Stepwise Regression in Excel with Unistat
The Unistat statistics add-in extends Excel with Stepwise Regression capabilities.
Further documentation is available at section 7.2.3 of the manual, Stepwise Regression.
Sample output
Here we provide annotated example report output from the Unistat Excel statistics add-in for data analysis.
Stepwise Regression
Backward Selection
Valid Number of Cases: 33, 0 Omitted
Dependent Variable: ml
All uncorrelated variables entered
| Standard Error | Multiple Correlation | R-squared | Adjusted R-squared | Change in R-squared |
|---|
| 0.4238 | 0.8117 | 0.6589 | 0.6102 | 0.6589 |
| Due To | Sum of Squares | DoF | Mean Square | F-Stat | Signif |
|---|
| Regression | 9.717 | 4 | 2.429 | 13.524 | 0.0000 |
|---|
| Error | 5.030 | 28 | 0.180 | | |
|---|
| Variables in Equation | Coefficient | Standard Error | t-Statistic | Significance | F-to-Remove |
|---|
| Constant | 2.9583 | | | | |
|---|
| temperature | -0.1293 | 0.0213 | -6.0751 | 0.0000 | 36.9063 |
|---|
| cm | -0.0188 | 0.0563 | -0.3338 | 0.7410 | 0.1114 |
|---|
| mm | -0.0462 | 0.2073 | -0.2230 | 0.8252 | 0.0497 |
|---|
| min | 0.2088 | 0.0670 | 3.1141 | 0.0042 | 9.6979 |
|---|
Step 1: Variable Removed: mm
| Standard Error | Multiple Correlation | R-squared | Adjusted R-squared | Change in R-squared |
|---|
| 0.4168 | 0.8114 | 0.6583 | 0.6230 | -0.0006 |
| Due To | Sum of Squares | DoF | Mean Square | F-Stat | Signif |
|---|
| Regression | 9.708 | 3 | 3.236 | 18.625 | 0.0000 |
|---|
| Error | 5.039 | 29 | 0.174 | | |
|---|
| Variables in Equation | Coefficient | Standard Error | t-Statistic | Significance | F-to-Remove |
|---|
| Constant | 2.6725 | | | | |
|---|
| temperature | -0.1305 | 0.0203 | -6.4232 | 0.0000 | 41.2572 |
|---|
| cm | -0.0154 | 0.0533 | -0.2892 | 0.7745 | 0.0837 |
|---|
| min | 0.2045 | 0.0632 | 3.2356 | 0.0030 | 10.4694 |
|---|
| Variables not in Equation | Partial Corr | Tolerance | F-to-Enter |
|---|
| mm | -0.0421 | 0.8518 | 0.0497 |
|---|
Step 2: Variable Removed: cm
| Standard Error | Multiple Correlation | R-squared | Adjusted R-squared | Change in R-squared |
|---|
| 0.4104 | 0.8108 | 0.6573 | 0.6345 | -0.0010 |
| Due To | Sum of Squares | DoF | Mean Square | F-Stat | Signif |
|---|
| Regression | 9.694 | 2 | 4.847 | 28.775 | 0.0000 |
|---|
| Error | 5.053 | 30 | 0.168 | | |
|---|
| Variables in Equation | Coefficient | Standard Error | t-Statistic | Significance | F-to-Remove |
|---|
| Constant | 2.5520 | | | | |
|---|
| temperature | -0.1324 | 0.0189 | -6.9993 | 0.0000 | 48.9907 |
|---|
| min | 0.2013 | 0.0613 | 3.2850 | 0.0026 | 10.7910 |
|---|
| Variables not in Equation | Partial Corr | Tolerance | F-to-Enter |
|---|
| mm | -0.0261 | 0.9176 | 0.0198 |
|---|
| cm | -0.0536 | 0.8652 | 0.0837 |
|---|
Summary Table
| Step | In/Out | Variable | Multiple Corr | R-squared | F-Stat | Significance |
|---|
| 1 | Out | mm | 0.8114 | 0.6583 | 18.6251 | 0.0000 |
|---|
| 2 | Out | cm | 0.8108 | 0.6573 | 28.7748 | 0.0000 |
|---|