Multiple linear regression

Lecture 7
Survey Research & Design in Psychology
James Neill, 2017
Creative Commons Attribution 4.0
Image source:http://commons.wikimedia.org/wiki/File:Vidrarias_de_Laboratorio.jpg
Multiple Linear Regression I

2
Overview
1. Readings
2. Correlation (Review)
3. Simple linear regression
4. Multiple linear regression
5. Summary
6. MLR I Quiz - Practice questions

3
1. Howitt & Cramer (2014):
– Regression: Prediction with precision
[Ch 9] [Textbook/eReserve]
– Multiple regression & multiple correlation
[Ch 32] [Textbook/eReserve]
2. StatSoft (2016). How to find relationship
between variables, multiple regression. StatSoft
Electronic Statistics Handbook. [Online]
3. Tabachnick & Fidell (2013).
Multiple regression
(includes example write-ups) [eReserve]
Readings

Correlation (Review)
Linear relation between
two variables

5
Purposes of
correlational statistics
Explanatory - Regression
e.g., cross-sectional study
(all data collected at same
time)
Predictive - Regression
e.g., longitudinal study
(predictors collected prior
to outcome measures)

6
Linear correlation
● Linear relations between interval or ratio
variables
● Best fitting straight-line on a scatterplot

7
Correlation – Key points
• Covariance = sum of cross-products
(unstandardised)
• Correlation = sum of cross-products
(standardised), ranging from -1 to 1
(sign indicates direction, value indicates size)
• Coefficient of determination (r2
)
indicates % of shared variance
• Correlation does not necessarily
equal causality

8
Correlation is shared variance
Venn diagrams are helpful for depicting
relations between variables.
.32 .68.68
r2
=

Simple linear
regression
Explains and predicts a Dependent Variable
(DV) based on a linear relation with an
Independent Variable (IV)

10
What is simple linear regression?
• An extension of correlation
• Best-fitting straight line for a scatterplot
between two variables:
• predictor (X) – also called an independent
variable (IV)
• outcome (Y) - also called a
dependent variable (DV) or criterion variable
• LR uses an IV to explain/predict a DV
• Help to understand relationships and
possible causal effects of one variable
on another.

11
Least squares criterionThe line of best fit minimises
the total sum of squares of
the vertical deviations for
each case.
a = point at which line of
best fit crosses the Y-axis.
b = slope
of the line of best fit
Least squares criterion
residuals
= vertical (Y) distance
between line of best fit
and each observation
(unexplained variance)

12
Linear Regression - Example:
Cigarettes & coronary heart disease
IV = Cigarette
consumption
DV = Coronary
Heart Disease
IV = Cigarette
consumption
Landwehr & Watkins (1987, cited in Howell, 2004, pp. 216-218)

13
Linear regression - Example:
(Howell, 2004)
Research question:
How fast does CHD mortality rise
with a one unit increase in smoking?
• IV = Av. # of cigs per adult per day
• DV = CHD mortality rate (deaths per
10,000 per year due to CHD)
• Unit of analysis = Country

14
Linear regression - Data:
(Howell, 2004)

15Cigarette Consumption per Adult per Day
12108642
CHDMortalityper10,000 30
20
10
0
Scatterplot with Line of Best Fit

16
Linear regression equation
(without error)
predicted
values of Y
Y-intercept =
level of Y
when X is 0
b = slope = rate of
predicted ↑/↓ for Y
scores for each unit
increase in X

17
Y = bX + a + e
X = IV values
Y = DV values
a = Y-axis intercept
b = slope of line of best fit
(regression coefficient)
e = error
Linear regression equation
(with error)

18
Linear regression – Example:
Equation
Variables:
• (DV) = predicted rate of CHD mortality
• X (IV) = mean # of cigarettes per adult
per day per country
Regression co-efficients:
• b = rate of ↑/↓ of CHD mortality for each
extra cigarette smoked per day
• a = baseline level of CHD (i.e., CHD
when no cigarettes are smoked)

19
Explained variance
• r = .71
• r2
= .712
= .51
• p < .05
• Approximately 50% in variability
of incidence of CHD mortality is
associated with variability in
countries' smoking rates.

20
Test for overall significance
ANOVAb
454.482 1 454.48 19.59 .00a
440.757 19 23.198
895.238 20
Regression
Residual
Total
Sum of
Squares df
Mean
Square F Sig.
Predictors: (Constant), Cigarette Consumption per
Adult per Day
a.
Dependent Variable: CHD Mortality per 10,000b.
● r = .71, r2
= .51, p < .05

21
Regression coefficients - SPSS
Coefficientsa
2.37 2.941 .80 .43
2.04 .461 .713 4.4 .00
(Constant)
Cigarette
Consumption
per Adult per
Day
B
Std.
Error
Unstandardiz
ed
Coefficients
Beta
Standardized
Coefficients
t Sig.
Dependent Variable: CHD Mortality per 10,000a.
a
b

22
Making a prediction
● What if we want to predict CHD mortality
when cigarette consumption is 6?
● We predict that 14.61 / 10,000 people in a
country with an average cigarette
consumption of 6 per person will die of
CHD per annum.
61.1437.26*04.2ˆ
37.204.2ˆ
=+=
+=+=
Y
XabXY

23
Accuracy of prediction - Residual
• Finnish smokers smoke 6
cigarettes/adult/day
• We predict 14.61 deaths /10,000
• But Finland actually has 23
deaths / 10,000
• Therefore, the error (“residual”)
for this case is 23 - 14.61 = 8.39

24Cigarette Consumption per Adult per Day
12108642
CHDMortalityper10,000
30
20
10
0
Residual
Prediction

25
Hypothesis testing
Null hypotheses (H0
):
• a (Y-intercept) = 0
Unless the DV is ratio (meaningful 0), we are not
usually very interested in the a value (starting
value of Y when X is 0).
• b (slope of line of best fit) = 0

26
Testing slope and intercept
Coefficientsa
2.37 2.941 .80 .43
2.04 .461 .713 4.4 .00
(Constant)
Cigarette
Consumption
per Adult per
Day
B
Std.
Error
Unstandardiz
ed
Coefficients
Beta
Standardized
Coefficients
t Sig.
Dependent Variable: CHD Mortality per 10,000a.
a
b
a is not significant -
baseline CHD may be
neglible.
b is significant (+ve) -
smoking is +vely
associated with CHD

27
Linear regression - Example
Does a tendency to
‘ignore problems’ (IV)
predict
‘psychological distress’ (DV)?

28
Ignore the Problem
543210
PsychologicalDistress
140
120
100
80
60
40
20 Rsq = 0.1058
Line of best fit
seeks to minimise
sum of squared
residuals
PD is
measured
in the
direction of
mental
health – i.e.,
high scores
mean less
distress.
Higher IP scores indicate
greater frequency of ignoring
problems as a way of coping.

29
Model Summary
.325a .106 .102 19.4851
Model
1
R R Square
Adjusted
R Square
Std. Error of
the Estimate
Predictors: (Constant), IGNO2 ACS Time 2 - 11. Ignorea.
Ignoring Problems accounts for ~10% of the
variation in Psychological Distress
R = .32, R2
= .11, Adjusted R2
= .10
The predictor (Ignore the Problem) explains
approximately 10% of the variance in the
dependent variable (Psychological Distress).

30
ANOVAb
9789.888 1 9789.888 25.785 .000a
82767.884 218 379.669
92557.772 219
Regression
Residual
Total
Model
1
Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), IGNO2 ACS Time 2 - 11. Ignorea.
Dependent Variable: GWB2NEGb.
The population relationship between Ignoring
Problems and Psychological Distress is
unlikely to be 0% because p = .000
(i.e., reject the null hypothesis that there is no
relationship)

31
Coefficientsa
118.897 4.351 27.327 .000
-9.505 1.872 -.325 -5.078 .000
(Constant)
IGNO2 ACS Time
2 - 11. Ignore
Model
1
B Std. Error
Unstandardized
Coefficients
Beta
Standardi
zed
Coefficien
ts
t Sig.
Dependent Variable: GWB2NEGa.
PD = 119 - 9.5*IP
There is a sig. a or constant (Y-intercept) - this
is the baseline level of Psychological Distress.
In addition, Ignore Problems (IP) is a
significant predictor of Psychological Distress
(PD).

32
Ignore the Problem
543210
PsychologicalDistress
140
120
100
80
60
40
20 Rsq = 0.1058
a = 119
b = -9.5
PD = 119 - 9.5*IP
e =
error

33
Linear regression summary
• Linear regression is for
explaining or predicting the
linear relationship between two
variables
• Y = bx + a + e
• = bx + a
(b is the slope; a is the Y-intercept)

Multiple Linear
Regression
Linear relations between two
or more IVs and a single DV

35
Linear Regression
X Y
Multiple Linear Regression
X1
X2
X3 Y
X4
X5
What is multiple linear regression (MLR)?
Visual model
Single predictor
Multiple
predictors

36
What is MLR?
• Use of several IVs to predict a DV
• Weights each predictor (IV)
according to the strength of its
linear relationship with the DV
• Makes adjustments for inter-
relationships among predictors
• Provides a measure of overall fit (R)

37
Correlation
Regression
Correlation
Partial correlation
Multiple linear regression
Y
YX
X1
X2
What is MLR?

38
What is MLR?
A 3-way scatterplot can depict the correlational
relationship between 3 variables.
However, it is difficult to graph/visualise 4+-
way relationships via scatterplot.

39
General steps
1. Develop a diagrammatic model
and express a research
question and/or hypotheses
2. Check assumptions
3. Choose type of MLR
4. Interpret output
5. Develop a regression equation
(if needed)

40
• ~50% of the variance in CHD
mortality could be explained by
cigarette smoking (using LR)
• Strong effect - but what about the
other 50% (‘unexplained’
variance)?
• What about other predictors?
–e.g., exercise and cholesterol?
LR → MLR example:

41
MLR – Example
Research question 1
How well do these three IVs:
• # of cigarettes / day (IV1)
• exercise (IV2) and
• cholesterol (IV3)
predict
• CHD mortality (DV)?
Cigarettes
Exercise CHD Mortality
Cholesterol

42
MLR – Example
Research question 2
To what extent do personality factors
(IVs) predict annual income (DV)?
Extraversion
Neuroticism Income
Psychoticism

43
MLR - Example
Research question 3
“Does the # of years of formal study
of psychology (IV1) and the no. of
years of experience as a
psychologist (IV2) predict clinical
psychologists’ effectiveness in
treating mental illness (DV)?”
Study
Experience Effectiveness

44
MLR - Example
Your example
Generate your own MLR research
question
(e.g., based on some of the following variables):
• Gender & Age
• Enrolment Type
• Hours
• Stress
• Time management
– Planning
– Procrastination
– Effective actions
• Time perspective
– Past-Negative
– Past-Positive
– Present-Hedonistic
– Present-Fatalistic
– Future-Positive
– Future-Negative

45
Assumptions
• Levels of measurement
• Sample size
• Normality (univariate, bivariate, and multivariate)
• Linearity: Linear relations between IVs & DVs
• Homoscedasticity
• Multicollinearity
– IVs are not overly correlated with one another
(e.g., not over .7)
• Residuals are normally distributed

46
Levels of measurement
• DV = Continuous
(Interval or Ratio)
• IV = Continuous or Dichotomous
(if neither, may need to recode
into a dichotomous variable
or create dummy variables)

47
Dummy coding
• “Dummy coding” converts a more
complex variable into a series of
dichotomous variables
(i.e., 0 or 1)
• Several dummy variables can be
created from a variable with a
higher level of measurement.

48
Dummy coding - Example
• Religion
(1 = Christian; 2 = Muslim; 3 = Atheist)
in this format, can't be an IV in regression
(a linear correlation with a categorical variable doesn't
make sense)
• However, it can be dummy coded into
dichotomous variables:
– Christian (0 = no; 1 = yes)
– Muslim (0 = no; 1 = yes)
– Atheist (0 = no; 1 = yes) (redundant)
• These variables can then be used as IVs.
• More information (Dummy variable (statistics), Wikiversity)

49
Sample size:
Rules of thumb
• Enough data is needed to provide reliable estimates
of the correlations.
• N >= 50 cases and N >= 10 to 20 cases x no. of
IVs, otherwise the estimates of the regression line are probably
unstable and are unlikely to replicate if the study is repeated.
• Green (1991) and Tabachnick & Fidell (2013)
suggest:
– 50 + 8(k) for testing an overall regression model and
– 104 + k when testing individual predictors (where k is the
number of IVs)
– Based on detecting a medium effect size (β >= .20), with
critical α <= .05, with power of 80%.

50
Sample size:
Rules of thumb
Q: Should a researcher conduct an MLR
with 4 predictors with 200 cases?
A: Yes; satisfies all rules of thumb:
• N > 50 cases
• N > 20 cases x 4 = 80 cases
• N > 50 + 8 x 4 = 82 cases
• N > 104 + 4 = 108 cases

51
Dealing with outliers
Extreme cases should be deleted or
modified if they are overly influential.
• Univariate outliers -
detect via initial data screening
(e.g., min. and max.)
• Bivariate outliers -
detect via scatterplots
• Multivariate outliers -
unusual combination of predictors – detect via
Mahalanobis' distance

52
Multivariate outliers
• A case may be within normal range for
each variable individually, but be a
multivariate outlier based on an unusual
combination of responses which unduly
influences multivariate test results.
• e.g., a person who:
–Is 18 years old
–Has 3 children
–Has a post-graduate degree

53
• Identify & check unusual
cases
• Use Mahalanobis' distance or
Cook’s D as a MVO screening
procedure

54
• Mahalanobis' distance (MD)
– Distributed as χ2
with df equal to the number of
predictors (with critical α = .001)
– Cases with a MD greater than the critical value
are multivariate outliers.
• Cook’s D
– Cases with CD values > 1 are multivariate
outliers.
• Use either MD or CD
• Examine cases with extreme MD or CD
scores - if in doubt, remove & re-run.

55
Normality &
homoscedasticity
Normality
• If variables are non-normal,
this will create
heteroscedasticity
Homoscedasticity
• Variance around the
regression line should be
the same throughout the
distribution
• Even spread in residual
plots

56
Multicollinearity
• Multicollinearity – IVs shouldn't be
overly correlated (e.g., over .7) – if so,
consider combining them into a single
variable or removing one.
• Singularity - perfect correlations among
IVs.
• Leads to unstable regression
coefficients.

57
Multicollinearity
Detect via:
 Correlation matrix - are there
large correlations among IVs?
 Tolerance statistics - if < .3 then
exclude that variable.
 Variance Inflation Factor (VIF) –
if > 3, then exclude that variable.
 VIF is the reciprocal of Tolerance
(so use one or the other – not both)

58
Causality
• Like correlation, regression does
not tell us about the causal
relationship between variables.
• In many analyses, the IVs and DVs
could be swapped around –
therefore, it is important to:
–Take a theoretical position
–Acknowledge alternative explanations

59
Multiple correlation coefficient
(R)
• “Big R” (capitalised)
• Equivalent of r, but takes into
account that there are multiple
predictors (IVs)
• Always positive, between 0 and 1
• Interpretation is similar to that for r
(correlation coefficient)

60
Coefficient of determination (R2
)
• “Big R squared”
• Squared multiple correlation
coefficient
• Always include R2
• Indicates the % of variance in
DV explained by combined
effects of the IVs
• Analogous to r2

61
Rule of thumb for
interpretation of R2
• .00 = no linear relationship
• .10 = small (R ~ .3)
• .25 = moderate (R ~ .5)
• .50 = strong (R ~ .7)
• 1.00 = perfect linear relationship
R2
> .30
is “good” in social sciences

62
Adjusted R2
• R2
is explained variance in a sample.
• Adjusted R2
is used for estimating
explained variance in a population.
• Report R2
and adjusted R2
.
• Particularly for small N and where
results are to be generalised, take
more note of adjusted R2
.

63
Multiple linear regression –
Test for overall significance
• Shows if there is a significant
linear relationship between the X
variables taken together and Y
• Examine F and p in the ANOVA
table to determine the likelihood
that the explained variance in Y
could have occurred by chance

64
Regression coefficients
• Y-intercept (a)
• Slopes (b):
–Unstandardised
–Standardised
• Slopes are the weighted loading of
each IV on the DV, adjusted for the
other IVs in the model.

65
Unstandardised
regression coefficients
• B = unstandardised regression
coefficient
• Used for regression equations
• Used for predicting Y scores
• But can’t be compared with other Bs
unless all IVs are measured on the
same scale

66
Standardised
regression coefficients
• Beta (β) = standardised regression
coefficient
• Useful for comparing the relative
strength of predictors
• β = r in LR but this is only true in
MLR when the IVs are uncorrelated.

67
Test for significance:
Independent variables
Indicates the likelihood of a linear
relationship between each IV (Xi)
and Y occurring by chance.
Hypotheses:
H0: βi = 0 (No linear relationship)
H1: βi ≠ 0 (Linear relationship
between Xi and Y)

68
Relative importance of IVs
• Which IVs are the most important?
• To answer this, compare the
standardised regression
coefficients (βs)

69
Y = b1x1 + b2x2 +.....+ bixi + a + e
• Y = observed DV scores
• bi = unstandardised regression
coefficients (the Bs in SPSS) -
slopes
• x1 to xi = IV scores
• a = Y axis intercept
• e = error (residual)
Regression equation

70
Multiple linear regression -
Example
“Does ‘ignoring problems’ (IV1)
and ‘worrying’ (IV2)
predict ‘psychological distress’
(DV)”

73
Example
Together, Ignoring Problems and Worrying
explain 30% of the variance in Psychological
Distress in the Australian adolescent
population (R2
= .30, Adjusted R2
= .29).

74
Example
The explained variance in the population is
unlikely to be 0 (p = .00).

75
Coefficientsa
138.932 4.680 29.687 .000
-11.511 1.510 -.464 -7.625 .000
-4.735 1.780 -.162 -2.660 .008
(Constant)
Worry
Ignore the Problem
Model
1
B Std. Error
Unstandardized
Coefficients
Beta
Standardized
Coefficients
t Sig.
Dependent Variable: Psychological Distressa.
Example
Worry predicts about three times as much
variance in Psychological Distress than Ignoring
the Problem, although both are significant,
negative predictors of mental health.

76
Linear Regression
PD (hat) = 119 – 9.50*Ignore
R2
= .11
Multiple Linear Regression
PD (hat) = 139 - .4.7*Ignore - 11.5*Worry
R2
= .30
Example – Prediction equations

77
Confidence interval for the slope
Mental Health (PD) is reduced by between 8.5 and
14.5 units per increase of Worry units.
Mental Health (PD) is reduced by between 1.2 and
8.2 units per increase in Ignore the Problem units.

78
Multiple linear regression - Example
Effect of violence, stress, social support
on internalising behaviour problems
Kliewer, Lepore, Oskin, & Johnson, (1998)
Image source: http://cloudking.com/artists/noa-terliuc/family-violence.php

79
Example – Violence study
• Participants were children:
– 8 - 12 years
– Lived in high-violence areas, USA
• Hypotheses:
– Stress → ↑ internalising behaviour
– Violence → ↑ internalising behaviour
– Social support → ↓ internalising behaviour

80
Example - Variables
• Predictors
–Degree of witnessing violence
–Measure of life stress
–Measure of social support
• Outcome
–Internalising behaviour
(e.g., depression, anxiety, withdrawal
symptoms) – measured using the
Child Behavior Checklist (CBCL)

81
Correlations
Correlations
Pearson Correlation
.050
.080 -.080
.200* .270** -.170
Amount violenced
witnessed
Current stress
Social support
Internalizing symptoms
on CBCL
Amount
violenced
witnessed
Current
stress
Social
support
Internalizin
g
symptoms
on CBCL
Correlation is significant at the 0.05 level (2-tailed).*.
Correlation is significant at the 0.01 level (2-tailed).**.
Correlations
amongst
the IVs
Correlations
between the
IVs and the DV

82
Model Summary
.37a .135 .108 2.2198
R
R
Square
Adjusted
R
Square
Std. Error
of the
Estimate
Predictors: (Constant), Social
support, Current stress, Amount
violenced witnessed
a.
R2
13.5% of the variance in children's internalising
symptoms can be explained by the 3 predictors.

83
Regression coefficients
Coefficientsa
.477 1.289 .37 .712
.038 .018 .201 2.1 .039
.273 .106 .247 2.6 .012
-.074 .043 -.166 -2 .087
(Constant)
Amount
violenced
witnessed
Current stress
Social
support
B
Std.
Error
Unstandardized
Coefficients
Beta
Standardized
Coefficients
t Sig.
Dependent Variable: Internalizing symptoms on CBCa.
2 predictors
have
p < .05

84
Regression equation
• A separate coefficient or slope for
each variable
• An intercept (here its called b0
)
477.0074.0273.0038.0
ˆ 0332211
+−+=
+++=
SocSuppStressWit
bXbXbXbY

85
Interpretation
• Slopes for Witness and Stress are +ve;
slope for Social Support is -ve.
• Ignoring Stress and Social Support, a
one unit increase in Witness would
produce .038 unit increase in
Internalising symptoms.
477.0074.0273.0038.0
ˆ 0332211
+−+=
+++=
SocSuppStressWit
bXbXbXbY

86
Predictions
Q: If Witness = 20, Stress = 5, and
SocSupp = 35, what we would
predict internalising symptoms to be?
A: .012
012.
477.0)35(074.)5(273.)20(038.
477.0*074.*273.*038.ˆ
=
+−+=
+−+= SocSuppStressWitY

87
Multiple linear regression - Example
The role of human, social, built, and natural
capital in explaining life satisfaction at the
country level:
Towards a National Well-Being Index (NWI)
Vemuri & Costanza (2006)

88
Variables
• IVs:
–Human & Built Capital
(Human Development Index)
–Natural Capital
(Ecosystem services per km2
)
–Social Capital
(Press Freedom)
• DV = Life satisfaction
• Units of analysis: Countries
(N = 57; mostly developed countries, e.g., in Europe
and America)

89
● There are moderately strong positive and
statistically significant linear relations between
the IVs and the DV
● The IVs have small to moderate positive
inter-correlations.

90
● R2
= .35
● Two sig. IVs (not Social Capital - dropped)

92
● R2
= .72
(after dropping 6 outliers)

93
Types of MLR
• Standard or direct (simultaneous)
• Hierarchical or sequential
• Stepwise (forward & backward)
Image source: https://commons.wikimedia.org/wiki/File:IStumbler.png

94
• All predictor variables are entered
together (simultaneously)
• Allows assessment of the relationship
between all predictor variables and the
outcome (Y) variable if there is good
theoretical reason for doing so.
• Manual technique & commonly used.
• If you're not sure what type of MLR to
use, start with this approach.
Direct or Standard

95
• IVs are entered in blocks or stages.
–Researcher defines order of entry for the
variables, based on theory.
–May enter ‘nuisance’ variables first to
‘control’ for them, then test ‘purer’ effect of
next block of important variables.
• R2
change - additional variance in Y
explained at each stage of the regression.
– F test of R2
change.
Hierarchical (Sequential)

96
• Example
– Drug A is a cheap, well-proven drug which reduces
AIDS symptoms
– Drug B is an expensive, experimental drug which
could help to cure AIDS
– Hierarchical linear regression:
• Step 1: Drug A (IV1)
• Step 2: Drug B (IV2)
• DV = AIDS symptoms
• Research question: To what extent does Drug B
reduce AIDS symptoms above and beyond the effect
of Drug A?
• Examine the change in R2
between Step 1 & Step 2
Hierarchical (Sequential)

97
• Computer-driven – controversial.
• Starts with 0 predictors, then the
strongest predictor is entered into
the model, then the next strongest
etc. if they reach a criteria (e.g., p
< .05)
Forward selection

98
• All predictor variables are
entered, then the weakest
predictors are removed, one by
one, if they meet a criteria (e.g., p
> .05)
Backward elimination

99
• Combines forward & backward.
• At each step, variables may be
entered or removed if they meet
certain criteria.
• Useful for developing the best
prediction equation from a large
number of variables.
• Redundant predictors are removed.
Stepwise

100
Which method?
• Standard: To assess impact of
all IVs simultaneously
• Hierarchical: To test IVs in a
specific order (based on
hypotheses derived from theory)
• Stepwise: If the goal is accurate
statistical prediction from a large
# of variables - computer driven

102
Summary: General steps
1. Develop model and hypotheses
2. Check assumptions
3. Choose type
4. Interpret output
5. Develop a regression equation
(if needed)

103
Summary: Linear regression
1. Best-fitting straight line for a
scatterplot of two variables
2. Y = bX + a + e
1. Predictor (X; IV)
2. Outcome (Y; DV)
3. Least squares criterion
4. Residuals are the vertical
distance between actual and
predicted values

104
Summary:
MLR assumptions
1. Level of measurement
2. Sample size
3. Normality
4. Linearity
5. Homoscedasticity
6. Collinearity
7. Multivariate outliers
8. Residuals should be normally
distributed

105
Summary:
Level of measurement and
dummy coding
1. Levels of measurement
1. DV = Interval or ratio
2. IV = Interval or ratio or dichotomous
2. Dummy coding
1. Convert complex variables into series of
dichotomous IVs

106
Summary:
MLR types
1. Standard
2. Hierarchical
3. Stepwise / Forward / Backward

107
Summary:
MLR output
1. Overall fit
1. R, R2
, Adjusted R2
2. F, p
2. Coefficients
1. Relation between each IV and the DV,
adjusted for the other IVs
2. B, β, t, p, and rp
3. Regression equation (if useful)
Y = b1x1 + b2x2 +.....+ bixi + a + e

109
MLR I Quiz –
Practice question 1
A linear regression analysis produces the
equation Y = 0.4X + 3. This indicates
that:
(a) When Y = 0.4, X = 3
(b) When Y = 0, X = 3
(c) When X = 3, Y = 0.4
(d) When X = 0, Y = 3
(e) None of the above

110
MLR I Quiz –
Practice question 1
Multiple linear regression is a
________ type of statistical analysis.
(a) univariate
(b) bivariate
(c) multivariate

111
MLR I Quiz –
Practice question 3
Multiple linear regression is a
________ type of statistical analysis.
(a) univariate
(b) bivariate
(c) multivariate

112
MLR I Quiz –
Practice question 4
The following types of data can be used in
MLR (choose all that apply):
(a) Interval or higher DV
(b) Interval or higher IVs
(c) Dichotomous Ivs
(d) All of the above
(e) None of the above

113
MLR I Quiz –
Practice question 5
In MLR, the square of the multiple
correlation coefficient, R2
, is called the:
(a) Coefficient of determination
(b) Variance
(c) Covariance
(d) Cross-product
(e) Big R

114
MLR I Quiz –
Practice question 6
In MLR, a residual is the difference
between the predicted Y and actual Y
values.
(a) True
(b) False

115
Next lecture
• Review of MLR I
• Semi-partial correlations
• Residual analysis
• Interactions
• Analysis of change

116
References
Howell, D. C. (2004). Chapter 9: Regression. In D. C. Howell..
Fundamental statistics for the behavioral sciences (5th ed.) (pp. 203-
235). Belmont, CA: Wadsworth.
Howitt, D. & Cramer, D. (2011). Introduction to statistics in psychology
(5th ed.). Harlow, UK: Pearson.
Kliewer, W., Lepore, S.J., Oskin, D., & Johnson, P.D. (1998). The role of
social and cognitive processes in children’s adjustment to community
violence. Journal of Consulting and Clinical Psychology, 66, 199-209.
Landwehr, J.M. & Watkins, A.E. (1987) Exploring data: Teacher’s
edition. Palo Alto, CA: Dale Seymour Publications.
Tabachnick, B. G., & Fidell, L. S. (2013) (6th ed. - International ed.).
Multiple regression [includes example write-ups]. In Using multivariate
statistics (pp. 117-170). Boston, MA: Allyn and Bacon.
Vemuri, A. W., & Constanza, R. (2006). The role of human, social, built,
and natural capital in explaining life satisfaction at the country level:
Toward a National Well-Being Index (NWI). Ecological Economics,
58(1), 119-133.

117
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