User Guide

421
Linear Regress
ion
matrix of regression coefficients with covariances off the diagonal and variances on
the diagonal. A correlation matrix is also displayed.
Model fit. T
he variables entered and removed from the model are listed, and the
following goodness-of-fit statistics are displayed: multiple R, R
2
and adjusted R
2
,
standard error of the estimate, and an analysis-of-variance table.
R squared ch
ange.
ThechangeintheR
2
statistic that is produced by adding or deleting
an independent variable. If the R
2
change associated with a variable is large, that
means that the variable is a good predictor of the dependent variable.
Descripti
ves.
Provides the number of valid cases, the mean, and the standard deviation
for each variable in the analysis. A correlation matrix with a one-tailed significance
level and the number of cases for each correlation are also displayed.
Partial Co
rrelation.
The correlation that remains between two variables after removing
the correlation that is due to their mutual association with the other variables. The
correlation between the dependent variable and an independent variable when the
linear ef
fects of the other independent variables in the model have been removed
from both.
Part Correlation. The correlation between the dependent variable and an independent
variable
when the linear effects of the other independent variables in the model have
been removed from the independent variable. It is related to the change in R squared
when a variable is added to an equation. Sometimes called the semipartial correlation.
Colline
arity diagnostics.
Collinearity (or multicollinearity) is the undesirable situation
when one independent variable is a linear function of other independent variables.
Eigenvalues of the scaled and uncentered cross-products matrix, condition indices,
and vari
ance-decomposition proportions are displayed along with variance inflation
factors (VIF) and tolerances for individual variables.
Residuals. Displays the Durbin-Watson test for serial correlation of the residuals and
casewi
se diagnostics for the cases meeting the selection criterion (outliers above
n standard deviations).