Multiple Linear Regression Flashcards
a statistical technique that uses several explanatory/independent variables to predict the outcome of a response/dependent variable
multiple linear regression
is an extension of simple linear regression that uses just one explanatory variable.
multiple linear regression
Method for studying the relationship between a dependent variable and two or more independent variables.
multiple linear regression analysis
purpose of multiple linear regression analysis
prediction
explanation
theory building
multiple linear regression analysis requirement
___ dependent variable (criterion)
one
multiple linear regression analysis requirement
___ or more independent variables
two
multiple linear regression analysis requirement
sample size is
> =50 (at least 10 times as many cases as independent variables)
assumptions about MLR
the scores of any particular subject are independent of the scores of all other subjects
what assumptions
independence
assumptions about MLR
: in the population, the scores on the dependent variable are normally distributed for each of the possible combinations of the level of the X variables; each of the variables is normally distributed
normality
in the population, the variances of the dependent variable for each of the possible combinations of the levels of the X variables are equal.
what MLR assumption
homoscedascity
what we are trying to predict
criterion variable
: In the population, the relation between the dependent variable and the independent variable is linear when all the other independent variables are held constant.
what MLR assumtion
linearity
One dependent variable Y predicted from one independent variable X
simple regression
One dependent variable Y predicted from a set of independent variables (X1, X2 ….Xk)
multiple regression
One regression coefficient
simple regression
One regression coefficient for each independent variable
multiple regression
r^2: proportion of variation in dependent variable Y predictable from X
simple linear regression
r^2: : proportion of variation in dependent variable Y predictable by set of independent variables (X’s)
multiple regression
Examines the appropriateness of the model for the data
diagnostic checking
techniques for diagnostic checking
graphical analysis of residuals
statistical tests
1:___ratio for the number of samples and variables
20
Variables are ____
continuous
If there are ___or ___, then less than full rank model will be applied.
ordinal
categorical
r^2 explanation
r^2: 0.936
93.6% of the variation of the annoyance was explained by the model (specifically the roughness and the sharpness of the sound). Only 5.4% was not explained by the model
omnibus ANOVA is <0.05
interpret
The model is significant in explaining the annoyance