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Linear Regression SPSS

- Linear regression is used to predict the value of one variable from another using a linear model. It describes the relationship between two variables using the equation of a straight line. - The regression coefficient (b1) represents the slope of the regression line and indicates the direction and strength of the relationship between the predictor and outcome variables. The intercept (b0) is the point where the regression line crosses the y-axis. - The goodness of fit of the regression model is assessed using sums of squares, which partition the total variability in the data into model and residual variability. The model fit is formally tested using an ANOVA, which compares the mean squares for the model and residuals.

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250 views19 pages

Linear Regression SPSS

- Linear regression is used to predict the value of one variable from another using a linear model. It describes the relationship between two variables using the equation of a straight line. - The regression coefficient (b1) represents the slope of the regression line and indicates the direction and strength of the relationship between the predictor and outcome variables. The intercept (b0) is the point where the regression line crosses the y-axis. - The goodness of fit of the regression model is assessed using sums of squares, which partition the total variability in the data into model and residual variability. The model fit is formally tested using an ANOVA, which compares the mean squares for the model and residuals.

Uploaded by

AnadiGoel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd

Linear Regression

Aims
Understand linear regression with one predictor
Understand how we assess the fit of a regression
model

Total Sum of Squares


Model Sum of Squares
Residual Sum of Squares
F
R2

Know how to do Regression on PASW/SPSS


Interpret a regression model
Slide 2

What is Regression?
A way of predicting the value of one variable
from another.
It is a hypothetical model of the relationship
between two variables.
The model used is a linear one.
Therefore, we describe the relationship using the
equation of a straight line.

Slide 3

Describing a Straight Line


Yi b0 b1X i i
bi
Regression coefficient for the predictor
Gradient (slope) of the regression line
Direction/Strength of Relationship

b0
Intercept (value of Y when X = 0)
Point at which the regression line crosses the Yaxis (ordinate)
Slide 4

Intercepts and Gradients

The Method of Least Squares

Slide 6

How Good is the Model?


The regression line is only a model
based on the data.
This model might not reflect reality.
We need some way of testing how well
the model fits the observed data.
How?

Slide 7

Sums of Squares

Slide 8

Summary
SST
Total variability (variability between scores and the mean).

SSR

SST yi y

Residual/Error variability (variability between the


regression model and the actual data).

SSM

SS R yi

yip

Model variability (difference in variability between the


model and the mean).
SS M
Slide 9

yip

Testing the Model: ANOVA


SST
Total Variance In The Data

SSM

SSR

Improvement Due to the Model

Error in Model

If the model results in better prediction


than using the mean, then we expect SSM to
be much greater than SSR
Slide 10

Testing the Model: ANOVA


Mean Squared Error
Sums of Squares are total values.
They can be expressed as averages.
These are called Mean Squares, MS

F
Slide 11

MSM
MSR

Testing the Model: R2


R2
The proportion of variance accounted for by the
regression model.
The Pearson Correlation Coefficient Squared

R
Slide 12

SSM
SST

Regression: An Example
A record company boss was interested in
predicting record sales from advertising.
Data
200 different album releases

Outcome variable:
Sales (CDs and Downloads) in the week after release

Predictor variable:
The amount (in s) spent promoting the record before
release.

Step One: Graph the Data

Slide 14

Regression Using PASW/SPSS

Slide 15

Output: Model Summary

Slide 16

Output: ANOVA
SSM

MSM

SSR

MSR
SST

Slide 17

SPSS Output: Model Parameters

Slide 18

Using The Model


Record Sales i b0 b1Advertisin g Budget i

134.14 0.09612 Advertisin g Budget i

Record Sales i 134.14 0.09612 Advertisin g Budget i


134.14 0.09612 100
143.75

Slide 19

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