BPS - 3rd Ed. Chapter 51 Regression. BPS - 3rd Ed. Chapter 52 u Objective: To quantify the linear relationship between an explanatory variable (x) and.

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Presentation transcript:

BPS - 3rd Ed. Chapter 51 Regression

BPS - 3rd Ed. Chapter 52 u Objective: To quantify the linear relationship between an explanatory variable (x) and response variable (y). u We can then predict the average response for all subjects with a given value of the explanatory variable. Linear Regression

BPS - 3rd Ed. Chapter 53 Prediction via Regression Line Number of new birds and Percent returning Example: predicting number (y) of new adult birds that join the colony based on the percent (x) of adult birds that return to the colony from the previous year.

BPS - 3rd Ed. Chapter 54 Least Squares u Used to determine the “best” line u We want the line to be as close as possible to the data points in the vertical (y) direction (since that is what we are trying to predict) u Least Squares: use the line that minimizes the sum of the squares of the vertical distances of the data points from the line

BPS - 3rd Ed. Chapter 55 Least Squares Regression Line u Regression equation: y = a + bx ^ –x is the value of the explanatory variable –“y-hat” is the average value of the response variable (predicted response for a value of x) –note that a and b are just the intercept and slope of a straight line –note that r and b are not the same thing, but their signs will agree

BPS - 3rd Ed. Chapter 56 Prediction via Regression Line Number of new birds and Percent returning u The regression equation is y-hat =  x –y-hat is the average number of new birds for all colonies with percent x returning u For all colonies with 60% returning, we predict the average number of new birds to be 13.69:  (0.3040)(60) = birds u Suppose we know that an individual colony has 60% returning. What would we predict the number of new birds to be for just that colony?

BPS - 3rd Ed. Chapter 57 ^ u Regression equation: y = a + bx Regression Line Calculation where s x and s y are the standard deviations of the two variables, and r is their correlation

BPS - 3rd Ed. Chapter 58 Regression Calculation Case Study Per Capita Gross Domestic Product and Average Life Expectancy for Countries in Western Europe

BPS - 3rd Ed. Chapter 59 CountryPer Capita GDP (x)Life Expectancy (y) Austria Belgium Finland France Germany Ireland Italy Netherlands Switzerland United Kingdom Regression Calculation Case Study

BPS - 3rd Ed. Chapter 510 Linear regression equation: y = x ^ Regression Calculation Case Study

BPS - 3rd Ed. Chapter 511 Coefficient of Determination (R 2 ) u Measures usefulness of regression prediction u R 2 (or r 2, the square of the correlation): measures what fraction of the variation in the values of the response variable (y) is explained by the regression line v r=1: R 2 =1:regression line explains all (100%) of the variation in y v r=.7: R 2 =.49:regression line explains almost half (50%) of the variation in y

BPS - 3rd Ed. Chapter 512 Residuals u A residual is the difference between an observed value of the response variable and the value predicted by the regression line: residual = y  y ^

BPS - 3rd Ed. Chapter 513 Residuals u A residual plot is a scatterplot of the regression residuals against the explanatory variable –used to assess the fit of a regression line –look for a “random” scatter around zero

BPS - 3rd Ed. Chapter 514 Case Study Gesell Adaptive Score and Age at First Word Draper, N. R. and John, J. A. “Influential observations and outliers in regression,” Technometrics, Vol. 23 (1981), pp

BPS - 3rd Ed. Chapter 515 Residual Plot: Case Study Gesell Adaptive Score and Age at First Word

BPS - 3rd Ed. Chapter 516 Outliers and Influential Points u An outlier is an observation that lies far away from the other observations –outliers in the y direction have large residuals –outliers in the x direction are often influential for the least-squares regression line, meaning that the removal of such points would markedly change the equation of the line

BPS - 3rd Ed. Chapter 517 Outliers: Case Study Gesell Adaptive Score and Age at First Word From all the data r 2 = 41% r 2 = 11% After removing child 18

BPS - 3rd Ed. Chapter 518 Cautions about Correlation and Regression u only describe linear relationships u are both affected by outliers u always plot the data before interpreting u beware of extrapolation –predicting outside of the range of x u beware of lurking variables –have important effect on the relationship among the variables in a study, but are not included in the study u association does not imply causation

BPS - 3rd Ed. Chapter 519 Caution: Beware of Extrapolation u Sarah’s height was plotted against her age u Can you predict her height at age 42 months? u Can you predict her height at age 30 years (360 months)?

BPS - 3rd Ed. Chapter 520 Caution: Beware of Extrapolation u Regression line: y-hat = x u height at age 42 months? y-hat = 88 u height at age 30 years? y-hat = –She is predicted to be 6’ 10.5” at age 30.

BPS - 3rd Ed. Chapter 521 Meditation and Aging (Noetic Sciences Review, Summer 1993, p. 28) u Explanatory variable: observed meditation practice (yes/no) u Response: level of age-related enzyme u general concern for one’s well being may also be affecting the response (and the decision to try meditation) Caution: Beware of Lurking Variables

BPS - 3rd Ed. Chapter 522 Even very strong correlations may not correspond to a real causal relationship (changes in x actually causing changes in y). (correlation may be explained by a lurking variable) Caution: Correlation Does Not Imply Causation

BPS - 3rd Ed. Chapter 523 House, J., Landis, K., and Umberson, D. “Social Relationships and Health,” Science, Vol. 241 (1988), pp Social Relationships and Health u Does lack of social relationships cause people to become ill? (there was a strong correlation) u Or, are unhealthy people less likely to establish and maintain social relationships? (reversed relationship) u Or, is there some other factor that predisposes people both to have lower social activity and become ill? Caution: Correlation Does Not Imply Causation

BPS - 3rd Ed. Chapter 524 Evidence of Causation u A properly conducted experiment establishes the connection (chapter 8) u Other considerations: –The association is strong –The association is consistent v The connection happens in repeated trials v The connection happens under varying conditions –Higher doses are associated with stronger responses –Alleged cause precedes the effect in time –Alleged cause is plausible (reasonable explanation)