Forward selection
Summary of forward selection
|
Step |
Variables entered |
Number of variables |
R-square |
Model C(p) |
F-value |
Pr>F |
|
1 |
X1 |
1 |
0.4204 |
1.7060 |
13.78 |
0.0015 |
|
2 |
X1, X2 |
2 |
0.0468 |
2.1967 |
1.58 |
0.2249 |
|
3 |
X1, X2, X4 |
3 |
0.0160 |
3.6793 |
0.53 |
0.4776 |
|
4 |
X1, X2, X4, X3 |
4 |
0.0210 |
5 |
0.68 |
0.4219 |
Under 0.05significant
level, the most significant variable isX1, since only X1
with p-value 0.0015 which is smaller than 0.05.
Also, the R2
of X1 is the largest of the above four models.
Conclusion:
The best model we needed
is 