| Expected Loss (Y) vs. Avg. Dist. to Fault (X1), Avg. Year Built (X2) and Insured Value (X3): Multicollinearity | |||||||||||||
| SUMMARY OUTPUT | CORRELATION MATRIX | ||||||||||||
| Expected Loss | Avg. Dist. to Fault | Avg. Year Built | Insured Value | ||||||||||
| Regression Statistics | Expected Loss | 1 | |||||||||||
| Multiple R | 0.893291128 | Avg. Dist. to Fault | 0.761773149 | 1 | |||||||||
| R Square | 0.797969039 | Avg. Year Built | 0.835497514 | -0.84135568 | 1 | ||||||||
| Adjusted R Square | 0.737359751 | Insured Value | 0.880409749 | -0.925434339 | 0.919425999 | 1 | |||||||
| Standard Error | 10484723.38 |
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| Observations | 14 | ||||||||||||
| ANOVA | |||||||||||||
| df | SS | MS | F | Significance F | |||||||||
| Regression | 3 | 4.34192E+15 | 1.44731E+15 | 13.165788 | 0.000830785 | ||||||||
| Residual | 10 | 1.09929E+15 | 1.09929E+14 | ||||||||||
| Total | 13 | 5.44122E+15 | |||||||||||
| Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | ||||||||
| Intercept | -837855746.9 | 877712942.5 | -0.954589714 | 0.362290915 | -2793522393 | 1117810900 | |||||||
| Avg. Dist. to Fault | 10839734.16 | 11337508.3 | 0.956094926 | 0.361566353 | -14421812.94 | 36101281.27 | |||||||
| Avg. Year Built | 247130.3614 | 612292.8043 | 0.403614675 | 0.694991601 | -1117143.261 | 1611403.984 | |||||||
| Insured Value | 0.451366979 | 0.216186812 | 2.087856215 | 0.063356724 | -0.030327339 | 0.933061298 | |||||||
| RESIDUAL OUTPUT | |||||||||||||
| Observation | Predicted Expected Loss | Residuals | Standard Residuals |
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| 1 | 10284903.49 | -9307188.816 | -1.012122836 | ||||||||||
| 2 | 9756549.308 | -4013804.224 | -0.436486569 | ||||||||||
| 3 | 13680034.18 | 1971334.261 | 0.21437541 | ||||||||||
| 4 | 10844763.26 | 3729751.568 | 0.405596879 | ||||||||||
| 5 | 14845578.22 | -2036773.042 | -0.221491639 | ||||||||||
| 6 | 25785388.89 | 2059385.321 | 0.223950642 | ||||||||||
| 7 | 27046152.3 | 14041611.55 | 1.526974039 | ||||||||||
| 8 | 32608516.96 | 15796559.74 | 1.717818254 | ||||||||||
| 9 | 29764694.72 | -10728565.55 | -1.166692371 | ||||||||||
| 10 | 34608438.78 | -2615189.421 | -0.284392311 | ||||||||||
| 11 | 44932950.21 | -12582856.89 | -1.368339791 | ||||||||||
| 12 | 50858545.98 | 9789639.998 | 1.064587642 | ||||||||||
| 13 | 61518147.45 | 4977353.018 | 0.541268986 | ||||||||||
| 14 | 61286375.9 | -11081257.51 | -1.205046335 | ||||||||||