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Statistics: Introduction To Regression

This document summarizes key points from a lecture on regression analysis. It discusses simple and multiple regression, defines key terms like the regression equation and model. It provides an example using IMPACT concussion data to predict symptom scores. It then covers calculating regression coefficients using ordinary least squares to minimize residuals. Finally, it discusses assumptions of linear regression like normality and homoscedasticity, and how to evaluate them using Anscombe's quartet example.

Uploaded by

Juan
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
91 views

Statistics: Introduction To Regression

This document summarizes key points from a lecture on regression analysis. It discusses simple and multiple regression, defines key terms like the regression equation and model. It provides an example using IMPACT concussion data to predict symptom scores. It then covers calculating regression coefficients using ordinary least squares to minimize residuals. Finally, it discusses assumptions of linear regression like normality and homoscedasticity, and how to evaluate them using Anscombe's quartet example.

Uploaded by

Juan
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 14

10/12/13

Three segments
Overview
Calculation of regression coefficients
Assumptions

Statistics One
Lecture 7
Introduction to Regression
1

Regression: Overview
Important concepts & topics
Simple regression vs. multiple regression
Regression equation
Regression model

Lecture 7 ~ Segment 1
Regression: Overview

10/12/13

Regression: Overview

Regression: Overview

Regression: a statistical analysis used to


predict scores on an outcome variable,
based on scores on one or multiple
predictor variables

Example: IMPACT (see Lab 2)


An online assessment tool to investigate the
effects of sports-related concussion
http://www.impacttest.com

Simple regression: one predictor variable


Multiple regression: multiple predictors
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IMPACT: Correlations preinjury

IMPACT example
IMPACT provides data on 6 variables
Verbal memory
Visual memory
Visual motor speed
Reaction time
Impulse control
Symptom score
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IMPACT: Correlations preinjury

IMPACT: Correlations postinjury

IMPACT: Correlations postinjury

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IMPACT example
For this example, assume:
Symptom Score is the outcome variable
Simple regression example:
Predict Symptom Score from just one variable

Multiple regression example:


Predict Symptom Score from two variables
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Regression equation

Regression equation

Y = m + bX + e

Y = B0 + B1X1 + e

Y is a linear function of X
m = intercept
b = slope
e = error (residual)

Y is a linear function of X1
B0 = intercept = regression constant
B1 = slope = regression coefficient
e = error (residual)
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Model R and R2

IMPACT example

R = multiple correlation coefficient

Y = B0 + B1X1 + e

R = rY
The correlation between the predicted scores
and the observed scores

R2

The percentage of variance in Y explained by


the model
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Let Y = Symptom Score


Let X1 = Impulse Control
Solve for B0 and B1

In R, function lm
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IMPACT example

IMPACT example
= 20.48 + 1.43(X)



r = .40



R2 = 16%



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Regression model

Regression: It gets better

The regression model is used to model or


predict future behavior

The goal is to produce better models so


we can generate more accurate
predictions

The model is just the regression equation


Later in the course we will discuss more
complex models that consist of a set of
regression equations

Add more predictor variables, and/or


Develop better predictor variables

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IMPACT example

IMPACT example

Y = B0 + B1X1 + B2X2 + e

Let Y = Symptom Score


Let X1 = Impulse Control
Let X2 = Verbal Memory
Solve for B0 and B1 and B2

= 4.13 + 1.48(X1) + 0.22(X2)




R2 = 22%


In R, function lm
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IMPACT example

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Model R and R2
R = multiple correlation coefficient

R = rY
The correlation between the predicted scores
and the observed scores

R2

The percentage of variance in Y explained by


the model

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IMPACT example

Segment summary
Important concepts & topics

R2 = 22%

Simple regression vs. multiple regression


Regression equation
Regression model



rY = .47

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END SEGMENT

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Lecture 7 ~ Segment 2
Calculation of regression coefficients

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Estimation of coefficients

Estimation of coefficients

Regression equation:

The values of the coefficients (e.g., B1) are


estimated such that the regression model
yields optimal predictions

Y = B0 + B1X1 + e
= B0 + B1X1

Minimize the residuals!

(Y ) = e (residual)

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Estimation of coefficients

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IMPACT example

Ordinary Least Squares estimation


Minimize the sum of the squared (SS)
residuals
SS.RESIDUAL = (Y )2

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Estimation of coefficients

Estimation of coefficients

Sum of Squared deviation scores (SS) in variable


Y

Sum of Squared deviation scores (SS) in variable


X

SS.Y

SS.X
SS.Y

SS.X

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Estimation of coefficients

Estimation of coefficients

Sum of Cross Products

Sum of Cross Products = SS of the Model

SP.XY

SP.XY = SS.MODEL
SS.Y

SS.Y

SP.XY

SS.MODEL

SS.X

SS.X

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Estimation of coefficients

Estimation of coefficients

SS.RESIDUAL = (SS.Y SS.MODEL)

Formula for the unstandardized coefficient


B1 = r x (SDy/ SDx)

SS.Y

SS.RESIDUAL

SS.MODEL

SS.X

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Estimation of coefficients

Segment summary

Formula for the standardized coefficient

Important concepts

If X and Y are standardized then

Regression equation and model


Ordinary least squares estimation
Unstandardized regression coefficients
Standardized regression coefficients

SDy = SDx = 1
B = r x (SDy/ SDx)
= r

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END SEGMENT

Lecture 7 ~ Segment 3
Assumptions

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Assumptions

Assumptions

Assumptions of linear regression

Assumptions of linear regression

Normal distribution for Y


Linear relationship between X and Y
Homoscedasticity

Reliability of X and Y
Validity of X and Y
Random and representative sampling

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Assumptions

Anscombes quartet

Assumptions of linear regression


Normal distribution for Y
Linear relationship between X and Y
Homoscedasticity

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Anscombes quartet

Anscombes quartet

Regression equation for all 4 examples:

To test assumptions, save residuals


Y = B0 + B1X1 + e

= 3.00 + 0.50(X1)

e = (Y )

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Anscombes quartet

Anscombes quartet

Then examine a scatterplot with


X on the X-axis
Residuals on the Y-axis

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Segment summary
Assumptions when interpreting r
Normal distributions for Y
Linear relationship between X and Y
Homoscedasticity
Examine residuals to evaluate assumptions

END SEGMENT

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END LECTURE 7

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