Download - Equations in Simple Regression Analysis
Equations in Simple Regression Analysis
The Variance
sx
nx2
2
1
The standard deviation
S sx x 2
The covariance
sxy
nxy 1
The Pearson product moment correlation
rs
s sxyxy
x y
The normal equations (for the regressions of y on x)
bxyx
s
s
xy
xy
x
2
2
a Y b Xyx -
The structural model (for an observation on individual i)
Y a b X ei yx i i
The regression equation
( )
( )
Y a b X
Y b X b X
Y b X X
Y b X
yx
yx yx
yx
yx
Partitioning a deviation score, y
y Y Y
Y Y Y Y Y Y
Y Y Y Y
( ) ( )
( ) ( )
Partitioning the sum of squared deviations (sum of squares,
SSy)
y Y Y
Y Y Y Y
Y Y Y Y
SS SS
2 2
2
2 2
( )
[( ) ( )]
( ) ( )
reg res
Calculation of proportions of sums of squares due to regression and due to
error (or residual)
y
y
SS
y
SS
y
SS
y
SS
y
2
2
21
reg
2
res
2
reg
2
res
Alternative formulas for computing the sums of squares due to regression
SS Y Y
Y bx Y
bx
b x
xy
xx
xy
x
xy
xxy
b xy
reg
( )
( )
( )
( )
( )
( )
2
2
2
2 2
2
2 22
2
2
2
Test of the regression coefficient, byx, (i.e. test the null hypothesis that byx =
0)First compute the variance of estimate
s est
Y Y
N kSS
N k
y x y
2 2
2
1
1
( )
( )
res
Test of the regression coefficient, byx, (i.e. test the null hypothesis that byx =
0)Then obtain the standard error of estimate
Then compute the standard error of the regression coefficient, Sb
s sy x y x 2
ss
x n
s
x Nb
y x y x
2
2 21 1( ) / ( ) ( ) / ( )
The test of significance of the regression coefficient (byx)
The significance of the regression coefficient is tested using a t test with (N-k-1) degrees of freedom:
tb
s
b
S
S n
yx
b
yx
y x
x
1
Computing regression using correlations
The correlation, in the population, is given by
The population correlation coefficient, ρxy, is estimated
by the sample correlation coefficient, rxy
xy
x yN
rz z
Ns
s s
xy
x y
xyx y
xy
x y
2 2
Sums of squares, regression (SSreg)
Recalling that r2 gives the proportion of variance of Y accounted for (or explained) by X, we can obtain
or, in other words, SSreg is that portion of SSy predicted or explained by the regression of Y on X.
SS r y
SS r y
reg
res
2 2
2 21( )
Standard error of estimate
From SSres we can compute the variance of estimate and standard error of estimate as
(Note alternative formulas were given earlier.)
sr y
N ks s
y x
y x y x
22 21
1( )
Testing the Significance of r
The significance of a correlation coefficient, r, is tested using a t test:
With N-2 degrees of freedom.
21
2
r
Nrt
Testing the difference between two correlations
To test the difference between two Pearson correlation coefficients, use the “Comparing two correlation coefficients” calculator on my web site.
Testing the difference between two regression coefficients
This, also, is a t test:
Where
was given earlier. When the variances, , are unequal, used the pooled estimate given on page 258 of our textbook.
22
21
21 bb SS
bbt
2bS
2bS
Other measures of correlation
Chapter 10 in the text gives several alternative measures of correlation:Point-biserial correlationPhi correlationBiserial correlationTetrachoric correlationSpearman correlation
Point-biserial and Phi correlation
These are both Pearson Product-moment correlationsThe Point-biserial correlation is used when
on variable is a scale variable and the other represents a true dichotomy.For instance, the correlation between an
performance on an item—the dichotomous variable—and the total score on a test—the scaled variable.
Point-biserial and Phi correlation
The Phi correlation is used when both variables represent a true dichotomy.For instance, the correlation between two
test items.
Biserial and Tetrachoric correlation
These are non-Pearson correlations.Both are rarely used anymore.The biserial correlation is used when
one variable is truly a scaled variable and the other represents an artificial dichotomy.
The Tetrachoric correlation is used when both variables represent an artificial dichotomy.
Spearman’s Rho Coefficient and Kendall’s Tau Coefficient
Spearman’s rho is used to compute the correlation between two ordinal (or ranked) variables.It is the correlation between two sets of
ranks.
Kendall’s tau (see pages 286-288 in the text) is also a measure of the relationship between two sets of ranked data.