Linear Regression - Week 11 Flashcards
Define linear regression
Fits a line through data to predict one variable from another
(How to optimally guess variables info about each other)
Y = a + b X
Define intercept and slope
Intercept : Predicted criterion value when predictor = 0
Slope : Predicted change in criterion value when predictor changes by one unit
How can we predict one variable from another?
- Substitute actual X value in equation OR use graph to find average value
Why is best prediction ≠ perfect prediction?
- Residuals (prediction errors)
- Some are neg and some are pos but sum always = 0
Define extrapolation
- Using regression values outside the realm of the original data
- Sometimes the intercept in an extrapolation
How is R^2 used to evaluate the strength of a fit of linear regression?
Tells us what proportion of variability in the response variable is explained
If r = 0 : predicted scores are all the same
If r = 0<r<1 : some linear relationship
S^2 predicted scores + S^2 residuals = S^2 true scores
How is a slope tested for statistical significance?
CI measured using B, sample size, and standard error
Define pro-regression
How much response variable changes for one-unit change in predictor
(INDEPENDENT OF RANGE)
Define pro-correlation
Universal unit where we can compare relationships across different pairs of variables and we understand result when we are unfamiliar with variables concerned
Explain what regression to the mean means
- Predicted scores are less extreme than predictor scores