Ecological Archives E084-073-A2

Michael H. Graham. 2003. Confronting multicollinearity in ecological multiple regression. Ecology 84:2809–2815.

Appendix B. Residual transformation equations and SYSTAT output for backwards stepwise sequential regression. OD = original wave orbital displacement (in meters); W' = wind velocity (in meters/s) after removing variability shared with OD; LTD' = average tidal height (in meters) after removing variability shared with OD, and W'; BD' = wave breaking depth (in meters) after removing variability shared with OD, W', and LTD'.  Transformed data were created by applying residual transformation equations (B) to original explanatory variables (same as used in Appendix A).  Backwards stepwise multiple regression was then run on the transformed data using MGLH:REGRESSION under the STATS menu in SYSTAT 5.2 for Macintosh.  Response was the dependent variable (same as used in Appendix A); CONSTANT, OD, W', LTD', and BD' were the dependent variables; Stepwise was set to custom, with a backwards step order, and P = 0.15 to remove.  Only standard SYSTAT output is presented.

Transformation equation 1
             
DEP VAR: W   N: 38  MULTIPLE R: 0.681; SQUARED MULTIPLE R: 0.464; ADJUSTED SQUARED MULTIPLE R: 0.449; STANDARD ERROR OF ESTIMATE: 6.032
             
VARIABLE COEFF SE STD COEF TOLER F P
             
CONST -15.5166 3.297 0.00 N/A -4.71 0.0000
             
OD 6.809 1.218 0.68 1.0 5.59 0.0000
             
ANALYSIS OF VARIANCE
             
SOURCE SS DF MS F P  
             
REGRESSION 1135.46 1 1135.46 31.02 0.0000  
             
RESIDUAL 1309.77 36 36.38      
             
             
Equation 1: W' = W + 15.5166 + (-6.8019 * OD)
             

 

Transformation equation 2
             
LTD regressed against OD and W' using simple linear regression
             
DEP VAR: LTD N: 38; MULTIPLE R: 0.360; SQUARED MULTIPLE R: 0.130; ADJUSTED SQUARED MULTIPLE R: 0.080; STANDARD ERROR OF ESTIMATE: 0.177
             
VARIABLE COEFF SE STD COEF TOLER F P
             
CONST -14.6982 0.094 0.00 N/A -1.57 0.1249
             
OD -0.06152 0.035 -0.28 1.0 -1.78 0.0835
             
W' -0.00676 0.008 -0.23 1.0 -1.43 0.1614
             
ANALYSIS OF VARIANCE
             
SOURCE SS DF MS F P  
             
REGRESSION 0.15 2 0.08 2.61 0.0877  
             
RESIDUAL 1.02 35 0.03      
             
Equation 2: LTD' = LTD + 14.6982 + (0.06152 * OD) + (0.00676 * W')

 

Transformation equation 3
             
BD regressed against OD, W', and LTD' using simple linear regression
             
DEP VAR: BD   N: 38; MULTIPLE R: 0.759; SQUARED MULTIPLE R: 0.575; ADJUSTED SQUARED MULTIPLE R: 0.538; STANDARD ERROR OF ESTIMATE:  1.161
             
VARIABLE COEFF SE STD COEF TOLER F P
             
CONST 0.73579 0.634 0.00 N/A 1.16 0.2542
             
OD 1.52702 0.234 0.73 1.0 6.52 0.0000
             
W' 0.05388 0.032 0.19 1.0 1.68 0.1021
             
LTD' -1.00787 1.147 -0.09 1.0 -0.88 0.3856
             
ANALYSIS OF VARIANCE
             
SOURCE SS DF MS F P  
             
REGRESSION 62.07 3 20.69 15.36 0.0000  
             
RESIDUAL 45.81 34 1.35      
             
Equation 3: BD' = BD – 0.73579 + (-1.52702 * OD) + (-0.05388 * W') + (1.00787 * LTD')

 

Backwards stepwise variable selection
 
DEPENDENT VARIABLE: RESPONSE
 
MINIMUM TOLERANCE FOR ENTRY INTO MODEL = 0.010000

 

Initial model
             
STEP #0; R = 0.775; RSQUARE = 0.601
             
IN
             
---
             
VARIABLE COEFF SE STD COEF TOLER F P
             
1 CONST            
             
2 OD 0.1942 0.029 7.40 1.0 45.0 0.0000
             
3 W' 0.0081 0.004 0.22 1.0 4.18 0.0489
             
4 LTD' -0.0553 0.141 -0.04 1.0 0.15 0.6980
             
5 BD' 0.0043 0.021 -0.02 1.0 0.04 0.8403
             
OUT PART. CORR          
             
---            
             
none            

 

1st variable removal
             
STEP #1; R = 0.775; RSQUARE = 0.600
             
TERM REMOVED: BD'
             
IN
             
---
             
VARIABLE COEFF SE STD COEF TOLER F P
             
1 CONST            
             
2 OD 0.1942 0.0284 7.40 1.0 47.0 0.0000
             
3 W' 0.0081 0.0039 0.22 1.0 4.30 0.0457
             
4 LTD' -0.0553 0.1393 -0.04 1.0 0.16 0.6938
             
OUT PART. CORR          
             
---            
             
5 BD' -0.035 N/A N/A 0.42462 0.04 0.8403

 

2nd variable removal
             
STEP #2; R = 0.773; RSQUARE = 0.598
             
TERM REMOVED: LTD'
             
IN
             
---
             
VARIABLE COEFF SE STD COEF TOLER F P
             
1 CONST            
             
2 OD 0.1941 0.0284 7.40 1.0 48.0 0.0000
             
3 W' 0.0081 0.0038 0.22 1.0 4.41 0.0431
             
OUT PART. CORR          
             
---
             
4 LTD' -0.068 N/A N/A 1.0 0.16 0.6938
             
5 BD' -0.035 N/A N/A 1.0 0.04 0.8383
             
THE SUBSET MODEL INCLUDES THE FOLLOWING PREDICTORS:
             
CONSTANT            
             
OD            
             
W'            

 

Parameterization of final model
             
DEP VAR: RESPONSE N: 38; MULTIPLE R: 0.773; SQUARED MULTIPLE R: 0.598; ADJUSTED SQUARED MULTIPLE R: 0.575; STANDARD ERROR OF ESTIMATE:  0.139
             
VARIABLE COEFF SE STD COEF TOLER F P
             
CONST 2.748 0.076 0.00 N/A 36.0 0.0000
             
OD 0.194 0.028 0.74 1.0 6.91 0.0000
             
W' 0.008 0.004 0.22 1.0 2.09 0.0431

 

Analysis of variance
           
SOURCE SS DF MS F P
           
REGRESSION 1.012 2 0.51 26.06 0.0000
           
RESIDUAL 0.679 35 0.02    

 



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