Multiple Regression Flashcards
• demonstrate an understanding of the similarities and differences between Simple and Multiple regression • demonstrate an understanding of the key statistical elements of Forced Entry Multiple Regression • demonstrate an understanding of the key statistical elements of Hierarchical Multiple Regression complete and interpret Multiple Regression analyses on SPSS
what is the basis of multiple regression?
one outcome, multiple predictors
-> multiple variables (predictors) predict one outcome
what is R-squared
- amount of variance explained by the regression/model
- correlation coefficient squared
what is simple linear regression
- built a model to explain the variance using an equation with one predictor
- test how well variability of the scores is explained by the model (R^2)
- significance of F: variance explained significant (not zero)
- B1: slope, B0: intercept (constant)
how is multiple regression similar to simple regression?
- builds a model to explain the variance using linear equation
- test how well the variability of the scores is explained by the model
- R^2: how much of the variance is explained by our model
- significance of F: is the variance explained significant (not zero)
- usually assumptions inc homoscedasticity and normal distributed residuals apply
BUT what is new for multiple regression?
- using an equation with more than one predictor
- examine how much each predictor contributes to predicting the variability of outcome measures (forced entry and hierarchy regression)
- compare different models predicting the same outcome (hierarchical regression) and see which model predicts most of the variance
R^2
tells us the estimate for our sample
-> will naturally overestimate the ‘real’ R^2 (in the population)
Adjusted R^2
estimate for the population (probably more accurate measure -> more likely to be accurate because it takes sample size into account
why is R adjusted?
- adjusted down to allow for the overestimation of R^2
-> better reflection of the ‘real’ R^2
what does the adjustment relate to?
sample size
-> generally the bigger the sample size, the less need for adjustment
should you report R^2 or adjusted?
report both
-> for simple regression as well
what if F ratio?
- we can test if our model accounts for a significant amount of the variance as we did before
- it is the variance predicted by the model with all predictors
In multiple regression, a significant R squared tells us…
- our model accounts for a significant amount of variance in the outcome
-> the ratio of explained to unexplained variance is high
Unlike multiple regression, in simple regression
You know what variable(s) predict the outcome from the R-squared
The return of the B (characterises the relationship of a predictor)
- get individual b’s for each of our predictors
- relate to each other, because the other variables/predictors are taken into consideration as a control
what does B do?
- estimate of contribution while ‘controlling’ for other variables
- have an estimate of how much each variable contributes on it own with other held constant -> similar to partial correlation
- estimate of the individual contribution of each predictor
Multiple Regression
how much variance.. does the overall model with the number of predictors account for
components in multiple regression
- b0
- more than one predictor i.e. b1(x1) [regression coefficient for predictor 1] + b2(x2) [regression coefficient for predictor 2] + bn(xn) [regression coefficient for predictor nth variable]..
what is the issue with normal b’s?
affected by the distributions and type of score
-> can use them in an equation, but you can’t compare them especially if they are different measures and scores
what is the solution to the B issue?
standardised (make beta weighted) -> by turning B into standard deviation
-> standardised score is simply the number of standard deviations from the standardised mean of the scores (above or below)
-> you can compare how much each predictor is contributing to the prediction
-> by standardising b, it allows us to compare the analysis and contribution of each variable to the outcome in terms of standard deviations
what does b1 = 0.594 mean if beta is weighted?
as the predictor increases by one SD, the outcome increases by 0.594 of a standard deviation
-> Slope we can compare across different predictors
-> Beta telling us about the contribution of each individual predictor to the model - and usually they’re quite variable
how can we test whether each predictor is significant from zero or not?
a T-test
what is the output of a multiple regression?
- each variable has an unstandardised (b) and standardised coefficient (beta or β)
- t value derived from b
-> associated p-value tells you if the coefficient estimate is significantly different from zero (tells us whether there’s a significant predictor in it)
what does the unstandardised value allow you to do?
be used within any equation
what does the standardised value allow us to do?
make comparisons across the predictor