Multiple Regression

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Questions and Answers

In a multiple linear regression, which of the following statements is correct?

  • It involves only two variables: one dependent and one independent.
  • It involves multiple dependent variables and a single independent variable.
  • It involves only two independent variables and one dependent variable.
  • It involves one dependent variable and multiple independent variables. (correct)

In the equation poverty = 11.17 + 0.38 × west, if 'west' is 0 for eastern states and 1 for western states, how is the value 11.17 interpreted?

  • It's the value needed to get when plugging in 1 for the explanatory variable.
  • It's the estimated average poverty percentage in eastern states. (correct)
  • It's the increase in poverty percentage when moving from an eastern to a western state.
  • It's the estimated average poverty percentage in western states.

Using the poverty vs. region example, if the regression model is: poverty = 9.50 + 0.03midwest + 1.79west + 4.16*south, and Northeast is the reference level, what does the 4.16 coefficient for the South region represent?

  • The difference in average poverty percentage between the South and the combined average of other regions.
  • The average poverty percentage in the Northeast.
  • The average poverty percentage in the South.
  • The difference in average poverty percentage between the South and the Northeast. (correct)

Given the regression output for poverty vs. region (northeast, midwest, west, south), what does the intercept represent?

<p>The average poverty percentage in the reference region. (B)</p> Signup and view all the answers

Given a scatterplot showing the relationship between the weights and volumes of books, along with a regression output of weight = 108 + 0.7volume with $R^2 = 80%$, what is the best interpretation of the value 0.7?

<p>For every 10 cm³ increase in volume, the weight is expected to increase by 7 grams. (C)</p> Signup and view all the answers

Given the regression output of weight = 108 + 0.7volume with $R^2 = 80%$, what is the best interpretation of the $R^2$ value?

<p>80% of the variation in weight can be explained by the volume. (C)</p> Signup and view all the answers

Given a scenario where the relationship between book weight and volume is being analyzed, with a scatterplot showing hardcover and paperback books, and the regression output is weight = 197.96 + 0.72*volume - 184.05*cover:pb, how would you estimate the weight of paperback books?

<p>Subtract a constant amount from the regression equation for hardcover books. (A)</p> Signup and view all the answers

Based on the regression output: weight = 197.96 + 0.72*volume - 184.05*cover:pb, with 'cover:pb' indicating paperback, how would you calculate the predicted weight for hardcover books?

<p>Substitute 0 for the 'cover:pb' term. (A)</p> Signup and view all the answers

Based on the regression output, if cover:pb represents paperback, which type of book cover is the reference level?

<p>Hardcover. (A)</p> Signup and view all the answers

Given the regression equation weight = 197.96 + 0.72*volume - 184.05*cover:pb, which variable is the response variable?

<p>Weight (B)</p> Signup and view all the answers

Using the regression output, calculate the predicted weight of a paperback book with a volume of 600 cm³.

<p>328.71 grams (D)</p> Signup and view all the answers

In the regression analysis of kid's test scores, what does the slope for mom's IQ represent?

<p>The change in the kid's test score for each one-point increase in mother's IQ, all other variables held constant. (A)</p> Signup and view all the answers

In the output relating kid's test scores to characteristics of their mothers, the intercept value represents

<p>The predicted test score for kids when all predictor variables are zero. (D)</p> Signup and view all the answers

In the context of multiple regression, collinearity refers to:

<p>A high degree of correlation between two or more independent variables. (A)</p> Signup and view all the answers

What is the primary reason for calculating adjusted $R^2$ in multiple regression?

<p>To penalize the inclusion of irrelevant predictors. (A)</p> Signup and view all the answers

In predicting poverty using '% female hh' (female householder) and '% white', what does the coefficient for female_house represents?

<p>The change in poverty rate for each unit increase in '% female hh', holding '% white' constant. (A)</p> Signup and view all the answers

In the equation weight = 11.17 + 0.38 × west, if 'west' is 0 for states to the east and 1 for states to the west, how is the value 0.38 interpreted?

<p>It's the increase in the poverty percentage when moving from an eastern to a western state. (C)</p> Signup and view all the answers

In the regression equation for kid's test scores including mom's characteristics, what is the reference level?

<p>The level omitted when dummy-coding categorical variables. For example, mom's highschool education 'no'. (B)</p> Signup and view all the answers

In a regression equation, multicollinearity arises when:

<p>Explanatory variables are associated closely to each other. (A)</p> Signup and view all the answers

We do not like multicollinearity because it:

<p>Adds no new valuable insights. (B)</p> Signup and view all the answers

Why would adjusted $R^2$ be used in place of $R^2$?

<p>To account for the model complexity, penalizing additional variables. So it does not increase when a variable is added. (C)</p> Signup and view all the answers

Given a model for weight and volume of book has an adjusted and normal $R^2$, which linear model do you pick?

<p>You choose the model with the higer adjust $R^2$ because it is a smaller error. (A)</p> Signup and view all the answers

The adjusted $R^2$ can be calculated with

<p>$1 - \frac{SSError}{SSTotal}*\frac{n-1}{n-p-1}$ (C)</p> Signup and view all the answers

With respect to categorical variables, the baseline is

<p>The category used in others. (D)</p> Signup and view all the answers

With respect to the slopes of categorical variables, the level can be interpreted as

<p>All else held constant, what will likely be observed as the average. (A)</p> Signup and view all the answers

The regression result for moms who did had a HS education is statistically important, according to:

<p>The P value associated to its variable. (C)</p> Signup and view all the answers

In the case of the kids scores depending of their mothers, the independent variables are

<p>Moms' IQ, age, high_school qualification. (B)</p> Signup and view all the answers

In the linear equation, the y-parameter shift is attributed to

<p>The dependent intercept. (D)</p> Signup and view all the answers

When thinking about multi-collinearity, we want the variables to be

<p>Independent. (A)</p> Signup and view all the answers

Which of the following statements is the most accurate regarding the relationship between $R^2$ and adjusted $R^2$?

<p>R2 is always greater than or equal to adjusted R2. (C)</p> Signup and view all the answers

You create a model using one indepedent variable that comes back with R^2 = 0.4, but the P-value is 0.15 and another indepedent variable is P value = 0.001

<p>The latter has a good and significant explanation. (C)</p> Signup and view all the answers

You add female as a variable - poverty line % has r squared of 0.8 but adjusted of 0.6 using 50 datasets what does this mean?

<p>The added variable provided redundant noise that added not value to the insight. (C)</p> Signup and view all the answers

If SSTotal represents the total sum of squares, and SSError represents the sum of squares due to error, the regression model can be determined by

<p>Subtracting and division $1 - \frac{SSError}{SSTotal}$ (B)</p> Signup and view all the answers

With respect to OLS (ordinary regressions), higher value is associated with a model

<p>Less Error (A)</p> Signup and view all the answers

The coefficient b_1 refers to

<p>The slope parameter for b. (B)</p> Signup and view all the answers

A reason why a predictor variable may not be a good tool to make conclusions:

<p>The high P value indicates it lacks significance. (A)</p> Signup and view all the answers

In a multiple regression model predicting book weight based on volume and cover type (hardcover/paperback), how would you interpret a statistically significant negative coefficient for the 'cover:paperback' variable?

<p>Paperback books tend to weigh less than hardcover books, all else being equal. (C)</p> Signup and view all the answers

If a multiple regression model predicting poverty includes '% female householder' and '% white' as predictors, and multicollinearity exists between these predictors, what is a likely consequence?

<p>Inflated standard errors for the coefficients, making it harder to determine the individual significance of each predictor. (D)</p> Signup and view all the answers

When building a multiple regression model, you observe that adding a new predictor variable increases the $R^2$ value, but the adjusted $R^2$ decreases. What does this suggest?

<p>The new predictor variable does not add enough explanatory power to justify its inclusion in the model. (A)</p> Signup and view all the answers

You are building a multiple regression model. Which of the following scenarios indicates a potential issue of multicollinearity among the predictor variables?

<p>High correlation coefficients (e.g., &gt; 0.8) between two or more predictor variables. (C)</p> Signup and view all the answers

Suppose you're modeling poverty rates across different regions of a country, using Northeast as the reference level. If the coefficient for the 'South' region is 4.16, this indicates:

<p>The average poverty rate in the South is 4.16 percentage points higher than in the Northeast. (A)</p> Signup and view all the answers

In a regression model analyzing kids' test scores based on characteristics of their mothers, the intercept represents the predicted test score for a child:

<p>Whose mother has an IQ of 0, is 0 years old, and has no high school education. (A)</p> Signup and view all the answers

In predicting poverty using '% female householder' and '% white', what does a statistically significant coefficient for '% female householder' suggest?

<p>An increase in the percentage of female householders is associated with an <em>increase</em> in poverty rates, holding '% white' constant. (A)</p> Signup and view all the answers

In the equation weight = 197.96 + 0.72 × volume - 184.05 × cover:pb, what does the coefficient -184.05 associated with 'cover:pb' represent?

<p>The difference in weight between hardcover and paperback books with a volume of 0 cm³. (B)</p> Signup and view all the answers

You are comparing two multiple regression models: Model A has 3 predictors and an $R^2$ of 0.65, while Model B has 5 predictors and an $R^2$ of 0.70. To determine which model provides a better balance between fit and complexity, which metric should you primarily consider?

<p>The adjusted $R^2$ value. (C)</p> Signup and view all the answers

In a multiple regression model where you are trying to determine the factors influencing a child's test score. Considering the equation is: test_score = 19.59 + 5.09mom_hs + 0.56mom_iq + 2.54mom_work + 0.22mom_age. If Mom's IQ increases by 10 points, how would this affect the child's test score?

<p>The child's test score is predicted to increase by 5.6 points. (A)</p> Signup and view all the answers

Flashcards

Multiple Linear Regression

Regression using multiple variables to predict an outcome.

Regression Intercept

The estimated average poverty percentage in the reference category.

Intercept Value

Value obtained when the explanatory variable is set to 0.

Regression Slope

The estimated change in the outcome variable for each unit increase in the explanatory variable.

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ANOVA in Regression

A method for calculating explained and total variability.

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Collinearity

Two predictor variables that are highly correlated with each other.

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Adjusted R-squared

A more conservative measure of model fit, penalizing the inclusion of irrelevant predictors.

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Explanatory variables

Variables used to predict the outcome.

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R

A measure of the strength and direction of a linear relationship between two variables.

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R-squared

A measure of how well a regression model fits the data.

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Study Notes

Introduction to Multiple Regression

  • Simple linear regression involves two variables: y and x
  • Multiple linear regression involves multiple variables: y, x1, x2, etc.

Poverty vs. Region (East, West)

  • Explanatory variable being the region
  • The reference level is East
  • Intercept represents the estimated average poverty percentage in eastern states, which is 11.17%
  • Plugging in 0 for the explanatory variable yields the intercept value
  • Slope indicates the average poverty percentage in western states is 0.38% higher than in eastern states
  • Calculating the poverty percentage in western states: 11.17 + 0.38 = 11.55%
  • Plugging in 1 for the explanatory variable gives the value for western states

Poverty vs. Region (Northeast, Midwest, West, South)

  • If Northeast is the reference level then Northeast has the lowest poverty percentage

Weights of Books

  • Scatterplots can show the correlation between weights and volumes of books
  • When considering regression output, knowing that books 10 cm³ over average are expected to weigh 7g over average, is most factual

Modeling Weights of Books Using Volume

  • The equation is derived from regression analyses with an R-squared of 0.8026 and an adjusted R-squared of 0.7875
  • F-statistic: 52.87, p-value: 6.262e-06

Weights of Hardcover and Paperback Books

  • Paperbacks typically weigh less than hardcover books when controlling for volume

Modeling Weights of Books Using Volume and Cover Type

  • Coefficients: Intercept is 197.96284, Volume is 0.71795, Cover:pb is -184.04727
  • Residual standard error: 78.2
  • The R-squared is 0.9275, and the adjusted R-squared is 0.9154
  • F-statistic is 76.73 with a p-value of 1.455e-07

Determining the Reference Level

  • Hardcover is reference level when pb = paperback
  • Weight is the response variable, while volume and cover type are explanatory variables

Linear Model

  • The estimated values: Intercept is 197.96, volume is 0.72, coverpb is -184.05.
  • Hardcover books: weight = 197.96 + 0.72volume - 184.05*0 = 197.96 + 0.72volume

Visualizing the linear model

  • Graphs can show hardcover and paperback books in correlation to weight vs volume

Linear Model Slopes

  • For every additional cubic centimeter in volume, a book tends to weigh 0.72 grams more, all else being equal
  • Paperback books are predicted to weigh 184 grams less than hardcover books
  • Hardcover books with no volume are expected to weigh 198 grams which adjusts the regression line

Prediction

  • To calculate the predicted weight of a paperback book with a volume of 600 cm³, the following should be calculated: 197.96 + 0.72 * 600 - 184.05 * 1

Another Example: Modeling Kid's Test Scores

  • Characteristics of mothers are used to predict the cognitive test scores of their children

Interpreting the Slope

  • Kids tend to score 0.56 points higher with every one point increase in their mothers IQ, all other factors being constant

Interpreting the Intercept

  • Children whose moms haven't gone to to high school would average a score of 19.59

Interpreting the Slope of Mother's Work

  • Children whose moms worked during the first three years of their lives will score 2.54 points higher all things being equal.

Revisit: Modeling Poverty

  • Modeling poverty using metro residence, white, hs grad, female house

Another Look at R²

  • R² calculates
  • The square of the correlation coefficient of x and y
  • The square of the correlation coefficient of y and Å·
  • Ratio of explained variability in y to total variability in y
  • ANOVA calculates the explained variability and total variability in y

Sum of Squares

  • Total variability = ∑(y - y)² = 480.25
  • Unexplained variability = ∑ei2 = 347.68
  • Explained variability is SSTotal - SSError = 480.25 – 347.68 = 132.57
  • R² = explained variability / total variability = 132.57 / 480.25 = 0.28

Why Bother?

  • Single-predictor linear regression may seem overkill
  • Multiple linear regression cannot calculate R² as the square of the correlation between x and y
  • Adjusted R² is a measure of explained variability

Predicting Poverty using % Female hh + % White

  • Linear Model: (Intercept) -2.58, female_house 0.89, white 0.04

Collinearity Between Explanatory Variables

  • Two predictor variables are collinear when they are correlated, which complicates model estimation
  • Predictors are also called explanatory or independent variables, which are generally independent of each other

R² vs. Adjusted R²

  • Any added variable in the model R² increases
  • Adjusted R² does not see change
  • Adjust R adj2 will lower when p is adjusted in the model
  • Models high in RA2 should be chosen

Calculate Adjusted R²

  • AdjR2 can be calculated as such where SSTotal = 480.25, and SSError = 339.47: = 1- (339.47/480.25) * ((51-1)/(51-2-1)) = 0.26

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