a) Si no se tuviera en cuenta la constante Cp de Mallows, qu variables

inicialmente introduciramos en el modelo?

A primera vista escogeramos la alternativa de 5 variables: (Sales, Time, Adv, Share y
Change) por presentar el mayor porcentaje de precisi(71.5% por complejidad)

Best Subsets Regression: Poten versus Sales, Time, ...

Response is Poten

Vars
1
1
2
2
3
3
4
4
5
5
6
6
7
7
8

R-Sq
35.7
22.9
68.3
42.4
74.4
70.4
75.8
75.7
77.5
76.5
77.7
77.7
77.9
77.8
77.9

R-Sq
(adj)
32.9
19.6
65.5
37.1
70.8
66.2
70.9
70.9
71.5
70.3
70.3
70.2
68.8
68.6
66.8

R-Sq
(pred)
25.2
7.0
59.1
15.0
62.7
60.6
62.4
62.9
63.2
60.9
59.9
56.2
51.8
53.5
45.1

Mallows
Cp
25.5
34.8
3.9
22.7
1.5
4.4
2.5
2.5
3.3
4.0
5.1
5.2
7.0
7.1
9.0

S
12868
14094
9236.9
12462
8498.7
9141.8
8476.5
8478.8
8385.5
8570.1
8559.9
8576.4
8783.1
8806.6
9051.8

S
a
l
e
s
X

S
T
h
i A a
m d r
e v e

X
X
X
X
X
X
X
X
X
X
X
X
X

C
h
a
n
g
e

A
c
c
t
s

W
o
r
k

R
a
t
i
n
g

X
X
X
X
X
X
X
X
X
X
X
X

X
X X
X
X X
X
X X
X X
X X
X X
X X

X
X
X
X
X
X
X
X
X X
X X
X
X
X X
X X X X

Pero luego veremos que 2 de las variables poseen residuos

muy elevados, asi que descartamos la alternativa que posea
alguna de estas variables
Analysis of Variance
Source
Regression
Sales
Time
Adv
Share
Change
Error
Total

DF
5
1
1
1
1
1
19
24

Adj SS
4590706318
2749197128
101777531
378981210
2144706451
101021967
1336014953
5926721271

Adj MS
918141264
2749197128
101777531
378981210
2144706451
101021967
70316576

R-sq(adj)
71.53%

R-sq(pred)
63.21%

Model Summary
S
8385.50

R-sq
77.46%

F-Value
13.06
39.10
1.45
5.39
30.50
1.44

P-Value
0.000
0.000
0.244
0.032
0.000
0.245

Evaluando en la matriz de respuestas vemos que la alternative con 3 variables (sales,

Adv, Share) presenta un porcentaje de precisin similar al caso anterior pero presenta
unos residuos cercanos a cero.

Best Subsets Regression: Poten versus Sales, Time, ...

Response is Poten

Vars
1
1
2
2
3
3
4
4
5
5
6
6
7
7
8

R-Sq
35.7
22.9
68.3
42.4
74.4
70.4
75.8
75.7
77.5
76.5
77.7
77.7
77.9
77.8
77.9

R-Sq
(adj)
32.9
19.6
65.5
37.1
70.8
66.2
70.9
70.9
71.5
70.3
70.3
70.2
68.8
68.6
66.8

R-Sq
(pred)
25.2
7.0
59.1
15.0
62.7
60.6
62.4
62.9
63.2
60.9
59.9
56.2
51.8
53.5
45.1

Mallows
Cp
25.5
34.8
3.9
22.7
1.5
4.4
2.5
2.5
3.3
4.0
5.1
5.2
7.0
7.1
9.0

S
12868
14094
9236.9
12462
8498.7
9141.8
8476.5
8478.8
8385.5
8570.1
8559.9
8576.4
8783.1
8806.6
9051.8

S
a
l
e
s
X

S
T
h
i A a
m d r
e v e

X
X
X
X
X
X
X
X
X
X
X
X
X

C
h
a
n
g
e

A
c
c
t
s

W
o
r
k

R
a
t
i
n
g

X
X
X
X
X
X
X
X
X
X
X
X

X
X X
X
X X
X
X X
X X
X X
X X
X X

X
X
X
X
X
X
X
X
X X
X X
X
X
X X
X X X X

Regression Analysis: Poten versus Sales, Adv, Share

Analysis of Variance
Source
Regression
Sales
Adv
Share
Error
Total

DF
3
1
1
1
21
24

Adj SS
4409928340
3810332471
360246652
1986258131
1516792930
5926721271

Adj MS
1469976113
3810332471
360246652
1986258131
72228235

R-sq(adj)
70.75%

R-sq(pred)
62.65%

F-Value
20.35
52.75
4.99
27.50

P-Value
0.000
0.000
0.037
0.000

Model Summary
S
8498.72

R-sq
74.41%

Coefficients
Term
Coef
Constant
34199
Sales
13.18
Adv
-1.796
Share
-4228

SE Coef
6005
1.81
0.804
806

T-Value
5.70
7.26
-2.23
-5.24

P-Value
0.000
0.000
0.037
0.000

VIF
1.89
1.55
1.31

Regression Equation
Poten = 34199 + 13.18 Sales - 1.796 Adv - 4228 Share

b) Indicad qu variables se introduciran en el modelo aplicando

conjuntamente los criterios de RSq, RSq(adj) y Cp de Mallows.
Seria la alternativa de 2 variables (sales y accts)

Results for: ModelBuilding.MTW

Best Subsets Regression: Poten versus Sales, Time, ...
Response is Poten

Vars
1
1
2
2
3
3
4
4
5
5
6
6
7
7
8

R-Sq
(adj)
32.9
19.6
65.5
37.1
70.8
66.2
70.9
70.9
71.5
70.3
70.3
70.2
68.8
68.6
66.8

R-Sq
35.7
22.9
68.3
42.4
74.4
70.4
75.8
75.7
77.5
76.5
77.7
77.7
77.9
77.8
77.9

R-Sq
(pred)
25.2
7.0
59.1
15.0
62.7
60.6
62.4
62.9
63.2
60.9
59.9
56.2
51.8
53.5
45.1

Mallows
Cp
25.5
34.8
3.9
22.7
1.5
4.4
2.5
2.5
3.3
4.0
5.1
5.2
7.0
7.1
9.0

S
12868
14094
9236.9
12462
8498.7
9141.8
8476.5
8478.8
8385.5
8570.1
8559.9
8576.4
8783.1
8806.6
9051.8

S
a
l
e
s
X

S
T
h
i A a
m d r
e v e

X
X
X
X
X
X
X
X
X
X
X
X
X

C
h
a
n
g
e

A
c
c
t
s

W
o
r
k

R
a
t
i
n
g

X
X
X
X
X
X
X
X
X
X
X
X

X
X X
X
X X
X
X X
X X
X X
X X
X X

X
X
X
X
X
X
X
X
X X
X X
X
X
X X
X X X X

Regression Analysis: Poten versus Sales, Share

Analysis of Variance
Source
Regression
Sales
Share
Error
Total

DF
2
1
1
22
24

Adj SS
4049681689
3786639670
1931592884
1877039582
5926721271

Adj MS
2024840844
3786639670
1931592884
85319981

R-sq(adj)
65.45%

R-sq(pred)
59.12%

F-Value
23.73
44.38
22.64

Model Summary
S
9236.88

R-sq
68.33%

Coefficients
Term
Constant
Sales
Share

Coef
33499
10.93
-4167

SE Coef
6518
1.64
876

T-Value
5.14
6.66
-4.76

P-Value
0.000
0.000
0.000

VIF
1.31
1.31

P-Value
0.000
0.000
0.000

Regression Equation
Poten = 33499 + 10.93 Sales - 4167 Share
Fits and Diagnostics for Unusual Observations
Obs
4
16
R

Poten
68521
23093

Fit
50138
41867

Resid
18384
-18774

Std Resid
2.08
-2.12

R
R

Large residual

c) Estimad el modelo ms adecuado a partir de las variables del apartado

anterior.
Ecuacin 1 con 3 v
Ecuacin 2 cn 2 v

d) Validad el modelo anterior a partir de los grficos de residuos

A partir de los grficos escojo el modelo ms adecuado
e) Calculad la estimacin puntual, el intervalo de confianza y el intervalo de
prediccin para Poten a partir de los datos del ltimo registro de la base de datos
y el modelo validado.
Ya con el modelo seleccionado procedo

f) Es aceptable pensar que el valor medio de Poten para individuos con los
mismos datos del ltimo registro de la base de datos sea 32000?

Interpreto y Ok

Results for: ModelBuilding.MTW

Best Subsets Regression: Poten versus Sales, Time, ...

Response is Poten

Vars
1
1
2
2
3
3
4
4
5
5
6
6
7
7
8

R-Sq
35.7
22.9
68.3
42.4
74.4
70.4
75.8
75.7
77.5
76.5
77.7
77.7
77.9
77.8
77.9

R-Sq
(adj)
32.9
19.6
65.5
37.1
70.8
66.2
70.9
70.9
71.5
70.3
70.3
70.2
68.8
68.6
66.8

R-Sq
(pred)
25.2
7.0
59.1
15.0
62.7
60.6
62.4
62.9
63.2
60.9
59.9
56.2
51.8
53.5
45.1

Mallows
Cp
25.5
34.8
3.9
22.7
1.5
4.4
2.5
2.5
3.3
4.0
5.1
5.2
7.0
7.1
9.0

S
12868
14094
9236.9
12462
8498.7
9141.8
8476.5
8478.8
8385.5
8570.1
8559.9
8576.4
8783.1
8806.6
9051.8

S
a
l
e
s
X

S
T
h
i A a
m d r
e v e

X
X
X
X
X
X
X
X
X
X
X
X
X

C
h
a
n
g
e

A
c
c
t
s

W
o
r
k

R
a
t
i
n
g

X
X
X
X
X
X
X
X
X
X
X
X

X
X X
X
X X
X
X X
X X
X X
X X
X X

X
X
X
X
X
X
X
X
X X
X X
X
X
X X
X X X X

Results for: ModelBuilding.MTW

Best Subsets Regression: Poten versus Sales, Time, ...
Response is Poten

Vars
1
1

R-Sq
35.7
22.9

R-Sq
(adj)
32.9
19.6

R-Sq
(pred)
25.2
7.0

Mallows
Cp
25.5
34.8

S
12868
14094

S
a
l
e
s
X

S
T
h
i A a
m d r
e v e

C
h
a
n
g
e

A
c
c
t
s
X

W
o
r
k

R
a
t
i
n
g

2
2
3
3
4
4
5
5
6
6
7
7
8

68.3
42.4
74.4
70.4
75.8
75.7
77.5
76.5
77.7
77.7
77.9
77.8
77.9

65.5
37.1
70.8
66.2
70.9
70.9
71.5
70.3
70.3
70.2
68.8
68.6
66.8

59.1
15.0
62.7
60.6
62.4
62.9
63.2
60.9
59.9
56.2
51.8
53.5
45.1

3.9
22.7
1.5
4.4
2.5
2.5
3.3
4.0
5.1
5.2
7.0
7.1
9.0

9236.9
12462
8498.7
9141.8
8476.5
8478.8
8385.5
8570.1
8559.9
8576.4
8783.1
8806.6
9051.8

X
X
X
X
X
X
X
X
X
X
X
X

X
X
X
X
X
X
X
X
X
X
X
X
X

X X
X
X X
X
X X
X X
X X
X X
X X

X
X
X
X
X
X
X
X
X X
X X
X
X
X X
X X X X

Regression Analysis: Poten versus Sales, Share, Change

Analysis of Variance
Source
Regression
Sales
Share
Change
Error
Total

DF
3
1
1
1
21
24

Adj SS
4171693049
3419299769
2049059852
122011360
1755028222
5926721271

Adj MS
1390564350
3419299769
2049059852
122011360
83572772

R-sq(adj)
66.16%

R-sq(pred)
60.58%

F-Value
16.64
40.91
24.52
1.46

P-Value
0.000
0.000
0.000
0.240

Model Summary
S
9141.81

R-sq
70.39%

Coefficients
Term
Constant
Sales
Share
Change

Coef
31542
12.10
-4378
-4247

SE Coef
6651
1.89
884
3515

T-Value
4.74
6.40
-4.95
-1.21

P-Value
0.000
0.000
0.000
0.240

VIF
1.77
1.36
1.37

Regression Equation
Poten = 31542 + 12.10 Sales - 4378 Share - 4247 Change
Fits and Diagnostics for Unusual Observations
Obs
16
R

Poten
23093

Fit
41856

Large residual

Resid
-18763

Std Resid
-2.14

Regression Analysis: Poten versus Sales, Adv, Share

Analysis of Variance
Source
Regression
Sales
Adv
Share
Error
Total

DF
3
1
1
1
21
24

Adj SS
4409928340
3810332471
360246652
1986258131
1516792930
5926721271

Adj MS
1469976113
3810332471
360246652
1986258131
72228235

R-sq(adj)
70.75%

R-sq(pred)
62.65%

F-Value
20.35
52.75
4.99
27.50

P-Value
0.000
0.000
0.037
0.000

Model Summary
S
8498.72

R-sq
74.41%

Coefficients
Term
Constant
Sales
Adv
Share

Coef
34199
13.18
-1.796
-4228

SE Coef
6005
1.81
0.804
806

T-Value
5.70
7.26
-2.23
-5.24

P-Value
0.000
0.000
0.037
0.000

VIF
1.89
1.55
1.31

Regression Equation
Poten = 34199 + 13.18 Sales - 1.796 Adv - 4228 Share

Regression Analysis: Poten versus Sales, Share, Change

Analysis of Variance
Source
Regression
Sales
Share
Change
Error
Total

DF
3
1
1
1
21
24

Adj SS
4171693049
3419299769
2049059852
122011360
1755028222
5926721271

Adj MS
1390564350
3419299769
2049059852
122011360
83572772

F-Value
16.64
40.91
24.52
1.46

P-Value
0.000
0.000
0.000
0.240

Model Summary
S
9141.81

R-sq
70.39%

R-sq(adj)
66.16%

R-sq(pred)
60.58%

Coefficients
Term
Constant
Sales
Share
Change

Coef
31542
12.10
-4378
-4247

SE Coef
6651
1.89
884
3515

T-Value
4.74
6.40
-4.95
-1.21

P-Value
0.000
0.000
0.000
0.240

VIF
1.77
1.36
1.37

Regression Equation
Poten = 31542 + 12.10 Sales - 4378 Share - 4247 Change
Fits and Diagnostics for Unusual Observations
Obs
16
R

Poten
23093

Fit
41856

Large residual

Resid
-18763

Std Resid
-2.14