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Tests for Continuous

Outcomes II

Overview of common
statistical tests
Are the observations independent
or correlated?
Outcome
Variable

independent

correlated

Assumption
s

Continuous

Ttest
ANOVA
Linear correlation
Linear regression

Paired ttest
Repeated-measures
ANOVA
Mixed models/GEE
modeling

Outcome is
normally distributed
(important for small
samples).
Outcome and
predictor have a
linear relationship.

Relative risks
Chi-square test
Logistic regression

McNemars test
Conditional logistic
regression
GEE modeling

Sufficient numbers
in each cell (>=5)

(e.g. pain scale,


cognitive function)

Binary or
categorical
(e.g. fracture
yes/no)

Overview of common
statistical tests
Are the observations independent
or correlated?
Outcome
Variable

independent

correlated

Assumption
s

Continuous

Ttest
ANOVA
Linear correlation
Linear regression

Paired ttest
Repeated-measures
ANOVA
Mixed models/GEE
modeling

Outcome is
normally distributed
(important for small
samples).
Outcome and
predictor have a
linear relationship.

Relative risks
Chi-square test
Logistic regression

McNemars test
Conditional logistic
regression
GEE modeling

Sufficient numbers
in each cell (>=5)

(e.g. pain scale,


cognitive function)

Binary or
categorical
(e.g. fracture
yes/no)

Continuous outcome
(means)
Are the observations independent or correlated?
Outcome
Variable

independent

correlated

Alternatives if the
normality assumption is
violated (and small
sample size):

Continuous
(e.g. pain
scale,
cognitive
function)

Ttest: compares means

Paired ttest: compares

Non-parametric statistics

between two independent


groups

means between two related


groups (e.g., the same
subjects before and after)

Wilcoxon sign-rank
test: non-parametric

Repeated-measures
ANOVA: compares changes

Wilcoxon sum-rank test


(=Mann-Whitney U test):

ANOVA: compares means


between more than two
independent groups

Pearsons correlation
coefficient (linear
correlation): shows linear

over time in the means of two


or more groups (repeated
measurements)

correlation between two


continuous variables

Mixed models/GEE
modeling: multivariate

Linear regression:

regression techniques to
compare changes over time
between two or more groups;

multivariate regression

alternative to the paired ttest

non-parametric alternative to
the ttest

Kruskal-Wallis test: nonparametric alternative to


ANOVA

Spearman rank

Divalproex vs. placebo for


treating bipolar depression

Davis et al. Divalproex in the treatment of bipolar depression: A placebo controlled study. J
Affective Disorders 85 (2005) 259-266.

Repeated-measures
ANOVA
Statistical question: Do subjects in the treatment
group have greater reductions in depression
scores over time than those in the control group?
What is the outcome variable? Depression score
What type of variable is it? Continuous
Is it normally distributed? Yes
Are the observations correlated? Yes, there are
multiple measurements on each person
How many time points are being compared? >2
repeated-measures ANOVA

Repeated-measures
ANOVA

For before and after studies, a


paired ttest will suffice.
For more than two time periods, you
need repeated-measures ANOVA.
Serial paired ttests is incorrect,
because this strategy will increase
your type I error.

Repeated-measures
ANOVA

Answers the following questions,


taking into account the fact the
correlation within subjects:

Are there significant differences across


time periods?
Are there significant differences between
groups (=your categorical predictor)?
Are there significant differences between
groups in their changes over time?

Two groups (e.g., treatment


placebo)
id group
time4

time1 time2 time3

1
A
31
29
15
26
2
A
24
28
20
32
3
A
14
20
28
30
4
B
38
34
30
34
5
B
25
29
25
29
6
B
30
28
16
34
Hypothetical data: measurements of depression
scores over time in treatment (A) and placebo (B).

Profile plots by group


B

Mean plots by group


B
A

Repeated measures ANOVA tells you if and how these two


profile plots differ

Possible questions

Overall, are there significant differences between


time points?

Do the two groups differ at any time points?

From plots: looks like some differences (time3 and 4 look


different)
From plots: certainly at baseline; some difference
everywhere

Do the two groups differ in their responses over


time?**

From plots: their response profile looks similar over time,


though A and B are closer by the end.

repeated-measures ANOVA

Overall, are there significant differences


between time points?

Do the two groups differ at any time points?

Time factor
Group factor

Do the two groups differ in their responses


over time?**

Group x time factor

From rANOVA analysis

Overall, are there significant differences


between time points?

Do the two groups differ at any time points?

No, Time not statistically significant (p=.1743)


No, Group not statistically significant (p=.1408)

Do the two groups differ in their responses


over time?**

No, not even close; Group*Time (p-value>.60)

rANOVA

Time is significant.
Group*time is
significant.
Group is not
significant.

rANOVA

Time is not
significant.
Group*time is not
significant.
Group IS
significant.

rANOVA

Time is
significant.
Group is not
significant.
Time*group is not
significant.

Homeopathy vs. placebo in


treating pain after surgery
Day of surgery

p>.05;
rANOVA

Mean pain
assessments by
visual analogue
scales (VAS)

(Group x
Time)
Days 1-7 after surgery
(morning and evening)

Copyright 1995 BMJ Publishing Group Ltd.

Lokken, P. et al. BMJ 1995;310:1439-1442

Pint of milk vs. control on


bone acquisition in
adolescent females
Mean (SE) percentage increases in
total body bone mineral and bone
density over 18 months.

P values are
for the
differences
between
groups by
repeated
measures
analysis of
variance

Copyright 1997 BMJ Publishing Group Ltd.

Cadogan, J. et al. BMJ 1997;315:1255-1260

Counseling vs. control on


smoking in pregnancy

P<.05;
rANOVA

Copyright 2000 BMJ Publishing Group Ltd.

Hovell, M. F et al. BMJ 2000;321:337-342

Review Question 1
In a study of depression, I measured depression score (a
continuous, normally distributed variable) at baseline; 1
month; 6 months; and 12 months. What statistical test
will best tell me whether or not depression improved
between baseline and the end of the study?
a.
b.
c.
d.
e.

Repeated-measures ANOVA.
One-way ANOVA.
Two-sample ttest.
Paired ttest.
Wilcoxon sum-rank test.

Review Question 2
In the same depression study, what statistical test
will best tell me whether or not two treatments for
depression had different effects over time?
a.
b.
c.
d.
e.

Repeated-measures ANOVA.
One-way ANOVA.
Two-sample ttest.
Paired ttest.
Wilcoxon sum-rank test.

Continuous outcome
(means)
Are the observations independent or correlated?
Outcome
Variable

independent

correlated

Alternatives if the
normality assumption is
violated (and small
sample size):

Continuous
(e.g. pain
scale,
cognitive
function)

Ttest: compares means

Paired ttest: compares

Non-parametric statistics

between two independent


groups

means between two related


groups (e.g., the same
subjects before and after)

Wilcoxon sign-rank
test: non-parametric

Repeated-measures
ANOVA: compares changes

Wilcoxon sum-rank test


(=Mann-Whitney U test):

ANOVA: compares means


between more than two
independent groups

Pearsons correlation
coefficient (linear
correlation): shows linear

over time in the means of two


or more groups (repeated
measurements)

correlation between two


continuous variables

Mixed models/GEE
modeling: multivariate

Linear regression:

regression techniques to
compare changes over time
between two or more groups;

multivariate regression

alternative to the paired ttest

non-parametric alternative to
the ttest

Kruskal-Wallis test: nonparametric alternative to


ANOVA

Spearman rank

Example: class data


PoliticalLeaningsandRatingofOb
ama
r=0.39148,
p=.07

Example: class data


PoliticalLeaningsandRatingofHealth Care
Law
r=
-0.00768,
p=.97

Example 2: pain and


injection pressure
r=.75,
p<.0001

Correlation coefficient
Statistical question: Is injection pressure
related to pain?
What is the outcome variable? VAS pain
score
What type of variable is it? Continuous
Is it normally distributed? Yes
Are the observations correlated? No
Are groups being compared? Nothe
independent variable is also continuous
correlation coefficient

New concept: Covariance


n

cov ( X , Y )

( X X)( Y Y )
i1

n 1

Interpreting Covariance

Covariance between two random


variables:

cov(X,Y) > 0
direction

X and Y tend to move in the same

cov(X,Y) < 0
directions

X and Y tend to move in opposite

cov(X,Y) = 0

X and Y are independent

Correlation coefficient

Pearsons Correlation Coefficient is standardized covariance (unitless):

cov ariance( x, y )
var x var y

Corrrelation

Measures the relative strength of the linear


relationship between two variables

Unit-less

Ranges between 1 and 1

The closer to 1, the stronger the negative linear


relationship

The closer to 1, the stronger the positive linear


relationship

The closer to 0, the weaker any positive linear relationship

Scatter Plots of Data with


Various Correlation
Y
Y
Y Coefficients

r = -1

r = -.6

X
Y

r = +1

r=0

r = +.3

** Next 4 slides from Statistics for Managers4 th Edition, Prentice-Hall 2004

r=0

Linear Correlation
Linear relationships
Y

Curvilinear relationships
Y

X
Y

X
Y

Linear Correlation
Strong relationships
Y

Weak relationships
Y

X
Y

X
Y

Linear Correlation
No relationship
Y

X
Y

Recall: correlation
coefficient (large n)

Hypothesis test:
Z

r -0
1 r2
n

Confidence Interval

1 r2
confidence interval observed r Z/2 * (
)
n

Correlation coefficient
(small n)

Hypothesis test:
Tn 2

r 0
1 r2
n2

Confidence Interval

1 r 2
confidence interval observed r Tn 2,/2 * (
)
n2

Review Problem 3

a.
b.
c.
d.
e.

Whats a good guess for the


Pearsons correlation coefficient
(r) for this scatter plot?
1.0
+1.0
0
-.5
-.1

Continuous outcome
(means)
Are the observations independent or correlated?
Outcome
Variable

independent

correlated

Alternatives if the
normality assumption is
violated (and small
sample size):

Continuous
(e.g. pain
scale,
cognitive
function)

Ttest: compares means

Paired ttest: compares

Non-parametric statistics

between two independent


groups

means between two related


groups (e.g., the same
subjects before and after)

Wilcoxon sign-rank
test: non-parametric

Repeated-measures
ANOVA: compares changes

Wilcoxon sum-rank test


(=Mann-Whitney U test):

ANOVA: compares means


between more than two
independent groups

Pearsons correlation
coefficient (linear
correlation): shows linear

over time in the means of two


or more groups (repeated
measurements)

correlation between two


continuous variables

Mixed models/GEE
modeling: multivariate

Linear regression:

regression techniques to
compare changes over time
between two or more groups;

multivariate regression

alternative to the paired ttest

non-parametric alternative to
the ttest

Kruskal-Wallis test: nonparametric alternative to


ANOVA

Spearman rank

Example: class data


PoliticalLeaningsandRatingofOb
ama
Expected Obama Rating = 50.5 +
0.28*politics.

Example 2: pain and


injection pressure
R-squared =
correlation
coefficient
squared.
Meaning: the
percent of
variance in Y
that is
explained by
X.

Simple linear regression


Statistical question: Does injection pressure
predict pain?
What is the outcome variable? VAS pain
score
What type of variable is it? Continuous
Is it normally distributed? Yes
Are the observations correlated? No
Are groups being compared? Nothe
independent variable is also continuous
simple linear regression

Linear regression
In correlation, the two variables are treated as equals.
In regression, one variable is considered
independent (=predictor) variable (X) and the other
the dependent (=outcome) variable Y.

What is Linear?

Remember this:
Y=mX+B?
m

Whats Slope?
A slope of 0.28 means that every 1-unit change in X
yields a .28-unit change in Y.

Simple linear regression

Intercept (x=0),
not shown on
The linear regression model:
graph
Ratings of Obama = 50.5 + 0.28*(political bent)
slope

Simple linear regression


Wake-up Time versus Exercise

Expected Wake-up Time =

8:06 - 0:11*Hours of exercise/week

Every additional hour of weekly exercise costs you about 11 minutes of sleep in the
morning (p=.0015).

The linear regression


model
y i=

+ *xi
Fixed
exactly
on the
line

+ random errori
Follows a normal
distribution

Assumptions (or the fine


print)

Linear regression assumes that

1. The relationship between X and Y is linear


2. Y is distributed normally at each value of
X
3. The variance of Y at every value of X is
the same (homogeneity of variances)
4. The observations are independent

The standard error of Y given X is the average variability around the


regression line at any given value of X. It is assumed to be equal at
all values of X.

Sy/x
Sy/x
Sy/x
Sy/x
Sy/x
Sy/x

Recall example: cognitive


function and vitamin D

Hypothetical data loosely based on


[1]; cross-sectional study of 100
middle-aged and older European
men.

Cognitive function is measured by the


Digit Symbol Substitution Test (DSST).

1. Lee DM, Tajar A, Ulubaev A, et al. Association between 25-hydroxyvitamin D levels and cognitive performance
in middle-aged and older European men. J Neurol Neurosurg Psychiatry. 2009 Jul;80(7):722-9.

Distribution of vitamin D

Mean= 63 nmol/L
Standard deviation = 33
nmol/L

Distribution of DSST
Normally distributed
Mean = 28 points
Standard deviation = 10 points

Four hypothetical datasets

I generated four hypothetical


datasets, with increasing TRUE
slopes (between vit D and DSST):

0
0.5 points per 10 nmol/L
1.0 points per 10 nmol/L
1.5 points per 10 nmol/L

Dataset 1: no relationship

Dataset 2: weak
relationship

Dataset 3: weak to
moderate relationship

Dataset 4: moderate
relationship

The Best fit line


Regression
equation:
E(Yi) = 28 + 0*vit
Di (in 10 nmol/L)

The Best fit line


Note how the line is
a little deceptive; it
draws your eye,
making the
relationship appear
stronger than it
really is!

Regression
equation:
E(Yi) = 26 + 0.5*vit
Di (in 10 nmol/L)

The Best fit line

Regression equation:
E(Yi) = 22 + 1.0*vit
Di (in 10 nmol/L)

The Best fit line

Regression equation:
E(Yi) = 20 + 1.5*vit Di
(in 10 nmol/L)

Note: all the lines go


through the point
(63, 28)!

Estimating the intercept and


slope: least squares
estimation

** Least Squares Estimation


A little calculus.
What are we trying to estimate? , the slope, from

Whats the constraint? We are trying to minimize the squared distance (hence the least squares) between the
observations themselves and the predicted values , or (also called the residuals, or left-over unexplained
variability)
Differencei = yi (x + )

Differencei2 = (yi (x + )) 2

Find the that gives the minimum sum of the squared differences. How do you maximize a function? Take the
n
n
derivative; set it equal
and solve. Typical max/min
problem from calculus.
d to zero;
2

(y

( xi )) 2(

i 1

2(

(y

xi )( x i ))

i 1

( y i xi x i xi )) 0...

i 1

From here takes a little math trickery to solve for

Resulting formulas
Slope (beta coefficient) =

Intercept=

Cov ( x, y )

Var ( x)

Calculate : y - x

Regression line always goes through the point:

(x, y)

Relationship with
correlation

SD
x

r
SD y
In correlation, the two variables are treated as equals. In regression, one variable is considered
independent (=predictor) variable (X) and the other the dependent (=outcome) variable Y.

Example: dataset 4
SDx = 33 nmol/L
SDy= 10 points
Cov(X,Y) = 163
points*nmol/L

SS x

SS y

Beta = 163/332 = 0.15


points per nmol/L
= 1.5 points per 10
nmol/L

r = 163/(10*33) = 0.49
Or
r = 0.15 * (33/10) = 0.49

Significance testing
Slope
Distribution of slope ~ Tn-2(,s.e.(

))

H0: 1 = 0

(no linear relationship)

H1: 1 0
exist)

(linear relationship does

Tn-2=

0
s.e.( )

Formula for the standard error o


beta (you will not have to
calculate by hand!):
n

(y
i 1

y i )

n2
SS x

where SSx ( xi x ) 2
i 1

and y i xi

sy / x

SS x

Example: dataset 4

Standard error (beta) = 0.03


T98 = 0.15/0.03 = 5, p<.0001
95% Confidence interval = 0.09 to
0.21

Review Problem 4
Researchers fit a regression equation to predict baby
weights from weeks of gestation:
Y/X = 100 grams/week*X weeks
What is the expected weight of a baby born at 22
weeks?
a.
b.
c.
d.
e.

2000g
2100g
2200g
2300g
2400g

Review Problem 5
The model predicts that:
a.

b.

c.
d.

All babies born at 22 weeks will weigh


2200 grams.
Babies born at 22 weeks will have a mean
weight of 2200 grams with some
variation.
Both of the above.
None of the above.

Residual Analysis: check


assumptions
ei Yi Yi

The residual for observation i, ei, is the


difference between its observed and predicted
value
Check the assumptions of regression by
examining the residuals

Examine for linearity assumption


Examine for constant variance for all levels of X
(homoscedasticity)
Evaluate normal distribution assumption
Evaluate independence assumption

Graphical Analysis of Residuals

Predicted values

y i 20 1.5 xi
For Vitamin D = 95 nmol/L (or 9.5 in 10 nmol/L):

y i 20 1.5(9.5) 34

Residual =
observed - predicted
X=95
nmol/L

34

yi 48
y i 34
yi y i 14

Residual Analysis for


Linearity
Y

Not Linear

residuals

residuals

Linear

Slide from: Statistics for Managers Using Microsoft Excel 4th Edition, 2004 Prentice-Hall

Residual Analysis for


Homoscedasticity
Y

x
Non-constant variance

residuals

residuals

Constant variance

Slide from: Statistics for Managers Using Microsoft Excel 4th Edition, 2004 Prentice-Hall

Residual Analysis for


Independence
Not Independent

residuals

residuals

residuals

Independent

Slide from: Statistics for Managers Using Microsoft Excel 4th Edition, 2004 Prentice-Hall

Residual plot, dataset 4

Review Problem 6
A medical journal article reported the following
linear regression equation:
Cholesterol = 150 + 2*(age past 40)
Based on this model, what is the expected
cholesterol for a 60 year old?
a.
b.
c.
d.
e.

150
370
230
190
200

Review Problem 7
If a particular 60 year old in your study
sample had a cholesterol of 250, what
is his/her residual?
a.
b.
c.
d.
e.

+50
-50
+60
-60
0

Multiple linear
regression

What if age is a confounder here?

Older men have lower vitamin D


Older men have poorer cognition

Adjust for age by putting age in


the model:

DSST score = intercept +


slope1xvitamin D + slope2 xage

2 predictors: age and vit


D

Different 3D view

Fit a plane rather than a


line
On the plane, the
slope for vitamin
D is the same at
every age; thus,
the slope for
vitamin D
represents the
effect of vitamin
D when age is
held constant.

Equation of the Best fit


plane

DSST score = 53 + 0.0039xvitamin D


(in 10 nmol/L) - 0.46 xage (in years)

P-value for vitamin D >>.05


P-value for age <.0001

Thus, relationship with vitamin D was


due to confounding by age!

Multiple Linear Regression

More than one predictor

E(y)= + 1*X + 2 *W + 3 *Z
Each regression coefficient is the amount of
change in the outcome variable that would be
expected per one-unit change of the predictor, if
all other variables in the model were held
constant.

Review Problem 8
A medical journal article reported the following linear
regression equation:
Cholesterol = 150 + 2*(age past 40) + 10*(gender:
1=male, 0=female)
Based on this model, what is the expected cholesterol for
a 60 year-old man?
a.
b.
c.
d.
e.

150
370
230
190
200

A ttest is linear regression!

Divide vitamin D into two groups:

Insufficient vitamin D (<50 nmol/L)


Sufficient vitamin D (>=50 nmol/L),
reference group

We can evaluate these data with a ttest


or a linear regression
T98

40 32.5 7.5
2

10.8 10.8

54
46

3.46; p .0008

As a linear regression

Intercept
represents the
mean value in
the sufficient
group.

Slope represents
the difference in
means between the
groups. Difference
is significant.

Parameter
Variable
Intercept
insuff

````````````````Standard
Estimate
Error
t Value
40.07407
-7.53060

1.47511
2.17493

27.17
-3.46

Pr > |t|
<.0001
0.0008

ANOVA is linear
regression!

Divide vitamin D into three groups:

Deficient (<25 nmol/L)


Insufficient (>=25 and <50 nmol/L)
Sufficient (>=50 nmol/L), reference group

DSST= (=value for sufficient) + insufficient*(1 if


insufficient) + 2 *(1 if deficient)
This is called dummy codingwhere multiple
binary variables are created to represent being in
each category (or not) of a categorical variable

The picture
Sufficient vs.
Insufficient

Sufficient vs.
Deficient

Results
Parameter Estimates
Variable

DF

Intercept
deficient
insufficient

1
1
1

Parameter
Estimate
40.07407
-9.87407
-6.87963

Standard
Error
1.47817
3.73950
2.33719

t Value

Pr > |t|

27.11
-2.64
-2.94

<.0001
0.0096
0.0041

Interpretation:

The deficient group has a mean DSST 9.87


points lower than the reference (sufficient)
group.
The insufficient group has a mean DSST 6.87
points lower than the reference (sufficient)

Functions of multivariate
analysis:

Control for confounders


Test for interactions between predictors
(effect modification)
Improve predictions

Other types of multivariate


regression
Multiple

linear regression is for normally


distributed outcomes

Logistic
Cox

regression is for binary outcomes

proportional hazards regression is used when


time-to-event is the outcome

Common multivariate regression models.


Example
outcome
variable

Appropriate
multivariate
regression
model

Example equation

What do the coefficients give


you?

Continuous

Blood
pressure

Linear
regression

blood pressure (mmHg) =


+ salt*salt consumption (tsp/day) +
age*age (years) + smoker*ever
smoker (yes=1/no=0)

slopestells you how much


the outcome variable
increases for every 1-unit
increase in each predictor.

Binary

High blood
pressure
(yes/no)

Logistic
regression

ln (odds of high blood pressure) =


+ salt*salt consumption (tsp/day) +
age*age (years) + smoker*ever
smoker (yes=1/no=0)

odds ratiostells you how


much the odds of the
outcome increase for every
1-unit increase in each
predictor.

Time-to-event

Time-todeath

Cox regression

ln (rate of death) =
+ salt*salt consumption (tsp/day) +
age*age (years) + smoker*ever
smoker (yes=1/no=0)

hazard ratiostells you how


much the rate of the outcome
increases for every 1-unit
increase in each predictor.

Outcome
(dependent
variable)

Multivariate regression
pitfalls
Multi-collinearity
Residual

confounding
Overfitting

Multicollinearity
Multicollinearity

arises when two variables that


measure the same thing or similar things (e.g.,
weight and BMI) are both included in a multiple
regression model; they will, in effect, cancel each
other out and generally destroy your model.

Model

building and diagnostics are tricky


business!

Residual confounding

You cannot completely wipe out


confounding simply by adjusting for
variables in multiple regression unless
variables are measured with zero
error (which is usually impossible).
Residual confounding can lead to
significant effect sizes of moderate
size if measurement error is high.

Residual confounding:
example

Hypothetical Example: In a case-control


study of lung cancer, researchers
identified a link between alcohol drinking
and cancer in smokers only. The OR was
1.3 for 1-2 drinks per day (compared with
none) and 1.5 for 3+ drinks per day.
Though the authors adjusted for number of
cigarettes smoked per day in multivariate
(logistic) regression, we cannot rule out
residual confounding by level of smoking
(which may be tightly linked to alcohol
drinking).

Overfitting

In multivariate modeling, you can


get highly significant but
meaningless results if you put too
many predictors in the model.
The model is fit perfectly to the
quirks of your particular sample,
but has no predictive ability in a
new sample.

Overfitting: class data


example

I asked SAS to automatically find


predictors of optimism in our class
dataset. Heres the resulting linear
regression model:
Variable

Parameter
Estimate

Standard
Error

Intercept
exercise
sleep
obama
Clinton
mathLove

11.80175
-0.29106
-1.91592
1.73993
-0.83128
0.45653

2.98341
0.09798
0.39494
0.24352
0.17066
0.10668

Type II SS

F Value

Pr > F

11.96067
6.74569
17.98818
39.01944
18.13489
13.99925

15.65
8.83
23.53
51.05
23.73
18.32

0.0019
0.0117
0.0004
<.0001
0.0004
0.0011

Exercise, sleep, and high ratings for Clinton are negatively related to optimism (highly
significant!) and high ratings for Obama and high love of math are positively related to
optimism (highly significant!).

If something seems to
good to be true
Clinton, univariate:
Variable

Label

Intercept
Clinton

Intercept
Clinton

DF

Parameter
Estimate

1
1

5.43688
0.24973

Standard
Error t Value
2.13476
0.27111

2.55
0.92

Pr > |t|
0.0188
0.3675

Sleep, Univariate:
Variable

Label

DF

Parameter
Estimate

Standard
Error t Value

Pr > |t|

Intercept Intercept 1
8.30817
4.36984
1.90
0.0711
sleep
1
-0.14484
0.65451
-0.22
0.8270
Exercise, Univariate: sleep
Parameter
Standard
Variable Label
DF
Estimate
Error t Value Pr > |t|
Intercept
exercise

Intercept
exercise

1
1

6.65189
0.19161

0.89153
0.20709

7.46
0.93

<.0001
0.3658

More univariate models


Obama, Univariate:
Variable

Label

Intercept
obama

Intercept
obama

DF
1
1

Parameter
Estimate

Standard
Error t Value

0.82107
0.87276

2.43137
0.31973

Pr > |t|

0.34
0.7389
2.73
0.0126

Love of Math, univariate:


Variable

Label

DF

Intercept Intercept 1
mathLove mathLove

Parameter
Estimate

Standard
Error t Value

Pr > |t|

3.70270
1.25302
2.96
0.0076
1
0.59459
0.19225
3.09
0.0055

Compare
with
multivariate
result;
p<.0001

Compare
with
multivariate
result;
p=.0011

Overfitting
Rule of thumb: You need at
least 10 subjects for each
additional predictor
variable in the multivariate
regression model.

Pure noise variables still produce good R2 values if the


model is overfitted. The distribution of R2 values from a
series of simulated regression models containing only
noise variables.
(Figure 1 from: Babyak, MA. What You See May Not Be What You Get: A Brief, Nontechnical
Introduction to Overfitting in Regression-Type Models. Psychosomatic Medicine 66:411-421

Overfitting example, class


data
PREDICTORS OF EXERCISE HOURS PER WEEK (multivariate model):
Variable
Intercept
Coffee
wakeup
engSAT
mathSAT
writingLove
sleep

Beta

p-VALUE

-14.74660
0.0257
0.23441
0.0004
-0.51383
0.0715
-0.01025
0.0168
0.03064
0.0005
0.88753
<.0001
0.37459
0.0490

R-Square = 0.8192

N=20, 7
parameters
in the
model!

Univariate models

Variable
Beta
p-value
Coffee
0.05916
0.3990
Wakeup -0.06587
0.8648
MathSAT -0.00021368 0.9731
EngSAT -0.01019
0.1265
Sleep
-0.41185
0.4522
WritingLove 0.38961
0.0279

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