各位大神求教!有三个假设构建了三个模型,为什么每个模型的线性回归的结果是一样的 就是引进变量后的F值和R-square都是一样的。
Variables Entered/Removeda
Model Variables Entered Variables Removed Method
1 资产负债率 . Stepwise (Criteria: F-to-enter >= 3.840, F-to-remove <= 2.710).
2 企业规模(资产总额) . Stepwise (Criteria: F-to-enter >= 3.840, F-to-remove <= 2.710).
3 ROA . Stepwise (Criteria: F-to-enter >= 3.840, F-to-remove <= 2.710).
4 社会责任评级 . Stepwise (Criteria: F-to-enter >= 3.840, F-to-remove <= 2.710).
5 企业性质 . Stepwise (Criteria: F-to-enter >= 3.840, F-to-remove <= 2.710).
a Dependent Variable: 托宾Q
Model Summaryf
Model R R Square Adjusted R Square Std. Error of the Estimate Change Statistics Durbin-Watson
R Square Change F Change df1 df2 Sig. F Change
1 .471a .222 .221 1.03359 .222 151.567 1 531 .000
2 .530b .280 .278 .99501 .058 42.974 1 530 .000
3 .587c .344 .341 .95070 .064 51.564 1 529 .000
4 .594d .353 .348 .94541 .009 6.936 1 528 .009
5 .599e .359 .353 .94174 .006 5.123 1 527 .024 1.956
a Predictors: (Constant), 资产负债率
b Predictors: (Constant), 资产负债率, 企业规模(资产总额)
c Predictors: (Constant), 资产负债率, 企业规模(资产总额), ROA
d Predictors: (Constant), 资产负债率, 企业规模(资产总额), ROA, 社会责任评级
e Predictors: (Constant), 资产负债率, 企业规模(资产总额), ROA, 社会责任评级, 企业性质
f Dependent Variable: 托宾Q