Stepwise Fit for ROE Stepwise Regression Control Stopping Rule: P-value Threshold C Enter All Make Model Prob to Enter 0.05 Prob to Leave 0.05 Remove All Run Model Direction: Mixed Go Stop Step SSE DFE RMSE RSquare RSquare Adj Cp P AICC BIC 17286.372 68 15.944007 0.5121 0.4978 2.7437909 3 600.2399 608.6846 Current Estimates Lock Entered Parameter Estimate nDF SS "F Ratio" "Prob>F" Intercept 7.51976516 0 0.000 Price/Book Value Ratio 5.58059123 1 15258.19 60.022 6.3e-11 PE Ratio -0.200779 1 6038.374 23.753 6.88e-6 LN(Assets) 0 1 405.5478 1.610 0.20894 Growth% O 1 2.00365 0.008 0.93004 Debt/EBITDA Ratio 0 1 186.0734 0.729 0.39623 TypeCoCODE 0 1 681.4161 2.749 0.10196 O Type Co. Label 1 681.4161 2.749 0.10196 Step History Step Parameter Action "Sig Prob" |Seq SS RSquare Cp P AICc BIC 1 Price/Book Value Ratio Entered 0.0000 12105.58 0.3417 24.408 2 619.263 625.693 0 PE Ratio Entered 0.0000 6038.374 0.5121 2.7438 3 600.24 608.685 O 3 All Removed 0.0000 69.848 1 646.763 651.112 0 4 Price/Book Value Ratio Entered 0.0000 12105.58 0.3417 24.408 2 619.263 625.693 5 PE Ratio Entered 0.0000 6038.374 0.5121 2.7438 3 600.24 608.685 OOO 6 All Entered 0.5391 7 7 605.92 621.699 7 Growth% Removed 0.9530 0.893868 0.5390 5.0035 6 603.379 617.44 LN(Assets) Removed 0.5552 88.39494 0.5365 3.3499 5 601.297 613.561 0 9 Debt/EBITDA Ratio Removed 0.3921 184.6087 0.5313 2.0734 4 599.701 610.092 10 TypeCoCODE Removed 0.1020 681.4161 0.5121 2.7438 3 600.24 608.685 0