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Regression
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Simple Regression
Multiple Regression
Where:
b1 = regression coefficient for variable x1
b2 = regression coefficient for variable x2
b3 = regression coefficient for variable x3
a = constant
Multiple Regression
R2 - Goodness of fit
Model Summary
Model
1
R
.721a
R Square
.520
Adjusted
R Square
.399
Std. Error of
the Estimate
17.70134
Multiple Regression
R2adj - adjusted R-square
Calculated as:
R2adj = 1 - (1-R2)(N-1)/(N-n-1)
where:
N = number of data points
n = number of regressors
Effectiveness vs Efficiency
Effectiveness:
maximises R2
ie: maximises proportion of variance explained by model
Efficiency:
maximises increase in R2adj upon adding another regressor
ie: if new regressor doesnt add much to the variance explained,
it is not worth adding
25 - 50%
50 - 75%
good
75 - 90%
very good
90% +
Regression
Residual
Total
Sum of
Squares
4065.388
3760.050
7825.438
df
3
12
15
Mean Square
1355.129
313.337
F
4.325
Sig.
.028a
Read off ANOVA table in SPSS output, and report as you did in
week 3/4 assignments
Model
1
(Constant)
INCOME
GENDER
AGE
Unstandardized
Coefficients
B
Std. Error
68.285
15.444
-9.34E-02
.029
3.306
8.942
-.162
.344
Standardized
Coefficients
Beta
-.682
.075
-.101
t
4.421
-3.178
.370
-.470
Sig.
.001
.008
.718
.646
This means that for every increase of one hour in the variable
time, we would predict that a persons score will increase by
844.57 points
1 = male, 2 = female
So:
1. R2, R2adj - how well does the model fit the data?
2. Fm,n
3. Regression equation
Units:
IQ: IQ points
height: centimetres
R2adj = 14.6%
Regression equation:
y = b1x1 + b2x2 + b3x3 + b4x4 + a
IQ = 1.824x10-4 MRI 0.316 height + 2.426 gender + (-6.411)
= 0.0001824 MRI 0.316 height + 2.426 gender + (-6.411)
= 0.0002 MRI 0.316 height + 2.426 gender + (-6.411)
Break
Selecting Regressors
Selecting Regressors
How well do potential regressors predict the Dependent Variable?
Selecting Regressors
How well do potential regressors predict the Dependent Variable?
Selecting Regressors
Efficiency vs Effectiveness
Command:
Vars
7
7
8
8
9
9
10
R-Sq
19.3
19.1
19.9
19.5
20.2
20.1
20.4
Adj.
R-Sq
17.4
17.2
17.7
17.4
17.8
17.6
17.6
C-p
7.3
7.8
6.9
8.2
7.8
8.3
9.3
s
0.65539
0.65602
0.65388
0.65536
0.65375
0.65434
0.65427
i
n
c
o
m
e
g
p
X
X
X
X
X
X
X
h
o
u
s
e
c
h
i
l
d
r
e
n
X
X
X
X X
s
i
n
g
p
a
r
a
g
e
g
p
X
X
X
X
X
X
X
b
a
n
k
a
c
c
b
s
o
c
a
c
c
X
X
X
X
X
m
a
n
a
g
e
X
X
X
X
X
X
X
c
c
a
r
d
u
s
e
X
X
X
X
X
X
X
c
i
g
b
u
y
X
X
X
X
X
X
x
m
a
s
b
u
y
X
X
X
X
X
X
X
l
o
c
i
n
t
r
n
X
X
X
X
X
X
X
BREG output
calculates F-ratio
Enter procedure:
Stepwise procedure:
Missing values
Model checking
Residuals (general)
160
160
140
120
S ymptom Index
S ymptom Index
140
120
100
80
60
100
80
60
40
40
20
20
0
0
50
100
150
200
250
50
100
150
200
Good fit
Moderate fit
low residuals
larger residuals
250
Normally distributed
Outliers
80
70
60
50
40
30
20
EXAM
10
0
ANXIETY
10
20
Justification
Removing outliers
80
70
60
50
40
30
20
EXAM
10
0
ANXIETY
10
20
Residuals
DV vs IV
80
70
60
50
40
30
EXAM
20
10
0
ANXIETY
10
20
Residuals
80
70
60
50
40
30
20
EXAM
DV vs IV
10
0
ANXIETY
10
20
Questions ?