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Regression
Introduction
• We will introduce multiple regression, in particular we will:
• Learn when we can use multiple regression
• Learn how multiple regression extends simple regression
• Learn how to use multiple regression in real applications
• This presentation is intended for students in initial stages of
Statistics. No previous knowledge is required. It is advised to first
read the presentation on simple linear regression.
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Regression
• Regression is used to study the relationship
between one dependent variable and two or more
independent variables.
• Just as in single regression, we need the dependent
variable to be numerical. The independent variables
can be numerical or categorical.
•However, if all the independent variables are
categorical, it is best to use ANOVA.
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Motivation
• Single regression allows us to study the relationship
between two variables only.
• However, in reality, we do not believe that only a single
variable explains all the variation of the dependent variable.
• For example, in the scenario of IQ and income, we do not
expect IQ only to explain income, but we expect that there
are also other variables, such as level of education, to explain
income.
• Hence, to make the model more realistic, it makes sense to
include multiple independent variables in the regression.
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Examples
The following are situations where we can use
multiple regression:
• Testing if IQ and level of education affect income
(IQ and level of education are the IV and income is
the DV).
• Testing if hours of work and level of stress affect
hours of sleep (DV is hours of sleep, and the hours
of work and level of stress are the IV).
•Testing if the number of cigarettes smoked and
amount of salt in the diet affect blood pressure
(number of cigarettes smoked and salt are the IV
and blood pressure is the DV).
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Displaying the data
As opposed to the simple linear regression case, we
do not have a way to plot all the variables at the
same time.
Hence, the scatterplot can be performed only for
each continuous independent variable
independently.
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