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Multiple correlation and regression
Types of Multiple regression methods
Multiple Regression
When looking to make predictions, third (or
fourth) variables that correlate with the
criterion are not nuisances, but may provide
additional information.
With several potential predictor variables, use
Multiple Regression analyses
Built upon multiple correlation (just as with
bivariate regression and correlation are
related)
Multiple Regression
Y
f
a
g
X1
c
b
d
r2Y(X1X2) = a
r2Y(X2X1) = c
e
X2
r2X1Y = a+b
r2X1X2 = b+d
r2X2Y= b+c
Multiple Regression
Y
g
X1
X2
or
find area bc = r2(YX2)
b
d
f
a
Considerations about R2
R2 Coefficient of determination (total
proportion of variance you can account for.
1-R2: coefficient of non determination.
R2 cannot be less than the largest single
bivariate r2yx
Considerations about R2
With additional predictors, R2 will increase only to
the extent that the new predictor is not correlated
with predictors already in the equation.
Increase dependent upon the squared semi-partial
correlation coefficient:
R2YX1X2X3Xn= r2YX1+ r2Y(X2X1) + r2Y(X3X1X2)+ + r2Y(XnX1X2X3
Xn-1)
Forward Regression
Sequentially add variables, one at a time
based on the strength of their squared
semi-partial correlations (or simple
bivariate correlation in the case of the first
variable to be entered into the equation)
Backward Regression
Start with them all in the equation then
delete them on the bases of smallest
change in the R2
Stepwise Regression
A combination of forward and backward
At each step one variable can be entered (on
basis of greatest improvement in R2) but
one may also be removed if the change
(reduction) in R2 is not significant.
In the Bordens and Abbott text, it sounds
like they use this term to mean Forward
regression.
Hierarchical Regression
This is the only method with which the researcher
assumes control over the analyses.
On basis of theory or practicality
This is especially important when multicollinearity
is a problem
Multiple Regression
f
a
X2
c
=.45+.06=.51
r2X1Y=.15
r2X1X2 =.15
r2X2Y =.45
e
d
r2Y(X1X2) = .06
r2Y(X2X1) = .36
r2YX1X2 = .06/(.06+.49)=.11
X1
r2YX2X1 = .36/(.36+.49)=.42
Multiple Regression
=.19+.05=.24
r2X1Y=.20
r2X1X2 =.80
a
b
g
X1
r2X2Y =.19
r2Y(X1X2) = .05
e
X2
r2Y(X2X1) = .04
r2YX1X2 = .05/(.05+.80)=.06
r2YX2X1 = .04/(.04+.80)=.05
Multicollinearity Examples
predicting political development (77
countries) from information re.
communication, urbanization,
education, and agricultural
development: among predictors, lowest
r was .69, highest was .88
R2y 1, R2y 12, R2y 123, R2y 1234
were .66, .67, .67, .67
Coleman Report
Explain school achievement inequalities:
1 important DV was verbal abilities, 60
IVs! 5 chosen (based on assumed
importance) - blacks and whites
examined separately
3 different orders of entry
Coleman Report
Explain school achievement inequalities:
For whites, Self-concept consistently
important
For blacks, less so: Control of the
environment more important
Interesting that both are quite subjective attitude - measures
Warsaw Study
Assessing massive efforts by government
to achieve educational equality
spread individuals around city (mixing
SES groups that might differ in ability
and achievement)
1300 kids tested on non-verbal IQ test
3 orders of entry
Warsaw Study
Warsaw Study
Successfully removed any school or area effects:
Family consistently significant.
Concluded that societal changes over a
generation failed to override forces that
determine social class distribution in mental
performance
Variables
Entered
EMPATEND,
CONTROL,
EFFICACY,
SYMPATHY,
a
ANGER
Variables
Removed
Method
Enter
R
.626a
R Square
.392
Adjusted
R Square
.352
Std. Error of
the Estimate
1.0085
Model
1
Regression
Residual
Total
Sum of
Squares
49.272
76.281
125.553
df
5
75
80
Mean Square
9.854
1.017
F
9.689
Sig.
.000a
Coefficientsa
Model
1
Unstandardized
Coefficients
B
Std. Error
(Constant)
-4.407
.790
CONTROL
-1.12E-03
.076
SYMPATHY
.456
.107
ANGER
.288
.090
EFFICACY
.431
.133
EMPATEND 1.089E-02
.009
Standardized
Coefficients
Beta
-.001
.416
.315
.297
.119
t
-5.580
-.015
4.276
3.186
3.228
1.255
Sig.
.000
.988
.000
.002
.002
.214
SPSS Variables
Multiple
Regression Output
Entered/Removed
a
Model
1
Variables
Entered
Variables
Removed
SYMPATHY
ANGER
EFFICACY
Method
Stepwise (Criteria:
Probability-of-F-to-enter <= .050,
Probability-of-F-to-remove >= .100).
Stepwise (Criteria:
Probability-of-F-to-enter <= .050,
Probability-of-F-to-remove >= .100).
Stepwise (Criteria:
Probability-of-F-to-enter <= .050,
Probability-of-F-to-remove >= .100).
Model Summary
Model
1
2
3
R
.455a
.548b
.616c
R Square
.207
.300
.380
Adjusted
R Square
.197
.282
.355
Std. Error of
the Estimate
1.1225
1.0612
1.0058
Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total
Sum of
Squares
26.008
99.544
125.553
37.715
87.837
125.553
47.654
77.899
125.553
df
1
79
80
2
78
80
3
77
80
Mean Square
26.008
1.260
F
20.641
Sig.
.000a
18.858
1.126
16.746
.000b
15.885
1.012
15.701
.000c
Model
1
2
(Constant)
SYMPATHY
(Constant)
SYMPATHY
ANGER
(Constant)
SYMPATHY
ANGER
EFFICACY
Unstandardized
Coefficients
B
Std. Error
-1.892
.510
.498
.110
-2.660
.537
.539
.104
.281
.087
-4.308
.732
.494
.100
.284
.083
.412
.132
Standardized
Coefficients
Beta
.455
.492
.308
.451
.310
.284
t
-3.713
4.543
-4.950
5.159
3.224
-5.885
4.938
3.429
3.134
Sig.
.000
.000
.000
.000
.002
.000
.000
.001
.002
Model
1
CONTROL
ANGER
EFFICACY
EMPATEND
CONTROL
EFFICACY
EMPATEND
CONTROL
EMPATEND
Beta In
.157a
.308a
.282a
.073a
.042b
.284b
.086b
.013c
.119c
t
1.549
3.224
2.911
.702
.394
3.134
.869
.128
1.269
Sig.
.125
.002
.005
.485
.694
.002
.387
.898
.208
Partial
Correlation
.173
.343
.313
.079
.045
.336
.099
.015
.144
Collinearity
Statistics
Tolerance
.966
.985
.979
.922
.819
.979
.920
.812
.909
SYMPATHY
ANGER
EFFICACY
ZHELP
EMPATEND
Pearson Correlation
Sig. (2-tailed)
N
Pearson Correlation
Sig. (2-tailed)
N
Pearson Correlation
Sig. (2-tailed)
N
Pearson Correlation
Sig. (2-tailed)
N
Pearson Correlation
Sig. (2-tailed)
N
Pearson Correlation
Sig. (2-tailed)
N
CONTROL SYMPATHY
1.000
-.184
.
.100
81
81
-.184
1.000
.100
.
81
81
.403**
-.120
.000
.284
81
81
.053
.145
.640
.195
81
81
.067
.455**
.550
.000
81
81
.023
.280*
.837
.011
81
81
ANGER
EFFICACY
.403**
.053
.000
.640
81
81
-.120
.145
.284
.195
81
81
1.000
-.026
.
.818
81
81
-.026
1.000
.818
.
81
81
.248*
.342**
.025
.002
81
81
-.071
-.061
.530
.586
81
81
ZHELP
EMPATEND
.067
.023
.550
.837
81
81
.455**
.280*
.000
.011
81
81
.248*
-.071
.025
.530
81
81
.342**
-.061
.002
.586
81
81
1.000
.195
.
.081
81
81
.195
1.000
.081
.
81
81