WK 11-Tut 10 - Model Building Scripts

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AB1202

Statistics and Quantitative


Methods
Tutorial 10
Model Building
Aug 2016

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5
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1
ܸ‫ܨܫ‬௝ =
(1 − ܴ௝ ଶ

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VIF=1/(1-R Square)
VIFCrudeOil
VIFCoal
VIFNatGas
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a) Correlation matrix

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b) Regression (all variables)

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b) Regression (stepwise forward)

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b) Regression with sig variables from
stepwise regression

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c) Regression (stepwise backward)

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c) Regression (all variables)

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- The End -

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