STATS 4 MULTIPLE REGRESSION Flashcards
What statistics are used for describing the overall regression model?
Variance of Y observed (variance of Y predicted + error)
What statistics are used for describing the stat. significance of the overall model in MR?
F-test
What statistics are used for describing the stat. significance of the individual predictors in MR?
T-test
What are the assumptions in regression?
Normality, linearity, homoscedasticity, independent sampling
Where do we look to test the assumptions in regression?
The residuals in the model, not the IVs or DVs?
How do we test assumptions using SPSS?
Most assumptions can be checked using the “plots” menu
How do we check the assumption of linearity?
Check the residual scatterplot, there should be no non-linear patterns
How do we check the assumption of independence?
Use the Durbin-Watson statistic. Value = 2 indicates independence. Below 1 or above 3 is problematic
How do we check the normality assumption?
Using the Histogram and Normal Probability plot. Check histogram for bell-shaped curve. Check Normal Probability plot for deviation of plots from the trend/line
How do we check the homoscedasticity assumption?
Using the residual scatterplot, the variability of the residuals should be the same for all values of Ypred (there should be no funnelling of residuals)
How do we measure the distance of an outlier?
The distance between Yobs and Ypred
When would we say an outlier has leverage?
When it has an unusual value on predictor
How do you tell if an outlier has influential potential?
Standardised residuals or predictors in excess of +/- 3.29 (p < .001)