SlideShare uma empresa Scribd logo
1 de 18
Linear Regression
Analysis
Dhritiman Chakrabarti
Assistant Professor,
Dept of Neuroanaesthesiology
and Neurocritical Care,
NIMHANS, Bangalore
Why Regression
1. Descriptive - form the strength of the
association between outcome and
factors of interest – also done by
Correlations
2. Adjustment – for
covariates/confounders
3. Predictors - to determine important
risk factors affecting the outcome
4. Prediction - to quantify new cases
What is linear regression
• It is prediction of interval scale
outcome variable based on predictor
variable/s.
• Dur Anaes = a + b*Dur Sx
Intercept = a
Residual
Univariate Linear Reg in SPSS
• The predictor and outcome variables should be in
separate columns.
• Go to Analyze  Regression  Linear
• Fill in the Dep and Indep
• Go to Statistics tab  Click on the
options displayed in picture.
• On Plots tab, put ZPRED and ZRES in
axis and click Histogram and Normality
plot.
• If you want a list of residuals for further
plotting, click the following on Save tab.
Results
Same as bivariate Correl
Quantification of explained variability by model
Test of Sample independence –
should be around 2. Ranges
from 0 – 4.
P-value for model fit.
Or how well the
model explains the
outcome variable
P-value for coeff.Reg Coeff – Slope = b
Constant = Intercept = a
Tells us that case 18 is an
outlier with standardized
residual more than ± 3
Part of case-wise diagnostics. Look at Std Residual – Its min and max should
be between ±3
Normality of std Res. Independence of std Res. From pred value
Outlier
Columns of calculated Pred value,
std pred value, residuals and std
residuals.
Can be used to conduct formal
statistical test of normality on
residuals.
Assumptions
1. No outliers (std res. Btw -3 to +3) – By seeing
casewise diagnostics, Plot of std res.
2. The data points must be independent – By Durbin
Watson test – DW should be around 2
3. The distribution of these residuals should be
normal (by seeing histogram of std res/res and
formal statistical test of normality on residuals)
and with a constant variance (by visually observing
any relationship btw std pred and std res on
scatter plot – points should be randomly scattered
– there should be no relationship between residual
and predicted values)
Interpreting Coefficients
• Unstandardized coeff: Tells us the change in absolute value of
dependent variable with unit change in independent variable -
Slope
• Standardized coeff: Tell us how many standard deviations a
dependent variable will change, per standard deviation increase
in the predictor variable – Useful for comparing magnitude of
effect of independent variables when they are in different
units/different scales – Useful in multivariate regression.
• Coeff of Dichotomous predictors: Variable coding is important.
Either 1-0 or 1-2 for dichotomous predictors – Coeff provides
the change in dependent with one level of predictor compared to
other level.
• Coeff of Nominal Predictors: Variable should be dummy coded
and then entered into model and interpreted as for dichotomous.
• Coeff of Ordinal predictors: Very controversial – either treat it
as semicontinuous or treat it as nominal.
Dummy Coding
(1) (2) (3) (4)
0 174 .000 .000 .000 .000
1 15 1.000 .000 .000 .000
2 43 .000 1.000 .000 .000
3 18 .000 .000 1.000 .000
4 26 .000 .000 .000 1.000
0 174 .000 .000
1 70 1.000 .000
2 32 .000 1.000
0 182 .000
1 94 1.000
0 198 .000
1 78 1.000
1 179 .000
2 97 1.000
SingMultC
omorb
Frequency
Parameter coding
PreopMod
ICHP01
NeuroDef
01
DemoElE
MMod
Multiple linear Regression
• Provides coeff of predictors independent of influence
of other predictors.
• Multicollinearity: Intercorrelations between
predictor variables can lead to weird coefficients and
P-values of coeff. How to diagnose:
1) Bivariate correlations before regression.
2) Severely reduced R-Sq.
3) Collinearity diagnostics check on Statistics tab in
linear reg.
• How to remove multi-collinearity and
make model stable –
1) Either combine correlated variables in
meaningful ways.
2) Remove them one by one to see which
makes the tolerance values closer to 1.
Model Selection
• Mainly four:
1) Enter – en masse entry of all variables – best if you know what
you are looking for.
2) Forward – Variables are entered one by one based on
significant coeff. statistics. – P-value for entry can be set –
best if you don’t know what you are looking for.
3) Backward – Variables are entered en masse and removed one
by one based on threshold p-value for removal.
4) Stepwise/Remove – combination of forward and backward.
Thank You

Mais conteúdo relacionado

Mais procurados

Point and Interval Estimation
Point and Interval EstimationPoint and Interval Estimation
Point and Interval Estimation
Shubham Mehta
 

Mais procurados (20)

Binary Logistic Regression
Binary Logistic RegressionBinary Logistic Regression
Binary Logistic Regression
 
Descriptive statistics
Descriptive statisticsDescriptive statistics
Descriptive statistics
 
Regression
RegressionRegression
Regression
 
Regression analysis
Regression analysisRegression analysis
Regression analysis
 
Statistics-Regression analysis
Statistics-Regression analysisStatistics-Regression analysis
Statistics-Regression analysis
 
Testing for normality
Testing for normalityTesting for normality
Testing for normality
 
Regression Analysis presentation by Al Arizmendez and Cathryn Lottier
Regression Analysis presentation by Al Arizmendez and Cathryn LottierRegression Analysis presentation by Al Arizmendez and Cathryn Lottier
Regression Analysis presentation by Al Arizmendez and Cathryn Lottier
 
Two sample t-test
Two sample t-testTwo sample t-test
Two sample t-test
 
Regression analysis
Regression analysisRegression analysis
Regression analysis
 
Mpc 006 - 02-03 partial and multiple correlation
Mpc 006 - 02-03 partial and multiple correlationMpc 006 - 02-03 partial and multiple correlation
Mpc 006 - 02-03 partial and multiple correlation
 
Presentation On Regression
Presentation On RegressionPresentation On Regression
Presentation On Regression
 
Linear Regression Using SPSS
Linear Regression Using SPSSLinear Regression Using SPSS
Linear Regression Using SPSS
 
Regression analysis
Regression analysisRegression analysis
Regression analysis
 
Normal Distribution – Introduction and Properties
Normal Distribution – Introduction and PropertiesNormal Distribution – Introduction and Properties
Normal Distribution – Introduction and Properties
 
Logistic regression with SPSS examples
Logistic regression with SPSS examplesLogistic regression with SPSS examples
Logistic regression with SPSS examples
 
Point Estimation
Point EstimationPoint Estimation
Point Estimation
 
Regression
RegressionRegression
Regression
 
Regression Analysis
Regression AnalysisRegression Analysis
Regression Analysis
 
Ch4 Confidence Interval
Ch4 Confidence IntervalCh4 Confidence Interval
Ch4 Confidence Interval
 
Point and Interval Estimation
Point and Interval EstimationPoint and Interval Estimation
Point and Interval Estimation
 

Semelhante a Linear regression analysis

Summer 2015 Internship
Summer 2015 InternshipSummer 2015 Internship
Summer 2015 Internship
Taylor Martell
 
1 lab basicstatisticsfall2013
1 lab basicstatisticsfall20131 lab basicstatisticsfall2013
1 lab basicstatisticsfall2013
TAMUK
 
2015.01.07 - HAI poster
2015.01.07 - HAI poster2015.01.07 - HAI poster
2015.01.07 - HAI poster
Funan Shi
 

Semelhante a Linear regression analysis (20)

A presentation for Multiple linear regression.ppt
A presentation for Multiple linear regression.pptA presentation for Multiple linear regression.ppt
A presentation for Multiple linear regression.ppt
 
Summer 2015 Internship
Summer 2015 InternshipSummer 2015 Internship
Summer 2015 Internship
 
Measures of Variation
Measures of Variation Measures of Variation
Measures of Variation
 
6SigmaReferenceMaterials
6SigmaReferenceMaterials6SigmaReferenceMaterials
6SigmaReferenceMaterials
 
1 lab basicstatisticsfall2013
1 lab basicstatisticsfall20131 lab basicstatisticsfall2013
1 lab basicstatisticsfall2013
 
Machine Learning.pdf
Machine Learning.pdfMachine Learning.pdf
Machine Learning.pdf
 
604_multiplee.ppt
604_multiplee.ppt604_multiplee.ppt
604_multiplee.ppt
 
linear model multiple predictors.pdf
linear model multiple predictors.pdflinear model multiple predictors.pdf
linear model multiple predictors.pdf
 
Correlation
Correlation  Correlation
Correlation
 
What is Isotonic Regression and How Can a Business Utilize it to Analyze Data?
What is Isotonic Regression and How Can a Business Utilize it to Analyze Data?What is Isotonic Regression and How Can a Business Utilize it to Analyze Data?
What is Isotonic Regression and How Can a Business Utilize it to Analyze Data?
 
Errors2
Errors2Errors2
Errors2
 
Multiple-Linear-Regression-Model-Analysis.pptx
Multiple-Linear-Regression-Model-Analysis.pptxMultiple-Linear-Regression-Model-Analysis.pptx
Multiple-Linear-Regression-Model-Analysis.pptx
 
Multiple regression
Multiple regressionMultiple regression
Multiple regression
 
3.2 Measures of variation
3.2 Measures of variation3.2 Measures of variation
3.2 Measures of variation
 
Mba2216 week 11 data analysis part 02
Mba2216 week 11 data analysis part 02Mba2216 week 11 data analysis part 02
Mba2216 week 11 data analysis part 02
 
Cmcchapter02 100613132406-phpapp02
Cmcchapter02 100613132406-phpapp02Cmcchapter02 100613132406-phpapp02
Cmcchapter02 100613132406-phpapp02
 
2015.01.07 - HAI poster
2015.01.07 - HAI poster2015.01.07 - HAI poster
2015.01.07 - HAI poster
 
report
reportreport
report
 
Basic geostatistics
Basic geostatisticsBasic geostatistics
Basic geostatistics
 
Discrete data mapping
Discrete data mappingDiscrete data mapping
Discrete data mapping
 

Mais de Dhritiman Chakrabarti

Caeserean section complicated by mitral stenosis
Caeserean section complicated by mitral stenosisCaeserean section complicated by mitral stenosis
Caeserean section complicated by mitral stenosis
Dhritiman Chakrabarti
 
Bronchial blockers & endobronchial tubes
Bronchial blockers & endobronchial tubesBronchial blockers & endobronchial tubes
Bronchial blockers & endobronchial tubes
Dhritiman Chakrabarti
 
Bougie, trachlite , laryngeal tube , combitube , i gel ,truview
Bougie, trachlite , laryngeal tube , combitube , i gel ,truviewBougie, trachlite , laryngeal tube , combitube , i gel ,truview
Bougie, trachlite , laryngeal tube , combitube , i gel ,truview
Dhritiman Chakrabarti
 

Mais de Dhritiman Chakrabarti (20)

For crossover designs
For crossover designsFor crossover designs
For crossover designs
 
Logistic regression analysis
Logistic regression analysisLogistic regression analysis
Logistic regression analysis
 
Agreement analysis
Agreement analysisAgreement analysis
Agreement analysis
 
Inferential statistics correlations
Inferential statistics correlationsInferential statistics correlations
Inferential statistics correlations
 
Inferential statistics quantitative data - single sample and 2 groups
Inferential statistics   quantitative data - single sample and 2 groupsInferential statistics   quantitative data - single sample and 2 groups
Inferential statistics quantitative data - single sample and 2 groups
 
Inferential statistics nominal data
Inferential statistics   nominal dataInferential statistics   nominal data
Inferential statistics nominal data
 
Inferential statistics quantitative data - anova
Inferential statistics   quantitative data - anovaInferential statistics   quantitative data - anova
Inferential statistics quantitative data - anova
 
Types of variables and descriptive statistics
Types of variables and descriptive statisticsTypes of variables and descriptive statistics
Types of variables and descriptive statistics
 
Data entry in Excel and SPSS
Data entry in Excel and SPSS Data entry in Excel and SPSS
Data entry in Excel and SPSS
 
Study designs, randomization, bias errors, power, p-value, sample size
Study designs, randomization, bias errors, power, p-value, sample sizeStudy designs, randomization, bias errors, power, p-value, sample size
Study designs, randomization, bias errors, power, p-value, sample size
 
Anaesthesia for functional neurosurgery
Anaesthesia for functional neurosurgeryAnaesthesia for functional neurosurgery
Anaesthesia for functional neurosurgery
 
Epilepsy and anaesthesia
Epilepsy and anaesthesiaEpilepsy and anaesthesia
Epilepsy and anaesthesia
 
Icp monitoring seminar
Icp monitoring seminarIcp monitoring seminar
Icp monitoring seminar
 
Caeserean section complicated by mitral stenosis
Caeserean section complicated by mitral stenosisCaeserean section complicated by mitral stenosis
Caeserean section complicated by mitral stenosis
 
Bronchospasm during induction
Bronchospasm during inductionBronchospasm during induction
Bronchospasm during induction
 
Bronchial blockers & endobronchial tubes
Bronchial blockers & endobronchial tubesBronchial blockers & endobronchial tubes
Bronchial blockers & endobronchial tubes
 
Breathing systems
Breathing systemsBreathing systems
Breathing systems
 
Brachial plexus block
Brachial plexus blockBrachial plexus block
Brachial plexus block
 
Bph
BphBph
Bph
 
Bougie, trachlite , laryngeal tube , combitube , i gel ,truview
Bougie, trachlite , laryngeal tube , combitube , i gel ,truviewBougie, trachlite , laryngeal tube , combitube , i gel ,truview
Bougie, trachlite , laryngeal tube , combitube , i gel ,truview
 

Último

Abortion pills in Jeddah | +966572737505 | Get Cytotec
Abortion pills in Jeddah | +966572737505 | Get CytotecAbortion pills in Jeddah | +966572737505 | Get Cytotec
Abortion pills in Jeddah | +966572737505 | Get Cytotec
Abortion pills in Riyadh +966572737505 get cytotec
 
Top profile Call Girls In dimapur [ 7014168258 ] Call Me For Genuine Models W...
Top profile Call Girls In dimapur [ 7014168258 ] Call Me For Genuine Models W...Top profile Call Girls In dimapur [ 7014168258 ] Call Me For Genuine Models W...
Top profile Call Girls In dimapur [ 7014168258 ] Call Me For Genuine Models W...
gajnagarg
 
Abortion pills in Doha Qatar (+966572737505 ! Get Cytotec
Abortion pills in Doha Qatar (+966572737505 ! Get CytotecAbortion pills in Doha Qatar (+966572737505 ! Get Cytotec
Abortion pills in Doha Qatar (+966572737505 ! Get Cytotec
Abortion pills in Riyadh +966572737505 get cytotec
 
一比一原版(UCD毕业证书)加州大学戴维斯分校毕业证成绩单原件一模一样
一比一原版(UCD毕业证书)加州大学戴维斯分校毕业证成绩单原件一模一样一比一原版(UCD毕业证书)加州大学戴维斯分校毕业证成绩单原件一模一样
一比一原版(UCD毕业证书)加州大学戴维斯分校毕业证成绩单原件一模一样
wsppdmt
 
PLE-statistics document for primary schs
PLE-statistics document for primary schsPLE-statistics document for primary schs
PLE-statistics document for primary schs
cnajjemba
 
Jual obat aborsi Bandung ( 085657271886 ) Cytote pil telat bulan penggugur ka...
Jual obat aborsi Bandung ( 085657271886 ) Cytote pil telat bulan penggugur ka...Jual obat aborsi Bandung ( 085657271886 ) Cytote pil telat bulan penggugur ka...
Jual obat aborsi Bandung ( 085657271886 ) Cytote pil telat bulan penggugur ka...
Klinik kandungan
 
Top profile Call Girls In Satna [ 7014168258 ] Call Me For Genuine Models We ...
Top profile Call Girls In Satna [ 7014168258 ] Call Me For Genuine Models We ...Top profile Call Girls In Satna [ 7014168258 ] Call Me For Genuine Models We ...
Top profile Call Girls In Satna [ 7014168258 ] Call Me For Genuine Models We ...
nirzagarg
 
Gartner's Data Analytics Maturity Model.pptx
Gartner's Data Analytics Maturity Model.pptxGartner's Data Analytics Maturity Model.pptx
Gartner's Data Analytics Maturity Model.pptx
chadhar227
 
Top profile Call Girls In Purnia [ 7014168258 ] Call Me For Genuine Models We...
Top profile Call Girls In Purnia [ 7014168258 ] Call Me For Genuine Models We...Top profile Call Girls In Purnia [ 7014168258 ] Call Me For Genuine Models We...
Top profile Call Girls In Purnia [ 7014168258 ] Call Me For Genuine Models We...
nirzagarg
 
Top profile Call Girls In Begusarai [ 7014168258 ] Call Me For Genuine Models...
Top profile Call Girls In Begusarai [ 7014168258 ] Call Me For Genuine Models...Top profile Call Girls In Begusarai [ 7014168258 ] Call Me For Genuine Models...
Top profile Call Girls In Begusarai [ 7014168258 ] Call Me For Genuine Models...
nirzagarg
 
Top profile Call Girls In bhavnagar [ 7014168258 ] Call Me For Genuine Models...
Top profile Call Girls In bhavnagar [ 7014168258 ] Call Me For Genuine Models...Top profile Call Girls In bhavnagar [ 7014168258 ] Call Me For Genuine Models...
Top profile Call Girls In bhavnagar [ 7014168258 ] Call Me For Genuine Models...
gajnagarg
 
怎样办理伦敦大学城市学院毕业证(CITY毕业证书)成绩单学校原版复制
怎样办理伦敦大学城市学院毕业证(CITY毕业证书)成绩单学校原版复制怎样办理伦敦大学城市学院毕业证(CITY毕业证书)成绩单学校原版复制
怎样办理伦敦大学城市学院毕业证(CITY毕业证书)成绩单学校原版复制
vexqp
 

Último (20)

Abortion pills in Jeddah | +966572737505 | Get Cytotec
Abortion pills in Jeddah | +966572737505 | Get CytotecAbortion pills in Jeddah | +966572737505 | Get Cytotec
Abortion pills in Jeddah | +966572737505 | Get Cytotec
 
Top profile Call Girls In dimapur [ 7014168258 ] Call Me For Genuine Models W...
Top profile Call Girls In dimapur [ 7014168258 ] Call Me For Genuine Models W...Top profile Call Girls In dimapur [ 7014168258 ] Call Me For Genuine Models W...
Top profile Call Girls In dimapur [ 7014168258 ] Call Me For Genuine Models W...
 
Discover Why Less is More in B2B Research
Discover Why Less is More in B2B ResearchDiscover Why Less is More in B2B Research
Discover Why Less is More in B2B Research
 
Abortion pills in Doha Qatar (+966572737505 ! Get Cytotec
Abortion pills in Doha Qatar (+966572737505 ! Get CytotecAbortion pills in Doha Qatar (+966572737505 ! Get Cytotec
Abortion pills in Doha Qatar (+966572737505 ! Get Cytotec
 
一比一原版(UCD毕业证书)加州大学戴维斯分校毕业证成绩单原件一模一样
一比一原版(UCD毕业证书)加州大学戴维斯分校毕业证成绩单原件一模一样一比一原版(UCD毕业证书)加州大学戴维斯分校毕业证成绩单原件一模一样
一比一原版(UCD毕业证书)加州大学戴维斯分校毕业证成绩单原件一模一样
 
PLE-statistics document for primary schs
PLE-statistics document for primary schsPLE-statistics document for primary schs
PLE-statistics document for primary schs
 
Ranking and Scoring Exercises for Research
Ranking and Scoring Exercises for ResearchRanking and Scoring Exercises for Research
Ranking and Scoring Exercises for Research
 
Jual obat aborsi Bandung ( 085657271886 ) Cytote pil telat bulan penggugur ka...
Jual obat aborsi Bandung ( 085657271886 ) Cytote pil telat bulan penggugur ka...Jual obat aborsi Bandung ( 085657271886 ) Cytote pil telat bulan penggugur ka...
Jual obat aborsi Bandung ( 085657271886 ) Cytote pil telat bulan penggugur ka...
 
Top profile Call Girls In Satna [ 7014168258 ] Call Me For Genuine Models We ...
Top profile Call Girls In Satna [ 7014168258 ] Call Me For Genuine Models We ...Top profile Call Girls In Satna [ 7014168258 ] Call Me For Genuine Models We ...
Top profile Call Girls In Satna [ 7014168258 ] Call Me For Genuine Models We ...
 
Capstone in Interprofessional Informatic // IMPACT OF COVID 19 ON EDUCATION
Capstone in Interprofessional Informatic  // IMPACT OF COVID 19 ON EDUCATIONCapstone in Interprofessional Informatic  // IMPACT OF COVID 19 ON EDUCATION
Capstone in Interprofessional Informatic // IMPACT OF COVID 19 ON EDUCATION
 
SAC 25 Final National, Regional & Local Angel Group Investing Insights 2024 0...
SAC 25 Final National, Regional & Local Angel Group Investing Insights 2024 0...SAC 25 Final National, Regional & Local Angel Group Investing Insights 2024 0...
SAC 25 Final National, Regional & Local Angel Group Investing Insights 2024 0...
 
Gartner's Data Analytics Maturity Model.pptx
Gartner's Data Analytics Maturity Model.pptxGartner's Data Analytics Maturity Model.pptx
Gartner's Data Analytics Maturity Model.pptx
 
Top profile Call Girls In Purnia [ 7014168258 ] Call Me For Genuine Models We...
Top profile Call Girls In Purnia [ 7014168258 ] Call Me For Genuine Models We...Top profile Call Girls In Purnia [ 7014168258 ] Call Me For Genuine Models We...
Top profile Call Girls In Purnia [ 7014168258 ] Call Me For Genuine Models We...
 
7. Epi of Chronic respiratory diseases.ppt
7. Epi of Chronic respiratory diseases.ppt7. Epi of Chronic respiratory diseases.ppt
7. Epi of Chronic respiratory diseases.ppt
 
Top profile Call Girls In Begusarai [ 7014168258 ] Call Me For Genuine Models...
Top profile Call Girls In Begusarai [ 7014168258 ] Call Me For Genuine Models...Top profile Call Girls In Begusarai [ 7014168258 ] Call Me For Genuine Models...
Top profile Call Girls In Begusarai [ 7014168258 ] Call Me For Genuine Models...
 
Switzerland Constitution 2002.pdf.........
Switzerland Constitution 2002.pdf.........Switzerland Constitution 2002.pdf.........
Switzerland Constitution 2002.pdf.........
 
Predicting HDB Resale Prices - Conducting Linear Regression Analysis With Orange
Predicting HDB Resale Prices - Conducting Linear Regression Analysis With OrangePredicting HDB Resale Prices - Conducting Linear Regression Analysis With Orange
Predicting HDB Resale Prices - Conducting Linear Regression Analysis With Orange
 
Top profile Call Girls In bhavnagar [ 7014168258 ] Call Me For Genuine Models...
Top profile Call Girls In bhavnagar [ 7014168258 ] Call Me For Genuine Models...Top profile Call Girls In bhavnagar [ 7014168258 ] Call Me For Genuine Models...
Top profile Call Girls In bhavnagar [ 7014168258 ] Call Me For Genuine Models...
 
Aspirational Block Program Block Syaldey District - Almora
Aspirational Block Program Block Syaldey District - AlmoraAspirational Block Program Block Syaldey District - Almora
Aspirational Block Program Block Syaldey District - Almora
 
怎样办理伦敦大学城市学院毕业证(CITY毕业证书)成绩单学校原版复制
怎样办理伦敦大学城市学院毕业证(CITY毕业证书)成绩单学校原版复制怎样办理伦敦大学城市学院毕业证(CITY毕业证书)成绩单学校原版复制
怎样办理伦敦大学城市学院毕业证(CITY毕业证书)成绩单学校原版复制
 

Linear regression analysis

  • 1. Linear Regression Analysis Dhritiman Chakrabarti Assistant Professor, Dept of Neuroanaesthesiology and Neurocritical Care, NIMHANS, Bangalore
  • 2. Why Regression 1. Descriptive - form the strength of the association between outcome and factors of interest – also done by Correlations 2. Adjustment – for covariates/confounders 3. Predictors - to determine important risk factors affecting the outcome 4. Prediction - to quantify new cases
  • 3. What is linear regression • It is prediction of interval scale outcome variable based on predictor variable/s. • Dur Anaes = a + b*Dur Sx Intercept = a Residual
  • 4. Univariate Linear Reg in SPSS • The predictor and outcome variables should be in separate columns. • Go to Analyze  Regression  Linear • Fill in the Dep and Indep
  • 5. • Go to Statistics tab  Click on the options displayed in picture.
  • 6. • On Plots tab, put ZPRED and ZRES in axis and click Histogram and Normality plot.
  • 7. • If you want a list of residuals for further plotting, click the following on Save tab.
  • 8. Results Same as bivariate Correl Quantification of explained variability by model Test of Sample independence – should be around 2. Ranges from 0 – 4.
  • 9. P-value for model fit. Or how well the model explains the outcome variable P-value for coeff.Reg Coeff – Slope = b Constant = Intercept = a Tells us that case 18 is an outlier with standardized residual more than ± 3
  • 10. Part of case-wise diagnostics. Look at Std Residual – Its min and max should be between ±3 Normality of std Res. Independence of std Res. From pred value Outlier
  • 11. Columns of calculated Pred value, std pred value, residuals and std residuals. Can be used to conduct formal statistical test of normality on residuals.
  • 12. Assumptions 1. No outliers (std res. Btw -3 to +3) – By seeing casewise diagnostics, Plot of std res. 2. The data points must be independent – By Durbin Watson test – DW should be around 2 3. The distribution of these residuals should be normal (by seeing histogram of std res/res and formal statistical test of normality on residuals) and with a constant variance (by visually observing any relationship btw std pred and std res on scatter plot – points should be randomly scattered – there should be no relationship between residual and predicted values)
  • 13. Interpreting Coefficients • Unstandardized coeff: Tells us the change in absolute value of dependent variable with unit change in independent variable - Slope • Standardized coeff: Tell us how many standard deviations a dependent variable will change, per standard deviation increase in the predictor variable – Useful for comparing magnitude of effect of independent variables when they are in different units/different scales – Useful in multivariate regression. • Coeff of Dichotomous predictors: Variable coding is important. Either 1-0 or 1-2 for dichotomous predictors – Coeff provides the change in dependent with one level of predictor compared to other level. • Coeff of Nominal Predictors: Variable should be dummy coded and then entered into model and interpreted as for dichotomous. • Coeff of Ordinal predictors: Very controversial – either treat it as semicontinuous or treat it as nominal.
  • 14. Dummy Coding (1) (2) (3) (4) 0 174 .000 .000 .000 .000 1 15 1.000 .000 .000 .000 2 43 .000 1.000 .000 .000 3 18 .000 .000 1.000 .000 4 26 .000 .000 .000 1.000 0 174 .000 .000 1 70 1.000 .000 2 32 .000 1.000 0 182 .000 1 94 1.000 0 198 .000 1 78 1.000 1 179 .000 2 97 1.000 SingMultC omorb Frequency Parameter coding PreopMod ICHP01 NeuroDef 01 DemoElE MMod
  • 15. Multiple linear Regression • Provides coeff of predictors independent of influence of other predictors. • Multicollinearity: Intercorrelations between predictor variables can lead to weird coefficients and P-values of coeff. How to diagnose: 1) Bivariate correlations before regression. 2) Severely reduced R-Sq. 3) Collinearity diagnostics check on Statistics tab in linear reg.
  • 16. • How to remove multi-collinearity and make model stable – 1) Either combine correlated variables in meaningful ways. 2) Remove them one by one to see which makes the tolerance values closer to 1.
  • 17. Model Selection • Mainly four: 1) Enter – en masse entry of all variables – best if you know what you are looking for. 2) Forward – Variables are entered one by one based on significant coeff. statistics. – P-value for entry can be set – best if you don’t know what you are looking for. 3) Backward – Variables are entered en masse and removed one by one based on threshold p-value for removal. 4) Stepwise/Remove – combination of forward and backward.

Notas do Editor

  1. R measures the correlation between the observed value of the dependent variable and the predicted value based on the regression model.