regression Flashcards
why would you carry out a regression?
believe or predict that there is a causality
if you had two outcomes what test would you do?
binary outcome - logistic regression
what are the tests for continuous outcomes with one or more predictors?
- 1 predictor - simple linear regression
- >1 predictor - multiple linear regression
what is the method of least squares?
- a method to plot the line of best fit
- it the line that minimises the sum of squares of the distances between the observed values of the response; and the values predicted by the model
what does e1 refer to?
residual error - variation around the line
How does sums of squares apply to the model?
SSt - total sum of squares - amount of difference when the most basic model is applied
SSr - residual sums of squares - degree of inaccuracy when the best model is fitted to the data - how much variability cannot be explained by the model
SSm - how much variability can be explained by the model we fit to the data - how much better is regression line compared to mean fit
What dose the f ratio determine?
how much variability can be explained by the model (SSm) compared to how much variability cannot be explained by the model (SSr)
what is the correlation of determination (R2)?
- how much variability can be explained by the model (SSm) compared to how much variability there was in the first place (SSt)
- the percentage of variation in the dependent variable that can be accounted for by the regression model variables
for multiple linear regression what are some methods of selecting variables to keep in the model?
- IBM SPSS
- forward
- backward
- stepwise
- enter
- think about if the variable is a significant predictor
- does the model fit improve with addition/removal of variables
What criteria test to see how good the model/line is?
- F-ratio
- Correlation of determination
- Hypothesis testing of model coefficients
What does the hypothesis testing of model coefficients do?
- tests two null hypotheses
- the intercept is equal to zero
- the gradient of the slope is equal to zero