Statistics Toolbox

Stepwise Regression Diagnostics Table

This table is a quantitative view of the information in the Stepwise Regression Plot. The table shows the Hald model with the second and third terms removed.

Coefficients and Confidence Intervals.   The table at the top of the figure shows the regression coefficient and confidence interval for every term (in or out of the model.) The green rows in the table (on your monitor) represent terms in the model while red rows indicate terms not currently in the model.

Clicking on a row in this table toggles the state of the corresponding term. That is, a term currently in the model (green row) is removed (turns red), and a term currently not in the model (red row) is added to the model (turns green).

The coefficient for a term out of the model is the coefficient resulting from adding that term to the current model.

Additional Diagnostic Statistics.   There are also several diagnostic statistics at the bottom of the table:

• RMSE - the root mean squared error of the current model.
• R-square - the amount of response variability explained by the model.
• F - the overall F statistic for the regression.
• P - the associated significance probability.

Close Button..   Shuts down all windows.

Help Button.   Activates online help.

Stepwise History.   This plot shows the RMSE and a confidence interval for every model generated in the course of the interactive use of the other windows.

Recreating a Previous Model..   Clicking on one of these lines recreates the current model at that point in the analysis using a new set of windows. You can thus compare the two candidate models directly.

Stepwise Regression Plot

Generalized Linear Models