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BPK 304W Regression Linear Regression Least Sum of Squares
Assumptions about the relationship between Y and X Standard Error of Estimate Multiple Regression Standardized Regression
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Prediction Can we predict one variable from another?
Linear Regression Analysis Y = mX + c m = slope; c = intercept Regression
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Linear Regression Correlation Coefficient (r) how well the line fits
Standard Error of Estimate (S.E.E.) how well the line predicts Regression
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Least Sum of Squares Curve Fitting
(Residual) Regression
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Assumptions about the relationship between Y and X
For each value of X there is a normal distribution of Y from which the sample value of Y is drawn The population of values of Y corresponding to a selected X has a mean that lies on the straight line In each population the standard deviation of Y about its mean has the same value
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Standard Error of Estimate
measure of how well the equation predicts Y has units of Y true score 68.26% of time is within plus or minus 1 SEE of predicted score Standard deviation of the normal distribution of residuals Regression
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Right Hand L. = 0.99Left Hand L. + 0.254 r = 0.94 S.E.E. = 0.38cm
Regression Kin 304 Spring 2009
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How good is my equation? Regression equations are sample specific
Cross-validation Studies Test your equation on a different sample Split sample studies Take a 50% random sample and develop your equation then test it on the other 50% of the sample Regression
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Multiple Regression More than one independent variable
Y = m1X1 + m2X2 + m3X3 …… + c Same meaning for r, and S.E.E., just more measures used to predict Y Stepwise regression variables are entered into the equation based upon their relative importance Regression
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Building a multiple regression equation
X1 has the highest correlation with Y, therefore it would be the first variable included in the equation. X3 has a higher correlation with Y than X2. However, X2 would be a better choice than X3. to include in an equation with X1, to predict Y. X2 has a low correlation with X1 and explains some of the variance that X1 does not. X3 Y X1 X2
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Standardized Regression
The numerical value is of mn is dependent upon the size of the independent variable Y = m1X1 + m2X2 + m3X3 …… + c Variables are transformed into standard scores before regression analysis, therefore mean and standard deviation of all independent variables are 0 and 1 respectively. The numerical value of zmn now represents the relative importance of that independent variable to the prediction Y = zm1X1 + zm2X2 + zm3X3 …… + c Regression
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