I know we have some stat heads here, and I need some help refreshing my memory on regression analysis. I have an output (N = 14) that I think might be based on three variables. When I ran the analysis, I got the following figures:

R-square = .86886

Intercept = -12.92890

Beta X = 13.1782

Beta Y = 0.80400

Beta Z = 16.5652

The Beta for Z seemed extraordinarily high to me, so I ran the analysis with just Z, and I got a number that seemed really odd to me:

R-square = 0.00363

So I ran the analysis again with X and Y, but without Z, and got:

R-square = 0.81803

Does this mean that variable Z is really doing nothing for my overall equation?