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  • Ridge Regression

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    bonek28
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    The document presents the results of a regression analysis with 3 predictor variables (X1, X2, X3) used to model and predict a dependent variable (Y). The regression model has an R-squared value of 0.992, indicating the predictors explain 99.2% of the variance in Y. All 3 predictor variables are statistically significant at predicting Y, with X2 and X3 having positive relationships and X1 having a negative relationship. There are no issues of multicollinearity between the predictor variables.

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    The document presents the results of a regression analysis with 3 predictor variables (X1, X2, X3) used to model and predict a dependent variable (Y). The regression model has an R-squared value of 0.992, indicating the predictors explain 99.2% of the variance in Y. All 3 predictor variables are statistically significant at predicting Y, with X2 and X3 having positive relationships and X1 having a negative relationship. There are no issues of multicollinearity between the predictor variables.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    46 views4 pages

    Ridge Regression

    Uploaded by

    bonek28
    The document presents the results of a regression analysis with 3 predictor variables (X1, X2, X3) used to model and predict a dependent variable (Y). The regression model has an R-squared value of 0.992, indicating the predictors explain 99.2% of the variance in Y. All 3 predictor variables are statistically significant at predicting Y, with X2 and X3 having positive relationships and X1 having a negative relationship. There are no issues of multicollinearity between the predictor variables.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 4

    Regression

    Variables Entered/Removedb

    Variables Variables
    Model Entered Removed Method
    1 X3, X2, X1a . Enter
    a. All requested variables entered.
    b. Dependent Variable: Y

    Model Summary

    Adjusted Std. Error of


    Model R R Square R Square the Estimate
    1 .996a .992 .988 .48734
    a. Predictors: (Constant), X3, X2, X1

    ANOVAb

    Sum of
    Model Squares df Mean Square F Sig.
    1 Regression 183.640 3 61.213 257.744 .000a
    Residual 1.425 6 .237
    Total 185.065 9
    a. Predictors: (Constant), X3, X2, X1
    b. Dependent Variable: Y

    Coefficientsa

    Unstandardized Standardized
    Coefficients Coefficients Collinearity Statistics
    Model B Std. Error Beta t Sig. Tolerance VIF
    1 (Constant) -10.139 1.208 -8.391 .000
    X1 -.132 .105 -.802 -1.251 .257 .003 319.851
    X2 .681 .132 .223 5.160 .002 .689 1.451
    X3 .396 .148 1.699 2.682 .036 .003 312.748
    a. Dependent Variable: Y

    Collinearity Diagnosticsa

    Condition Variance Proportions


    Model Dimension Eigenvalue Index (Constant) X1 X2 X3
    1 1 3.896 1.000 .00 .00 .01 .00
    2 .092 6.517 .02 .00 .77 .00
    3 .012 18.126 .88 .00 .02 .00
    4 .000 368.092 .10 1.00 .20 1.00
    a. Dependent Variable: Y

    >Warning # 6804 on line 965 in column 3. Text: ridgereg


    >The macro name specified on the DEFINE command duplicates the name of a
    >previously defined macro. This instance will take precedence.

    NOTE: ALL OUTPUT INCLUDING ERROR MESSAGES HAVE BEEN TEMPORARILY


    SUPPRESSED. IF YOU EXPERIENCE UNUSUAL BEHAVIOR, RERUN THIS
    MACRO WITH AN ADDITIONAL ARGUMENT /DEBUG='Y'.
    BEFORE DOING THIS YOU SHOULD RESTORE YOUR DATA FILE.
    THIS WILL FACILITATE FURTHER DIAGNOSIS OF ANY PROBLEMS.
    Matrix
    Run MATRIX procedure:

    ------ END MATRIX -----


    Report
    _
    R-SQUARE AND BETA COEFFICIENTS FOR ESTIMATED VALUES OF K

    K RSQ X1 X2 X3
    ______ ______ ________ ________ ________

    .00000 .99230 -.801549 .222679 1.698906


    .05000 .98715 .406547 .184410 .482627
    .10000 .98561 .415209 .182415 .453473
    .15000 .98338 .411862 .180595 .437221
    .20000 .98049 .405780 .178717 .424616
    .25000 .97703 .398835 .176766 .413729
    .30000 .97306 .391638 .174754 .403890
    .35000 .96866 .384437 .172697 .394794
    .40000 .96387 .377346 .170610 .386277
    .45000 .95876 .370418 .168508 .378238
    .50000 .95336 .363681 .166400 .370611
    .55000 .94773 .357143 .164297 .363345
    .60000 .94189 .350810 .162205 .356404
    .65000 .93587 .344677 .160129 .349759
    .70000 .92971 .338742 .158076 .343384
    .75000 .92343 .332997 .156048 .337259
    .80000 .91705 .327437 .154047 .331367
    .85000 .91060 .322054 .152077 .325693
    .90000 .90408 .316841 .150138 .320221
    .95000 .89752 .311791 .148233 .314941
    1.0000 .89092 .306898 .146361 .309841
    _

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