Multiple Regression - Michael Kalsher Home

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Multiple
Regression
Adv. Experimental
Methods & Statistics
PSYC 4310 / COGS 6310
Michael J. Kalsher
Department of
Cognitive Science
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2012, Michael Kalsher
Multiple Regression:
Basic Characteristics
• 1 Continuous DV (Outcome Variable)
• 2 or more Continuous IVs (Predictors)
• General Form of the Equation:
– outcomei = (model) + errori
– Ypred = (b0 + b1X1 + b2X2+ … + bnXn) + i
– record salespred = b0 + b1ad budgeti + b2airplayi+ 
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Scatterplot of the relationship between record sales,
advertising budget and radio play
Slope of bAdvert
Slope of bAirplay
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Partitioning the Variance:
Sums of Squares, R, and R2
SST Represents the total amount of differences between the observed values and the
mean value of the outcome variable.
SSR Represents the degree of inaccuracy when the best model is fitted to the data.
SSR uses the differences between the observed data and the regression line.
SSM Shows the reduction in inaccuracy resulting from fitting the regression model to
the data. SSM uses the differences between the values of Y predicted by the model
(the regression line) and the mean. A large SSM implies the regression model predicts
the outcome variable better than the mean.
Multiple R The correlation between the observed values of Y (outcome variable)
and values of Y predicted by the multiple regression model. It is a gauge of how well
the model predicts the observed data. R2 is the amount of variation in the outcome
variable accounted for by the model.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Variance Partitioning
Variance in the outcome variable (DV) is
due to action of all IV’s plus some error:
X1
B2
X2
Var Y
B1
Newspaper
Readership
Y
B3
Age
Var X2
Gender
X3
PSYC 4310/6310
Advanced Experimental Methods and Statistics
Var X3
© 2011, Michael Kalsher and James Watt
Var X1
Income
Covariation
Error Var Y
Cov X3Y
Var Y
Cov X2Y
Cov X1X3Y
Newspaper Readership
Var X3
Age
Cov X1X2Y
Var X2
Gender
Var X1
Income
Cov X1Y
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Partial Statistics
• Partial Correlations and Regression Coefficients
– Effect of all other IV’s are held constant when
estimating the effect of each target IV.
• Covariation of other IV’s with DV is subtracted out
• Partial Correlation for X1 =
rp1 = Cov X2Y / (Var Y - Cov X1X2Y - Cov X1Y - Cov X1X3Y - Cov X3Y)
• Partial correlations describe the independent
effect of the IV on the DV, controlling for the
effects of all other IV’s
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Part (semi-Partial) Statistics
• Part (semi-partial) r
– Effect of other IV’s are NOT held constant.
– Semi-partial r’s indicate the marginal
(additional) effect of a particular IV on the
DV, allowing all other IV’s to operate
normally.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Methods of Regression:
Predictor Selection and Model Entry Rules
• Selecting Predictors
– More is not better! Select the most important ones
based on past research findings.
• Entering variables into the Model
– When predictors are uncorrelated order makes no
difference.
– Rare to have completely uncorrelated variables,
so method of entry becomes crucial.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Methods of Regression
• Hierarchical (blockwise entry)
– Predictors selected and entered by researcher based
on knowledge of their relative importance in predicting
the outcome.
• Forced entry (Enter)
– All predictors forced into model simultaneously.
• Stepwise (mathematically determined entry)
– Forward method
– Backward method
– Stepwise method
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Hierarchical / Blockwise Entry
• Researcher decides order.
• Known predictors usually entered first, in
order of their importance in predicting the
outcome.
• Additional predictors can be added all at
once, stepwise, or hierarchically (i.e., most
important first).
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Forced Entry (Enter)
• All predictors forced into the model
simultaneously.
• Default option
• Method most appropriate for testing theory
(Studenmund Cassidy, 1987)
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Stepwise Entry: Forward Method
Procedure
1. Initial model contains only the intercept (b0).
2. SPSS next selects predictor that best predicts the outcome variable
by selecting the predictor with the highest simple correlation with
the outcome variable.
3. Subsequent predictors selected on the basis of the size of their
semi-partial correlation with the outcome variable.
Semi-partial correlation measures how much of the remaining unexplained variance
in the outcome is explained by each additional predictor.
4. Process repeated until all predictors that contribute significant
unique variance to the model have been included in the model.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Stepwise Entry: Backward Method
Procedure
1. SPSS places all predictors in the model and then computes the
contribution of each one by evaluating the t-test for each predictor.
2. Significance values are compared against a removal criterion.
Predictors not meeting the criterion are removed. (In SPSS the default
probability to eliminate a variable is called pout = p  0.10. (probability out).
3. SPSS re-estimates the regression equation with the remaining
predictor variables. Process repeats until all the predictors in the
equation are statistically significant, and all outside the equation
are not.
4. Preferable to Forward method because of suppressor effects
(occur when a predictor has a significant effect, but only when another
variable is held constant).
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Suppressor Variables: Defined
Suppressor variables increase the size of regression
coefficients associated with other IVs or set of variables (Conger,
1974).
Suppressor variables could be termed enhancers (McFatter,
1979) when they correlate with other IVs, and account for (or
suppress) outcome-irrelevant variation (unexplained variance) in
one or more other predictors, thereby improving the overall
predictive power of the model.
A variable may act as a suppressor or enhancer—even when the
suppressor has a significant zero-order correlation with an
outcome variable—by improving the relationship of other
independent variables with an outcome variable.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Stepwise Entry: Stepwise Method
Procedure
1. Same as the Forward method, except that each time a
predictor is added to the equation, a removal test is
made of the least useful predictor.
2. The regression equation is constantly reassessed to
see whether any redundant predictors can be
removed.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Assessing the Model I:
Does the model fit the observed data? Outliers &Influential Cases
The mayor of London at the turn of the 20th century is
interested in how drinking affects mortality. London is
divided into eight regions termed “boroughs” and so he
measures the number of pubs and the number of
deaths over a period of time in each one.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Statistical
Oddity?
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Regression Diagnostics:
Outliers and Residuals
If a model fits the sample data well, residuals (error)
should be small. Cases with large residuals could be
outliers.
• Unstandardized residuals: measured in the same units as the
outcome variable, so aren’t comparable across different models. Useful in
terms of their relative size.
• Standardized residuals: Created by transforming unstandardized
residuals into standard deviation units.
– In a normally distributed sample:
• 95% of z-scores should lie between -1.96 and +1.96 (shouldn’t be more than 5%)
• 99.% of z-scores should lie between -2.58 and +2.58 (shouldn’t be more than 1%)
• 99.9% of z-scores should lie between -3.29 and +3.29 (always a problem if exceeded)
• Studentized residuals: The unstandardized residual divided by an
estimate of its standard deviation that varies point by point. More precise
estimate of the error variance of a specific case.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Regression Diagnostics:
Influential Cases
Several residual statistics are used to assess the influence of
a particular case.
•
Adjusted predicted value: If a specific case doesn’t exert a large influence on
the model, and the model is calculated WITHOUT the particular case, we would
expect the adjusted predicted value of the outcome variable to be very similar.
•
DFFit: The difference between the adjusted predicted value and the original
predicted value.
•
Mahalanobis distances: measures the distance of cases from the means of the
predictor variables (values above 25 are problematic, even with large samples and
more than 5 predictors).
•
Cook’s Distance: measure of the overall influence of a case on the model.
Values greater than 1 may be problematic (Cook & Weisberg, 1982).
•
Leverage: Measures the influence of the observed value of the outcome variable
over the predicted values. Values range between “0” (no influence) to “1” (complete
influence over predictor).
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Assessing the Model II:
Checking Assumptions
Drawing conclusions about the population
• Variable Types:
IVs must be quantitative or categorical; DV must be
quantitative, continuous and unbounded.
• Non-zero variance: Predictors must have some variation.
• No perfect collinearity: Predictors should not correlate too highly. Can be
tested with the VIF (variance inflation factor). Indicates whether a predictor has a strong
relationship with the other predictors. Values over 10 are worrisome.
• Homoscedasticity:
Residuals at each level of the predictor(s) should have the
same variance.
• Independent errors:
The residual terms for any two observations should be
independent (uncorrelated). Tested with the Durbin-Watson test, which ranges
from 0 to 4. Value of 2 means residuals are uncorrelated. Values greater than 2
indicate a negative correlation between adjacent residuals; values below 2 indicate a
positive correlation.
• Normally distributed errors:
Residuals are assumed to be random,
normally distributed variables with a mean of 0.
• Independence: All values of the DV are assumed to be independent.
• Linearity:
Assumes the relationship being modeled is linear.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression Using SPSS
Record2.sav
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Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Estimates: Provides estimated
coefficients of the regression model, test
statistics and their significance.
Confidence Intervals: Useful tool for
assessing likely value of the regression
coefficients in the population.
Model Fit: Omnibus test of the model’s
ability to predict the DV.
R-squared Change: R2 resulting from
inclusion of a new predictor.
Descriptives: Table of means, standard
deviations, number of observations and
correlation matrix.
Part and partial correlations: Produces
zero-order correlations, partial correlations
and part correlations between each
predictor and the DV.
Collinearity diagnostics: VIF (variance inflation factor), tolerance, eigenvalues of the
scaled, uncentred cross-products matrix, condition indexes, and variance proportions.
Durbin-Watson: Tests the assumption of independent errors.
Case-wise diagnostics: Lists the observed value of the outcome, the predicted value
of the outcome, the difference between these values, and this difference standardized.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Interpreting Multiple Regression
What can we learn from
examining the correlations
between the predictors?
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
Model Summary
Should be close to 2;
less than 1 or greater
than 3 poses a problem.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
PSYC 4310/6310
Advanced Experimental Methods and Statistics
Model Parameters
© 2011, Michael Kalsher and James Watt
Multiple Regression:
Casewise Diagnostics
Allows us to examine the residual statistics for extreme cases. We changed the default
criterion from 3 to 2. Given a sample of 200, we would expect fewer than 5% of cases
to have standardized residuals greater than approximately +/- 2 standard deviations.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
ChildAgression.sav
A study was carried out to explore the relationship between
Aggression and several potential predictor variables in 666
children that had an older sibling.
Potential predictor variables measured were:
Parenting_Style (high score = bad parenting)
Computer_Games (high scores = more time playing computer games)
Television (high score = more time watching television)
Diet (high score = the child has good diet)
Sibling_Aggression (high score = more aggression in older siblings)
Past research indicated that parenting style and sibling
aggression were good predictors of levels of aggression in
younger children. All other variables were treated in an
exploratory fashion. How will you analyze these data?
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Past research indicated that parenting
style and sibling aggression were good
predictors of aggression, so these
should be entered in Block 1.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
How did you decide to add the three remaining variables? Hierarchically or
Simultaneously? Did the word problem provide you with any hints?
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
Syntax
Be sure to check the Syntax to make sure you
selected the desired analysis options.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
PSYC 4310/6310
Advanced Experimental Methods and Statistics
Descriptive Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
Correlation Results
Is multicollinearity a problem? How can you tell?
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
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Advanced Experimental Methods and Statistics
Summary of Model
© 2011, Michael Kalsher and James Watt
Multiple Regression:
Regression Coefficients
Collinearity Diagnostics:
VIF (variance inflation factor)
indicates whether a predictor
has a strong linear
relationship with the other
predictors. No larger than 10
for any value; average VIF
should be 1 or lower.
Tolerance: The reciprocal of
VIF, values below 0.1 indicate
serious problems.
Partial correlations: Relationships
between each predictor and the
outcome variable, controlling for the
effects of the other predictors.
Part correlations: Relationship
between each predictor and the
outcome, controlling for the effect
that the other two variables have on
the outcome. In other words, the
unique relationship that each
predictor has with the outcome.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
Casewise Diagnostics
“Extreme” cases: Cases with standardized residuals less than -2 or greater than 2.
We would expect 95% of cases to have standardized residuals within about +/-2.
In our sample, 36 of 666 cases are extreme for a rate of 5.4%
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
Reporting the Results
The ANOVA for the full model was significant, F(5,660)=11.88, p<.01. As illustrated in the
model summary, the linear combination of the complete set of predictors (i.e., sibling
aggression, parenting style, use of computer games, good diet, time spent watching television)
accounted for a moderate portion of the variance in aggression, R2 = .08. The significant R2change following the addition of use of computer games, good diet, time spent watching
television, F(3,660)=7.03, p<.01, indicates these predictors explained an additional 3% of the
variance in aggression beyond that explained by sibling aggression and parenting style.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
Multiple Regression:
Block 1
Block 2
Reporting the Results
B
SE B
Constant
-.01
.01
Parenting Style
.06
.01
Sibling Aggression
.09
.04
Constant
-.01
.01
Parenting Style
.06
.02
Sibling Aggression
.08
Time Watching TV

t
Sig.
-0.48
.63
.19**
5.06
.00
.10*
2.49
.02
-0.42
.68
.18**
3.89
.00
.04
.08*
2.11
.04
.03
.05
.03
0.72
.48
Use of Computer Games
.14
.04
.15**
3.85
.00
Good Diet
-.11
.04
-.12**
-2.87
.00
An analysis of the regression coefficients for the full model showed that all predictors except for
time watching TV contributed significantly to the model (p’s < .05). As shown in the table
above, parenting style, use of computer games, and sibling aggression were positively related to
aggression, whereas good diet was negatively related to aggression.
PSYC 4310/6310
Advanced Experimental Methods and Statistics
© 2011, Michael Kalsher and James Watt
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