SPSS part 4

Modeling Project Part 4

Regressions

You will use the data set created in #3: Tables to complete the analysis. You will need to rerun the output with the three variables that were given to you and your two individually chosen independent variables. 

You are to use a 10% significance level for all of your tests.

Part 1: SPSS Data Analysis

Step 1:

Begin by running the regression of your group's dependent variable (y) on the your independent variables (3 given + 2 individual). We will call this Model 1.  You can do a basic regression and you don't need to check any additional boxes in SPSS than the default. 

Step 2:

Look at the regression output to determine which independent variables to keep.  In the Coefficients section of the output, check the p-values of your independent variables (sig.).  Any variables with a significance below 0.10 will be kept and those with a significance above 0.10 will be dropped.  If you have NOT variables that will be kept, then keep the one with the SMALLEST p-value.   

Step 3:

Run a new regression of your dependent variable on your significant independent variables (see Step 2).  We will call this Model 2.  Make sure that you check the box that will print out your confidence intervals (90%).  

Step 4:

Clean-up your output and export your output file to Word.  Directions to save your SPSS output as a word document is found in the following link (Exporting your results).

Part 2: Write-Up

Add the answers to the following questions to your Word output. Use a 10% significance level, to complete the following points in your write-up.  You can number them to make sure that you don't forget any.

1. Create a table with for the regression coefficients for Model 1 with standard errors in parenthesis below the regression equation. Put *** if the independent variable is significant at 1%, ** if significant at 5%, and * if significant at 10% (Model 1).

2. State and interpret the coefficient of determination (Model 1).

3. Perform a test for the overall signifiance of the regression equation (Model 1).

4. Perform a test of significance for x1 (Model 1).

5. Add another column to the table in (1). Write out the estimated regression coefficients for Model 2 with standard errors in parenthesis. Put *** if the independent variable is significant at 1%, ** if significant at 5%, and * if significant at 10% (Model 2).

6. Test whether the variables you dropped are significant as a group (Model 1 & 2).

7. State and interpret the adjusted coefficient of determination (Model 2).

8. Perform a test for the overall significance of the regression equation (Model 2).

9. Interpret the estimated regression coefficients (all of them) for Model 2.

10. Construct confidence intervals for each of the independent variables in Model 2.

11. Interpret the confidence interval for one of the independent variables in Model 2.

Part 2 will be graded based upon the accuracy of your write-up.  For each of the questions that use the word TEST, you need to do a formal hypothesis test with null and alternative hypothesis, rejection region, test staticstic, decision, and conclusion.  Make sure that all sections are presented.  Copying and pasting will make the work easier when you are typing the tests out.  However, make sure that you don't forget to change the numbers and proof read it carefully.

You will lose at least one point per mistake, so make sure that you are as accurate as you can be on these sections.  Proof-read before turning in your assignment for Part 2.  Turn-in at the back of this section any SPSS output (in the same Word file) that you used to do this part of the modeling project.  Parts 1, 2 & 3 are the bones of your modeling project paper, and accuracy here is of utmost importance.  

Use the following drop box to turn-in your assignment related to your modeling project.  ONLY the last submission will be graded.  Make sure that your final submission conforms to the following specifications:

· Make sure you are using the appropriate symbols in your output.  Directions for getting different symbols is below.

· Turn in 2 files the first one contains your answers and the second one contains the SPSS output, using a .doc or .docx format

· Using a word processor (Word, Open Office, WordPerfect, ...)

· Page numbers and name on each page of both documents (you can omit the first page in the numbering), maximum of 2 pages per document 

· Use a standard page setting of 8.5 by 11 and a portrait setting

What you need to turn-in:

· A write-up that answers each the points above (make sure you use appropriate symbols)

· Regression output from SPSS used in the tests above