Transcript Chapter 4

Chapter 12
Prediction/Regression
Part 3: Nov. 20, 2014
Multiple Regression
• Bivariate prediction – 1 predictor, 1 criterion
• Multiple regression – use multiple predictors
– Reg model/equations are same, just use separate reg
coefficients (b or ) for each predictor
– Ex) multiple regression formula with three predictor
variables
Yˆ  a  (b1 )( X1 )  (b2 )( X 2 )  (b3 )( X 3 )
• a is still the regression constant (where the reg line crosses the y axis)
• b1 is the regression coefficient for X1
• b2 is the regression coefficient for X2, etc…
Standardized regression coefficients
• With bivariate regression, we discussed finding the
slope of the reg line, b.
• b = unstandardized regression coefficient
• based on the original scale of measurement
• But we’re sometimes interested in comparing our
regression results to other researchers’
– …may have same variables but used different measures
– Standardized regression coefficients (β or beta) will let us compare
(more generalizable)
Using standardized coefficients (betas)
– There is a formula for changing b into β in the
chapter, but you won’t be asked to use it
So the regression equation (model) would look like this
if we use standardized regression coefficients (β):
Yˆ  a  (1 )( X1 )  ( 2 )( X 2 )  (3 )( X 3 )
Overlap among predictors
• Common for there to be correlation among predictors
• β = unique contribution of each variable
• β1 = unique contribution of X1 in predicting Y, excluding overlap
w/other predictors
• R2 gives the % variance in y explained by all of the
predictors together
Y
β2
β1
X1
X2
R2
• There will be a significance test for R2 to determine whether
the entire regression model explains significant variance in Y.
• If yes  Then examine the individual predictors’ β
• There is a signif test for each of these. Is each predictor
important or only some of them?
• Interpreting Beta (β) – In general, interpret it like a correlation between predictor & criterion:
– if β is positive, higher scores on predictor (x) are related to higher
scores on criterion (y)
– If β is negative, higher scores on x go with lower scores on y.
Hypothesis tests for regression
• We are usually interested in multiple issues
– Is the β significantly different from 0? (is there any
relationship betw x & y?)
– In multiple regression, we may be interested in which
predictor is the best
(has the strongest relationship to the criterion)
Prediction in Research Articles
• Multiple regression results commonly reported
– Note example table in book, reports r’s and βs for each
predictor; reports R2 in note at bottom.
Reporting mult. regression
• From previous table…
– The multiple regression equation was significant, R2 =
.13, p < .05. Depression (β = .30, p<.001) and age (β =
.20, p < .001) both significantly predicted intragroup
effect, but number of sessions and duration of the
disorder were not significant predictors.
• This indicates that older adults and those with higher levels of
depression had higher (better) intragroup effects.
SPSS Reg Example
– Analyze Regression  Linear
– Remember, “Independent Variable” is your predictor (x),
“Dependent Variable” is your criterion (y)
– Class handout of output – what to look for:
• “Model Summary” section - shows R2
• ANOVA section – 1st line gives ‘sig value’, if < .05  signif
– This tests the significance of the R2 (is the whole regression equation
significant or not? If yes  it does predict y)
• Coefficients section – 1st line gives ‘constant’ = a
• Other lines give ‘standardized coefficients’ = b or beta for each
predictor
• For each predictor, there is also a significance test (if ‘sig’ if < .05,
that predictor is significantly different from 0 and does predict y)
– If it is significant, you’d want to interpret the beta (like a correlation)