Stepwise Regression Help

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# Stepwise Regression Interactive Graphic User Interface

The interface consists of three interactively linked figure windows:

¥ The Stepwise Regression Plot

¥ The Stepwise Regression Diagnostics Table

¥ The Stepwise History.

All three windows have hot regions. When your mouse is above one of these regions, the pointer changes from an arrow to a circle. Mousing down at this point initiates some activity in the interface.

To understand how to use a given window choose an option below.

Stepwise Regression Plot.

Diagnostic Table.

History .

Stepwise Regression Plot

# Stepwise Regression Plot

## Coefficients and Confidence Intervals

This plot shows the regression coefficient and confidence interval for every term (in or out of the model.) The green lines represent terms in the model while red lines indicate that the term is not currently in the model.

Statistically significant terms are solid lines. Dotted lines show that the fitted coefficient is not significantly different from zero.

Clicking on a line in this plot toggles its state. That is, a term in the model (green line) gets removed (turns red), and terms out of the model (red line) enter the model (turn green).

The coefficient for a term out of the model is the coefficient resulting from adding that term to the current model.

## Scale Inputs

Pressing the button labeled Scale Inputs centers and normalizes the columns of the input matrix to have a standard deviation of one.

## Export

This popup menu allows you to export variables from the stepwise function to the base workspace.

## Close

The Close button removes all the figure windows.

Stepwise Regression Diagnostics

# Stepwise Regression Diagnostics Table

## Coefficients and Confidence Intervals

The table at the top of the figure shows the regression coefficient and confidence interval for every term (in or out of the model.) The green rows in the table represent terms in the model while red rows indicate terms not currently in the model.

Clicking on a row in this table toggles the state of the corresponding term. That is, a term in the model (green row) gets removed (turns red), and terms out of the model (red rows) enter the model (turn green).

The coefficient for a term out of the model is the coefficient resulting from adding that term to the current model.

## Additional Diagnostic Statistics

There are also several diagnostic statistics at the bottom of the table:

¥ RMSE - the root mean squared error of the current model.

¥ R-square - the amount of response variability explained by the model.

¥ F - the overall F statistic for the regression.

¥ P - the associated significance probability.

## Close Button

Shuts down all windows.

## Help Button

Activates on-line help.

Stepwise History

# Stepwise History

## Description

This plot shows the RMSE and a confidence interval for every model generated in the course of the interactive use of the other windows.

## Recreating a Previous Model

Clicking on one of these lines will re-create the current model at that point in the analysis using a NEW set of windows. You can thus compare the two candidate models directly.