Topics:MultipleRegression

Analysis(MRA)
ReviewSimpleRegressionAnalysis
MultipleRegressionAnalysis

Designrequirements
Multipleregressionmodel
R2
TestingR2andbs
Comparingmodels
Comparingstandardizedregressioncoefficients

MultipleRegressionAnalysis(MRA)
Methodforstudyingtherelationship
betweenadependentvariableandtwoor
moreindependentvariables.
Purposes:
Prediction
Explanation
Theorybuilding

DesignRequirements
Onedependentvariable(criterion)
Twoormoreindependentvariables
(predictorvariables).
Samplesize:>=50(atleast10timesas
manycasesasindependentvariables)

Assumptions
Independence:thescoresofanyparticularsubjectare
independentofthescoresofallothersubjects
Normality:inthepopulation,thescoresonthedependent
variablearenormallydistributedforeachofthepossible
combinationsoftheleveloftheXvariables;eachofthe
variablesisnormallydistributed
Homoscedasticity:inthepopulation,thevariancesofthe
dependentvariableforeachofthepossiblecombinationsofthe
levelsoftheXvariablesareequal.
Linearity:Inthepopulation,therelationbetweenthedependent
variableandtheindependentvariableislinearwhenalltheother
independentvariablesareheldconstant.

Simplevs.MultipleRegression
OnedependentvariableY
predictedfromasetof
independentvariables(X1,
X2.Xk)
Oneregressioncoefficientfor
Oneregressioncoefficient
eachindependentvariable
R2:proportionofvariationin
r2:proportionofvariationin
dependentvariableY
dependentvariableY
predictablebysetof
predictablefromX
independentvariables(Xs)
OnedependentvariableY
predictedfromone
independentvariableX

Example:SelfConceptandAcademic
Achievement(N=103)

Example:TheModel
Y=a+b1X1+b2X2+bkXk
Thebsarecalledpartialregression
coefficients
OurexamplePredictingAA:
Y=36.83+(3.52)XASC+(.44)XGSC

PredictedAAforpersonwithGSCof4and
ASCof6
Y=36.83+(3.52)(6)+(.44)(4)=56.23

MultipleCorrelationCoefficient(R)
andCoefficientofMultiple
Determination(R2)
R=themagnitudeoftherelationship
betweenthedependentvariableandthebest
linearcombinationofthepredictorvariables
R2=theproportionofvariationinY
accountedforbythesetofindependent
variables(Xs).

ExplainingVariation:Howmuch?
Predictablevariationby
thecombinationof
independentvariables

TotalVariationinY

Unpredictable
Variation

ProportionofPredictableand
UnpredictableVariation
(1R2)=Unpredictable
(unexplained)variation
inY

Where:
Y=AA
X1=ASC
X2=GSC

X1

R2=Predictable
(explained)
variationinY

X2

VariousSignificanceTests
TestingR2
TestR2throughanFtest
Testofcompetingmodels(differencebetween
R2)throughanFtestofdifferenceofR2s

Testingb
Testofeachpartialregressioncoefficient(b)by
ttests
Comparisonofpartialregressioncoefficients
witheachotherttestofdifferencebetween
standardizedpartialregressioncoefficients()

Example:TestingR2
WhatproportionofvariationinAAcanbe
predictedfromGSCandASC?
ComputeR2:R2=.16(R=.41):16%ofthe
varianceinAAcanbeaccountedforbythe
compositeofGSCandASC

IsR2statisticallysignificantfrom0?
Ftest:Fobserved=9.52,Fcrit(05/2,100)=3.09
RejectH0:inthepopulationthereisa
significantrelationshipbetweenAAandthe
linearcompositeofGSCandASC

Example:ComparingModels
TestingR2
Comparingmodels
Model1:Y=35.37+(3.38)XASC
Model2:Y=36.83+(3.52)XASC+(.44)XGSC

ComputeR2foreachmodel
Model1:R2=r2=.160
Model2:R2=.161

TestdifferencebetweenR2s
Fobs=.119,Fcrit(.05/1,100)=3.94
ConcludethatGSCdoesnotaddsignificantly
toASCinpredictingAA

TestingSignificanceofbs
H0:=0
tobserved=b
standarderrorofb
withNk1df

Example:ttestofb
tobserved=.440/14.24
tobserved=.03
tcritical(.05,2,100)=1.97
Decision:Cannotrejectthenullhypothesis.
Conclusion:ThepopulationforGSCis
notsignificantlydifferentfrom0

ComparingPartialRegression
Coefficients
Whichisthestrongerpredictor?Comparing
bGSCandbASC
Converttostandardizedpartialregression
coefficients(betaweights,s)
GSC=.038
ASC=.417
Onsamescalesocancompare:ASCisstronger
predictorthanGSC

Betaweights(s)canalsobetestedfor
significancewithttests.

DifferentWaysofBuildingRegression
Models
Simultaneous:allindependentvariables
enteredtogether
Stepwise:independentvariablesentered
accordingtosomeorder
Bysizeorcorrelationwithdependentvariable
Inorderofsignificance

Hierarchical:independentvariablesentered
instages

Practice:
Gradesreflectacademicachievement,butalso
studentsefforts,improvement,participation,etc.
Thushypothesizethatbestpredictorofgrades
mightbeacademicachievementandgeneralself
concept.OnceAAandGSChavebeenusedto
predictgrades,academicselfconcept(ASC)isnot
expectedtoimprovethepredictionofgrades(I.e.
notexpectedtoaccountforanyadditional
variationingrades)