Partial Listing of R-Squares for Target Variable
This section of the output ranks all model effects by their R-square values. The degrees of freedom (DF) associated with
each effect is also listed. Effects that have an R-square value less than the MINR2 = cutoff value are not chosen for the
model. These effects are labeled as "R2 < MINR2" in the table. The remaining significant variables are analyzed in a
subsequent forward selection regression.
There are four types of model effects:
Class effects are estimated for each class variable and all possible two-factor interactions.
The R-square statistic is
calculated for each class effect using a one-way analysis of variance. Two-factor interaction effects are
constructed by combining all possible levels of each class variable into one term. Because the NOINTER option
was specified, the two-factor interactions are not used in the final forward stepwise regression. The degrees of
freedom for a class effect is equal to: (the number of unique factor levels minus 1). For two-factor interactions, the
degrees of freedom is equal to: (the number of levels in factor A multiplied by the number of levels in factor B
minus 1).
q
Group effects are created by reducing each class effect through an analysis of means.
The degrees of freedom for
each group effect is equal to the number of levels.
q
VAR effects are estimated from interval variables as standard regression inputs. A simple linear regression is
performed to determine the R2 statistic for interval inputs. The degrees of freedom is always equal to 1.
q
AOV16 effects are calculated as a result of grouping numeric variables into a maximum of 16 equally spaced
buckets. AOV16 effects may account for possible non-linearity in the target variable AMOUNT. The degrees of
freedom are calculated as the number of groups. Because the NOAOV16 option was specified, the AOV16
variables are not used in the final forward stepwise regression.
q
Note that the original input LEISURE has the largest R-square statistic with the target. Several AOV16 and group
variables have large R-square values, but these effects are not used in the final forward stepwise regression.
DMINE: Continuous Target
R-Squares for Target variable: AMOUNT
Effect DF R2
--------------------------------------------------------
Var: LEISURE 1 0.4827
AOV16: APPAREL 12 0.4762
Class: KITCHEN*STA 8 0.4268
Group: KITCHEN*STATECOD 9 0.4210
Class: KITCHEN*LUXURY 16 0.4019
Var: APPAREL 1 0.4001
Group: KITCHEN*LUXURY 5 0.3959
AOV16: DOMESTIC 15 0.3869
Var: DOMESTIC 1 0.3652
AOV16: FREQUENT 11 0.3418
Class: LUXURY*STATECOD 101 0.3335
Group: LUXURY*STATECOD 6 0.3284
Class: LUXURY*TMKTORD 7 0.3212
Group: LUXURY*TMKTORD 4 0.3177
Class: KITCHEN*DISHES 42 0.3128
Class: MARITAL*KITCHEN 17 0.3084
Group: KITCHEN*DISHES 5 0.3066
Var: FREQUENT 1 0.3048
Class: TMKTORD*STATECOD 110 0.3046
Group: MARITAL*KITCHEN 5 0.3033
Group: TMKTORD*STATECOD 8 0.2995
Class: KITCHEN*TMKTORD 26 0.2921
Group: KITCHEN*TMKTORD 5 0.2870
AOV16: DPM12 12 0.2770
Class: NTITLE*KITCHEN 28 0.2717
Group: NTITLE*KITCHEN 6 0.2690
Class: KITCHEN*RACE 25 0.2594
Class: KITCHEN*EDLEVEL 26 0.2572
Group: KITCHEN*RACE 5 0.2568
Class: LUXURY*DISHES 15 0.2547
Group: KITCHEN*EDLEVEL 6 0.2533
Group: LUXURY*DISHES 3 0.2504
Class: LUXURY*RACE 8 0.2455
Group: LUXURY*RACE 2 0.2447
Class: KITCHEN*ORIGIN 35 0.2438
Class: LUXURY*ORIGIN 11 0.2419
Class: NTITLE*LUXURY 7 0.2419
Group: KITCHEN*ORIGIN 6 0.2407
Group: NTITLE*LUXURY 2 0.2406
Class: LUXURY*NUMCARS 6 0.2394
Class: APRTMNT*LUXURY 3 0.2389
Class: TELIND*LUXURY 3 0.2386
Class: LUXURY*EDLEVEL 7 0.2384
Additional effects are not listed
R-Squares for Target variable: AMOUNT
Group: DISHES*NUMCARS 7 0.0288
Class: SNGLMOM*DISHES 13 0.0283
Group: SNGLMOM*DISHES 5 0.0279
Class: DISHES 9 0.0271
Group: DISHES 4 0.0268
Var: COATS 1 0.0228
AOV16: FLATWARE 10 0.0221
Var: FLATWARE 1 0.0196 R2 < MINR2
AOV16: RETURN 2 0.0195 R2 < MINR2
Class: NTITLE*RACE 17 0.0148 R2 < MINR2
Group: NTITLE*RACE 6 0.0146 R2 < MINR2
Var: RETURN 1 0.0146 R2 < MINR2
AOV16: WCOAT 10 0.0122 R2 < MINR2
Class: ORIGIN*EDLEVEL 21 0.0118 R2 < MINR2
Class: RACE*EDLEVEL 14 0.0116 R2 < MINR2
Group: ORIGIN*EDLEVEL 8 0.0116 R2 < MINR2
Group: RACE*EDLEVEL 5 0.0114 R2 < MINR2
Var: WCOAT 1 0.0107 R2 < MINR2
AOV16: CUSTDATE 15 0.0106 R2 < MINR2
Class: RACE*HEAT 14 0.0103 R2 < MINR2
Group: RACE*HEAT 5 0.0102 R2 < MINR2
Class: ORIGIN*HEAT 22 0.0093 R2 < MINR2