Regression

Notes

Output Created 23-Sep-2022 14:15:14

Comments

Input Active Dataset DataSet0

Filter <none>

Weight <none>

Split File <none>

N of Rows in Working Data File 55

Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.

Cases Used Statistics are based on cases with no

missing values for any variable used.

Syntax REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR
SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT PBV
/METHOD=ENTER ROA CSR ROA.CSR
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID)
/SAVE PRED.

Resources Processor Time 00:00:00.718

Elapsed Time 00:00:00.656

Memory Required 1948 bytes

Additional Memory Required for

568 bytes
Residual Plots

Variables Created or Modified PRE_1 Unstandardized Predicted Value

[DataSet0]

REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR SIG N
/MISSING LISTWISE
 /STATISTICS COEFF OUTS R ANOVA COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT PBV
/METHOD=ENTER ROA CSR ROA.CSR
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID)

/SAVE PRED.

Descriptive Statistics

Mean Std. Deviation N

PBV 1.61 1.018 55

ROA .01 .008 55

CSR .40 .117 55

ROA.CSR .0056 .00322 55

Correlations

PBV ROA CSR ROA.CSR

Pearson Correlation PBV 1.000 .516 .037 .553

ROA .516 1.000 -.284 .816

CSR .037 -.284 1.000 .272

ROA.CSR .553 .816 .272 1.000

Sig. (1-tailed) PBV . .000 .395 .000

ROA .000 . .018 .000

CSR .395 .018 . .022

ROA.CSR .000 .000 .022 .

N PBV 55 55 55 55

ROA 55 55 55 55

CSR 55 55 55 55

ROA.CSR 55 55 55 55

Variables Entered/Removedb

Variables
Model Variables Entered Removed Method

1 ROA.CSR, CSR,
. Enter
ROAa

a. All requested variables entered.

 Variables Entered/Removedb

Variables
Model Variables Entered Removed Method

1 ROA.CSR, CSR,
. Enter
ROAa

b. Dependent Variable: PBV

Model Summaryb

Change Statistics
Std. Error of the
Model R R Square Adjusted R Square Estimate R Square Change F Change df1 df2 Sig. F Change Durbin-Watson

1 .566a .320 .280 .864 .320 7.997 3 51 .000 2.207

a. Predictors: (Constant), ROA.CSR, CSR, ROA

b. Dependent Variable: PBV

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 17.899 3 5.966 7.997 .000a

Residual 38.047 51 .746

Total 55.946 54

a. Predictors: (Constant), ROA.CSR, CSR, ROA

b. Dependent Variable: PBV

Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) .921 1.041 .885 .380

ROA 5.119 58.276 .042 .088 .930

CSR -.870 2.498 -.100 -.348 .729

ROA*CSR 172.532 150.524 .546 1.146 .257

a. Dependent Variable: PBV

 Collinearity Diagnosticsa

Variance Proportions
Dimensio
Model n Eigenvalue Condition Index (Constant) ROA CSR ROA.CSR

1 1 3.660 1.000 .00 .00 .00 .00

2 .263 3.734 .01 .02 .02 .01

3 .073 7.057 .05 .03 .02 .07

4 .004 32.111 .94 .95 .96 .92

a. Dependent Variable: PBV

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .53 3.01 1.61 .576 55

Std. Predicted Value -1.872 2.440 .000 1.000 55

Standard Error of Predicted

.133 .538 .216 .087 55
Value

Adjusted Predicted Value .32 3.50 1.62 .615 55

Residual -1.506 1.978 .000 .839 55

Std. Residual -1.744 2.291 .000 .972 55

Stud. Residual -2.085 2.387 -.008 1.034 55

Deleted Residual -2.153 2.169 -.016 .958 55

Stud. Deleted Residual -2.158 2.508 -.002 1.058 55

Mahal. Distance .302 19.995 2.945 3.695 55

Cook's Distance .000 .530 .040 .100 55

Centered Leverage Value .006 .370 .055 .068 55

a. Dependent Variable: PBV

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