Question

In: Statistics and Probability

What will be the final regression model formed from regression with the stepwise predictor selection method?...

What will be the final regression model formed from regression with the stepwise predictor selection method? Please specify the actual value(s) of the parameter estimate(s) in the model.

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

35.383

4.911

7.204

.000

GREQ

.064

.008

.787

8.359

.000

2

(Constant)

27.927

4.556

6.130

.000

GREQ

.055

.007

.668

7.838

.000

AR

3.940

.950

.353

4.147

.000

3

(Constant)

23.231

4.654

4.992

.000

GREQ

.037

.010

.450

3.854

.000

AR

3.715

.897

.333

4.142

.000

MAT

.269

.105

.297

2.568

.014

a. Dependent Variable: GPA

Solutions

Expert Solution

This is kind of hierarchical step wise regression with three steps. In this kind of regression modelling we wants to see whether the added a new variable is significant in the model.

After adding the variable in each step, the the significance p-value for each variable is recorded to determine whether the variable significantly explains the dependent variable.

And the standardized coefficients are used to compare the relative importance of of each coefficient.

There are 3 models are created and the variables are added in step 2 and step 3.

For step 1: Model 1:

Dependent variable (DV): GPA, Independent Variable (IV): GREQ

Model Unstandardized Coefficients Standardized Coefficients t Sig.
B Std. Error Beta
1 (Constant) 35.383 4.911 7.204 0.000
GREQ 0.064 0.008 0.787 8.359 0.000

For IV GREQ, the beta value represents the coefficient of IV in the regression equation and the coefficient is significant at the 99.9% level of confidence ( or say 0.001% significance level, ***P< 0.001)

The Standardized Coefficients beta = 0.787.

For step 2: Model 2:

Dependent variable (DV): GPA, Independent Variables (IVs): GREQ and AR.

Model Unstandardized Coefficients Standardized Coefficients t Sig.
B Std. Error Beta
2 (Constant) 27.927 4.556 6.13 0.000
GREQ 0.055 0.007 0.668 7.838 0.000
AR 3.94 0.95 0.353 4.147 0.000

For IV GREQ, the beta value is significant at the 99.9% level of confidence ( or say 0.001% significance level, ***P< 0.001)

The Standardized Coefficients beta = 0.668.

For IV AR, the beta value is significant at the 99.9% level of confidence ( or say 0.001% significance level, ***P< 0.001)

The Standardized Coefficients beta = 0.353.

The IV AR is relatively less important compare to IV GREQ.

For step 3: Model 3:

Dependent variable (DV): GPA, Independent Variables (IVs): GREQ, AR and MAT

Model Unstandardized Coefficients Standardized Coefficients t Sig.
B Std. Error Beta
3 (Constant) 23.231 4.654 4.992 0.000
GREQ 0.037 0.01 0.45 3.854 0.000
AR 3.715 0.897 0.333 4.142 0.000
MAT 0.269 0.105 0.297 2.568 0.014

For IV GREQ, the beta value is significant at the 99.9% level of confidence ( or say 0.001% significance level, ***P< 0.001)

The Standardized Coefficients beta = 0.45.

For IV AR, the beta value is significant at the 99.9% level of confidence ( or say 0.001% significance level, ***P< 0.001)

The Standardized Coefficients beta = 0.33.

For IV MAT, the beta value is significant at the 90.0% level of confidence ( or say 0.10% significance level, *P< 0.1)

The Standardized Coefficients beta = 0.297.

Relatively importance => GREQ > AR > MAT


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