Below is a portion from a stepwise regression analysis Any o

Below is a portion from a stepwise regression analysis.

Any of the F statistics below can be computed via the formula:

F = (SSReg (Model A) – SSReg (Model B) ) / C

                MSResidual (Model A)

Identify what Model A, Model B and the constant C are in order to obtain the F = 1.33 value for the variable x8

Based on the information below for Step 6 of the stepwise selection procedure, what will be the next change in model, in Step 7 of the procedure? (In other words, will a particular term be dropped, or added, or will nothing occur? Assume that the significance level for entry and staying are = .15

                       Results for the stepwise regression analysis

                                 Stepwise Selection : Step 6

                                                                     Statistics for removal

                                                                          DF = 1,1116

Variable     Partial R-Square    Model R-Square   F Value    Pr > F

     X9               0.0202                    0.2650                 31.60       < .0001

    X1               0.0153                    0.2699                 23.95       < .0001

    X10              0.0962                    0.1890                150.20      < .0001

   X2                0.0116                     0.2736               18.08         < .0001

   X6                0.0225                    0.2627               35.16         < .0001

                                                    Statistics for Entry

                                                 DF = 1,1115

Variable     Tolerance           Model R-Square    F Value        Pr > F

     X7           0.207460                    0.2855                 0.48          0.4906

    X4           0.215074                   0.2852                  0.01          0.9334

    X11          0.933262                    0.2925                11.52        0.0007

   X5           0.894028                    0.2857                  0.81         0.3682

   X8            0.671736                   0.2861                  1.33        0.2494

   X3             0.632098                    0.2852                  0.02         0.8816

Solution

In step 7 variable X11 should be dropped as probabaility <0.007 which is less than 0.15.