Lecture 5: SLR Diagnostics (Continued) Correlation Introduction to Multiple Linear Regression
Correlation Regression Multiple(1)(1)
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Transcript of Correlation Regression Multiple(1)(1)
8/12/2019 Correlation Regression Multiple(1)(1)
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Correlations
Test if the variables are significantly correlated
Copy data to SPSS(as is). Run correlation analysis. It will result in a correlation matri.
!ith " #$ significant
%naly&e #$ correlate #$ bivariate
%ll data are scale. Put all into variables. Chec' pearsons.
Correlations
weight height grademath allowance circumference
weight Pearson Correlation 1 .516** .163 -.408* .9**
!ig. "-tailed# .003 .389 .05 .000
$ 30 30 30 30 30
height Pearson Correlation .516** 1 -.14 -.99 .361*
!ig. "-tailed# .003 .51 .109 .050
$ 30 30 30 30 30
grademath Pearson Correlation .163 -.14 1 .049 .04
!ig. "-tailed# .389 .51 .%96 .80
$ 30 30 30 30 30
allowance Pearson Correlation -.408* -.99 .049 1 -.33
!ig. "-tailed# .05 .109 .%96 .08
$ 30 30 30 30 30
circumference Pearson Correlation .9** .361* .04 -.33 1
!ig. "-tailed# .000 .050 .80 .08
$ 30 30 30 30 30
**. Correlation is significant at the 0.01 le&el "-tailed#.
*. Correlation is significant at the 0.05 le&el "-tailed#.
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$egati&e relationshi' -( indirect relationshi'
)f it is far from 1 it is not related or ma+ ha&e relationshi' ,ut wea
Which of the quantitative variables are significantly correlated?
eight and height
/o ' 0 2here is no linear relationshi'
/a ' 0 2here is a linear relationshi'
.01
P&alue .003 r.516
ecision e7ect /o
Conclusion 2here is a significant linear relationshi'
eight and grade
/o ' 0
/a ' 0
3.01
P&alue.389
ecision ail to e7ect /o
Conclusion 2here is no linear relationshi' ,etween weight and grade
Scatter plot
raphs #$ *egacy +ialogs #$ Scatter
Regression
To test R,oth values are scale
Response variable- ,P
Correlate #$ ,ivariate. Chec' persons two tailed.
o- p / 0 There is no linear relationship between sodium and ,P
a- p 1 0 There is a linear relationship between sodium and ,P
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2 / .03
Correlations
!odium P
!odium Pearson Correlation 1 .94**
!ig. "-tailed# .000
$ 1 1
P Pearson Correlation .94** 1
!ig. "-tailed# .000
$ 1 1
**. Correlation is significant at the 0.01 le&el "-tailed#.
P value 4 .003
+ecision- Re5ect o
Conclusion- There is a linear relationship between 6a and ,P
ighly significant
R- .789
*inear Regression
%naly&e #$ Regression #$ *inear
,p : dependent
6a : independent
Variables Entered/Removedb
:odel
;aria,les
<ntered
;aria,les
emo&ed :ethod
1 !odiuma . <nter
a. =ll re>uested &aria,les entered.
,. e'endent ;aria,le P
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Model Summary
:odel !>uare
=d7usted
!>uare
!td. <rror of the
<stimate
1 .94a .888 .8%% 6.833
a. Predictors "Constant# !odium
Rs;uare #$ coefficient of determination< variation
A!VAb
:odel !um of !>uares df :ean !>uare !ig.
1 egression 3136.8%% 1 3136.8%% %9.45% .000a
esidual 394.%89 10 39.4%9
2otal 3531.66% 11
a. Predictors "Constant# !odium
,. e'endent ;aria,le P
This table will give P value
Testing the significance of ,eta
o- , / 0
a- , 1 0
2- .03
P value 4 .003
+ecision- Re5ect o
Conclusion- There is a regression e;uation
If fail to re5ect o< no need for table =. 6o e;uation.
Regression e;uation / found on last table >coefficients?
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Coefficientsa
:odel
?nstandardi@ed Coefficients
!tandardi@ed
Coefficients
t !ig. !td. <rror eta
1 "Constant# -198.06 41.33 -4.803 .001
!odium 5.456 5.885 .94 8.914 .000
a. e'endent ;aria,le P
REGRESSION EQUATION:
@bp / #37A.09B D9.8DBEna
y#int slope
If sig is 0< pvalue is significant for slope
Predict a persons ,P when his sodium is a. B.= and b. F.B mg
Simply substitute in the e;uation for E
Multiple regression
%naly&e #$ Regression #$ *inear Regression
S,P : dependent
Cd< Ginc : Independent
Model Summary
:odel !>uare
=d7usted
!>uare
!td. <rror of the
<stimate
1 .441a .194 .048 4.608%
a. Predictors "Constant# C Ainc
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A!VAb
:odel !um of !>uares df :ean !>uare !ig.
1 egression 1608.3 804.116 1.38 .304a
esidual 6661.48 11 605.589
2otal 869.%14 13
a. Predictors "Constant# C Ainc
,. e'endent ;aria,le !P
No linear regression/ relationship.
Correlations
C Ainc !P
C Pearson Correlation 1 .931** .439
!ig. "-tailed# .000 .116
$ 14 14 14
Ainc Pearson Correlation .931** 1 .44
!ig. "-tailed# .000 .131
$ 14 14 14
!P Pearson Correlation .439 .44 1
!ig. "-tailed# .116 .131
$ 14 14 14
**. Correlation is significant at the 0.01 le&el "-tailed#.
Ginc and Cd are highly correlated
% linear regression for the two can be done with &inc as dependent
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Coefficientsa
:odel
?nstandardi@ed Coefficients
!tandardi@ed
Coefficients
t !ig. !td. <rror eta
1 "Constant# -5.515 13.6% -.416 .685
C 1.936 .19 .931 8.81 .000
a. e'endent ;aria,le Ainc
@ intercept is no significant so constant is not added to the regression e;uation
R value/ .7=3 strong linear relationship