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 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 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: PSYC 4310/6310 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