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Multiple regression

Format: M[ultiple] [column [column]]
This test measures how well one dependent variable (in one column) is predicted by a number of independent variables in other columns.

Example:

Enter command - m

- Multiple linear regression -
Enter column for dependent variable
c27
Input number of independent variables:   4
Input 4 columns (one on each line):
c18
c19
c20
c21
Output:

Multiple linear regression with C27 (SEV) as dependent
variable
Regression equation:
C27 =    0.146
+  0.093 * C19         SE(b) = 0.055
+  0.154 * C20         SE(b) = 0.075
+  0.029 * C21         SE(b) = 0.079
+  0.140 * C22         SE(b) = 0.065
Variance ratio F = (73.844/4)/0.717 = 25.747 df = 4,95
p = 0.0000

Multiple correlation coefficient R = 0.721
Significance of each measure (95 degrees of freedom):
C19:  t = 1.694  p = 0.0935
C20:  t = 2.050  p = 0.0431
C21:  t = 0.370  p = 0.7122
C22:  t = 2.156  p = 0.0336
This test outputs a multiple correlation coefficient and the best-fitting linear regression equation using all the independent variables. The coefficients for each variable are given and their standard errors. These are used to produce a t statistic and two-tailed significance for the independent correlation of each variable with the dependent variable. Note that this will vary according to which other variables are included in the analysis. An overall two-tailed probability derived from an F ratio of variances is also given, representing the probability of such a large multiple correlation coefficient occurring by chance.

If a second column name is given after the first, then it will be filled with the values which would be predicted from the regression equation with the coefficients arrived at. These are the values which the dependent variable would take if it was completely determined by the independent variables according to the regression equation.

Example:

Enter command - m c27 c28

Input number of independent variables:   4
Input 4 columns (one on each line):
c18
c19
c20
c21
In this case column 28 will be filled with the predicted values.