Chapter 14: The General Linear Model Flashcards
What do the terms gradient and intercept, respectively, describe?
B1 and B0
When plotting their values on a graph, what impact does each regression coefficient have on the overall line?
B1 changes the lines slope.
B0 changes the position of the line.
Briefly explain what the method of least squares does.
The method of least squares calculates the value of your parameters, b, when the squared error (residual) between your model and data are smallest.
How does cross-product deviation differ from the predictor sum of squares mathematically? What is each used to calculate?
Cross-Product Deviation: Between two variables
Used in the covariance formula (SCP/N-1)
Predictor Sum of Squares: Within a single variable.
Used in the variance formula (SSx/N-1)
Both of these formulas are used in the b1 formula.
How do you calculate the regression coefficient, b1?
1) b1 = SCP/SSx
2) Another way to think about this formula is covariance over variance. Since covariance = (SCP/N-1) and variance = (SSx/N-1), you can cancel each N-1 and be left with SCP/SSx–the original formula.
3) And finally, a less intuitive explanation, you can think of this formula as a version of the correlation coefficient (seen below).
What is the best way to conceptualize b1 .
As an unstandardized relationship between predictor and outcome. In other words, for every unit that the predictor increases the outcome will increase by b1 .
How can you find the constant, b0, mathematically?
You isolate the general linear model and find,
b0 = Y - b1 * X
How can you calculate standardized beta?
By multiplying the regression coefficient, b1 , by the standard deviation of the predictor variable over the standard deviation of the outcome variable.
What are the significance levels for R2 ?
Small = 0.02
Medium = 0.13
Large = 0.26
How does hierarchical regression differ from step-wise regression?
Hierarchical regression systematically places variables in the model based upon a mutually agreed upon confidence from the community.
Step-wise regression places variables in the model based upon the power in that given study. Because of this, step-wise regression often varies between studies.
What are some issues with step-wise regression?
1) Does not standardize order across experiments so this method makes comparison difficult.
2) Tends to over-fit (put too many variables) or under-fit (too few) the model.
In simple words, what does Cook’s distance tell you? What values indicate potential issues?
Cook’s distance is the standardized total difference in predicted value when including or excluding any given case.
Simply put, a measure of outliers.
Values greater than 1 are worth further inspection.
What assumptions are parameter values impacted by?
Parameter values function independently of assumptions.
How can you calculate R2 using only sum of squares values?
SSM / SST
With what formula can you estimate the standard square error in the model?
(Yi-Y)2 provides the squared error
Dividing by N-2 gets the mean error
Square rooting the results standardizes them