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Lecture 9 Survey Research & Design in Psychology James Neill,  2011 Multiple Linear Regression II & Analysis of Variance I
Overview ,[object Object]
Analysis of Variance I
Multiple Linear Regression II ,[object Object]
Partial correlations
Residual analysis
Interactions
Analysis of change
[object Object]
Howell (2009).    Multiple regression    [Ch 15; not 15.14 Logistic Regression] ,[object Object],Readings - MLR As per previous lecture
Summary of MLR I ,[object Object]
Choose type  – Standard, Hierarchical, Stepwise, Forward, Backward
Interpret  – Overall ( R 2 , Changes in  R 2  (if hierarchical)), Coefficients (Standardised & unstandardised), Partial correlations
Equation  – If useful (e.g., is the study predictive?)
Partial correlations ( r p ) r p  between  X  and  Y  after controlling for (partialling out) the influence of a 3rd variable from both X and Y.
Partial correlations ( r p ): Examples ,[object Object]
Does time management  (IV 1 ) predict university student satisfaction (DV)  after general life satisfaction is controlled for (IV 2 )?
Partial correlations ( r p ) in MLR ,[object Object]
Partial correlations will be equal to or smaller than the 0-order correlations
If a partial correlation is the same as the 0-order correlation, then the IV operates independently on the DV.
Partial correlations ( r p ) in MLR ,[object Object]
An IV may have a sig. 0-order correlation with the DV, but a non-sig. partial correlation. This would indicate that there is non-sig. unique variance explained by the IV.
Semi-partial correlations ( sr 2 ) in MLR ,[object Object]
In PASW, the  sr s are labelled “part”. You need to square these to get  sr 2 .
For more info, see Allen and Bennett (2008) p. 182
Part & partial correlations in SPSS In Linear Regression - Statistics dialog box, check “Part and partial correlations”
Multiple linear regression -  Example
.18 .32 .46 .52 .34 Y X 1 X 2
Residual analysis
Residual analysis Three key assumptions can be tested using plots of residuals: ,[object Object]
Normality of residuals
Equal variances  (Homoscedasticity)
Residual analysis Assumptions about residuals: ,[object Object]
Sometimes positive, sometimes negative but, on average, 0
Normally distributed about 0
Residual analysis
Residual analysis
Residual analysis “ The  Normal P-P  (Probability)  Plot of Regression Standardized Residuals  can be used to assess the assumption of normally distributed residuals. If the points cluster reasonably tightly along the diagonal line (as they do here), the residuals are normally distributed. Substantial deviations from the diagonal may be cause for concern.” Allen & Bennett, 2008, p. 183
Residual analysis
Residual analysis “ The Scatterplot of standardised residuals against standardised predicted values can be used to assess the assumptions of normality, linearity and homoscedasticity of residuals. The absence of any clear patterns in the spread of points indicates that these assumptions are met.” Allen & Bennett, 2008, p. 183
Why the big fuss  about residuals?    assumption violation     Type I error rate (i.e., more false positives)
Why the big fuss  about residuals? ,[object Object]
If the residuals don’t meet assumptions  these formulae tend to underestimate coefficient standard errors giving  overly optimistic  p -values and too narrow CIs .
Interactions
Interactions ,[object Object]
However, there may also be  interaction   effects - when the magnitude of the effect of one IV on a DV varies as a function of a second IV.
Also known as a  moderation effect .
Interactions Some drugs interact with each other to reduce or enhance other's effects  e.g.,  Pseudoephedrine       Arousal Caffeine        Arousal Pseudoeph.  X  Caffeine       Arousal X
Interactions Physical exercise in natural environments may provide multiplicative benefits in reducing stress  e.g.,  Natural environment       Stress Physical exercise        Stress Natural env.  X  Phys. ex.       Stress
Interactions ,[object Object]
Caffeine
Pseudoephedrine x Caffeine (cross-product) ,[object Object],[object Object]
Interactions Y  =  b 1 x 1  +  b 2 x 2  +  b 12 x 12  +  a + e ,[object Object]
b 12  can be interpreted as the amount of change in the slope of the regression of Y on  b 1  when  b 2  changes by one unit.
Interactions ,[object Object]
Step 1 : ,[object Object]
Caffeine ,[object Object],[object Object],[object Object]
Interactions Possible effects of Pseudo and Caffeine on Arousal: ,[object Object]
Pseudo only (incr./decr.)
Caffeine only (incr./decr.)
Pseudo + Caffeine (additive inc./dec.)
Pseudo x Caffeine (synergistic inc./dec.)
Pseudo x Caffeine (antagonistic inc./dec.)
Interactions ,[object Object]
An alternative approach is to run  separate regressions for each level of the interacting variable .
Interactions – SPSS example
Analysis of Change
Analysis of change Example research question:  In group-based mental health interventions, does the quality of social support from group members (IV1) and group leaders (IV2)  explain   changes  in participants’ mental health between the beginning and end of the intervention (DV)?
Analysis of change Hierarchical MLR ,[object Object],Step 1 ,[object Object],Step 2 ,[object Object]
IV3  = Support from group leader
Analysis of change Strategy :  Use hierarchical MLR to  “partial out” pre-intervention individual differences  from the DV, leaving only the variances of the changes in the DV b/w pre- and post-intervention for analysis in Step 2.
Analysis of change Results of interest ,[object Object]
Regression coefficients  for predictors in step 2
Summary (MLR II) ,[object Object],Unique variance explained by IVs; calculate and report  sr 2 . ,[object Object],A way to test key assumptions.
Summary (MLR II) ,[object Object],A way to model (rather than ignore) interactions between IVs. ,[object Object],Use hierarchical MLR to “partial out” baseline scores in  Step 1 in order to use IVs in Step 2 to predict changes over time.
Student questions ?
MLR practice quiz ,[object Object]
ANOVA I Analysing differences t -tests ,[object Object]
Independent
Paired
Howell (2010): ,[object Object]

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Multiple Linear Regression II and ANOVA I

Notas do Editor

  1. 7126/6667 Survey Research & Design in Psychology Semester 1, 2009, University of Canberra, ACT, Australia James T. Neill Home page: http://ucspace.canberra.edu.au/display/7126 Lecture page: http://en.wikiversity.org/wiki/Survey_research_methods_and_design_in_psychology http://ucspace.canberra.edu.au/pages/viewpage.action?pageId=48398957 Image sources http://commons.wikimedia.org/wiki/File:Vidrarias_de_Laboratorio.jpg License: Public domain http://commons.wikimedia.org/wiki/File:3D_Bar_Graph_Meeting.jpg ' License: CC-by-A 2.0 Author: lumaxart ( http://www.flickr.com/photos/lumaxart/ ) Description: Explains advanced use of multiple linear regression, including residuals, interactions and analysis of change, then introduces the principles of ANOVA starting with explanation of t-tests. This lecture is accompanied by two computer-lab based tutorial, the notes for which are available here: http://ucspace.canberra.edu.au/display/7126/Tutorial+-+Multiple+linear+regression http://ucspace.canberra.edu.au/display/7126/Tutorial+-+ANOVA
  2. Image source: http://commons.wikimedia.org/wiki/File:Information_icon4.svg License: Public domain
  3. Image source: http://commons.wikimedia.org/wiki/File:Information_icon4.svg License: Public domain
  4. These residual slides are based on Francis (2007) – MLR (Section 5.1.4) – Practical Issues & Assumptions, pp. 126-127 and Allen and Bennett (2008) Note that according to Francis, residual analysis can test: Additivity (i.e., no interactions b/w Ivs) (but this has been left out for the sake of simplicity)
  5. Image source: http://www.gseis.ucla.edu/courses/ed230bc1/notes1/con1.html If IVs are correlated then you should also examine the difference between the zero-order and partial correlations.
  6. Image source: http://www.gseis.ucla.edu/courses/ed230bc1/notes1/con1.html If IVs are correlated then you should also examine the difference between the zero-order and partial correlations.
  7. Image source: Unknown Residuals are the distance between the predicted and actual scores. Standardised residuals (subtract mean, divide by standard deviation).
  8. These residual slides are based on Francis (2007) – MLR (Section 5.1.4) – Practical Issues & Assumptions, pp. 126-127 and Allen and Bennett (2008) Note that according to Francis, residual analysis can test: Additivity (i.e., no interactions b/w Ivs) (but this has been left out for the sake of simplicity)
  9. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/
  10. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/ Histogram of the residuals – they should be approximately normally distributed. This plot is very slightly positively skewed – we are only concerned about gross violations.
  11. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/ Normal probability plot – of regression standardised residuals. Shows the same information as previous slide – reasonable normality of residuals.
  12. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/ Histogram compared to normal probability plot. Variations from normality can be seen on both plots.
  13. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/ A plot of Predicted values (ZPRED) by Residuals (ZRESID). This should show a broad, horizontal band of points (it does). Any ‘fanning out’ of the residuals indicates a violation of the homoscedasticity assumption, and any pattern in the plot indicates a violation of linearity.
  14. Image source: http://commons.wikimedia.org/wiki/File:Color_icon_orange.png Image license: Public domain Image author: User:Booyabazooka, http://en.wikipedia.org/wiki/User:Booyabazooka
  15. Interactions occur potentially in situations involving univariate analysis of variance and covariance (ANOVA and ANCOVA), multivariate analysis of variance and covariance (MANOVA and MANCOVA), multiple linear regression (MLR), logistic regression, path analysis, and covariance structure modeling. ANOVA and ANCOVA models are special cases of MLR in which one or more predictors are nominal or ordinal "factors.“ Interaction effects are sometimes called moderator effects because the interacting third variable which changes the relation between two original variables is a moderator variable which moderates the original relationship. For instance, the relation between income and conservatism may be moderated depending on the level of education.
  16. Image source: http://www.flickr.com/photos/comedynose/3491192647/ License: CC-by-A 2.0, http://creativecommons.org/licenses/by/2.0/deed.en Author: comedynose, http://www.flickr.com/photos/comedynose/ Image source: http://www.flickr.com/photos/teo/2068161/ License: CC-by-SA 2.0, http://creativecommons.org/licenses/by-sa/2.0/deed.en Author: Teo, http://www.flickr.com/photos/teo/
  17. Image source: http://www.flickr.com/photos/hamed/258971456/ License: CC-by-A 2.0 Author: Hamed Saber, http://www.flickr.com/photos/hamed/
  18. Example hypotheses: Income has a direct positive influence on Conservatism Education has a direct negative influence on Conservatism  Income combined with  Education may have a very -ve effect on Conservatism above and beyond that predicted by the direct effects – i.e., there is an interaction b/w Income and Education
  19. Likewise, power terms (e.g., x squared) can be added as independent variables to explore curvilinear effects.
  20. For example, conduct a separate regression for males and females. Advanced notes: It may be desirable to use centered variables (where one has subtracted the mean from each datum) -- a transformation which often reduces multicollinearity. Note also that there are alternatives to the crossproduct approach to analysing interactions: http://www2.chass.ncsu.edu/garson/PA765/regress.htm#interact
  21. Image source: http://commons.wikimedia.org/wiki/File:PMinspirert.jpg Image license: CC-by-SA, http://creativecommons.org/licenses/by-sa/3.0/ and GFDL, http://commons.wikimedia.org/wiki/Commons:GNU_Free_Documentation_License Image author: Bjørn som tegner , http://commons.wikimedia.org/wiki/User:Bj%C3%B8rn_som_tegner
  22. Step 1 MH1 should be a highly significant predictor. The left over variance represents the change in MH b/w Time 1 and 2 (plus error). Step 2 If IV2 and IV3 are significant predictors, then they help to predict changes in MH.
  23. Step 1 MH1 should be a highly significant predictor. The left over variance represents the change in MH b/w Time 1 and 2 (plus error). Step 2 If IV2 and IV3 are significant predictors, then they help to predict changes in MH.
  24. Image sources: http://commons.wikimedia.org/wiki/File:Information_icon4.svg License: Public domain http://commons.wikimedia.org/wiki/File:3D_Bar_Graph_Meeting.jpg ' License: CC-by-A 2.0 Author: lumaxart ( http://www.flickr.com/photos/lumaxart/ )
  25. Image source: http://commons.wikimedia.org/wiki/File:Information_icon4.svg License: Public domain
  26. Correlation/regression techniques reflect the strength of association between continuous variables Tests of group differences ( t -tests, ANOVA) indicate whether significant differences exist between group means
  27. In MLR we see world is made of covariation. In ANOVA we see the world as made of differences. In MLR, everywhere we look, we see patterns and relationships. In ANOVA we view everything as having the same, more or less than other things.
  28. Image soruce: Unknown
  29. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/ “ A t-test is used to determine whether a set or sets of scores are from the same population.” - Coakes & Steed (1999), p.61
  30. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/ Adapted from: http://www.tufts.edu/~gdallal/npar.htm
  31. Image source: http://commons.wikimedia.org/wiki/File:Information_icon4.svg License: Public domain
  32. “ A t-test is used to determine whether a set or sets of scores are from the same population.” - Coakes & Steed (1999), p.61
  33. Image soruce: Unknown
  34. Image source: Unknown
  35. Also called: One sample t -test
  36. Adapted from slide 23 of Howell Ch12 Powerpoint: IV is ordinal / categorical e.g., gender DV is interval / ratio e.g., self-esteem Homogeneity of Variance If variances unequal (Levene’s test), adjustment made Normality t-tests robust to modest departures from normality (often violated without consequences) look at histograms, skewness, & kurtosis; consider use of Mann-Whitney U test if departure from normality is severe, particularly if sample size is small (e.g., < 50) Independence of observations (one participant’s score is not dependent on any other participant’s score)
  37. Image source: S;ode 23 pf Howell Ch12 Powerpoint Independent samples t -test
  38. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/
  39. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/
  40. Also called related samples t-test or repeated measures t-test
  41. Also known as: Related samples t -test and Repeated measures t -test How much do you like the colour red? How much do you like the colour blue? Is there a difference between people’s liking of red and blue?
  42. Image source:S slide 23 of Howell Ch12 Powerpoint
  43. Image source: James Neill, Creative Commons Attribution-Share Alike 2.5 Australia, http://creativecommons.org/licenses/by-sa/2.5/au/