REGRESSION

/DESCRIPTIVES MEAN STDDEV CORR SIG N

/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) BCOV R ANOVA COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/CASEWISE PLOT(ZRESID) OUTLIERS(3)
/SAVE RESID.

Regression

Notes
Output Created 05-DEC-2019 12:39:08
Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data File 54
Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
Cases Used Statistics are based on cases with no
missing values for any variable used.
Syntax REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR
SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) BCOV
R ANOVA COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/CASEWISE PLOT(ZRESID) OUTLIERS(3)
/SAVE RESID.
Resources Processor Time 00:00:02.08
Elapsed Time 00:00:01.38
Memory Required 4144 bytes
Additional Memory Required for
632 bytes
Residual Plots
Variables Created or Modified RES_2 Unstandardized Residual

Descriptive Statistics
Mean Std. Deviation N
Y 5.507665 4.0031559 54
X1 .409065 .4125441 54
X2 4.414974 4.6586775 54
X3 .380665 .6983825 54
X4 .299550 .2189832 54

Correlations
Y X1 X2 X3 X4
Pearson Correlation Y 1.000 .871 .861 .559 -.137
X1 .871 1.000 .868 .429 -.087
X2 .861 .868 1.000 .507 .055
X3 .559 .429 .507 1.000 .018
X4 -.137 -.087 .055 .018 1.000
Sig. (1-tailed) Y . .000 .000 .000 .162
X1 .000 . .000 .001 .267
X2 .000 .000 . .000 .345
X3 .000 .001 .000 . .449
X4 .162 .267 .345 .449 .
N Y 54 54 54 54 54
X1 54 54 54 54 54
X2 54 54 54 54 54
X3 54 54 54 54 54
X4 54 54 54 54 54

Variables Entered/Removeda
Variables
Model Variables Entered Removed Method
1 X4, X3, X1, X2b . Enter
a. Dependent Variable: Y
b. All requested variables entered.

Model Summaryb
Std. Error of the Change Statistics Durbin-Watson
Model R R Square Adjusted R Square Estimate R Square Change F Change df1 df2 Sig. F Change
1 .917a .840 .827 1.6639032 .840 64.445 4 49 .000 1.256
a. Predictors: (Constant), X4, X3, X1, X2
b. Dependent Variable: Y

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 713.678 4 178.420 64.445 .000b
Residual 135.660 49 2.769
Total 849.339 53
a. Dependent Variable: Y
b. Predictors: (Constant), X4, X3, X1, X2

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients 95.0% Confidence Interval for B Correlations Collinearity Statistics
Model B Std. Error Beta t Sig. Lower Bound Upper Bound Zero-order Partial Part Tolerance VIF
1 (Constant) 2.550 .466 5.474 .000 1.614 3.486
X1 4.282 1.159 .441 3.694 .001 1.952 6.611 .871 .467 .211 .228 4.377
X2 .343 .107 .399 3.200 .002 .128 .558 .861 .416 .183 .210 4.770
 X3 .976 .380 .170 2.570 .013 .213 1.739 .559 .345 .147 .742 1.347
X4 -2.267 1.086 -.124 -2.087 .042 -4.449 -.084 -.137 -.286 -.119 .923 1.083
a. Dependent Variable: Y

Coefficient Correlationsa
Model X4 X3 X1 X2
1 Correlations X4 1.000 .020 .272 -.258
X3 .020 1.000 .031 -.295
X1 .272 .031 1.000 -.847
X2 -.258 -.295 -.847 1.000
Covariances X4 1.180 .008 .342 -.030
X3 .008 .144 .013 -.012
X1 .342 .013 1.344 -.105
X2 -.030 -.012 -.105 .011
a. Dependent Variable: Y

Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) X1 X2 X3 X4
1 1 3.586 1.000 .01 .01 .01 .02 .02
2 .746 2.193 .06 .01 .01 .24 .17
3 .438 2.860 .00 .06 .03 .69 .06
4 .172 4.562 .79 .00 .06 .01 .60
5 .058 7.882 .14 .92 .89 .03 .16
a. Dependent Variable: Y

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 1.165339 17.128788 5.507665 3.6695547 54
Std. Predicted Value -1.183 3.167 .000 1.000 54
Standard Error of Predicted
.277 .941 .469 .192 54
Value
Adjusted Predicted Value 1.121898 18.231436 5.482138 3.6993170 54
Residual -3.3487880 3.7681344 .0000000 1.5998828 54
Std. Residual -2.013 2.265 .000 .962 54
Stud. Residual -2.320 2.323 .007 1.040 54
Deleted Residual -4.4514356 3.9638886 .0255270 1.8872291 54
Stud. Deleted Residual -2.434 2.437 .010 1.062 54
Mahal. Distance .485 15.983 3.926 4.306 54
Cook's Distance .000 .420 .040 .088 54
Centered Leverage Value .009 .302 .074 .081 54
a. Dependent Variable: Y

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

NPar Tests

Notes
Output Created 05-DEC-2019 12:40:21
Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data File 54
Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
 Cases Used Statistics for each test are based on all cases
with valid data for the variable(s) used in that
test.
Syntax NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
Resources Processor Time 00:00:00.00
Elapsed Time 00:00:00.02
Number of Cases Alloweda 786432
a. Based on availability of workspace memory.

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual
N 54
Normal Parametersa,b Mean .0000000
Std. Deviation 1.59988281
Most Extreme Differences Absolute .094
Positive .094
Negative -.047
Test Statistic .094
Asymp. Sig. (2-tailed) .200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.