2. WHAT IS IT?
• LINEAR REGRESSION IS INTIMATELY RELATED TO CORRELATION
• IT IS A TECHNIQUE FOR PREDICTING A SCORE ON VARIABLE Y BASED ON WHAT WE KNOW TO BE TRUE
ABOUT THE VALUE OF SOME VARIABLE X.
• UNLESS ONE VARIABLE IS SUBSTANTIALLY CORRELATED WITH THE OTHER, THERE IS NO REASON TO USE
REGRESSION TO PREDICT A SCORE ON Y FROM A SCORE ON X.
3. EXAMPLES:
If I know that you studied 10 hours (X) for the exam, then, can I predict your
actual score on the exam (Y)?
Regression analysis helps in this regard by essentially searching for a
pattern in the data, usually a scatter plot of points representing hours studied
(x) by exam scores (Y).
It is a statistical technique that seeks to find the best fit for a straight line
projected among a points on the scatter plot.
5. SIMPLE LINEAR REGRESSION
• THE MOST BASIC FORM OF REGRESSION ANALYSIS IS CALLED SIMPLE LINEAR OR BIVARIATE (“TWO
VARIABLE”) REGRESSION.
6. DEFINITION:
Regression analysis is based on correlational analysis,
and it involves examining changes in the level of Y
relative to changes in the level of X.
Variable Y is the dependent measure and is called criterion measure
The independent or predictor variable is represented by variable X
8. THE Z-SCORE APPROACH TO REGRESSION
A variable Y can be predicted from X using the z score regression equation:
ZÝ = RxyZx
(please note it ^ which stands on Y and it is called “caret”)
ZÝ is predicted score for variable Y.
Rxy is the correlation between variables X and Y.
Zx actual z score based on variable X
9. IMPORTANCE
Two reasons:
1. When Rxy is positive in value, Zx will be multiplied by a positive number– thus, ZÝ will be positive when Zx is positive and
it will be negative when Zx is negative. [The importance of this characteristic is that when Rxy is positive, then ZÝ will
have the same sign as Zx, so that a high score will covary with high scores and low scores will do so with low scores (see
book 7.1.1). When Rxy is negative, however, the sign of ZÝ will be opposite of Zx; low scores will be associatedwith high
scores and high scores with low scores (see book7.1.1)
2. The second point is when z score equation for regression is that Rxy = ± 1.00, ZÝ will have the same score as Zx. As we
know, of course, such perfectcorrelation is rare in behavioral data. Thus, when Rxy <± 1.00, ZÝ will be closer to 0.0 than
Zx. Any Z score that approaches 0.0 is based on a raw score that is close to a distribution’s mean. When Zx is multiplied by
0.0 and ZÝ becomes equal to 0.0, the mean of the Z distribution.
10. THE MEAN, Z SCORE AND REGRESSION
When two variables are uncorrelated with one another,
the best predictor of any individual score on one of the
variables is the mean. The mean is the predicted value
of X or Y when the correlation between these variables is
0.
11. COMPUTATIONAL APPROACHES TO
REGRESSION
Computational equation: Y = a + b (X)
Y is criterion variable
a and b are constants with fixed values
X variable is the predictor variable
This is the formula for a straight line
12. SLOPE OF LINE
B =
𝐶ℎ𝑎𝑛𝑔𝑒 𝑖𝑛 𝑌
𝐶ℎ𝑎𝑛𝑔𝑒 𝑖𝑛 𝑋
B is called the slope of the line, the purpose of which is to link Y values to X values.
In regression equation, a is called the intercept of the line or y- intercept.
The intercept is the point in a regression of Y or X where the line crosses the Y axis.
13. 60
50
40
30
20
10
0
1 2 3 4 5 6 X
Y
Procra
stinati
on.
score
s
Minutes Spent on Behavioral Task
Fig. 7.1 Procrastination Scores as a Function of time Spent Performing Behavioral Task
(minutes)
Y = 20 + 5
(X)
14. A REGRESSION LINE
A regression line is a straight line projecting through a given set of
data, one designed to represent the best fitting linear relationship
between variables X and Y.
15. THE METHOD OF LEAST SQUARES FOR
REGRESSION
When the least squares method is used in the context of regression, the best fitting line
is the one drawn (out of an infinite number of possible lines) so that the sum of the
squared distances between the actual Y values and the predicted Y values is
minimized.
Y actual or observed value of Y
Ý (^) predicted or estimated value for Y
A regression line will minimize the distance between Y and Ý (^)
Sum of squares terms = ∑ (Y-Ý)²
Formula for a straight line =
Ý= a + b (X)
16. RAW SCORE METHOD FOR REGRESSION
Ý (^) = Ῡ + r (
𝑺𝒚
𝑺𝒙
) (X -X‾)
A rule of thumb for selecting r(Sx/Sy) or r(Sy/Sx) for the raw score regression
formula: The standard deviation for the variable you wish to predict is the
numerator and the standard deviation for the predictor variable is in the
denominator.
17. RESIDUAL VARIATION AND THE STANDARD
ERROR OF ESTIMATE
• OUR BEST FIT, OR COURSE, DEPENDENT ON HOW WELL PREDICTED VALUES MATCH UP TO ACTUAL VALUES,
OR THE RELATIVE AMOUNT OF ERROR IN OUR REGRESSION ANALYSIS.
• WE CAN CHARACTERIZE THE ACCURACY OF PREDICTION BY CONSIDERING ERROR IN REGRESSION AKIN
TO THE WAY SCORES DEVIATE FROM SOME AVERAGE (MEAN)
18. RESIDUAL VARIATION
Think about how the observations fall on or near the regression line in the same way that observations
cluster closer or farther away from the mean of a distribution– minor deviation entails low error and a better
fit of the line to the data, greater deviation indicates more error and a poorer fit.
The information leftover from any such deviation– the distance between a predicted and actual Y value– is
called a residual.
Residual variance refers to the variance of the observations around a regression line.
19. RESIDUAL VARIANCE
Symbol for residual variance:
S² estY =
(𝑌 − Ý)²
𝑁 − 2
It is known as error variance.
And is based on the sum of the squared deviations between the actual Y scores
and the predicted or Ý (^) scores divided by the number of pairs of X and Y
scores minus two (i.e., N – 2).
20. STANDARD ERROR OF ESTIMATE
The standard error of estimate is a numerical index describing the standard distance
between actual data points and the predicted points on a regression line. The
standard error of estimate characterizes the standard deviation around a regression
line.
It is similar to the standard deviation, as both measures provide a standardized
indication of how close or far away observations lie from a certain point.
Mean- Standard deviation
Regression line – Standard error of estimate
21. TERMINOLOGIES
• HOMOSCEDASTICITY
• THE VARIABILITY ASSOCIATED WITH ONE
VARIABLE (Y) REMAINS CONSTANT AT ALL OF THE
LEVELS OF THE OTHER VARIABLE (X).
• HETEROSCEDASTICITY
• IT IS THE OPPOSITE OF HOMOSCEDASTICITY. IT
REFERS TO THE CONDITION WHERE (Y)
OBSERVATIONS VARY IN DIFFERING AMOUNTS AT
DIFFERENT LEVELS OF (X)
22. Y
X
- S est Y
+ S
est Y
Fig. 7.8 Standard Error of Estimate with Assumptions of Homoscedasticityand Normal Distribution
of Y at Every level of X being met.
Approx 68.3%
of Y scores fall
within + S est Y
23. EXPLAINED AND UNEXPLAINED VARIANCE
SUM OF SQUARES FOR
EXPLAINED VARIANCE IN
(Y)
∑ (Ý - Ῡ) 2
REGRESSION SUM OF
SQUARES
SUM OF SQUARES FOR THE
UNEXPLAINED VARIANCE IN
(Y)
∑ (Y - Ý) 2
ERROR SUM OF SQUARES
∑ (Y - Ῡ) 2
TOTAL SUM OF SQUARES
24. TOTAL SUM OF SQUARES
Total sum of squares = Unexplained variation in Y (i.e., error
sum of squares + Explained variation in Y (i.e., explained sum of
squares)
∑ (Y - Ῡ) 2
= ∑ (Ý - Ῡ) 2
+ ∑ (Y - Ý) 2
OR
SStot = SSunexplained + SSexplained
25. REGRESSION TOWARD THE MEAN
• REGRESSION TOWARD THE MEAN REFERS TO SITUATIONS WHERE INITIALLY HIGH OR LOW
OBSERVATIONS ARE FOUND TO MOVE CLOSER TO OR “REGRESS TOWARD” THEIR MEAN AFTER
SUBSEQUENT MEASUREMENT.
26. To begin, we know observations in any distribution tend to cluster around a
mean. If variables X and Y are more or less independent of one another (i.e.,
Rxy ≅ 0.0), then some outlying score on one variable is likely to be
associated with either a high or low score on the other variable (recall the
earlier review of the z score formula for regression). More to the point, though,
if we obtain an extreme score on X, the corresponding Y score is likely to
regress toward the mean of Y. If, however, X and Y are highly correlated with
one another (i.e., Rxy ≅ ±1.00), then an extreme score on X is likely to be
associated with an extreme score on Y, and regression to the mean will
probably not occur. Regression to the mean, then, can explain why an
unexpected or aberrant performance on one exam does mean subsequent
performance will be equally outstanding or disastrous.
Regression toward the mean
27. Multiple Regression Analysis
Multiple regression is a statistical technique for
exploring the relationship between one dependent
variable (Y) and more than one independent variable
(X1, X2, …, XN).
Multiple Regression equation for two independent variables:
Y = a + b1 (X1) + b2 (X2).
a is the intercept, b1 and b2 are the two slopes
X1 and X2 are the predictor variables
28. MULTIPLE REGRESSION: IMPORTANCE
Multiple regression is used to learn how well some predictor variables (X)
actually do predict the criterion variable (Y).
Any multiple regression analysis yields what is called a multiple correlation
coefficient, which is symbolized by the letter R (capital) and range in value from
.00 to +1.00. The multiple R, or simply R, indicates the degree of relationship
between a given criterion variable (Y) and a set of predictor variables (X).
As R increases in magnitude, the multiple regression equation is said to perform
a better job of predicting the dependent measure from the independent variables
(read further Dana S Dunn, 2001).
29. RequiredReadings:
1. Dunn, D. S. 2001.
Statistics and Data
Analysis for the
Behavioural
Sciences.Toronto:
McGraw Hill.
1. Babbie, E. 2007. The
Practiceof Social
Research. Eleventh
Edition. Thomsom:
Wadsworth.
1. Creswell, J. W. 2003.
Research Design:
Qualitative,
Quantitative, and
MixedMethods.
Second Edition.
Thousand Oaks: Sage
Publications.
1. Healey J. F. 2009.
Statistics: A Tool for
Social Research.
