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Multiple Regression
Presented by:
Muhammad Imran
Rashna Asif
Sonia Javed
Tahira Gillani 2
Content
General purpose and Description
Kinds of Research Question
Limitation to Regression Analysis
Fundamental Equations for
Multiple Regressions
1
2
3
4
3
Multiple Regression
• Multiple regression is an extension of simple regression.
• It is a study of more than two variables.
• It is used for prediction.
• It is used when we want to predict the value of a variable based on the value of
two or more other variables.
• The variable we want to predict is called the dependent variable and the variable
we are using to predict the dependent variable is called independent variables.
• The dependent variable is variously known as explained variables, predictand
and response variables.
4
Continue..
• While the independent variable is known as explanatory and regressor variable.
• Here we try to predict the change in Dependent variable according to change in
independent variable.
• The objective of multiple regression is to develop a prediction equation that
permits the estimation of the value of the dependent variable based on the
knowledge of multiple independent variables.
• It is used to estimate the relationship that exists, on the average between the
dependent variable and independent variable.
• It is used to determine the effect of the each independent variable on the
dependent variable, controlling the effects of all other independent variables.
5
Example 1:
Predicting Final Exam Grades
Assignments
Midterm
Multiple
Regression
Final
6
Example 2:
“Does ‘ignoring problems’ (IV1) and ‘worrying’ (IV2)
predict
‘psychological distress’ (DV)”
7
Example 3:
Effect of violence, stress, social support
On
internalizing behavior problems
8
Kinds of Research Question
Research Question 1
How well do these three IVs:
• No of cigarettes / day (IV1)
• Exercise (IV2) and
• Cholesterol (IV3)
predict
• CHD (Cigarettes & coronary
heart disease) mortality (DV)?
9
Cigarettes
Exercise CHD Mortality
Cholesterol
Research Question 2
To what extent do personality factors (IVs) predict annual income (DV)?
Extraversion
Neuroticism Income
Psychoticism
10
Research Question 3
“Does the # of years of formal study of psychology (IV1) and the no. of
years of experience as a psychologist (IV2) predict clinical psychologists’
effectiveness in treating mental illness (DV)?”
Study
Experience
11
Effectiveness
Limitation to Regression Analysis
Multiple regression is the most powerful technique available to researchers. But
powerful techniques have high demands. So, this technique requires:
• Every variable is measured at the interval-ratio level
• Independent variable does not interact with each other
• Independent variables are uncorrelated with each other
• More difficult to implement
• Best to have a lot of data points
• It involves very lengthy and complicated procedure of calculations and analysis.
• It cannot be used in case of qualitative phenomenon.
12
Fundamental Equation for Multiple
Regressions
𝑦 = 𝛽0 + 𝛽1 𝑥1 + 𝛽2 𝑥2 + ⋯ 𝛽 𝑛 𝑥 𝑛 + 𝜀
𝒚 = 𝜷 𝟎 + 𝜷 𝟏 𝒙 𝟏 + 𝜷 𝟐 𝒙 𝟐 + ⋯ 𝜷 𝒏 𝒙 𝒏 + 𝜺
13
Dependent
Variable
Coefficients
Independent
Variable
Number of
Observations
Random
Error Term
Continue…
• Dependent Variable: The single variable being predicted by the
regression model
• Independent Variable: The independent variables used to predict the
dependent variable.
• Coefficients (β): Values, computed by the regression tool, reflecting
independent variable to dependent variable relationships.
• Random Error Term (ε): The portion of the dependent variable that isn’t
explained by the model; the model under and over predictions.
14
15

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Regression, Multiple regression in statistics

  • 1. 1
  • 2. Multiple Regression Presented by: Muhammad Imran Rashna Asif Sonia Javed Tahira Gillani 2
  • 3. Content General purpose and Description Kinds of Research Question Limitation to Regression Analysis Fundamental Equations for Multiple Regressions 1 2 3 4 3
  • 4. Multiple Regression • Multiple regression is an extension of simple regression. • It is a study of more than two variables. • It is used for prediction. • It is used when we want to predict the value of a variable based on the value of two or more other variables. • The variable we want to predict is called the dependent variable and the variable we are using to predict the dependent variable is called independent variables. • The dependent variable is variously known as explained variables, predictand and response variables. 4
  • 5. Continue.. • While the independent variable is known as explanatory and regressor variable. • Here we try to predict the change in Dependent variable according to change in independent variable. • The objective of multiple regression is to develop a prediction equation that permits the estimation of the value of the dependent variable based on the knowledge of multiple independent variables. • It is used to estimate the relationship that exists, on the average between the dependent variable and independent variable. • It is used to determine the effect of the each independent variable on the dependent variable, controlling the effects of all other independent variables. 5
  • 6. Example 1: Predicting Final Exam Grades Assignments Midterm Multiple Regression Final 6
  • 7. Example 2: “Does ‘ignoring problems’ (IV1) and ‘worrying’ (IV2) predict ‘psychological distress’ (DV)” 7
  • 8. Example 3: Effect of violence, stress, social support On internalizing behavior problems 8
  • 9. Kinds of Research Question Research Question 1 How well do these three IVs: • No of cigarettes / day (IV1) • Exercise (IV2) and • Cholesterol (IV3) predict • CHD (Cigarettes & coronary heart disease) mortality (DV)? 9 Cigarettes Exercise CHD Mortality Cholesterol
  • 10. Research Question 2 To what extent do personality factors (IVs) predict annual income (DV)? Extraversion Neuroticism Income Psychoticism 10
  • 11. Research Question 3 “Does the # of years of formal study of psychology (IV1) and the no. of years of experience as a psychologist (IV2) predict clinical psychologists’ effectiveness in treating mental illness (DV)?” Study Experience 11 Effectiveness
  • 12. Limitation to Regression Analysis Multiple regression is the most powerful technique available to researchers. But powerful techniques have high demands. So, this technique requires: • Every variable is measured at the interval-ratio level • Independent variable does not interact with each other • Independent variables are uncorrelated with each other • More difficult to implement • Best to have a lot of data points • It involves very lengthy and complicated procedure of calculations and analysis. • It cannot be used in case of qualitative phenomenon. 12
  • 13. Fundamental Equation for Multiple Regressions 𝑦 = 𝛽0 + 𝛽1 𝑥1 + 𝛽2 𝑥2 + ⋯ 𝛽 𝑛 𝑥 𝑛 + 𝜀 𝒚 = 𝜷 𝟎 + 𝜷 𝟏 𝒙 𝟏 + 𝜷 𝟐 𝒙 𝟐 + ⋯ 𝜷 𝒏 𝒙 𝒏 + 𝜺 13 Dependent Variable Coefficients Independent Variable Number of Observations Random Error Term
  • 14. Continue… • Dependent Variable: The single variable being predicted by the regression model • Independent Variable: The independent variables used to predict the dependent variable. • Coefficients (β): Values, computed by the regression tool, reflecting independent variable to dependent variable relationships. • Random Error Term (ε): The portion of the dependent variable that isn’t explained by the model; the model under and over predictions. 14
  • 15. 15