performed to test if there is a significant prediction of a DV by an IV (predictor)
DV is interval/ratio
uni-directional
Assumptions of Regression
regression
Normality of the errors
No Outliers
Linearity
Homoscedasticity
Independence of subjects
Regression Assumptions: Normality of the errors
regression
the distribution of erros is normal
assumption tested using Shapiro-Wilk
Regression Assumptions: No Outliers
regression
no extreme scors among errors.
assumption tested by examining histograms and Q-Q plots
Regression Assumptions: Linearity
regression
the relationship between DV and IV is linear
tested by examing scatterplots of:
1. DV vs IV
(and/or)
2. errors vs predicted scores
can be objectively tested using Box Cox transformation
Regression Assumptions: Homoscedasticity
regression
variability of DV is same across the levels of an IV
tested by examining scatterplots of:
1. DV vs IV
and/or
2.errors vs predicted scores
can be objectively tested using Bruesch-Pagan or White's tests
Regression Assumptions: Independence of Subjects
regression
design consideration
cannot be tested using statistics
one subject's scores cannot be influenced by another subject
Regression Model
regression
model in statistics that defines a relationship of variable(s) to another variable(s)
-how they are related to each other
B0 is y-intercept
B1 is the regression coefficient (slope)
Ei is the error (residual)
Interpretations
regression
b0 is the value of DV predicted, Yhati, when the IV is 0, xi = 0.
-Most of the time b0 is not of any
interest
b1 measures the amount of change in DV predicted, for a single unit increase in IV
Ordinary Least Squares
regression
estimates the parameters by minimizing the sum of square errors
mispredictions should be as small as possible
Errors
regression
difference between the DV and predicted DV
some are positive while others are negative
-below line due to overestimation of scores
-above line due to underestimation of scores
Distance between score and line is the error
Standard Error of the Estimate
regression
standard deviation of the errors
difference between the observed and predicted DV
"on average, how much each subject is mis-predicted by"
Research question: is there a significant prediction of a DV by an IV?
regression
t-test for b1
df = N - 2
Research question: is the y-intercept significantly different than 0?
regression
t-test for b0
df = N - 2
Effect Size
regression
measure of effect that is often used in simple linear regression is the coefficient of determination, R2-which measures the proportion of the variability of a DV explained by an IV
-ranges from 0 to 1
used only for descriptive purposes
-descripes sample not population
Adjusted R-square
regression
used to make inferences about population
adjusts for sample size (and the number of IVs)
Beta
regression
(spelled out for standardized regression coefficient)
measures the amount of change in standard unit (i.e. 1 SD) of DV predicted for a one standard unit increase in the DV