Week 4: Multiple Regression Flashcards
What is the decision tree for multiple regression? - (4)
- Continous
- Two or more predictors that are continous
- Multiple regression
- Meets assumptions of parametric tests
simple linear regression
the outcome variable Y is
predicted using the equation of a straight line
Multiple regression still uses the same basic equation of …. but the model is still complex
Multiple regression is the same as simple linear regression expect for - (2)
every extra predictor you include, you have to add a coefficient;
so, each predictor variable has its own coefficient, and the outcome variable is predicted from a combination of all the variables multiplied by their respective coefficients plus a residual term
Multiple regression equation
In multiple regression equation, list all the terms - (5)
- Y is the outcome variable,
- b1 is the coefficient of the first predictor (X1),
- b2 is the coefficient of the second predictor (X2),
- bn is the coefficient of the nth predictor (Xn),
- εi is the difference between the predicted and the observed value of Y for the ith participant.
Multiple regression uses the same principle as linear regression in a way that
we seek to find the linear combination of predictors that correlate maximally with the outcome variable.
Regression is a way of predicting things that you have not measured by predicting
an outcome variable from one or more predictor variables
Regression can be used to produce a
linear model of the relationship between 2 variables
Record company interested in creating model of predicting recording sales from advertising budget and plays on radio per week (airplay)
- Example of it’s MR plotted on + number of vars measured, what vertical axis shows, horizontal and third axis shows - (4)
It is a three dimensional scatter plots, which means there are three axes measuring the value of the three variables.
The vertical axis measures the outcome, which in this case is the number of album sales.
The horizontal axis measures how often the album is played on the radio per week.
The third axis, which can can think of being directed into the page measures the advertising budget.
Can’t plot a 3D plot of MR as shown here
for more than 2 predictor (X) variables
The overlap in the diagram is the shared variance, which we call the
covariance
covariance is also referred to as the variance
shared between the predictor and outcome variable.
What is shown in E?
The variance in Album Sales not shared by the predictors
What is shown in D?
Unique variance shared between Ad Budget and Plays
What is shown in C?
The variance in Album Sales shared by Ad Budget and Plays
What is shown in B?
Unique variance shared between Plays and Album Sales
What is shown in A?
Unique variance shared between Ad Budget and Album Sales
If you got two prediictors thart overlap and correlate a lot then it is a .. model
bad model can’t uniquely explain the outcome
In Hierarchical regression, we are seeing whether
one model explains significantly more variance than the other
In hierarchical regression predictors are selected based on
past work and the experimenter
decides in which order to enter the predictors into the model
As a general rule for hierarchical regression, - (3)
known predictors (from other research) should be entered into the model first in order of their importance in predicting the outcome.
After known predictors have been entered, the
experimenter can add any new predictors into the model.
New predictors can be entered either all in one go, in a stepwise manner, or hierarchically (such that the new predictor
suspected to be the most important is entered first).
Example of hierarchical regression in terms of album sales - (2)
The first model allows all the shared variance between Ad budget and Album sales to be accounted for.
The second model then only has the option to explain more variance by the unique contribution from the added predictor Plays on the radio.
What is forced entry MR?
method in which all predictors are forced
into the model simultaneously.