Mlr Tutorial Mr2 Spss

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    SPSS

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    SPSS

    Statistics : -, , - , - , , . . Sta-tistics :

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    Model Fit -: , - , ANOVA , .

    Part and Partial Correlations (Ze-ro-order), (Part; Semipartial) / (Partial) - .

    Collinearity d iagnostics , - .

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    SPSS

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    4

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    SPSS

    Enter ( , , -), SPSS 3.

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    ( (2.3+2)/16 = 0,5). (influential) , - . - , -. - , - -. 4/n ( 4/16=0,25). -, , dfbeta (, - , .. )., dfbeta 2/sqrt(n), (

    5,04/216/2 ==

    ).3 - , - . Syntax_outlier_case.sps.

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    5

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    SPSS

    -. , , :

    - (R = 0,959)

    .

    - (R2 = 0,919). , 91,9 % , - . 9,1 % .

    Model Summary(b)

    Model R R SquareAdjustedR Square

    Std. Error ofthe Estimate

    1 .959(a) .919 .899 4546.245

    a Predictors: (Constant), , -, b Dependent Variable:

    . F-. - , ,

    . , Sig.=0,000 < 0,05, , . , .

    ANOVAb

    2808359494.7 3 936119831.6 45.292 .000a

    248020088.34 12 20668340.70

    3056379583.0 15

    Regression

    ResidualTotal

    Model

    1

    Sum of

    Squares df Mean Square F Sig.

    Predictors: (Constant), , ,

    a.

    Dependent Variable: b.

    : ; - -. , , :

    . - , 2: -

    6

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    SPSS

    (b)4 , p-value t- - 0,05. , , .

    (b) , ( , - ).

    - (be-ta5,6 = -0,725), - (beta = 0,665) (beta = 0,242). , - .

    -

    (VIF) , - ( VIF -, ). , VIF>107.

    Coefficientsa

    210159.4 23729.909 8.856 .000

    6723.478 840.997 .665 7.995 .000 .542 .918 .657 .976 1.024

    -3832.503 444.013 -.725 -8.632 .000 -.668 -.928 -.710 .958 1.044

    .069 .024 .242 2.903 .013 .303 .642 .239 .972 1.029

    (Constant)

    Model

    1

    B Std . Er ror

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig. Zero-order Partial Part

    Correlations

    Tolerance VIF

    Collinearity Statistics

    Dependent Variable: a.

    . , (). -, -, . - , - ( , -, -, , ).

    4 b , -.5 beta . - beta . .6 beta - - . - .

    7 , VIF>2, VIF>3, VIF>4, VIF>5. - 10.

    . - , 2: -

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    SPSS

    - .

    , 8:1. .

    (RES2) - (RES_1).

    2. (SF2, P2, PB2).

    8 , :http://www.spsstools.net/Syntax/RegressionRepeatedMeasure/WhiteTestStatisticsAndSignificance.txt.

    . - , 2: -

    8

    http://www.spsstools.net/Syntax/RegressionRepeatedMeasure/WhiteTestStatisticsAndSignificance.txthttp://www.spsstools.net/Syntax/RegressionRepeatedMeasure/WhiteTestStatisticsAndSignificance.txthttp://www.spsstools.net/Syntax/RegressionRepeatedMeasure/WhiteTestStatisticsAndSignificance.txt
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    SPSS

    3. () - . m -

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    mmcp

    , , 3. SFxP, SFxPB, PxPB.

    4. , , - (RES2), : (SalesForce, Price, PromoBudget);

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    9

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    SPSS

    (SF2, P2, PB2)9 - (SFxP, SFxPB, PxPB).

    Model Summary

    Model R R SquareAdjustedR Square

    Std. Error of theEstimate

    1 .846(a) .716 .290 12051207.228

    a Predictors: (Constant), PxPB, , , SFxPB,

    SF2, PB2, , SFxP, P2

    , , .

    WH

    P

    NRtestWhite

    critical

    Pd

    RES

    f

    0

    2

    )9;05,0(2

    )2(2

    919,16

    45842,118257161513741,0.16

    =

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    11

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    SPSS

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    KurtosisSkewness

    NtestBeraJarque df

    .

    , - -

    2.12 Explore (Analyze -> Descriptive Statis-tics -> Explore ).

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    12

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    SPSS

    . -, .

    Tests of Normality

    .163 16 .200* .923 16 .191Unstandardized Res idual

    Statistic df Sig. Statistic df Sig.

    Kolmogorov-Smirnova

    Shapiro-Wilk

    This is a lower bound of the true s ignificance.*.

    Lilliefors Significance Correctiona.

    . - , 2: -

    13

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    SPSS

    -

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    PBPSFS 660571.0,069193962487.3832,50331-5647.6723,477517074210159,443 ++=

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    14

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    SPSS

    SPB

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    15

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    SPSS

    Statistics

    16 16 16

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    .4480 -2.2825 .2617

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    Mean

    SF_elasticity P_elas ticity PB_elasticity

    0,45, (-2,28), 0,26. ,

    1 %, 2,28% ( !).

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    . - , 2: -

    16

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    SPSS

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    SF

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    , - . , - (lnS, lnSF, lnP, lnPB).

    . - , 2: -

    17

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    SPSS

    SPSS .

    .

    Model Summary b

    .963a .928 .909 .05198

    Model

    1

    R R Square

    Adjusted

    R Square

    Std. Error of

    the Estimate

    Predictors: (Constant), lnPB, lnSF, lnPa.

    Dependent Variable: lnSb.

    , , , : ,

    (92,8 %) - .

    , -( -!).

    . - , 2: -

    18

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    SPSS

    , F- - (=0,05).

    ANOVAb

    .415 3 .138 51.231 .000a

    .032 12 .003

    .448 15

    Regression

    Residual

    Total

    Model

    1

    Sum of

    Squares df Mean Square F Sig.

    Predictors: (Constant), lnPB, lnSF, lnPa.

    Dependent Variable: lnSb.

    , . , - :

    ( ), ( ) - ( ). - -.

    Coefficientsa

    16.981 1.493 11.372 .000

    .400 .047 .674 8.565 .000 .547 .927 .665 .974 1.026

    -2.339 .248 -.749 -9.440 .000 -.669 -.939 -.733 .959 1.042

    .217 .082 .207 2.647 .021 .279 .607 .206 .983 1.017

    (Constant)

    lnSF

    lnP

    lnPB

    Model

    1

    B Std . Err or

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig. Zero-order Partial Part

    Correlations

    Tolerance VIF

    Collinearity Statistics

    Dependent Variable: lnSa.

    , , p-value - 0,05 , - .

    Model Summary

    . - , 2: -

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    SPSS

    Model R R SquareAdjustedR Square

    Std. Error ofthe Estimate

    1 .713(a) .508 .262 .00240

    a Predictors: (Constant), lnPxlnPB, lnSF2, lnPB2, lnSFxlnPB, lnSFxlnP

    valuep

    NRtestWhite

    dfWh

    RES

    0

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    5212,0

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    ===

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    . - , 2: -

    20

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    SPSS

    Tests of Normality

    .137 16 .200* .968 16 .803Unstandardized Residual

    Statistic df Sig. Statistic df Sig.

    Kolmogorov-Smirnova

    Shapiro-Wilk

    This is a lower bound of the true s ignificance.*.

    Lilliefors Significance Correctiona.

    - , - . , - ( - ); ( , - ); ( -, , ).

    . - , 2: -

    21

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    SPSS

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    22

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    SPSS

    548270,21689349

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    SPSS

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    SPSS

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    SPSS

    227330,39951578SF54827.0,21689349.120000PB

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    .P.SF7.689349548282352.0,2123692308,1

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    227330,39951578

    SF54827.0,21689349.120000PB

    1-548270,2168934918312,33947996-

    227330,399515781-548270,21689349

    118312,33947996-227330,39951578

    1-548270,2168934918312,33947996-227330,39951578

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    Gmax

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    SF54827.0,21689349.120000(

    .39675162,52.SF7.689349548282352.0,2123692308,1.30

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    SF54827.0,21689349.120000(

    .39675162,52.SF7.689349548282352.0,2123692308,1

    451730,78310650-

    18312,33947996-227330,39951578

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    451730,78310650-227330,39951578

    451730,78310650-227330,39951578

    93410256022559,5850515383078894,0SF

    850515383078894,0SF1SF.85378576729405,1

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    SF.SF.49784883156795,2SF.SF013515.4,34598862

    22440,38359072-

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    22440,38359072-

    045173-0,7831065227330,39951578045173-0,7831065227330,39951578

    ==

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    27

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    SPSS

    .467258476,327402227330,39951578

    548270,21689349.270719209,603072PB

    548270,21689349

    227330,39951578

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    .270719209,60307293410256022559,5.120000SF.S

    93410256022559,5850515383078894,0SF

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    2846139532.978 4 711534883.2 37.228 .000a

    210240050.022 11 19112731.82

    3056379583.000 15

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    ,959a ,919 ,899 4546,245 ,919 45,292 3 12 ,000

    ,965b ,932 ,898 4565,206 ,013 ,950 2 10 ,419

    Model1

    2

    R R Square

    Adjust ed

    R Square

    Std. E rror of

    the Estimate

    R Square

    Change F Change df1 df2 Si g. F Change

    Change Statistics

    Predictors: (Constant), , , a.

    Predictors: (Constant), , , , dummy_medium firms, dummy_

    little firms

    b.

    Dependent Variable: c.

    ANOVAc

    2846139532,978 4 711534883,2 37,228 ,000a

    210240050,022 11 19112731,82

    3056379583,000 15

    2881830408,300 6 480305068,0 24,765 ,000b

    174549174,700 9 19394352,74

    3056379583,000 15

    Regression

    Residual

    Total

    Regression

    Residual

    Total

    Model

    1

    2

    Sum of Squares df Mean Square F Sig.

    Predictors: (Constant), , , ,

    a.

    Predictors: (Constant), , , ,

    , dummy_medium firms, dummy_little firms

    b.

    Dependent Variable: c.

    Coefficients a

    210159,4 23729,909 8,856 ,000

    6723,478 840,997 ,665 7,995 ,000 ,542 ,918 ,657 ,976 1,024

    -3832,503 444,013 -,725 -8,632 ,000 -,668 -,928 -,710 ,958 1,044

    ,069 ,024 ,242 2,903 ,013 ,303 ,642 ,239 ,972 1,029

    218059,3 24819,085 8,786 ,000

    6061,229 1036,479 ,600 5,848 ,000 ,542 ,880 ,483 ,648 1,543

    -3924,542 509,403 -,743 -7,704 ,000 -,668 -,925 -,636 ,734 1,363

    ,070 ,026 ,245 2,663 ,024 ,303 ,644 ,220 ,808 1,238

    -2939,397 3945,131 -,092 -,745 ,473 -,466 -,229 -,062 ,446 2,240

    1700,677 3331,032 ,061 ,511 ,621 -,111 ,159 ,042 ,477 2,096

    (Constant)

    (Constant)

    dummy_little firms

    dummy_medium firms

    Model

    1

    2

    B Std . Er ror

    UnstandardizedCoefficients

    Beta

    StandardizedCoefficients

    t Sig. Zero-order Partial Part

    Correlations

    Tolerance VIF

    Collinearity Statistics

    Dependent Variable: a.

    Excluded Variablesb

    -,129a -1,326 ,212 -,371 ,674 1,483 ,663

    ,113a 1,184 ,261 ,336 ,721 1,388 ,721

    dummy_little firms

    dummy_medium firms

    Model

    1

    Beta In t Sig.

    Partial

    Correlation Tolerance VIF

    Minimum

    Tolerance

    Collinearity Statistics

    Predictors in the Model: (Constant), , , a.

    Dependent Variable: b.

    -

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    , . , - , - . - R-squared change Statistics

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    Model Summary

    ,668a ,447 ,407 10991,826 ,447 11,297 1 14 ,005

    ,928b ,862 ,841 5698,479 ,415 39,089 1 13 ,000

    ,959c ,919 ,899 4546,245 ,057 8,425 1 12 ,013

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    2

    3

    R R Square

    Adjusted

    R Square

    Std. Error of

    the Estimate

    R Square

    Change F Change df1 df2 Sig. F Change

    Change Statistics

    Predictors: (Constant), a.

    Predictors: (Constant), , b.

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    , , (.. , ) - - ( ),

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    , p-value F - - 0,05. - , ( 2) 5,7 %.

    ANOVAd

    1364896388,053 1 1364896388 11,297 ,005a

    1691483194,947 14 120820228,2

    3056379583,000 15

    2634234994,787 2 1317117497 40,561 ,000b

    422144588,213 13 32472660,63

    3056379583,000 15

    2808359494,659 3 936119831,6 45,292 ,000c

    248020088,341 12 20668340,70

    3056379583,000 15

    Regression

    Residual

    Total

    Regression

    Residual

    Total

    Regression

    Residual

    Total

    Model

    1

    2

    3

    Sum of Squares df Mean Square F Sig.

    Predictors: (Constant), a.

    Predictors: (Constant), , b.

    Predictors: (Constant), , , c.

    Dependent Variable: d.

    Coefficientsa

    254548,8 50837,204 5,007 ,000

    -3531,561 1050,719 -,668 -3,361 ,005 -,668 -,668 -,668 1,000 1,000

    241732,4 26435,070 9,144 ,000

    -4023,777 550,383 -,761 -7,311 ,000 -,668 -,897 -,754 ,980 1,021

    6579,154 1052,302 ,651 6,252 ,000 ,542 ,866 ,644 ,980 1,021

    210159,4 23729,909 8,856 ,000

    -3832,503 444,013 -,725 -8,632 ,000 -,668 -,928 -,710 ,958 1,044

    6723,478 840,997 ,665 7,995 ,000 ,542 ,918 ,657 ,976 1,024

    ,069 ,024 ,242 2,903 ,013 ,303 ,642 ,239 ,972 1,029

    (Constant)

    (Constant)

    (Constant)

    Model

    1

    2

    3

    B Std . Er ror

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig. Zero-order Partial Part

    Correlations

    Tolerance VIF

    Collinearity Statistics

    Dependent Variable: a.

    - . .

    Excluded Variablesd

    ,651a

    6,252 ,000 ,866 ,980 1,021 ,980

    ,203a 1,007 ,332 ,269 ,975 1,026 ,975

    ,648a 6,224 ,000 ,865 ,986 1,015 ,986

    ,242b 2,903 ,013 ,642 ,972 1,029 ,958

    ,290b ,389 ,704 ,112 ,020 48,981 ,020

    ,809c 1,406 ,187 ,390 ,019 52,962 ,019

    Model

    1

    2

    3

    Beta In t Sig.

    Partial

    Correlation Tolerance VIF

    Minimum

    Tolerance

    Collinearity Statisti cs

    Predictors in the Model: (Constant), a.

    Predictors in the Model: (Constant), , b.

    Predictors in the Model: (Constant), , , c.

    Dependent Variable: d.

    . - , 2: -

    45

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    SPSS

    -. , . , - . -, , F

    ( FOUT=2,71, POUT=0,10, !).- - , - .

    Model Summary

    ,965a ,931 ,906 4371,811 ,931 37,228 4 11 ,000

    ,965b ,931 ,914 4196,281 ,000 ,056 1 11 ,818

    Model

    1

    2

    R R Square

    Adjusted

    R Square

    Std. Error of

    the Estimate

    R Square

    Change F Change df1 df2 Sig. F Change

    Change Statistics

    Predictors: (Constant), , , , a.

    Predictors: (Constant), , , b.

    ANOVAc

    2846139533,0 4 711534883,2 37,228 ,000a

    210240050,022 11 19112731,82

    3056379583,0 15

    2845074244,3 3 948358081,4 53,857 ,000b

    211305338,736 12 17608778,233056379583,0 15

    Regression

    Residual

    Total

    Regression

    ResidualTotal

    Model

    1

    2

    Sum of

    Squares df Mean Square F Sig.

    Predictors: (Constant), , , ,

    a.

    Predictors: (Constant), , , b.

    Dependent Variable: c.

    Coefficientsa

    203009,3 23379,266 8,683 ,000

    -1372,882 5815,151 -,136 -,236 ,818

    -3711,737 435,531 -,702 -8,522 ,000

    ,078 ,024 ,274 3,288 ,007

    7,949 5,654 ,809 1,406 ,187

    204126,4 21976,139 9,289 ,000

    -3733,676 408,418 -,707 -9,142 ,000

    ,077 ,022 ,269 3,484 ,005

    6,627 ,755 ,675 8,781 ,000

    (Constant)

    (Constant)

    Model

    1

    2

    B St d. E rror

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig.

    Dependent Variable: a.

    . - , 2: -

    46

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    SPSS

    Ex cluded Variabl esb

    -,136a

    -,236 ,818 -,071 ,019

    Model

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    Beta In t Sig.

    Partial

    Correlation Tolerance

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    Statistics

    Predictors in the Model: (Constant), , , a.

    Dependent Variable: b.

    - . () () , . . . - -

    .Model Summary

    ,668a ,447 ,407 10991,826 ,447 11,297 1 14 ,005

    ,928b ,862 ,841 5698,479 ,415 39,089 1 13 ,000

    ,959c ,919 ,899 4546,245 ,057 8,425 1 12 ,013

    Model

    1

    2

    3

    R R Square

    Adjusted

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    Std. Error o f

    the Estimate

    R Square

    Change F Change df1 df2 Sig. F Change

    Change Statistics

    Predictors: (Constant), a.

    Predictors: (Constant), , b.

    Predictors: (Constant), , , c.

    ANOVAd

    1364896388,1 1 1364896388 11,297 ,005a

    1691483194,9 14 120820228,2

    3056379583,0 15

    2634234994,8 2 1317117497 40,561 ,000b

    422144588,21 13 32472660,63

    3056379583,0 15

    2808359494,7 3 936119831,6 45,292 ,000c

    248020088,34 12 20668340,70

    3056379583,0 15

    Regression

    Residual

    Total

    Regression

    Residual

    Total

    Regression

    Residual

    Total

    Model

    1

    2

    3

    Sum of

    Squares df Mean Square F Sig.

    Predictors: (Constant), a.

    Predictors: (Constant), , b.

    Predictors: (Constant), , ,

    c.

    Dependent Variable: d.

    . - , 2: -

    47

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    SPSS

    Coefficientsa

    254548,8 50837,204 5,007 ,000

    -3531,561 1050,719 -,668 -3,361 ,005241732,4 26435,070 9,144 ,000

    -4023,777 550,383 -,761 -7,311 ,000

    6579,154 1052,302 ,651 6,252 ,000

    210159,4 23729,909 8,856 ,000

    -3832,503 444,013 -,725 -8,632 ,000

    6723,478 840,997 ,665 7,995 ,000

    ,069 ,024 ,242 2,903 ,013

    (Constant)

    (Constant)

    (Constant)

    Model

    1

    2

    3

    B Std. Error

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig.

    Dependent Variable: a.

    Ex cluded Variabl esd

    ,651a

    6,252 ,000 ,866 ,980

    ,203a 1,007 ,332 ,269 ,975

    ,648a 6,224 ,000 ,865 ,986

    ,242b 2,903 ,013 ,642 ,972

    ,290b ,389 ,704 ,112 ,020

    ,809c 1,406 ,187 ,390 ,019

    Model

    1

    2

    3

    Beta In t Sig.

    Partial

    Correlation Tolerance

    Collinearity

    Statistics

    Predictors in the Model: (Constant), a.

    Predictors in the Model: (Constant), , b.

    Predictors in the Model: (Const ant), , ,

    c.

    Dependent Variable: d.

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    SPSS

    Model Summary

    ,542a

    ,294 ,244 12414,764 ,294 5,830 1 14 ,030,928b ,862 ,841 5698,479 ,568 53,449 1 13 ,000

    ,959c ,919 ,899 4546,245 ,057 8,425 1 12 ,013

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    3

    R R Square

    Adjusted

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    Std. Error of

    the Estimate

    R Square

    Change F Change df1 df2 Sig. F Change

    Change Statistics

    Predictors: (Constant), a.

    Predictors: (Constant), , b.

    Predictors: (Constant), , , c.

    . - , 2: -

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    SPSS

    ANOV Ad

    898610450,157 1 898610450,2 5,830 ,030a

    2157769132,8 14 154126366,6

    3056379583,0 152634234994,8 2 1317117497 40,561 ,000b

    422144588,213 13 32472660,63

    3056379583,0 15

    2808359494,7 3 936119831,6 45,292 ,000c

    248020088,341 12 20668340,70

    3056379583,0 15

    Regression

    Residual

    TotalRegression

    Residual

    Total

    Regression

    Residual

    Total

    Model

    1

    2

    3

    Sum of

    Squares df Mean Square F Sig.

    Predictors: (Constant), a.

    Predictors: (Constant), , b.

    Predictors: (Constant), , ,

    c.

    Dependent Variable: d.

    Coefficients a

    53454,950 12997,217 4,113 ,001

    5478,706 2268,980 ,542 2,415 ,030 ,542 ,542 ,542 1,000 1,000

    241732,4 26435,070 9,144 ,000

    6579,154 1052,302 ,651 6,252 ,000 ,542 ,866 ,644 ,980 1,021

    -4023,777 550,383 -,761 -7,311 ,000 -,668 -,897 -,754 ,980 1,021

    210159,4 23729,909 8,856 ,000

    6723,478 840,997 ,665 7,995 ,000 ,542 ,918 ,657 ,976 1,024

    -3832,503 444,013 -,725 -8,632 ,000 -,668 -,928 -,710 ,958 1,044

    ,069 ,024 ,242 2,903 ,013 ,303 ,642 ,239 ,972 1,029

    (Constant)

    (Constant)

    (Constant)

    Model

    1

    2

    3

    B Std . Er ror

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig. Zero-order Partial Part

    Correlations

    Tolerance VIF

    Collinearity Statistics

    Dependent Variable: a.