From: Application of variable selection and dimension reduction on predictors of MSE’s development
Variable selected by stepwise selection | Variable selected using lasso method | Reduced model | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Coefficients | Estimate | Std. error | t value | \(\hbox {Pr}(>|\hbox {t}|)\) | Coefficients | Estimate | Std. error | t value | \(\hbox {Pr}(>|\hbox {t}|)\) | Coefficients | Estimate | Std. Error | t value | \(\hbox {Pr}(>|\hbox {t}|)\) | Significance |
Intercept | 0.032 | 0.055 | 0.58 | 0.562 | (Intercept) | 0.240 | 0.152 | 1.583 | 0.115 | (Intercept) | 0.021 | 0.055 | 0.389 | 0.698 | *** |
IF8 | − 0.192 | 0.036 | − 5.356 | 0 | h2 | − 0.097 | 0.046 | − 2.109 | 0.037 | ed1 | − 0.495 | 0.112 | − 4.406 | 0.000 | ** |
IF10 | − 0.042 | 0.028 | − 1.491 | 0.138 | IF8 | − 0.187 | 0.036 | − 5.135 | 0.000 | h3 | − 0.243 | 0.082 | − 2.947 | 0.004 | *** |
Grouping | 0.421 | 0.088 | 4.761 | 0 | IF10 | − 0.046 | 0.029 | − 1.581 | 0.116 | IF8 | − 0.201 | 0.034 | − 5.913 | 0.000 | *** |
X15.29 | 1.002 | 0.021 | 47.656 | 0 | Category | − 0.011 | 0.031 | − 0.341 | 0.733 | Grouping | 0.409 | 0.089 | 4.600 | 0.000 | *** |
X30.49 | 1.458 | 0.105 | 13.942 | 0 | Grouping | 0.358 | 0.114 | 3.144 | 0.002 | X15.29 | 0.980 | 0.017 | 56.088 | 0.000 | *** |
ed0 | 0.399 | 0.129 | 3.097 | 0.002 | Emp_0 | 0.002 | 0.006 | 0.335 | 0.738 | X30.49 | 1.444 | 0.104 | 13.841 | 0.000 | *** |
ed1 | − 0.503 | 0.113 | − 4.466 | 0 | X15.29 | 0.968 | 0.025 | 38.188 | 0.000 | ed0 | 0.386 | 0.130 | 2.975 | 0.003 | ** |
ed3 | − 0.053 | 0.033 | − 1.637 | 0.104 | X30.49 | 0.989 | 0.012 | 84.618 | 0.000 | emp_Male | 0.505 | 0.101 | 5.011 | 0.000 | *** |
emp_Male | 0.495 | 0.101 | 4.922 | 0 | ed0 | − 0.045 | 0.108 | − 0.416 | 0.678 | emp_Female | 1.565 | 0.103 | 15.241 | 0.000 | *** |
emp_Female | 1.589 | 0.102 | 15.52 | 0 | ed2 | 0.026 | 0.026 | 0.982 | 0.328 | X.65 | 0.419 | 0.201 | 2.087 | 0.038 | * |
X.65 | 0.469 | 0.200 | 2.343 | 0.02 | emp_Male | 0.944 | 0.047 | 19.885 | 0.000 | h4 | 0.321 | 0.085 | 3.770 | 0.000 | *** |
h4 | 0.325 | 0.085 | 3.832 | 0 | emp_Female | 1.070 | 0.049 | 21.839 | 0.000 | ||||||
h3 | − 0.216 | 0.083 | − 2.615 | 0.01 | X.65 | 0.330 | 0.206 | 1.600 | 0.112 | ||||||
X50.65 | 0.510 | 0.116 | 4.388 | 0.000 | |||||||||||
h4 | 0.253 | 0.083 | 3.061 | 0.003 | |||||||||||
AIC for stepwise elimination | − 267.3 | Optimal lambda | 0.047 | Multiple R-squared | 0.993 | ||||||||||
Multiple R-squared | 0.993 | Multiple R-squared | 0.993 | Adjusted R-squared | 0.993 | ||||||||||
Adjusted R-squared | 0.993 | Adjusted R-squared | 0.993 | F-statistic | 0.993 | ||||||||||
F-statistic | 1923 | F-statistic | 1612.000 | P-value | \(<2.2 {\rm E}{-}016\) | ||||||||||
P-value | \(<2.2\hbox {E}{-}016\) | P-value | \(<2.2\hbox {E}{-}016\) | Significance codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 |