Linear regression Flashcards
In linear regression, what is the notation used to represent the intercept and the slope (regression coefficient), respectively (based on sample data)
a and b
In a regression equation, what does Yi denote?
Observed scores on the DV
In a regression equation, what does Xi denote?
Observed scores on the IV
In a regression equation, what does Y(hat) denote?
Predicted scores on the DV
In a regression equation, what does ei denote?
Residual scores in the regression model (ie difference between observed and predicted scores)
In regression analysis, what does OLS stand for?
Ordinary Least Squares
Ordinary Least Square (OLS) estimates are biased T/F
FALSE
They are unbiased
In a regression equation, what does p denote?
Number of partial regression coefficients
this applies in multiple regression analysis, where you have multiple IVs
Ordinary Least Square (OLS) estimates are very efficient T/F
TRUE
What metric do we use to calculate the strength of prediction of our overall regression model?
R2
What does r2 actually tell us
The proportion of the variance accounted for by our regression model
What is the range of possible values for r squared?
0-1
To calculate the confidence interval on r squared, you need the upper and lower degrees of freedom associated with the F statistic, T/F?
TRUE
R squared is biased and consistent, T/F
TRUE
The bias means you need to get the adjusted R squared too
If you have lots of IVs and a small sample size, what should you do to that r2
Adjust it
So you want to compare the strength of two partial regression coefficients. What are your two options?
- STANDARDISE IT
2. Use a SEMI PARTIAL CORRELATION
How can you tell you are looking at an R output containing standardised regression coefficients?
There will be no intercept presented