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Problem 3 : Given here are data for a dependent variable and four potential pred

ID: 3063551 • Letter: P

Question

Problem 3: Given here are data for a dependent variable and four potential predictors.

y

x1

x2

x3

x4

x5

96

8

60

2.4

48

51

73

6

64

2.1

42

43

108

2

76

1.8

34

20

124

5

74

2.2

11

14

82

6

50

1.5

61

29

89

9

57

1.6

53

22

76

1

72

2

72

38

109

3

74

2.8

36

40

123

2

99

2.6

17

50

125

6

81

2.5

48

55

101

2

77

1.2

42

57

127

4

72

1.7

26

34

98

9

69

2.4

47

21

79

5

53

2.6

65

25

118

3

88

2.9

37

43

114

1

53

2.7

28

40

110

3

82

2.8

29

52

94

2

61

2.6

22

38

102

4

80

2.5

12

15

97

10

68

3

45

20

Use these data and a stepwise regression procedure to develop a multiple regression model to predict y; examine the values of t and R2 at each step and comment on those values. How many steps did the procedure use? Why do you think the process stopped? (4 points)

Determine whether there may be a problem with multicollinearity. Construct a correlation matrix of the five variables to aid you in this task. ( Bonus 3 points)

y

x1

x2

x3

x4

x5

96

8

60

2.4

48

51

73

6

64

2.1

42

43

108

2

76

1.8

34

20

124

5

74

2.2

11

14

82

6

50

1.5

61

29

89

9

57

1.6

53

22

76

1

72

2

72

38

109

3

74

2.8

36

40

123

2

99

2.6

17

50

125

6

81

2.5

48

55

101

2

77

1.2

42

57

127

4

72

1.7

26

34

98

9

69

2.4

47

21

79

5

53

2.6

65

25

118

3

88

2.9

37

43

114

1

53

2.7

28

40

110

3

82

2.8

29

52

94

2

61

2.6

22

38

102

4

80

2.5

12

15

97

10

68

3

45

20

Explanation / Answer

Stepwise regression


————— 19/03/2018 06:04:40 AM ————————————————————

Welcome to Minitab, press F1 for help.

Stepwise Regression: y_1 versus x1, x2, x3, x4, x5

Alpha-to-Enter: 0.15 Alpha-to-Remove: 0.15


Response is y_1 on 5 predictors, with N = 20


Step 1 2
Constant 128.17 85.72

x4 -0.67 -0.49
T-Value -3.85 -2.72
P-Value 0.001 0.015

x2 0.50
T-Value 2.08
P-Value 0.053

S 12.8 11.8
R-Sq 45.20 56.33
R-Sq(adj) 42.16 51.19
Mallows Cp 2.3 0.5
PRESS 3545.51 3324.05
R-Sq(pred) 34.14 38.26

Correlation Matrix

Using Minitab

Column 1 Column 2 Column 3 Column 4 Column 5 Column 1 1 Column 2 -0.33856 1 Column 3 0.013137 0.229005 1 Column 4 0.315188 -0.47079 -0.25443 1 Column 5 -0.3498 0.297565 0.054533 0.071415

Using Minitab

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