Advanced Statistical Methods: Continuous Variables statisticalmethods.wordpress

1. Advanced Statistical Methods: Continuous Variableshttp://statisticalmethods.wordpress.com Multiple Regression – Part II tomescu.1@sociology.osu.edu

2. Major Types of Multiple Regression Standard multiple regression Sequential (hierarchical) regression Statistical (stepwise) regression R² = a + b + c + d + e R²= the squared multiple correlation; it is the proportion of variation in the DV that is predictable from the best linear combination of the IVs (i.e. coefficient of determination). R = correlation between the observed and predicted Y values (R = ryŶ ) a x2

3. Adjusted R2 Adjusted R2 = modification of R2 that adjusts for the number of terms in a model. R2 always increases when a new term is added to a model, but adjusted R2 increases only if the new term improves the model more than would be expected by chance.

4. Standard (Simultaneous) Multiple Regression • all IVs enter into the regression equation at once; each one is assessed as if it had entered the regression after all other IVs had entered. • each IV is assigned only the area of its unique contribution; • the overlapping areas (b & d) contribute to R² but are not assigned to any of the individual IVs

5. Table 1: Regression of (DV) Assessment of Socialism in 2003 on (IVs) Social Status, controlling for Gender and Age **p <0.001; *p < 0.05; Interpretation of beta (standardized) coefficients: for a one standard deviation unit increase in X, we get a Beta standard deviation change in Y; Since variables are transformed into z-scores (i.e. standradized), we can assess their relative impact on the DV (assuming they are uncorrelated with each other)

6. Sequential (hierarchical) Multiple Regression - researcher specifies the order in which IVs are added to the equation; • each IV/IVs are assessed in terms of what they add to the equation at their own point of entry; • If X1 is entered 1st, then X2, then X3: X1 gets credit for a and b; X2 for c and d; X3 for e. IVs can be added one at a time, or in blocks a

7. The Regression SUM of SQUARES, SS(regression) = SS(total) + SS(residual)SSregression = Sum (Ŷ – Ybar)² = portion of variation in Y explained by the use of the IVs as predictors; SStotal = Sum (Y- Ybar)²SSresidual = Sum (Y- Ŷ)² - the squared sum of errors in predictionsR² = SSreg/SStotal

8. ANOVA The Regression MEAN SQUARE : MSS(regression) = SS(regression) / df, df = k where k = no. of variables The MEAN square residual (error): MSS(residual) = SS(residual) / df, df= n - (k + 1) where n = no. of cases and k= no. of variables.

9. Hypothesis Testing with (Multiple) Regression F – test The null hypothesis for the regression model: Ho: b1 = b2 = … = bk = 0 MSS(model) • F = -------------- MSS(residual) The sampling distribution of this statistic is the F-distribution

11. t – test for the effect of each independent variable The Null Hypothesis for individual IVs The test of H0: bi = 0 evaluates whether Y and X are statistically dependent, ignoring other variables. We use the t statistic b • t = -------------- σB where σB is a standard error of B SS(residual) • σB = -------- n - 2

12. Assessing the importance of IVs • if IVs are uncorrelated w. each other: compare standardized coefficients (betas); higher absolute values of betas reflect greater impact; • if the IVs are correlated w. each other: compare total relation of the IV with the DV, and of IVs with each other using bivariate correlations; compare the unique contribution of an IV to predicting the DV = generally assessed through partial or semi-partial correlations In partial correlation (pr), the contribution of the other IVs is taken out of both the IV and the DV; In semi-partial correlation (sr), the contribution of the other IVs is taken out of only the IV  (squared) sr shows the unique contribution of the IV to the total variance of the DV

13. Assessing the importance of IVs – continued In standard multiple regression, sr² = the unique contribution of the IV to R² in that set of IVs (for an IV, sr² = the amount by which R² is reduced, if that IV is deleted from the equation) If IVs are correlated: usually, sum of sri² < R² • the difference R² - sum of sri² for all IVs = shared variance (i.e. variance contributed to R² by 2/more variables) Sequential regression: sri² = amount of variance added to R² by each IV at the point that it is added to the model In SPSS output sri² is „R² Change” for each IV in „Model Summary” Table

14. Suppressor Variables = IV which helps predicting DV & increases R² due to its correlation with other IVs. • It suppresses variance that is irrelevant to prediction of DV • traditional/classical suppression; • cooperative/reciprocal suppression; • negative/net suppression Output: compare simple correlation btw. each IV & DV, with the standardized regression coefficient (beta weight) for the IV. If beta = significant, look if: • the absolute value of the simple correlation btw. IV and DV = much smaller than beta; • the simple correlation ceoff. & beta have opposite signs. If more than 2,3 IVs - difficult to identify suppressor.

15. Interaction Terms; centering • if reasonable to assume that the importance of IV1 varies over the range of IV2  interaction (compute IV1_2= IV1 * IV2). Centering:convert the IVs that form the interaction to deviation scores (Xi – Mean for X) each variable will have mean=0 Why do it? • possible problems w. multicollinearity • does not affect correlation w. other variables; • unstandardized regression coeff (bs) for the simple terms (b1, b2) are the same as when uncentered; • affects bs for interactions (& powers) of IVs included in the regression; • the betas (stadradized coeff) are different for all effects