Y} 1PAGE1BMDPLR BMDPLR-STEPWISELOGISTICREGRESSIONhCopyright(C)RegentsofUniversityofCalifornia. 4BMDPStatisticalSoftware,Inc.41440SepulvedaBoulevardVPhone (213)479-77993LosAngeles,California 90025Telex49729348\ProgramVersion:1987H0(VM/CMS)ManualEdition: 1983,1985reprint. StateNEWSinthe PRINTq0paragraphforasummaryofnewfeatures.NOVEMBER1,1992AT16:02:48& PROGRAMINSTRUCTIONS+/PROBLEMTITLEIS'CHEMICALCOMPANIESDATA(ACTB0801DAT)'.0/COMMENT'FORIDS 470.'Q/INPUTzVARIABLESARE7.){0FORMATIS FREE./y</VARIABLENAMESAREPERATIO, ROR5,DERATIO,SALESGR5, EPS5, NPM1,PAYOUTR1.݌/TRANSFORMATIONkIF(PERATIOLT9)THEN(PERATIO=0)._-kIF(PERATIOGE9)THEN(PERATIO=1)./GROUPpCODE(1)=1,0.0NAMES(1)=HIGHPE,LOWPE.`/COMMENT'THE FIRST GROUPSTATEDISASSUMEDTOBETHE"SUCCESS"'/GROUP,REGARDLESSOFTHECODES.'Y/REGRESSDEPENDISPERATIO.d} 0INTERVALISh0PERATIO, ROR5,DERATIO,SALESGR5, EPS5, NPM1,PAYOUTR1.0 ENTER=.2,.2.h0REMOVE=1,1.m/COMMENT'ENTERANDREMOVEVALUESFROMA&C,P.304(1sted.).'q/COMMENT'ENTERANDREMOVEVALUESFROMA&C,P.304(1sted.).' /COMMENT'p.338(2nded.).'/PRINTu /ENDx8\ *****TRANPARAGRAPHISUSED *****H 1PAGE2BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT)qPROBLEM TITLEISĝCHEMICALCOMPANIESDATA(ACTB0801DAT)C&GNUMBEROFVARIABLESTOREADIN.........7NUMBEROFVARIABLES ADDEDBYTRANSFORMATIONS..0 TOTALNUMBEROFVARIABLES...........7K0NUMBEROF CASESTOREADIN...........TOENDOQCASELABELINGVARIABLES............{MISSINGVALUESCHECKEDBEFOREOR AFTERTRANS..NEITHERyBLANKSARE...................MISSINGSNUMBEROF WORDSOFDYNAMICSTORAGE.......651262W- VARIABLESTOBEUSED/1PERATIO2ROR5a3DERATIO4SALESGR55EPS52/6NPM1a7PAYOUTR16 INPUTFORMATISY FREE} MAXIMUMLENGTHDATARECORDIS80CHARACTERS. hDEPENDENTVARIABLE...............1PERATIO COUNTVARIABLE...............0 SCOUNTVARIABLE...............0FCOUNTVARIABLE...............0METHODTOSELECTNEXTTERMTOREMOVEOR ENTER.ACE8HIERARCHICALTERMINCLUSIONRULEUSED.....SING\REMOVE LIMIT(P-VALUEMUSTBEGREATER).....1.00001.0000H ENTER LIMIT(P-VALUEMUSTBELESS).......0.20000.2000TOLERANCE...................0.0001000qCONVERGENCECRITERION.............0.0000010MAXIMUMNUMBEROFITERATIONS..........100STEPHALVINGS........5 & ***********************************<*TIMEUSEDIS0.11SECONDS*|0 ***********************************Q 1PAGE3BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT){$y^NUMBEROF CASESTOBEPRINTED.....10-,CASEJ1~2~3~4~5~6~7?NO. LABELgPERATIOROR5DERATIOSALESGR5EPS5NPM1PAYOUTR1* -----------------------------------------------------------------------------------1OHIGHPE13.70020.20015.5007.200.430:Y2NLOWPEb13.70017.20012.7007.300.380=}3NLOWPEb13.40014.50015.1007.900.410b4OHIGHPE12.200.20012.90011.1005.400.570f5NLOWPEb10.40013.600/8v6.700.320h6NLOWPEn9.800.50012.10014.5003.800.5107OHIGHPEe9.900.50010.200/7v4.800.380k8OHIGHPE10.300.30011.4008.7004.500.480o 9OHIGHPEe9.500.40013.5005.9003.500.57010OHIGHPEe9.900.40012.1004.2004.600.490~8NUMBEROF CASES READ..............30v\zH[qVARIABLEfSTATEDVALUESFOREGROUPCATEGORYINTERVALSNO.NAMEMINIMUMMAXIMUMMISSINGCODE INDEXNAME.GT..LE..--------------------------------------- -------------------------- 8]&A1PERATIO0V1.0001HIGHPEE00N0.0002 LOWPEI| ------------------------------------------------------------------------------0}Q 1PAGE4BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT)M{Qy\TOTALNUMBEROFRESPONSESUSEDINTHEANALYSIS30.U-06HIGHPE......18.Y05LOWPE......12.0NUMBEROFDISTINCTCOVARIATEPATTERNS.....3047Y}DESCRIPTIVESTATISTICSOFINDEPENDENTVARIABLES -----------------------------------------------h VARIABLE00STANDARD NO.NAMEMINIMUMMAXIMUMMEANDEVIATIONSKEWNESSKURTOSIS2ROR5f3.800024.900012.00664.49901.11971.945283DERATIO0.00001.10000.41670.22600.56221.0690\4SALESGR56.800029.100014.93664.04811.21753.0202H5EPS5-11.100048.900012.933311.15370.86992.30056NPM1f0.900021.90006.55003.91731.96905.4660q7PAYOUTR10.10001.00000.38970.16331.45704.2520& ************************************TIMEUSEDIS0.37SECONDS* *********************************** 1PAGE5BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT)0(QSTEPNUMBER0{---------------y0LOGLIKELIHOOD=-20.190)GOODNESSOFFITCHI-SQ(2*O*LN(O/E))=40.381 D.F.=29P-VALUE= 0.078/-GOODNESSOFFITCHI-SQ(C.C.BROWN)=0.000 D.F.=0P-VALUE= 1.000ݫ 00STANDARD_TERM0COEFFICIENTERRORCOEFF/S.E.EXP(COEFFICIENT)Y CONSTANT00.405470.37271.0881.500}@STATISTICSTO ENTERORREMOVE TERMSdh -----------------------------------h0gAPPROX.XAPPROX.TERMFTOD.F.D.F.FTOD.F.D.F. 0eENTER0REMOVEPP-VALUEmqROR500.651280o0.42758DERATIO03.581280o0.0688\SALESGR500.451280o0.5088tHEPS501.761280o0.1953xNPM100.741280o0.3961qPAYOUTR102.751280o0.1081CONSTANT001.141280.2936 CONSTANT00ISINMAYNOTBEREMOVED.& ***********************************C*TIMEUSEDIS0.39SECONDS*F0 ***********************************Q 1PAGE6BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT){KySTEPNUMBER17DERATIOSISENTEREDO----------------0LOGLIKELIHOOD=-18.378SIMPROVEMENTCHI-SQUARE(2*(LN(MLR))=3.624 D.F.=1P-VALUE= 0.057WGOODNESSOFFITCHI-SQ(2*O*LN(O/E))=36.757 D.F.=28P-VALUE= 0.124GOODNESSOFFITCHI-SQ(HOSMER-LEMESHOW)=1.835 D.F.=6P-VALUE= 0.934GOODNESSOFFITCHI-SQ(C.C.BROWN)=1.097 D.F.=2P-VALUE= 0.5781Y5} 00STANDARD9TERM0COEFFICIENTERRORCOEFF/S.E.EXP(COEFFICIENT)hDERATIO0-3.57482.112-1.6930.2802E-01 CONSTANT01.93280.99611.9406.909 CORRELATIONMATRIXOFCOEFFICIENTS  ----------------------------------8\H7DERATIOCONSTANTqDERATIOv1.000CONSTANTf-0.9181.000&STATISTICSTO ENTERORREMOVE TERMS ----------------------------------- 0gAPPROX.XAPPROX.0TERMFTOD.F.D.F.FTOD.F.D.F.Q0eENTER0REMOVEPP-VALUE.{|yROR500.001270o0.9622DERATIO00d2.781270.1067SALESGR500.471270o0.5007$-EPS501.281270o0.2671^NPM100.281270o0.5979PAYOUTR102.021270o0.1663CONSTANT003.651270.0663, CONSTANT00ISINMAYNOTBEREMOVED.>Y} ***********************************:*TIMEUSEDIS0.41SECONDS*=h ***********************************b 1PAGE7BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT)f STEPNUMBER28PAYOUTR1KISENTERED---------------kn80LOGLIKELIHOOD=-17.278r\IMPROVEMENTCHI-SQUARE(2*(LN(MLR))=2.201 D.F.=1P-VALUE= 0.138HGOODNESSOFFITCHI-SQ(2*O*LN(O/E))=34.556 D.F.=27P-VALUE= 0.150~GOODNESSOFFITCHI-SQ(HOSMER-LEMESHOW)=6.759 D.F.=8P-VALUE= 0.563vqGOODNESSOFFITCHI-SQ(C.C.BROWN)=1.921 D.F.=2P-VALUE= 0.383z[ 00STANDARD&TERM0COEFFICIENTERRORCOEFF/S.E.EXP(COEFFICIENT)DERATIO0-3.39312.312-1.4680.3360E-01]PAYOUTR104.20863.3031.27467.26 {0 CONSTANT00.218731.6720.13081.244DQH{yCORRELATIONMATRIXOFCOEFFICIENTS} ----------------------------------MQ-7DERATIOPAYOUTR1CONSTANT\UDERATIOv1.000Y PAYOUTR1n0.0651.000YCONSTANTf-0.621-0.7831.000}37STATISTICSTO ENTERORREMOVE TERMSh -----------------------------------0gAPPROX.XAPPROX.TERMFTOD.F.D.F.FTOD.F.D.F. 0eENTER0REMOVEPP-VALUE ROR500.481260o0.49668DERATIO00d2.091260.1593\SALESGR502.691260o0.1130HEPS500.291260o0.5919NPM102.161260o0.1539qPAYOUTR1001.581260.2197CONSTANT000.021260.8983 CONSTANT00ISINMAYNOTBEREMOVED.& ************************************TIMEUSEDIS0.43SECONDS*0 ***********************************Q 1PAGE8BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT){ySTEPNUMBER38SALESGR5KISENTERED(----------------0LOGLIKELIHOOD=-15.514IMPROVEMENTCHI-SQUARE(2*(LN(MLR))=3.527 D.F.=1P-VALUE= 0.060)GOODNESSOFFITCHI-SQ(2*O*LN(O/E))=31.029 D.F.=26P-VALUE= 0.227/GOODNESSOFFITCHI-SQ(HOSMER-LEMESHOW)=11.848 D.F.=8P-VALUE= 0.158GOODNESSOFFITCHI-SQ(C.C.BROWN)=3.859 D.F.=2P-VALUE= 0.145Y%} 00STANDARD׼TERM0COEFFICIENTERRORCOEFF/S.E.EXP(COEFFICIENT)hDERATIO0-4.41122.826-1.5610.1214E-01@ SALESGR500.301110.19151.5731.351PAYOUTR108.01244.1811.9163018.d CONSTANT0-5.24253.763-1.3930.5287E-02h8CORRELATIONMATRIXOFCOEFFICIENTSl\ ----------------------------------pHq7DERATIOSALESGR5PAYOUTR1CONSTANTtxDERATIOv1.000&SALESGR5f-0.3531.000PAYOUTR1f-0.2290.6241.000CONSTANTn0.042-0.891-0.8111.0000QSTATISTICSTO ENTERORREMOVE TERMSB{ -----------------------------------Fy0gAPPROX.XAPPROX.ˌTERMFTOD.F.D.F.FTOD.F.D.F.0eENTER0REMOVEPP-VALUEK-OROR500.021250o0.8768DERATIO00d2.361250.1367SALESGR5002.391250.1339SEPS502.351250o0.1380VYNPM101.781250o0.1946Z}PAYOUTR1003.561250.0706CONSTANT001.881250.18211 CONSTANT00ISINMAYNOTBEREMOVED.5h9 ***********************************  *TIMEUSEDIS0.45SECONDS*  ***********************************  1PAGE9BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT) 8 \STEPNUMBER44EPS50ISENTERED H---------------  q0LOGLIKELIHOOD=-14.202 IMPROVEMENTCHI-SQUARE(2*(LN(MLR))=2.625 D.F.=1P-VALUE= 0.105 GOODNESSOFFITCHI-SQ(2*O*LN(O/E))=28.404 D.F.=25P-VALUE= 0.290 &GOODNESSOFFITCHI-SQ(HOSMER-LEMESHOW)=5.613 D.F.=8P-VALUE= 0.691 GOODNESSOFFITCHI-SQ(C.C.BROWN)=1.006 D.F.=2P-VALUE= 0.605   00STANDARD 0TERM0COEFFICIENTERRORCOEFF/S.E.EXP(COEFFICIENT) Q {DERATIO0-6.27083.432-1.8270.1891E-02 y SALESGR500.495490.26561.8661.641 EPS50-0.120420.8222E-01-1.4650.8865 .PAYOUTR107.80814.7251.6532460. |-CONSTANT0-5.72624.169-1.3730.3259E-02  $CORRELATIONMATRIXOFCOEFFICIENTS ^ ---------------------------------- Y } 7DERATIOSALESGR5EPS5PAYOUTR1CONSTANT > hDERATIOv1.000 SALESGR5f-0.5581.000 :EPS5N0.500-0.5641.000 = PAYOUTR1f-0.2250.532-0.1321.000 bCONSTANTn0.139-0.8110.164-0.7961.000 f i8 \STATISTICSTO ENTERORREMOVE TERMS jH ----------------------------------- n0gAPPROX.XAPPROX. rqTERMFTOD.F.D.F.FTOD.F.D.F. 0eENTER0REMOVEPP-VALUE ~ v&ROR500.321240o0.5745 zDERATIO00d3.291240.0819 [SALESGR5003.431240.0760 EPS5002.111240.1586 0NPM102.891240o0.1023 QPAYOUTR1002.691240.1136 {CONSTANT001.861240.1851 {y CONSTANT00ISINMAYNOTBEREMOVED. D H - *********************************** }*TIMEUSEDIS0.47SECONDS* M *********************************** Q 1PAGE10BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT) - YSTEPNUMBER54NPM10ISENTERED T}--------------- X 0LOGLIKELIHOOD=-12.200 hIMPROVEMENTCHI-SQUARE(2*(LN(MLR))=4.004 D.F.=1P-VALUE= 0.045 3ןGOODNESSOFFITCHI-SQ(2*O*LN(O/E))=24.399 D.F.=24P-VALUE= 0.439 7GOODNESSOFFITCHI-SQ(HOSMER-LEMESHOW)=2.842 D.F.=8P-VALUE= 0.944 GOODNESSOFFITCHI-SQ(C.C.BROWN)=0.637 D.F.=2P-VALUE= 0.727  00STANDARD8TERM0COEFFICIENTERRORCOEFF/S.E.EXP(COEFFICIENT)\HDERATIO0-6.42593.871-1.6600.1619E-02 SALESGR500.404070.23531.7171.498qEPS50-0.173950.9425E-01-1.8460.8403NPM10g0.555990.39951.3921.744PAYOUTR1012.1066.1171.9790.1810E+06&CONSTANT0-8.76114.637-1.8890.1567E-03CORRELATIONMATRIXOFCOEFFICIENTS0 ----------------------------------Q{y7DERATIOSALESGR5EPS5NPM1PAYOUTR1CONSTANTDERATIOv1.000-SALESGR5f-0.4691.000(EPS5N0.520-0.3781.000NPM1F-0.4100.023-0.5751.000PAYOUTR1f-0.2640.391-0.3180.4321.000CONSTANTn0.206-0.6830.315-0.457-0.8241.000*Y-}STATISTICSTO ENTERORREMOVE TERMS -----------------------------------%h0gAPPROX.XAPPROX.TERMFTOD.F.D.F.FTOD.F.D.F.0eENTER0REMOVEPP-VALUE @ROR500.501230o0.4859DERATIO00d2.981230.0969c8SALESGR5003.191230.0866g\EPS5003.691230.0667HNPM1002.101230.1605ŵPAYOUTR1004.241230.0505lqCONSTANT003.871230.0610p CONSTANT00ISINMAYNOTBEREMOVED.&txNOTERMPASSESTHEREMOVEAND ENTERLIMITS(1.00000.2000).0Q{ ***********************************y*TIMEUSEDIS0.50SECONDS*، ***********************************B 1PAGE11BMDPLRCHEMICALCOMPANIESDATA(ACTB0801DAT)F-˫SUMMARYOFSTEPWISERESULTSKOSTEPTERM0LOG#IMPROVEMENTGOODNESSOFFITRYNO.ENTEREDREMOVEDkDFLIKELIHOODCHI-SQUARE P-VALCHI-SQUARE P-VAL}+ --- ------------------------ --- ---------- ---------- ----- ---------- -----000-20.190040.381 0.078V1DERATIO01-18.3783.624 0.05736.757 0.124Zh2PAYOUTR101-17.2782.201 0.13834.556 0.1503SALESGR501-15.5143.527 0.06031.029 0.22714EPS50a1-14.2022.625 0.10528.404 0.2905 5NPM10a1-12.2004.004 0.04524.399 0.4399NUMBEROFINTEGER WORDSOFSTORAGEUSEDINPRECEDINGPROBLEM3261808CPUTIMEUSED0.513SECONDS\H 1PAGE12BMDPLR qBMDPLR-STEPWISELOGISTICREGRESSIONNOVEMBER1,1992AT16:02:49&NOMORECONTROLLANGUAGE.PROGRAMTERMINATED