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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
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2
3
4
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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
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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
? = ?0 + ?1 ?1 + ?2 ?2 + ? ? ? ? ? + ?
? = ? ? + ? ? ? ? + ? ? ? ? + ? ? ? ? ? + ?
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 ? = ?0 + ?1 ?1 + ?2 ?2 + ? ? ? ? ? + ? ? = ? ? + ? ? ? ? + ? ? ? ? + ? ? ? ? ? + ? 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