Multipe and non-linear regression

2

What is what?

• Regression: One variable is considered dependent on the other(s)• Correlation: No variables are considered dependent on the other(s)• Multiple regression: More than one independent variable• Linear regression: The independent factor is scalar and linearly

dependent on the independent factor(s)• Logistic regression: The independent factor is categorical

(hopefully only two levels) and follows a s-shaped relation.

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Remember the simple linear regression?

If Y is linaery dependent on X, simple linear regression is used:

is the intercept, the value of Y when X = 0

is the slope, the rate in which Y increases when X increases

jj XY

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I the relation linaer?

-3 -2 -1 0 1 2 3-4

-2

0

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Multiple linear regression

If Y is linaery dependent on more than one independent variable:

is the intercept, the value of Y when X1 and X2 = 01 and 2 are termed partial regression coefficients1 expresses the change of Y for one unit of X when 2 is kept constant

jjj XXY 2211

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1015

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70

0.5

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1.5

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Multiple linear regression – residual error and estimations

As the collected data is not expected to fall in a plane an error term must be added

The error term summes up to be zero.

Estimating the dependent factor and the population parameters:

jjjj XXY 2211

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1015

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jjj XbXbaY 2211ˆ

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Multiple linear regression – general equations

In general an finite number (m) of independent variables may be used to estimate the hyperplane

The number of sample points must be two more than the number of variables

j

m

iijij XY

1

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Multiple linear regression – least sum of squares

The principle of the least sum of squares are usually used to perform the fit:

2

1

ˆ

n

jjj YY

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Multiple linear regression – An example

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Multiple linear regression – The fitted equation

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Multiple linear regression – Are any of the coefficients significant?

F = regression MS / residual MS

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Multiple linear regression – Is it a good fit?

R2 = 1-regression SS / total SS• Is an expression of how much of

the variation can be described by the model

• When comparing models with different numbers of variables the ajusted R-square should be used:

Ra2 = 1 – regression MS / total MS

The multiple regression coefficient:R = sqrt(R2) The standard error of the estimate =

sqrt(residual MS)

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Multiple linear regression – Which of the coefficient are significant?

• sbi is the standard error of the regresion parameter bi

• t-test tests if bi is different from 0

• t = bi / sbi

• is the residual DF• p values can be found in a

table

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Multiple linear regression – Which of the are most important?

• The standardized regression coefficient , b’ is a normalized version of b

2

2'

y

xbb iii

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Multiple linear regression - multicollinearity

• If two factors are well correlated the estimated b’s becomes inaccurate.

• Collinearity, intercorrelation, nonorthogonality, illconditioning• Tolerance or variance inflation factors can be computed

• Extreme correlation is called singularity and on of the correlated variables must be removed.

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Multiple linear regression – Pairvise correlation coefficients

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22;;

XXxYYXXxy

yx

xyr iiixy

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Multiple linear regression – Assumptions

The same as for simple linear regression:1. Y’s are randomly sampled 2. The reciduals are normal distributed 3. The reciduals hav equal variance4. The X’s are fixed factors (their error are small). 5. The X’s are not perfectly correlated

Logistic regression

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Logistic Regression

• If the dependent variable is categorical and especially binary?

• Use some interpolation method

• Linear regression cannot help us.

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The sigmodal curve

0 1 1

1

1 e...

z

n n

p

z x x

-6 -4 -2 0 2 4 60

0.2

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1

x

p

sigmodal curve

0 = 0;

1 = 1

XX

X

ee

ep

1

1

1

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The sigmodal curve

• The intercept basically just ‘scale’ the input variable

0 1 1

1

1 e...

z

n n

p

z x x

-6 -4 -2 0 2 4 60

0.2

0.4

0.6

0.8

1

x

p

sigmodal curve

0 = 0;

1 = 1

0 = 2;

1 = 1

0 = -2;

1 = 1

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The sigmodal curve

0 1 1

1

1 e...

z

n n

p

z x x

-6 -4 -2 0 2 4 60

0.2

0.4

0.6

0.8

1

x

p

sigmodal curve

0 = 0;

1 = 1

0 = 0;

1 = 2

0 = 0;

1 = 0.5

• The intercept basically just ‘scale’ the input variable

• Large regression coefficient → risk factor strongly influences the probability

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The sigmodal curve

0 1 1

1

1 e...

z

n n

p

z x x

-6 -4 -2 0 2 4 60

0.2

0.4

0.6

0.8

1

x

p

sigmodal curve

0 = 0;

1 = 1

0 = 0;

1 = -1

• The intercept basically just ‘scale’ the input variable

• Large regression coefficient → risk factor strongly influences the probability

• Positive regression coefficient → risk factor increases the probability

• Logistic regession uses maximum likelihood estimation, not least square estimation

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Does age influence the diagnosis? Continuous independent variable

Variables in the Equation

B S.E. Wald df Sig. Exp(B)

95% C.I.for EXP(B)

Lower Upper

Step 1a Age ,109 ,010 108,745 1 ,000 1,115 1,092 1,138

Constant -4,213 ,423 99,097 1 ,000 ,015

a. Variable(s) entered on step 1: Age.

age1

1

10

BBze

pz

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Does previous intake of OCP influence the diagnosis? Categorical independent variable

Variables in the Equation

B S.E. Wald df Sig. Exp(B)

95% C.I.for EXP(B)

Lower Upper

Step 1a OCP(1) -,311 ,180 2,979 1 ,084 ,733 ,515 1,043

Constant ,233 ,123 3,583 1 ,058 1,263

a. Variable(s) entered on step 1: OCP.

OCP1

1

10

BBze

pz

0.48051

1

1

1)1( 1, OCP If

0.55801

1

1

1)1( 0, OCP If

311.0233.01

233.0

10

0

eeYp

eeYp

BB

B

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Odds ratio

zep

po

1

0.7327 ratio odds 311.01010

0

10

eeee

e BBBBB

BB

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Multiple logistic regression

Variables in the Equation

B S.E. Wald df Sig. Exp(B)

95% C.I.for EXP(B)

Lower Upper

Step 1a Age ,123 ,011 115,343 1 ,000 1,131 1,106 1,157

BMI ,083 ,019 18,732 1 ,000 1,087 1,046 1,128

OCP ,528 ,219 5,808 1 ,016 1,695 1,104 2,603

Constant -6,974 ,762 83,777 1 ,000 ,001

a. Variable(s) entered on step 1: Age, BMI, OCP.

BMIageOCP1

1

3210

BBBBze

pz

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Predicting the diagnosis by logistic regression

What is the probability that the tumor of a 50 year old woman who has been using OCP and has a BMI of 26 is malignant?

z = -6.974 + 0.123*50 + 0.083*26 + 0.28*1 = 1.6140p = 1/(1+e-1.6140) = 0.8340

Variables in the Equation

B S.E. Wald df Sig. Exp(B)

95% C.I.for EXP(B)

Lower Upper

Step 1a Age ,123 ,011 115,343 1 ,000 1,131 1,106 1,157

BMI ,083 ,019 18,732 1 ,000 1,087 1,046 1,128

OCP ,528 ,219 5,808 1 ,016 1,695 1,104 2,603

Constant -6,974 ,762 83,777 1 ,000 ,001

a. Variable(s) entered on step 1: Age, BMI, OCP.

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Exercises

20.1, 20.2