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    Regression: Variables Entered/Removed

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    Dewa Ayu Asdiantari
    This document summarizes the results of a regression analysis with roa as the dependent variable and eps, der, tat, cr as predictor variables. The regression model has an R Square of .724, adjusted R Square of .699, and is significant at p<.000. Each of the predictor variables is a significant predictor of roa except cr. Collinearity diagnostics show no significant issues with multicollinearity. Residuals are normally distributed.

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    Regression: Variables Entered/Removed

    Uploaded by

    Dewa Ayu Asdiantari
    34 views7 pages
    This document summarizes the results of a regression analysis with roa as the dependent variable and eps, der, tat, cr as predictor variables. The regression model has an R Square of .724, adjusted R Square of .699, and is significant at p<.000. Each of the predictor variables is a significant predictor of roa except cr. Collinearity diagnostics show no significant issues with multicollinearity. Residuals are normally distributed.

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    asumsi klasik

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    This document summarizes the results of a regression analysis with roa as the dependent variable and eps, der, tat, cr as predictor variables. The regression model has an R Square of .724, adjusted R Square of .699, and is significant at p<.000. Each of the predictor variables is a significant predictor of roa except cr. Collinearity diagnostics show no significant issues with multicollinearity. Residuals are normally distributed.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    34 views7 pages

    Regression: Variables Entered/Removed

    Uploaded by

    Dewa Ayu Asdiantari
    This document summarizes the results of a regression analysis with roa as the dependent variable and eps, der, tat, cr as predictor variables. The regression model has an R Square of .724, adjusted R Square of .699, and is significant at p<.000. Each of the predictor variables is a significant predictor of roa except cr. Collinearity diagnostics show no significant issues with multicollinearity. Residuals are normally distributed.

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    Regression

    Variables Entered/Removeda

    Variables
    Model Variables Entered Removed Method

    1 eps, der, tat, crb . Enter

    a. Dependent Variable: roa


    b. All requested variables entered.

    Model Summaryb

    Std. Error of the


    Model R R Square Adjusted R Square Estimate Durbin-Watson
    a
    1 .851 .724 .699 1.19888 1.787

    a. Predictors: (Constant), eps, der, tat, cr


    b. Dependent Variable: roa

    ANOVAa

    Model Sum of Squares df Mean Square F Sig.

    1 Regression 169.340 4 42.335 29.454 .000b

    Residual 64.680 45 1.437

    Total 234.020 49

    a. Dependent Variable: roa


    b. Predictors: (Constant), eps, der, tat, cr

    Coefficientsa

    Standardized
    Unstandardized Coefficients Coefficients Collinearity Statistics

    Model B Std. Error Beta t Sig. Tolerance VIF

    1 (Constant) 4.368 2.252 1.939 .059

    cr .190 .057 .340 3.322 .002 .588 1.702

    tat .432 .086 .485 5.045 .000 .665 1.503

    der -.198 .064 -.303 -3.110 .003 .648 1.542

    eps .380 .097 .373 3.904 .000 .674 1.483

    a. Dependent Variable: roa


    Collinearity Diagnosticsa

    Variance Proportions

    Model Dimension Eigenvalue Condition Index (Constant) cr tat der eps

    1 1 4.972 1.000 .00 .00 .00 .00 .00

    2 .013 19.860 .06 .35 .04 .16 .08

    3 .008 24.808 .03 .47 .00 .58 .11

    4 .004 34.695 .51 .18 .02 .25 .69

    5 .003 37.806 .40 .00 .94 .01 .13

    a. Dependent Variable: roa

    Residuals Statisticsa

    Minimum Maximum Mean Std. Deviation N

    Predicted Value 20.6023 29.1398 24.8600 1.85901 50


    Std. Predicted Value -2.290 2.302 .000 1.000 50
    Standard Error of Predicted
    .190 .991 .351 .145 50
    Value
    Adjusted Predicted Value 19.7421 29.1811 24.8285 1.92198 50
    Residual -2.63676 3.75162 .00000 1.14891 50
    Std. Residual -2.199 3.129 .000 .958 50
    Stud. Residual -2.271 3.179 .011 .998 50
    Deleted Residual -2.81199 3.87248 .03154 1.25410 50
    Stud. Deleted Residual -2.387 3.570 .014 1.037 50
    Mahal. Distance .253 32.526 3.920 5.061 50
    Cook's Distance .000 .201 .019 .037 50
    Centered Leverage Value .005 .664 .080 .103 50

    a. Dependent Variable: roa


    One-Sample Kolmogorov-Smirnov Test

    Unstandardized
    Residual

    N 50
    a,b
    Normal Parameters Mean .0000000
    Std. Deviation 1.14890901
    Most Extreme Differences Absolute .106
    Positive .072
    Negative -.106
    Test Statistic .106
    Asymp. Sig. (2-tailed) .200c,d

    a. Test distribution is Normal.


    b. Calculated from data.
    c. Lilliefors Significance Correction.
    d. This is a lower bound of the true significance.

    Regression

    Notes

    Output Created 01-DEC-2018 20:47:28


    Comments
    Input Active Dataset DataSet0
    Filter <none>
    Weight <none>
    Split File <none>
    N of Rows in Working Data File 50
    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
    /MISSING LISTWISE
    /STATISTICS COEFF OUTS R ANOVA
    /CRITERIA=PIN(.05) POUT(.10)
    /NOORIGIN
    /DEPENDENT AB_RES
    /METHOD=ENTER cr tat der eps.
    Resources Processor Time 00:00:00.02

    Elapsed Time 00:00:00.06

    Memory Required 4160 bytes

    Additional Memory Required for


    0 bytes
    Residual Plots

    Variables Entered/Removeda

    Variables
    Model Variables Entered Removed Method

    1 eps, der, tat, crb . Enter


    a. Dependent Variable: AB_RES
    b. All requested variables entered.

    Model Summary

    Std. Error of the


    Model R R Square Adjusted R Square Estimate

    1 .254a .064 -.019 .76144

    a. Predictors: (Constant), eps, der, tat, cr

    ANOVAa

    Model Sum of Squares df Mean Square F Sig.

    1 Regression 1.798 4 .450 .775 .547b

    Residual 26.091 45 .580

    Total 27.889 49

    a. Dependent Variable: AB_RES


    b. Predictors: (Constant), eps, der, tat, cr

    Coefficientsa

    Standardized
    Unstandardized Coefficients Coefficients

    Model B Std. Error Beta t Sig.

    1 (Constant) 3.057 1.430 2.137 .038

    cr .025 .036 .129 .686 .496

    tat -.030 .054 -.096 -.545 .588

    der -.018 .041 -.078 -.436 .665

    eps -.073 .062 -.206 -1.175 .246

    a. Dependent Variable: AB_RES

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