>use bodyfat SYSTAT Rectangular file bodyfat.SYD, created Tue Mar 09, 1999 at 13:03:38, contains variables: X1 X2 X3 Y
First estimate the full model with x1, x2 & x3.
>mglh >model y = constant + x1 + x2 + x3 >estimate Dep Var: Y N: 20 Multiple R: 0.895186 Squared multiple R: 0.801359 Adjusted squared multiple R: 0.764113 Standard error of estimate: 2.479981 Effect Coefficient Std Error Std Coef Tolerance t P(2 Tail) CONSTANT 117.084695 99.782403 0.0 . 1.17340 0.25781 X1 4.334092 3.015511 4.263705 0.001411 1.43727 0.16991 X2 -2.856848 2.582015 -2.928701 0.001772 -1.10644 0.28489 X3 -2.186060 1.595499 -1.561417 0.009560 -1.37014 0.18956 Analysis of Variance Source Sum-of-Squares df Mean-Square F-ratio P Regression 396.984612 3 132.328204 21.515712 0.000007 Residual 98.404888 16 6.150306 ------------------------------------------------------------------------------- Durbin-Watson D Statistic 2.243 First Order Autocorrelation -0.168
Second, estimate the reduced model with x1 only
>model y = constant + x1 >estimate Dep Var: Y N: 20 Multiple R: 0.843265 Squared multiple R: 0.711097 Adjusted squared multiple R: 0.695046 Standard error of estimate: 2.819769 Effect Coefficient Std Error Std Coef Tolerance t P(2 Tail) CONSTANT -1.496105 3.319235 0.0 . -0.45074 0.65756 X1 0.857187 0.128781 0.843265 1.000000 6.65617 0.00000 Analysis of Variance Source Sum-of-Squares df Mean-Square F-ratio P Regression 352.269797 1 352.269797 44.304566 0.000003 Residual 143.119703 18 7.951095 ------------------------------------------------------------------------------- Durbin-Watson D Statistic 1.928 First Order Autocorrelation -0.006 >splom x1 x2 x3 y/half size=3 den=hist
Last modified 9 March 1999