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    Multiple Regression

    Uploaded by

    BobbyNichols
    This document appears to contain data and results from a multiple linear regression analysis of factors influencing exports. It includes a dataset with observations of the variables exports (Y), M1, Lend, Price, Exch, and their corresponding regression results. The regression results show M1 and Price are statistically significant predictors of exports, while Lend and Exch are not. Additional outputs include residual analysis, prediction intervals, and a correlation matrix between the variables.

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    © All Rights Reserved
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    Multiple Regression

    Uploaded by

    BobbyNichols
    54 views14 pages
    This document appears to contain data and results from a multiple linear regression analysis of factors influencing exports. It includes a dataset with observations of the variables exports (Y), M1, Lend, Price, Exch, and their corresponding regression results. The regression results show M1 and Price are statistically significant predictors of exports, while Lend and Exch are not. Additional outputs include residual analysis, prediction intervals, and a correlation matrix between the variables.

    Original Description:

    A template for multiple regression with unlimited inputs.

    Original Title

    Multiple Regression (3)

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    © © All Rights Reserved

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    XLS, PDF, TXT or read online from Scribd

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    This document appears to contain data and results from a multiple linear regression analysis of factors influencing exports. It includes a dataset with observations of the variables exports (Y), M1, Lend, Price, Exch, and their corresponding regression results. The regression results show M1 and Price are statistically significant predictors of exports, while Lend and Exch are not. Additional outputs include residual analysis, prediction intervals, and a correlation matrix between the variables.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    54 views14 pages

    Multiple Regression

    Uploaded by

    BobbyNichols
    This document appears to contain data and results from a multiple linear regression analysis of factors influencing exports. It includes a dataset with observations of the variables exports (Y), M1, Lend, Price, Exch, and their corresponding regression results. The regression results show M1 and Price are statistically significant predictors of exports, while Lend and Exch are not. Additional outputs include residual analysis, prediction intervals, and a correlation matrix between the variables.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    of 14

    Data

    Multiple Regression Exports

    Y 1 X1 X2 X3 X4 X5 X6 X7 X8 X9
    Sl.No. Exports Ones M1 Lend Price Exch.
    1 2.6 1 5.1 7.8 114 2.16
    2 2.6 1 4.9 8 116 2.17
    3 2.7 1 5.1 8.1 117 2.18
    4 3 1 5.1 8.1 122 2.2
    5 2.9 1 5.1 8.1 124 2.21
    6 3.1 1 5.2 8.1 128 2.17
    7 3.2 1 5.1 8.3 132 2.14
    8 3.7 1 5.2 8.8 133 2.16
    9 3.6 1 5.3 8.9 133 2.15
    10 3.4 1 5.4 9.1 134 2.16
    11 3.7 1 5.7 9.2 135 2.18
    12 3.6 1 5.7 9.5 136 2.17
    13 4.1 1 5.9 10.3 140 2.15
    14 3.5 1 5.8 10.6 147 2.16
    15 4.2 1 5.7 11.3 150 2.21
    16 4.3 1 5.8 12.1 151 2.24
    17 4.2 1 6 12 151 2.16
    18 4.1 1 6 11.4 151 2.12
    19 4.6 1 6 11.1 153 2.11
    20 4.4 1 6 11 154 2.13
    21 4.5 1 6.1 11.3 154 2.11
    22 4.6 1 6 12.6 154 2.09
    23 4.6 1 6.1 13.6 155 2.09
    24 4.2 1 6.7 13.6 155 2.1
    25 5.5 1 6.2 14.3 156 2.08
    26 3.7 1 6.3 14.3 156 2.09
    27 4.9 1 7 13.7 159 2.1
    28 5.2 1 7 12.7 161 2.11
    29 4.9 1 6.6 12.6 161 2.15
    30 4.6 1 6.4 13.4 161 2.14
    31 5.4 1 6.3 14.3 162 2.16
    32 5 1 6.5 13.9 160 2.17
    33 4.8 1 6.6 14.5 159 2.15
    34 5.1 1 6.8 15 159 2.1
    35 4.4 1 7.2 13.2 158 2.06
    36 5 1 7.6 11.8 155 2.05
    37 5.1 1 7.2 11.2 155 2.06
    38 4.8 1 7.1 10.1 154 2.11
    39 5.4 1 7 10 154 2.12
    40 5 1 7.5 10.2 154 2.13
    41 5.2 1 7.4 11 153 2.04
    42 4.7 1 7.4 11 152 2.14
    43 5.1 1 7.3 10.7 152 2.15
    44 4.9 1 7.6 10.2 152 2.16
    45 4.9 1 7.8 10 151 2.17
    46 5.3 1 7.8 9.8 152 2.2

    Page 1
    Data

    47 4.8 1 8.2 9.3 152 2.21


    48 4.9 1 8.2 9.3 152 2.15
    49 5.1 1 8.3 9.5 152 2.08
    50 4.3 1 8.3 9.2 150 2.08
    51 4.9 1 8 9.1 147 2.09
    52 5.3 1 8.2 9 147 2.1
    53 4.8 1 8.2 9 146 2.09
    54 5.3 1 8 8.9 145 2.12
    55 5 1 8.1 9 145 2.13
    56 5.1 1 8.1 9 146 2.14
    57 4.8 1 8.1 9 147 2.14
    58 4.8 1 8.1 8.9 147 2.13
    59 5.2 1 8.6 8.9 147 2.13
    60 4.9 1 8.8 9 146 2.13
    61 5.5 1 8.4 9.1 147 2.13
    62 4.3 1 8.2 9 146 2.13
    63 5.2 1 8.3 9.2 146 2.09
    64 4.7 1 8.3 9.6 146 2.09
    65 5.4 1 8.4 10 146 2.1
    66 5.2 1 8.3 10 147 2.11
    67 5.6 1 8.2 10.1 146 2.15

    Page 2
    Data

    Page 3
    Data

    Page 4
    Data

    Page 5
    Data

    X10

    Page 6
    Data

    Page 7
    Data

    Page 8
    Data

    Page 9
    Data

    Page 10
    A B C D E F G H I J K L M
    1 Multiple Regression Results Exports
    2
    3 0 1 2 3 4 5 6 7 8 9 10
    4 Intercept M1 Lend Price Exch.
    5 b -4.01546 0.36846 0.0047 0.03651 0.2679
    6 s(b) 9.2956 0.21454 0.16539 0.03134 3.94969
    7 t -0.43197 1.71741 0.02843 1.16509 0.06783
    8 p-value 0.6673 0.0909 0.9774 0.2484 0.9461
    9
    10 VIF 3.2072 5.3539 6.2887 1.3857
    11
    12 ANOVA Table
    13 Source SS df MS F FCritical p-value
    14 Regn. 32.9463 4 8.23658 6.47069 2.5201 0.0002 s 1.12823
    15 Error 78.9202 62 1.27291
    16 Total 39.9361 66 0.60509 R2 0.8250 Adjusted R2 -1.1037
    17
    18
    19 Prediction Interval
    20
    21 Given X M1 Lend Price Exch.
    22 1 5 10 150 2
    23
    24 1-a (1-a) CI for Y for given X 1-a (1-a) CI for E[Y | X]
    25 95% 3.88621 + or - 2.85906 95% 3.88621 + or - 1.75722
    26
    A B E F G H I J K L M Q R
    1 Residual Analysis Exports
    2
    3 Errors
    4 -0.0412 Durbin-Watson d = 2.583278
    5 -0.04415
    6 -0.0575
    7 0.05459 12 Residual Plot
    8 -0.12111
    9 -0.09328 10
    -0.09538
    Residual

    10
    11 0.323553 8
    12 0.188916
    13 -0.08806 6 X Axis
    14 0.059065
    Exports
    15 -0.07618
    4
    16 0.205686
    17 -0.61713
    -0.0065 2
    18
    19 0.008341
    20 -0.14345 0
    21 -0.22991 0 2 4 6 8 10 12
    0.201157
    Corresponding N orm al Z

    22
    23 -0.04024
    24 0.026861
    25 0.162951
    26 0.084893
    27 -0.53886 Normal3 Probability Plot
    28 0.910924
    -0.9286 2
    29
    30 -0.09591
    31 0.133093 1
    32 -0.02977
    33 -0.25716 0
    34 0.533584 -4 -3 -2 -1 0 1 2 3 4
    35 0.132116 -1
    36 -0.06568
    37 0.171669 -2
    38 -0.62002
    39 -0.04861 -3
    0.198913 Residual
    40
    41 -0.03595
    A B C D E F G H I J K L
    1 Correlation matrix Exports
    2
    3 1 2 3 4 5 6 7 8 9 10
    4 M1 Lend Price Exch.
    5 1 M1 1.0000
    6 2 Lend -0.1120 1.0000
    7 3 Price 0.4471 0.7451 1.0000
    8 4 Exch. -0.4097 -0.2786 -0.4196 1.0000
    9 5
    10 6
    11 7
    12 8
    13 9
    14 10
    15
    16 Y Exports 0.7751 0.3350 0.7699 -0.4329
    A B C D E F
    1 Partial F Calculations Exports
    2
    3 #Independent variables in full model 4 k
    4 #Independent variables dropped from the model 2 r
    5
    6 SSEF 78.92022
    7 SSER 8.747573
    8
    9 Partial F -27.56394
    10 p-value Err:502

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