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11_045206 ch06.qxd  2/1/07  9:52 AM  Page 118
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                                         Part II: Making Predictions by Using Regression
                                                    this at home; it’s much too high of an entry level for practical use. I reran the
                                                    analysis, and I’ve included the results in Figure 6-3.
                                                      Stepwise Regression: Distance versus Hang, R_Strength . . .
                                                     Forward selection. Alpha-to-Enter: 0.25
                                                     Response is Distance on 6 predictors, with N = 13
                                                                      1

                                                     Step
                                                                            2
                                                                                   3
                                                     Constant   −22.326 −1.300 1.672
                                                                                 8.9
                                                     Hang
                                                                          26.9
                                                                   43.5
                                                                          2.07
                                                     T-Value       4.73
                                                                                0.50
                                                     P-Value      0.001
                                                                         0.065 0.630
                                                     O_Strength
                                                                          0.22
                                                                                0.24
                                                     T-Value
                                                                          1.69
                                                                                1.86
                                           Figure 6-3:
                                                     P-Value
                                                                         0.122 0.096
                                            Forward  the punt distance data. I bumped the entry level of α up to 0.25. (Don’t try
                                                     R_Strength                 0.44
                                            selection
                                                     T-Value                    1.41
                                           results for  P-Value                0.191
                                             the punt
                                                     S             15.6   14.4  13.7
                                           data, using  R-Sq      67.05  74.38 79.03
                                           entry level  R-Sq(adj)  64.06  69.26 72.04
                                               0.25.  Mallows C-p   1.7    1.3   1.8
                                                    Looking at Figure 6-3, you see the coefficient of the variables in the final
                                                    model, located in the Step 3 column. The final model, using forward selection
                                                    with this way-too-large entry level of α = 0.25, is y = 1.67 + 8.9x 1 + 0.24x 2 +
                                                    0.44x 3 where y = punt distance, x 1  = punt hang time, x 2 = overall leg strength,
                                                                                                          2
                                                    and x 3 = right leg strength. With this three-variable model, the R adjusted is
                                                    72.04 percent (this number is found in Figure 6-3 in the third column, second
                                                                                        2
                                                    value up from the bottom). This value of R adjusted is a fairly small increase
                                                    over the one-variable model you found by doing the forward selection proce-
                                                    dure, using the more reasonable entry level of 0.05 (see Figure 6-2).
                                         Shifting into Reverse: The Backward
                                         Model Selection Procedure
                                                    The backward selection procedure for selecting a best multiple linear regres-
                                                    sion model works in a similar way as the forward selection procedure from
                                                    the previous section. The big difference is that instead of starting with no x
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