X Y. Variance Covariance Correlation Scatter plot.

Slides:



Advertisements
Similar presentations
11-1 Empirical Models Many problems in engineering and science involve exploring the relationships between two or more variables. Regression analysis.
Advertisements

Kin 304 Regression Linear Regression Least Sum of Squares
Inference for Regression
6-1 Introduction To Empirical Models 6-1 Introduction To Empirical Models.
11 Simple Linear Regression and Correlation CHAPTER OUTLINE
Regression Analysis Once a linear relationship is defined, the independent variable can be used to forecast the dependent variable. Y ^ = bo + bX bo is.
Simple Regression Model
Multiple Regression. Outline Purpose and logic : page 3 Purpose and logic : page 3 Parameters estimation : page 9 Parameters estimation : page 9 R-square.
Linear regression models
Quantitative Data Analysis: Hypothesis Testing
LINEAR REGRESSION: Evaluating Regression Models Overview Assumptions for Linear Regression Evaluating a Regression Model.
LINEAR REGRESSION: Evaluating Regression Models. Overview Assumptions for Linear Regression Evaluating a Regression Model.
LINEAR REGRESSION: Evaluating Regression Models. Overview Standard Error of the Estimate Goodness of Fit Coefficient of Determination Regression Coefficients.
Bivariate Regression CJ 526 Statistical Analysis in Criminal Justice.
Lesson #32 Simple Linear Regression. Regression is used to model and/or predict a variable; called the dependent variable, Y; based on one or more independent.
Intro to Statistics for the Behavioral Sciences PSYC 1900
Chapter Topics Types of Regression Models
Topics: Regression Simple Linear Regression: one dependent variable and one independent variable Multiple Regression: one dependent variable and two or.
Ch. 14: The Multiple Regression Model building
Dr. Mario MazzocchiResearch Methods & Data Analysis1 Correlation and regression analysis Week 8 Research Methods & Data Analysis.
Pertemua 19 Regresi Linier
11-1 Empirical Models Many problems in engineering and science involve exploring the relationships between two or more variables. Regression analysis.
Correlation 1. Correlation - degree to which variables are associated or covary. (Changes in the value of one tends to be associated with changes in the.
Introduction to Regression Analysis, Chapter 13,
Simple Linear Regression Analysis
Correlation & Regression
Regression and Correlation Methods Judy Zhong Ph.D.
Marketing Research Aaker, Kumar, Day and Leone Tenth Edition
Introduction to Linear Regression and Correlation Analysis
Equations in Simple Regression Analysis. The Variance.
Correlation and Regression
Introduction to Regression Analysis. Two Purposes Explanation –Explain (or account for) the variance in a variable (e.g., explain why children’s test.
OPIM 303-Lecture #8 Jose M. Cruz Assistant Professor.
Managerial Economics Demand Estimation. Scatter Diagram Regression Analysis.
Simple Linear Regression One reason for assessing correlation is to identify a variable that could be used to predict another variable If that is your.
Business Statistics: A First Course, 5e © 2009 Prentice-Hall, Inc. Chap 12-1 Correlation and Regression.
Applied Quantitative Analysis and Practices LECTURE#23 By Dr. Osman Sadiq Paracha.
Statistical Methods Statistical Methods Descriptive Inferential
Regression Analyses. Multiple IVs Single DV (continuous) Generalization of simple linear regression Y’ = b 0 + b 1 X 1 + b 2 X 2 + b 3 X 3...b k X k Where.
Regression. Population Covariance and Correlation.
Y X 0 X and Y are not perfectly correlated. However, there is on average a positive relationship between Y and X X1X1 X2X2.
6-1 Introduction To Empirical Models Based on the scatter diagram, it is probably reasonable to assume that the mean of the random variable Y is.
11 Chapter 12 Quantitative Data Analysis: Hypothesis Testing © 2009 John Wiley & Sons Ltd.
MARKETING RESEARCH CHAPTER 18 :Correlation and Regression.
Business Statistics: A Decision-Making Approach, 6e © 2005 Prentice-Hall, Inc. Chap 13-1 Introduction to Regression Analysis Regression analysis is used.
STA 286 week 131 Inference for the Regression Coefficient Recall, b 0 and b 1 are the estimates of the slope β 1 and intercept β 0 of population regression.
Simple Linear Regression (SLR)
Simple Linear Regression (OLS). Types of Correlation Positive correlationNegative correlationNo correlation.
Examining Relationships in Quantitative Research
Copyright © 2010 Pearson Education, Inc Chapter Seventeen Correlation and Regression.
1 G Lect 3M Regression line review Estimating regression coefficients from moments Marginal variance Two predictors: Example 1 Multiple regression.
Multiple Regression David A. Kenny January 12, 2014.
Intro to Statistics for the Behavioral Sciences PSYC 1900 Lecture 7: Regression.
Continuous Outcome, Dependent Variable (Y-Axis) Child’s Height
Chapter 14 Introduction to Regression Analysis. Objectives Regression Analysis Uses of Regression Analysis Method of Least Squares Difference between.
LESSON 4.1. MULTIPLE LINEAR REGRESSION 1 Design and Data Analysis in Psychology II Salvador Chacón Moscoso Susana Sanduvete Chaves.
Lecturer: Ing. Martina Hanová, PhD.. Regression analysis Regression analysis is a tool for analyzing relationships between financial variables:  Identify.
1 AAEC 4302 ADVANCED STATISTICAL METHODS IN AGRICULTURAL RESEARCH Part II: Theory and Estimation of Regression Models Chapter 5: Simple Regression Theory.
Bivariate Regression. Bivariate Regression analyzes the relationship between two variables. Bivariate Regression analyzes the relationship between two.
The simple linear regression model and parameter estimation
11-1 Empirical Models Many problems in engineering and science involve exploring the relationships between two or more variables. Regression analysis.
REGRESSION G&W p
Kin 304 Regression Linear Regression Least Sum of Squares
Chapter 11: Simple Linear Regression
Regression.
BPK 304W Regression Linear Regression Least Sum of Squares
Multiple Regression – Part II
6-1 Introduction To Empirical Models
Introduction to Regression
Correlation and Simple Linear Regression
Presentation transcript:

X Y

Variance Covariance Correlation

Scatter plot

Relations and Associations Y X

The purpose of regression is to explain the variability in Y from the information on X given that X and Y are linearly related. The distribution of Y is also called the unconditional distribution of Y is a sample estimate of the unconditional population mean. is a sample estimate of the conditional population mean.

X Y SS Y SS res SS reg

X Y SS Y SS res Objective of research Misses Imperfection of Theory Hits Theory or model

The distribution of Y at a given level of X is called the conditional distribution of Y. It should have smaller variance than the unconditional distribution. s 2 y is an estimate of the unconditional population variance. s 2 y.x is an estimate of the conditional population variance which is also called “residual variance.”

Fit a line to best represent the scatter points. ß0ß0 ß1ß1

ß 0 or intercept is the value of Y when X=0. ß 1 or regression coefficient is value change in Y associated with one unit change in X.

The line represents the predicted value of Y at a given level of X, The scatter points represent the actual value of Y at a given value of X Ordinary least Squares (OLS) method fit the line which minimizes

Standard error or regression: Average error of prediction Average deviation from the regression line Standard deviation: Average deviation from the mean

X

SS Total SS y, SS total SS Residual SS r, SS res =+ SS regression, SS reg,

Null Hypothesis: ß = 0 Assume Null is true, what is the probability that ? Sampling t distribution of under the Null: p<.05 ß = 0

Total Variability of Y. SS Y R2R2 X Variability of Y that is predicted by X. SS reg 1-R 2

Proportion of variance of Y that is predicted by X. Proportion of variance of Y that is not predicted by X.

Adjusted R 2 Small sample size Large number of predictors

X1X1 X2X2 Y Multiple Regression in Motion

Y X1X1 X2X2 R 2 y.12

Y X1X1 X2X2

Y X1X1 X2X2 Zero-Order

Y X1X1 X2X2

Y X1X1 X2X2 Semi-Partial  2

Y X1X1 X2X2 Semi-Partial  1

Y R 2 : due to X 1 X2X2 X3X3 X1X1 R 2 change: Unique of X 2, X 3 Controlling for X 1

Analysis Strategies Confirmatory –Enter predictors in sequence and examine R 2 change Exploratory –Forward –Background –Stepwise

Hierarchical Regression 1) Enter variables from existing theory (R 2 ) 2 ) Enter variables of your theory (R 2 increment) 1) Enter Demographic variables (R 2 ) 2 ) Enter variables of your theory (R 2 increment) 1) Enter variables of earlier time (R 2 ) 2 ) Enter variables of later time (R 2 increment) OR

Variable Names: Sex1Child’s gender, 1 = male, 0 = female Bul Child aggression in schools EmChild emotion regulation AChild activity level IChild reactivity or intensity Phy1(2) Father (mother) harsh parenting or physical punishment Dp1(2)Father (mother) depression Mary1(2)Father (mother) marital satisfaction

SPSS Commands: REGRESSION /STATISTICS COEFF CHANGE /DEPENDENT bul /METHOD=ENTER sex1 /METHOD=ENTER em a i /METHOD=ENTER dp1 mary1 dp2 mary2 /METHOD=ENTER phy1 phy2.

SPSS Output: Variables Entered/Removed ModelVariables Variables Method Entered Removed SEX1. Enter 2 I, A, EM. Enter 3 DP1, MARY2, DP2, MARY1. Enter 4 PHY1, PHY2. Enter a All requested variables entered. b Dependent Variable: BUL