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    Regression: © Andy Field 2005 Discovering Statistics Using SPSS

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    Mohan Pudasaini

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    Regression: © Andy Field 2005 Discovering Statistics Using SPSS

    Uploaded by

    Mohan Pudasaini
    84 views21 pages

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    84 views21 pages

    Regression: © Andy Field 2005 Discovering Statistics Using SPSS

    Uploaded by

    Mohan Pudasaini

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
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    CHAPTER 5

    REGRESSION

    Discovering Statistics Using SPSS © Andy Field 2005


    Figure 4.1

    Discovering Statistics Using SPSS © Andy Field 2005


    Please find out the mean, variance, standard
    deviation of the two variables.

    Then, calculate the covariance, and the r


    and R square.

    Discovering Statistics Using SPSS © Andy Field 2005


    We also talked about partial
    correlation.
    • Do you remember how to use SPSS to
    calculate this and how to interpret this?

    Discovering Statistics Using SPSS © Andy Field 2005


    Moving beyond Correlation
    • Correlation is useful to tell us the
    relationship about two variables, but it tells
    us nothing about the predictive model to
    our data and use that model to predict
    values of the Dependent variable from one
    or more independent variables.

    Discovering Statistics Using SPSS © Andy Field 2005


    The method of least squares

    • We need to find a “model” that has the


    least “variances” and best fit the data.

    • It means we need to find a straight line to


    “describe” our data.

    Discovering Statistics Using SPSS © Andy Field 2005


    A straight line…
    1. The slope (or gradient) of the line; and
    2. The point at which the line crosses the
    vertical axis of the graph (known as the
    intercept of the line).

    Discovering Statistics Using SPSS © Andy Field 2005


    Figure 7.1

    Discovering Statistics Using SPSS © Andy Field 2005


    Figure 7.2 – A Regression Line: a line that minimizes the sum of squared
    differences.

    Discovering Statistics Using SPSS © Andy Field 2005


    Figure 5.3 - Goodness-of-fit: how “fit” is the line?

    SSm = SSr - SSt

    Discovering Statistics Using SPSS © Andy Field 2005


    SSm
    • If the value of the SSm is larger, then the
    regression model is very different from
    using the mean to predict the dependent
    variable.

    • If the value of the SSm is small, then using


    the regression model is little better than
    using the mean as the model.
    Discovering Statistics Using SPSS © Andy Field 2005
    R square
    • It represents the amount of variance in the
    outcome explianed by the SSm relative to
    how much variation was to explain by the
    SSt (mean).

    • Thus, R square = SSm/SSt

    Discovering Statistics Using SPSS © Andy Field 2005


    F ratio
    • Is a measure of how much the model has
    improved the prediction of the outcome
    compared to the level of inaccuracy of the
    model.
    • A good model should have a large F-ratio.

    Discovering Statistics Using SPSS © Andy Field 2005


    Class exercise – weekly records.

    • R square = .335, which tells us that advertising expenditure can account for
    33.5% of the variation in record sales.

    • ANOVA test = F ratio = 99.587

    • Beta = the change in the outcome associated with a unit change in the
    predictor = if our independent variable is increased by 1 unit, the our model
    predicts that 0.096 extra records will be sold.

    • T-test = tests the null hypothesis that the value of beta is 0: therefore, if it is
    significant we accept the hypothesis that the beta value is significantly
    different from zero and that the predictor variable contributes significantly to
    our ability to estimate values of the outcome.

    Discovering Statistics Using SPSS © Andy Field 2005


    Figure 5.4

    Discovering Statistics Using SPSS © Andy Field 2005


    MULTIPLE REGRESSION

    Discovering Statistics Using SPSS © Andy Field 2005


    • A logical extension of the simple
    regression model to situations in which
    there are several independent variables.

    • We talked about regression LINE in a


    simple regression model, now we are
    talking about a regression PLANE

    Discovering Statistics Using SPSS © Andy Field 2005


    Figure 5.6

    Discovering Statistics Using SPSS © Andy Field 2005


    Methods of regression
    • Hierarchial (Blockwise Entry): based on
    early research findings
    • Forced Entry: all enter at once but based
    on previous research
    • Stepwise methods: exploratory

    Discovering Statistics Using SPSS © Andy Field 2005


    Figure 7.7 Outliers – Check Cook’s distance

    Discovering Statistics Using SPSS © Andy Field 2005


    Figure 7.9

    Discovering Statistics Using SPSS © Andy Field 2005

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