5.4.5 - Tutorial - Linear Regression - Teradata Warehouse Miner

Teradata Warehouse Miner User Guide - Volume 3Analytic Functions

Product
Teradata Warehouse Miner
Release Number
5.4.5
Published
February 2018
Language
English (United States)
Last Update
2018-05-04
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  1. Parameterize a Linear Regression Analysis as follows:
    • Available Matrices — Customer_Analysis_Matrix
    • Dependent Variable — cc_rev
    • Independent Variables
      • income
      • age
      • years_with_bank
      • nbr_children
      • female
      • single
      • married
      • separated
      • ccacct
      • ckacct
      • svacct
      • avg_cc_bal
      • avg_ck_bal
      • avg_sv_bal
      • avg_cc_tran_amt
      • avg_cc_tran_cnt
      • avg_ck_tran_amt
      • avg_ck_tran_cnt
      • avg_sv_tran_amt
      • avg_sv_tran_cnt
    • Include Constant — Enabled
    • Step Direction — Forward
    • Step Method — F Statistic
    • Criterion to Enter — 3.84
    • Criterion to Remove — 3.84
  2. Run the analysis.
  3. Click Results when it completes.

    For this example, the Linear Regression analysis generated the following pages. A single click on each page name populates Results with the item.

    Linear Regression Report
    Total Observations: 747
    Total Sum of Squares: 6.69E5
    Multiple Correlation Coefficient (R): 0.9378
    Squared Multiple Correlation Coefficient (1-Tolerance): 0.8794
    Adjusted R-Squared: 0.8783
    Standard Error of Estimate: 1.04E1
    Regression vs. Residual
      Sum of Squares Degrees of Freedom Mean-Square F Ratio P-value
    Regression 5.88E5 7 8.40E4 769.8872 0.0000
    Residual 8.06E4 739 1.09E2 N/A N/A
    Execution Status
    6/20/2004 2:07:28 PM Getting Matrix
    6/20/2004 2:07:28 PM Stepwise Regression Running...
    6/20/2004 2:07:28 PM Step 0 Complete
    6/20/2004 2:07:28 PM Step 1 Complete
    6/20/2004 2:07:28 PM Step 2 Complete
    6/20/2004 2:07:28 PM Step 3 Complete
    6/20/2004 2:07:28 PM Step 4 Complete
    6/20/2004 2:07:28 PM Step 5 Complete
    6/20/2004 2:07:28 PM Step 6 Complete
    6/20/2004 2:07:28 PM Step 7 Complete
    6/20/2004 2:07:29 PM Creating Report
    Variables
    Column Name B Coefficient Standard Error T Statistic P-value Lower Upper Standard Coefficient Incremental R Squared Multiple Correlation Coefficient (1-Tolerance)
    (Constant) -6.4640 0.9749 -6.6301 0.0000 -8.3780 -4.5500 0.0000 0.0000 N/A
    avg_cc_bal -0.0174 0.0004 -41.3942 0.0000 -0.0182 -0.0166 -0.6382 0.7556 0.3135
    income 0.0005 0.0000 24.5414 0.0000 0.0005 0.0005 0.3777 0.8462 0.3110
    ckacct 10.2793 0.8162 12.5947 0.0000 8.6770 11.8815 0.1703 0.8732 0.1073
    married -4.3056 0.8039 -5.3558 0.0000 -5.8838 -2.7273 -0.0718 0.8766 0.0933
    avg_sv_tran_cnt -0.7746 0.2777 -2.7887 0.0054 -1.3198 -0.2293 -0.0360 0.8779 0.0207
    nbr_children 0.8994 0.3718 2.4187 0.0158 0.1694 1.6294 0.0331 0.8787 0.1312
    years_with_bank 0.2941 0.1441 2.0404 0.0417 0.0111 0.5771 0.0263 0.8794 0.0168