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# Regression

Notes

## Output Created 06-JUN-2018 09:52:45

Active Dataset DataSet3
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data 104
File
User-defined missing values are treated
Definition of Missing
as missing.
Missing Value Handling
Statistics are based on cases with no
Cases Used
missing values for any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
Syntax /ORIGIN
/DEPENDENT TA
/METHOD=ENTER A1 DREVREC
PPE
/SAVE PRED RESID.
Processor Time 00:00:00.11
Elapsed Time 00:00:00.63
Resources Memory Required 2180 bytes
for Residual Plots
Variables Created or PRE_1 Unstandardized Predicted Value
Modified RES_1 Unstandardized Residual

Variables Entered/Removeda,b
Model Variables Variables Method
Entered Removed

## PPE / At-1, . Enter

(DREV -
1
DREC) / At-1, 1 /
At-1c

## a. Dependent Variable: TA / At-1

b. Linear Regression through the Origin
c. All requested variables entered.

Model Summaryc,d

## Model R R Squareb Adjusted R Std. Error of the

Square Estimate
a
1 .252 .064 .036 .04663

## a. Predictors: PPE / At-1, (DREV - DREC) / At-1, 1 / At-1

b. For regression through the origin (the no-intercept model), R Square
measures the proportion of the variability in the dependent variable about
the origin explained by regression. This CANNOT be compared to R
Square for models which include an intercept.
c. Dependent Variable: TA / At-1
d. Linear Regression through the Origin

ANOVAa,b

d
Total .235 104

## a. Dependent Variable: TA / At-1

b. Linear Regression through the Origin
c. Predictors: PPE / At-1, (DREV - DREC) / At-1, 1 / At-1
d. This total sum of squares is not corrected for the constant because the constant is zero for
regression through the origin.
Coefficientsa,b

Coefficients

## 117511058352.7 75531070534.43 .191 1.556 .123

1 / At-1
47 8
1
(DREV - DREC) / At-1 .077 .036 .226 2.124 .036

## a. Dependent Variable: TA / At-1

b. Linear Regression through the Origin

Residuals Statisticsa,b

## Predicted Value -.0591 .0376 -.0035 .01151 104

Residual -.12912 .11698 -.00076 .04617 104
Std. Predicted Value -4.828 3.575 .000 1.000 104
Std. Residual -2.769 2.509 -.016 .990 104

## a. Dependent Variable: TA / At-1

b. Linear Regression through the Origin

Regression

Notes

## Output Created 06-JUN-2018 09:55:38

Active Dataset DataSet3
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data 104
File
User-defined missing values are treated
Definition of Missing
as missing.
Missing Value Handling
Statistics are based on cases with no
Cases Used
missing values for any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ML
/METHOD=ENTER PDKI KA SIZE
Syntax
LEV ROA
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/CASEWISE PLOT(ZRESID)
OUTLIERS(3)
/SAVE RESID.
Processor Time 00:00:02.25
Elapsed Time 00:00:04.40
Resources Memory Required 2908 bytes
for Residual Plots
Variables Created or Unstandardized Residual
RES_2
Modified

Variables Entered/Removeda

Entered Removed

## ROA, PDKI, . Enter

1 b
LEV, KA, SIZE

a. Dependent Variable: ML
b. All requested variables entered.
Model Summaryb

## Model R R Square Adjusted R Std. Error of the Durbin-Watson

Square Estimate
a
1 .346 .120 .075 .04440 1.877

## a. Predictors: (Constant), ROA, PDKI, LEV, KA, SIZE

b. Dependent Variable: ML

ANOVAa

## Total .220 103

a. Dependent Variable: ML
b. Predictors: (Constant), ROA, PDKI, LEV, KA, SIZE

Coefficientsa

## Model Unstandardized Coefficients Standardized t Sig. Collinearity

Coefficients Statistics

## KA -.004 .014 -.029 -.270 .788 .756

1
SIZE .006 .003 .224 1.986 .050 .707

Coefficientsa

## Model Collinearity Statistics

VIF

1 (Constant)

PDKI 1.071

KA 1.324

SIZE 1.415
LEV 1.059

ROA 1.407

a. Dependent Variable: ML

Collinearity Diagnosticsa

## 3 .114 6.576 .00 .08 .73 .00

1
4 .086 7.571 .00 .04 .10 .00

## 6 .001 71.029 .98 .01 .03 .98

Collinearity Diagnosticsa

## Model Dimension Variance Proportions

LEV ROA

1 .00 .01

2 .00 .70

3 .00 .11
1
4 .93 .00

5 .06 .01

6 .00 .17

a. Dependent Variable: ML

Residuals Statisticsa

## Predicted Value -.0329 .0705 -.0008 .01599 104

Std. Predicted Value -2.008 4.455 .000 1.000 104
Standard Error of Predicted .005 .026 .010 .004 104
Value
Adjusted Predicted Value -.0357 .0716 -.0009 .01579 104
Residual -.11513 .13563 .00000 .04331 104
Std. Residual -2.593 3.055 .000 .975 104
Stud. Residual -2.631 3.114 .002 1.004 104
Deleted Residual -.11850 .14097 .00015 .04590 104
Stud. Deleted Residual -2.715 3.264 .001 1.018 104
Mahal. Distance .349 35.000 4.952 5.053 104
Cook's Distance .000 .104 .010 .018 104
Centered Leverage Value .003 .340 .048 .049 104

a. Dependent Variable: ML

Charts
Descriptives

Notes

## Output Created 06-JUN-2018 10:05:41

Active Dataset DataSet3
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data 104
File
User defined missing values are treated
Definition of Missing
Missing Value Handling as missing.
Cases Used All non-missing data are used.
DESCRIPTIVES VARIABLES=PDKI
SIZE LEV ROA ML
Syntax
/STATISTICS=MEAN STDDEV MIN
MAX.
Processor Time 00:00:00.03
Resources
Elapsed Time 00:00:00.95

Descriptive Statistics

## PDKI 104 .3333 .8000 .5338 .1159

SIZE 104 29.0911 36.5644 31.8769 1.6357
LEV 104 2.8856 14.7485 6.5831 2.2984
ROA 104 -.1173 .0412 .0075 .0219
ML 104 -.1291 .1170 -.0008 .0462
Valid N (listwise) 104

Frequencies

Notes

## Output Created 06-JUN-2018 10:20:44

Active Dataset DataSet3
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data 104
File
User-defined missing values are treated
Definition of Missing
as missing.
Missing Value Handling
Statistics are based on all cases with
Cases Used
valid data.
FREQUENCIES VARIABLES=KA
Syntax
/ORDER=ANALYSIS.
Processor Time 00:00:00.00
Resources
Elapsed Time 00:00:00.26

KA

Percent

NPar Tests

Notes

## Output Created 06-JUN-2018 10:35:00

Active Dataset DataSet3
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data 104
File
User-defined missing values are treated
Definition of Missing
as missing.
Missing Value Handling Statistics for each test are based on all
Cases Used cases with valid data for the variable(s)
used in that test.
NPAR TESTS
Syntax /K-S(NORMAL)=RES_2
/MISSING ANALYSIS.
Resources Processor Time 00:00:00.02

## Elapsed Time 00:00:00.25

Number of Cases Alloweda 196608

## One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 104
Mean .0000000
Normal Parametersa,b
Std. Deviation .04330831
Absolute .053
Most Extreme Differences Positive .051
Negative -.053
Kolmogorov-Smirnov Z .536
Asymp. Sig. (2-tailed) .936

## a. Test distribution is Normal.

b. Calculated from data.

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT AbsRes
/METHOD=ENTER PDKI KA SIZE LEV ROA.

Regression

Notes

## Output Created 06-JUN-2018 10:43:42

Input Active Dataset DataSet3
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 104
File
User-defined missing values are treated
Definition of Missing
as missing.
Missing Value Handling
Statistics are based on cases with no
Cases Used
missing values for any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
Syntax
/NOORIGIN
/DEPENDENT AbsRes
/METHOD=ENTER PDKI KA SIZE
LEV ROA.
Processor Time 00:00:00.06

## Elapsed Time 00:00:01.48

Resources Memory Required 2948 bytes

## Additional Memory Required 0 bytes

for Residual Plots

Variables Entered/Removeda

Entered Removed

1 b
LEV, KA, SIZE

## a. Dependent Variable: AbsRes

b. All requested variables entered.

Model Summary

## Model R R Square Adjusted R Std. Error of the

Square Estimate
a
1 .292 .085 .039 .02747

ANOVAa

## a. Dependent Variable: AbsRes

b. Predictors: (Constant), ROA, PDKI, LEV, KA, SIZE

Coefficientsa
Model Unstandardized Coefficients Standardized t Sig.
Coefficients

## KA .015 .009 .200 1.801 .075

1
SIZE -.003 .002 -.204 -1.774 .079

/COMPRESSED.

/COMPRESSED.