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Fitting Linear Models > Stepwise Regression Models > The Model Averaging Option > Example Using the Model Averaging Option
Publication date: 11/10/2021

Example Using the Model Averaging Option

1. Select Help > Sample Data Library and open

2. Select Analyze > Fit Model.

3. Select Oxy and click Y.

4. Select Runtime, RunPulse, RstPulse, and MaxPulse and click Add.

5. For Personality, select Stepwise.

6. Click Run.

7. Click the Stepwise red triangle menu and select Model Averaging.

8. Enter 3 for the Maximum number of terms in a model.

9. Keep 0.95 for the Cumulative AICc Weight Cutoff.

Figure 5.25 Model Averaging Window 

Model Averaging Window

10. Click OK.

Figure 5.26 Model Averaging Report 

Model Averaging Report

In the Model Averaging report, average estimates and standard errors appear for each parameter. The standard errors shown reflect the bias of the estimates toward zero.

11. Click Save Prediction Formula to save the prediction formula in the original data table.

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