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Multiple Regression
Semester 2 Vocabulary
43
Mathematics
Graduate
04/26/2011

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Cards

Term

Bivariate correlation

Definition

one predictor one criterion. Only two variables

Term

Multiple regression

Definition

many predictors (IV), one criterion (DV).
Goal of MR: produce a model in the form of a linear equation that identifies the best weighted combination of IVs to optimally predict the DV.  

Term

 

variate

 

Definition

 

A weighted combination of predictors (IVs) 

 

Term

b weights 

Definition

partial regression coefficients 

Term

MR provides
relationships or causality?

Definition
relationships
Term

In a MR fishing is...

Definition

Including variables that are not linked to theory or previous research

Term

MR is best when each IV is ...

Definition
strongly correlated with the DV but not with other IVs
Term

What problems can be solved using MR? 

Definition

1.Predict one variable from a combined knowledge of several others.
2.Determine which variables are better predictors of the criterion than others
3.How much better we can predict a variable if we add more predictor variables?
4.Determine the relationship of one variable to other variables.

Term

Formula for Ratio of cases to IVs

Definition

N ≥ 50 + 8m (where m is the number of Ivs; If 4 IVs, then have at least 82 cases). 

Term

 

Multicollinearity

 

Definition

 

variables are highly correlated (.90 and above). Collinearity refers to 2 vars; multicollinearity >3 variables.

 

Term

 

Singularity

 

Definition

 

variables are redundant; they are a combination of 2 or more variables 

 

Term

SMCs (Squared multiple correlations)

Definition

the variable is the DV and the other variables are IVs

Term

 

Tolerance

 

Definition

 

If the SMC is 1.0 (tolerance = 0.0) then the variable is perfectly related to others in the set this is undesirable. Tolerance levels of below .10 become problematic. 

 

Term

 

Variance Inflation Factor (VIF) 

 

Definition

 

refers to the effect other predictor  variables have on the variance of a regression coefficient. Large values (above 10.0) indicate a high degree of collinearity or multicollinearity

 

Term

 

Residuals

 

Definition

 

the difference between the obtained and predicted DV score and is a measure of error

 

Term

 

homoscedasticity

 

Definition

 

the variability for one var is the same for all values of another variable. In a plot the bulge of scores is the same width throughout

 

Term

 

Heteroscedasticity

 

Definition

 

opposite of homoscedasticity

 

Term
[image]
Definition

 

Top Left

 

Term
Residual Plots are used for...
Definition

Check for outliers, examine means and standard deviations, check for skewness and kurtosis 

Term
Significance of Skewness Formula is...
Definition

 

signifance of skewness is conducted by dividing the Skewness score by Std. error of skewness which gives one a z score. 
score should preferably be less than 3.29 for normality 

 

Term

 

test for kurtosis...

 

Definition

signifance of kurtosis is conducted by dividing the kurtosis score by Std. error of kurtosis which gives one a z score.
score should preferably be less than 3.29 for normality 

 

Term

 

Casewise Diagnostics in the Regression analyses gives...

 

Definition

outliers

 

Term

In the formula
Ŷ = bo + b1X1 + b2X2 + b3X3……. 
Ŷ  is?
bo  is?
bis?

Definition

Ŷ = predicted value
bo  = intercept or value of Ŷ when all Xs are 0
b1  etc = partial regression coefficients 

Term

Beta is standardized or unstandardized? 

Definition
standardized
Term
B weights are standardized or unstandardized?
Definition
unstandardized
Term
B weights or Beta tell the relative importance of variables?
Definition
Beta
Term

Based on the SPSS output for the standardized coefficients, one would suggest or conclusively state that some variables are more important than other variables in the model?

Definition
suggest
Term

Standard Error 

Definition

variability of the statistic of many samples

Term

 

Standard error of the estimate (SEE) 

 

Definition

the standard error of prediction errors. It tells us the accuracy to expect from our predictions. It gives us an idea of the scatter of the points around the line of regression.
1.96 * SEE = confidence interval using a given predicted score

 

Term

zero-order correlation

Definition

raw correlation from the correlation matrix 

Term

Partial correlation (pr) 

Definition

correlation between 2 vars with one or more other vars partialled out from both  IV and DV 

Term

 

Semi-partial correlation (sr, Part in SPSS) 

 

Definition

 

The contribution of the other IVs are taken out only from the IV 
They are a gauge of the relative strength of the predictors (IVs). Generally one focuses on the semi-partial correlations, than the partial.

 

Term

R = Multiple correlation coefficient

Definition

It is the correlation between Y and the best linear combination of the predictors (IVs). 
We are more interested in R2  because we then know the percentage of accountable variation.

Term

 

R2 = multiple correlation or the coefficient of multiple determination. 

 

Definition

 

It can be interpreted as the percentage of accountable variation or
the proportion of total variance on the DV that is accounted for by the set of predictors

 

Term

Adjusted R

 

Definition

 

a less biased estimate of the squared population coefficient than R2
R*2  = 1 -  [(1 – R2 ) (N – 1) / N – p – 1)] 

 

Term

Cross-Validation

 

Definition

conducted to determine the generalizability of the regression model and that the model is not specific to the sample used.
we examined one way to do this- randomly split the sample in half

 

Term

Standard Multiple Regression

Definition

All the IVs are entered into the equation in one single step. Each one is assessed as if it had entered the regression after all the other IVs had entered. Each IV is evaluated in terms of what it adds to prediction of the DV that is different from the predictability given by all the other IVs.

Term

backward deletion

 

Definition

 

In a MR all vars are entered and then are deleted one at a time if they do not contribute significantly to regression

 

Term

Hierarchical (Sequential) Multiple Regression

 

Definition

 

similar to stepwise regression, but the researcher determines the order of entry of the variables. This decision of entry order is be based on theory and or the literature.
This hierarchical procedure is an alternative to comparing betas for purposes of assessing the importance of the IVs.

 

Term
[image]
Definition

Standard MR - b

Hierarchical MR - c

Term

What is the purpose of the Regression Coefficient?

ie b1, b2, ...

Definition
Indicates the change in the estimated value of the DV for a unit of change in one of the IV's, when the other IV's are held constant
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