regression model


SAS HATCO Multiple Regression Analysis – HW

Perform a Multiple Regression Analysis paralleling the HBAT analysis performed in the textbook and in class, but now use the HATCO dataset (see HATCO_X1-X14_Tabs data file).

Include the following analyses:

  • Consider the overall general Model X9 = X1 X2 X3 X4 X5 X6 X7

  • Perform a Correlation Analysis

  • Fit and Analyze the best single independent (simple) regression analysis

  • Perform a Stepwise Regression Analysis to select the best subset model using Alpha =0.05

  • Perform a Full Model (Confirmatory) Regression Analysis using Alpha = 0.05

  • Using the best subset from the Stepwise Regression Analysis now include variable X8 (Firm Size) and analyze its effect and the new resultant model

  • Analyze and Discuss the Multiple Regression Analysis Assumptions, e.g., Linearity, Normality, Homoscedasticity, and Independence using Residual and other Graphical/Statistical measures and tests for all Model Analyses.

  • Similarly Analyze and Discuss any Influential observations with recommendations, as well as the Model’s Multicollinearity.

Provide a brief 2-3 page management summary including key selected results along with the SAS program and output as an appendix.