STAT3002 Week 5
5.4 Stepwise regression (continued)
> null.model <- lm(Deviation~1)
> final.model <-
step(null.model,~Ceiling+Contracts+LogItems+Months+Price+Share+Target03+Year)
Start:
AIC= 14651.11
Deviation ~ 1
Single term additions
Model:
Deviation ~ 1
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
14486.50 14651.11
Ceiling 1 99.308 14387.19 14716.43
Contracts
1 1090.452 13396.04 13725.28
LogItems 1 148.035 14338.46 14667.70
Months 1 161.706 14324.79 14654.03
Price 1 247.665 14238.83 14568.07
Share 1 243.842 14242.65 14571.89
Target03 1 10.581 14475.91 14805.15
Year 1 879.234 13607.26 13936.50
Step:
AIC= 13725.28
Deviation ~ Contracts
Single term deletions
Model:
Deviation ~ Contracts
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
13396.04 13725.28
Contracts
1 1090.452 14486.50 14651.11
Single term additions
Model:
Deviation ~ Contracts
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
13396.04 13725.28
Ceiling 1 679.3681 12716.67 13210.53
LogItems
1 335.7067 13060.34 13554.19
Months 1 667.4598 12728.58 13222.44
Price 1 802.3963 12593.65 13087.50
Share 1 368.6761 13027.37 13521.22
Target03
1 2.2263 13393.82 13887.67
Year 1 45.8213 13350.22 13844.08
Step:
AIC= 13087.5
Deviation ~ Contracts + Price
Single term deletions
Model:
Deviation ~ Contracts + Price
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
12593.65 13087.50
Contracts
1 1645.184 14238.83 14568.07
Price 1 802.396 13396.04 13725.28
Single term additions
Model:
Deviation ~ Contracts + Price
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
12593.65 13087.50
Ceiling 1 422.4574 12171.19 12829.67
LogItems
1 202.0002 12391.65 13050.12
Months 1 497.3784 12096.27 12754.75
Share 1 133.1216 12460.52 13119.00
Target03
1 21.8221 12571.82 13230.30
Year 1 60.5533 12533.09 13191.57
Step:
AIC= 12754.75
Deviation ~ Contracts + Price + Months
Single term deletions
Model:
Deviation ~ Contracts + Price + Months
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
12096.27 12754.75
Contracts
1 2055.737 14152.01 14645.86
Price 1 632.315 12728.58 13222.44
Months 1 497.378 12593.65 13087.50
Single term additions
Model:
Deviation ~ Contracts + Price + Months
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
12096.27 12754.75
Ceiling 1 335.8458 11760.42 12583.52
LogItems
1 222.3423 11873.93 12697.02
Share 1 42.7484 12053.52 12876.62
Target03
1 317.5292 11778.74 12601.84
Year 1 244.7626 11851.51 12674.60
Step:
AIC= 12583.52
Deviation ~ Contracts + Price + Months + Ceiling
Single term deletions
Model:
Deviation ~ Contracts + Price + Months +
Ceiling
scale:
82.30963
Df Sum of Sq RSS Cp
<none> 11760.42
12583.52
Contracts
1 2379.636 14140.06 14798.54
Price 1 442.555 12202.98 12861.45
Months 1 410.767 12171.19 12829.67
Ceiling 1 335.846 12096.27 12754.75
Single term additions
Model:
Deviation ~ Contracts + Price + Months + Ceiling
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
11760.42 12583.52
LogItems
1 181.7947 11578.63 12566.34
Share 1 18.8867 11741.54 12729.25
Target03
1 299.6434 11460.78 12448.49
Year 1 468.8725 11291.55 12279.27
Step:
AIC= 12279.27
Deviation ~ Contracts + Price + Months + Ceiling + Year
Single term deletions
Model:
Deviation ~ Contracts + Price + Months +
Ceiling + Year
scale:
82.30963
Df Sum of Sq RSS Cp
<none> 11291.55 12279.27
Contracts
1 447.0910 11738.64 12561.74
Price 1 384.1575 11675.71 12498.80
Months 1 667.6910 11959.24 12782.34
Ceiling 1 559.9557 11851.51 12674.60
Year 1 468.8725 11760.42 12583.52
Single term additions
Model:
Deviation ~ Contracts + Price + Months +
Ceiling + Year
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
11291.55 12279.27
LogItems
1 277.6383 11013.91 12166.25
Share 1 66.1364 11225.41 12377.75
Target03
1 375.5824 10915.97 12068.30
Step:
AIC= 12068.3
Deviation ~ Contracts + Price + Months + Ceiling + Year + Target03
Single term deletions
Model:
Deviation ~ Contracts + Price + Months +
Ceiling + Year + Target03
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
10915.97 12068.30
Contracts
1 476.987 11392.95 12380.67
Price 1 423.724 11339.69 12327.41
Months 1 1025.595 11941.56 12929.28
Ceiling 1 558.767 11474.73 12462.45
Year 1 544.811 11460.78 12448.49
Target03 1 375.582 11291.55 12279.27
Single term additions
Model:
Deviation ~ Contracts + Price + Months +
Ceiling + Year + Target03
scale:
82.30963
Df Sum of Sq RSS Cp
<none>
10915.97 12068.30
LogItems
1 110.798 10805.17 12122.12
Share 1 89.471 10826.50 12143.45
> summary(final.model,cor=F)
Call: lm(formula = Deviation ~ Contracts +
Price + Months + Ceiling + Year + Target03)
Residuals:
Min 1Q Median
3Q Max
-21.27 -4.46 -0.4779 3.672 31.46
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) -1634.3454 557.0874
-2.9337 0.0038
Contracts -0.3138 0.1151
-2.7255 0.0071
Price -2.0007 0.7789
-2.5688 0.0111
Months
0.1630 0.0408 3.9965 0.0001
Ceiling 0.4106 0.1392 2.9499 0.0036
Year 0.8193 0.2813 2.9128 0.0041
Target03 -1.8083 0.7477
-2.4185 0.0166
Residual standard error: 8.013 on 170 degrees
of freedom
Multiple R-Squared: 0.2465
F-statistic: 9.268 on 6 and 170 degrees of
freedom, the p-value is 8.725e-009