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Regression Chapter 6 I Introduction to Regression
Figure 1. Girl’s basketball team (Data from Ch. 5, Table 1)
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II Criterion for the Line of Best Fit
A. Predicting Y from X 2. Line of best fit minimizes the sum of the squared prediction errors
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3. Errors in predicting Y from X
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5. Illustration of Y intercept, aY.X, and slope of
the best fitting line, bY.X
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Table 1. Height and Weight of Girl’s Basketball Team
–0.9 –1.4
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B. Computation of Line of Best Fit: Predicting Y from X
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1. Predicted weight for girl whose height is Xi = 6.5
C. Predicting X from Y
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1. Error in predicting X from Y
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2. Predicted height for girl whose weight is Yi = 130
D. Comparison of Two Regression Equations
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E. Two Regression Lines
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F. Relationships Between r and the Two Regression Slopes
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G. Predicted Value of Yi When r = 0
1. Alternative form of the regression equation
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A. Comparison of SY.X & Standard Deviation (S)
III Standard Error of Estimate (SY.X) A. Comparison of SY.X & Standard Deviation (S)
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B. Alternative Formula for SY.X
1. Maximum value of SY.X occurs when r = 0 2. Minimum value of SY.X occurs when r = 1
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2. Descriptive Application of SY.X
Figure 2. Approximately 68.27% of the Y scores fall within Yi ± SY.X
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IV. Assumptions Associated with Regression
IV Assumptions Associated with Regression and the Standard Error of Estimate A. Regression 1. Relationship between X and Y is linear 2. X and Y are quantitative variables B. Standard Error of Estimate 1. Relationship between X and Y is linear 3. Homoscedasticity
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V Multiple Regression A. Regression Equation for k Predictors B. Example with n = 5 Subjects and k = Predictors
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Observed Predictor Predictor Predicted Prediction
Table 2. Multiple Regression Example with Two Predictors Observed Predictor Predictor Predicted Prediction Subject Score One Two Score Error __________________________________________________ ___________________________________________________
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C. Multiple regression equation
D. Simple Regression Equations
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Table 3. Correlation Matrix for Data in Table 1
______________________________________ Variable Variable Y X1 X2 Y –.797 X –.338 X
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E. Regression Plane for Data in Table 2
Figure 3. (a) Predicted scores fall on the surface of the plane (b) Prediction errors fall above or below the surface of the plane
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VI Multiple Correlation (R)
A. Multiple Correlation for Data in Table 2
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1. R2 for the multiple correlation data with two
B. Coefficient of Multiple Determination (R2) 1. R2 for the multiple correlation data with two predictors is R2 = (.962)2 = .93 2. Coefficient of determination for the best predictor, X2, is r2 = (–.797)2 = .64 3. Coefficient of determination for the worst predictor, X1, is r2 = (.777)2 = .60 C. The problem of multicollinearity
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