028
a. Dependent Variable: Y

Collinearity Diagnosticsa

Condition Variance Proportions

Model Dimension Eigenvalue Index (Constant) X1 X2 X3 X4
1 1 3,638 1,000 ,00 ,02 ,02 ,02 ,00
2 ,731 2,230 ,00 ,00 ,30 ,36 ,00
3 ,399 3,020 ,00 ,79 ,20 ,11 ,00
4 ,220 4,071 ,02 ,17 ,46 ,51 ,03
5 ,012 17,504 ,98 ,01 ,02 ,00 ,97
a. Dependent Variable: Y

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value ,0525 ,8329 ,4636 ,11096 152
Std. Predicted Value -3,705 3,328 ,000 1,000 152
Standard Error of
,043 ,349 ,076 ,044 152
Predicted Value
Adjusted Predicted Value ,0225 ,8438 ,4621 ,11634 152
Residual -,52095 3,57334 ,00000 ,47683 152
Std. Residual -1,078 7,394 ,000 ,987 152
Stud. Residual -1,103 7,444 ,002 1,006 152
Deleted Residual -,56662 3,62224 ,00155 ,49644 152
Stud. Deleted Residual -1,104 9,399 ,021 1,140 152
Mahal. Distance ,221 77,819 3,974 8,422 152
Cook's Distance ,000 ,426 ,009 ,042 152
Centered Leverage Value ,001 ,515 ,026 ,056 152
a. Dependent Variable: Y

Charts
 Histogram

Dependent Variable: Y

60

50

40
Frequency

30

20

10

Mean =3.69E-16
Std. Dev. =0.987
0 N =152
-2 0 2 4 6 8
Regression Standardized Residual
Normal P-P Plot of Regression Standardized Residual

Dependent Variable: Y

1.0

0.8
Expected Cum Prob

0.6

0.4

0.2

0.0
0.0 0.2 0.4 0.6 0.8 1.0
Observed Cum Prob
 Scatterplot

Dependent Variable: Y

8
Regression Studentized Residual

-2

-4 -2 0 2 4
Regression Standardized Predicted Value

NPAR TESTS
/K-S(NORMAL)= RES_1
/MISSING ANALYSIS.

NPar Tests
[DataSet0]
 One-Sample Kolmogorov-Smirnov Test

Unstandardiz
ed Residual
N 152
Normal Parameters a,b Mean ,0000000
Std. Deviation ,47683320
Most Extreme Absolute ,155
Differences Positive ,155
Negative -,152
Kolmogorov-Smirnov Z 1,906
Asymp. Sig. (2-tailed) ,001
a. Test distribution is Normal.
b. Calculated from data.

COMPUTE ABRES = ABS(RES_1) .

EXECUTE .
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ABRES
/METHOD=ENTER X1 X2 X3 X4 .

Regression
[DataSet0]

Variables Entered/Removedb

Variables Variables
Model Entered Removed Method
1 X4,a X1, X2,
. Enter
X3
a. All requested variables entered.
b. Dependent Variable: ABRES
 Coefficientsa

Unstandardized Standardized
Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) ,708 ,208 3,409 ,001
X1 -,059 ,260 -,018 -,225 ,822
X2 -,008 ,009 -,075 -,876 ,382
X3 ,046 ,039 ,103 1,198 ,233
X4 -,027 ,012 -,177 -2,171 ,032
a. Dependent Variable: ABRES