Study Guide #2: MULTIPLE REGRESSION in education
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1 Study Guide #2: MULTIPLE REGRESSION in education What is Multiple Regression? When using Multiple Regression in education, researchers use the term independent variables to identify those variables that they think will influence some other dependent variable. If two variables are correlated, then knowing the score of one variable will allow you to predict the score of the other variable. The stronger the correlation, the closer the scores will fall to the regression line and therefore the more accurate the prediction. Multiple regression is simply an extension of this principle, where we predict one variable on the basis of several other variables. Having more than one Independent Variable (or predictor variable) is useful when predicting human behaviour (which we do in education). Our 1
2 actions, thoughts and emotions are all likely to be influenced by some combination of several factors. Using multiple regression we can test theories (or models) about precisely which set of variables is influencing our behaviour. Conditions for Using Multiple Regression To use multiple regression, make sure that there is a linear relationship between the Independent variable and the Dependent variable. In other words, the relationship follows a straight line. The dependent variable should be a continuous variable which means it should be have score such as 1, 20, 30 or 99 (such as scores in a mathematics test, or GPA and so forth). If your dependent variable is categorical such 1 = low, 2 = average and 3 = high, then a different regression 2
3 method called Logistic Regression should be used for categorical variable [which is not discussed here]. The independent variable should as far as possible be a continuous variable and have scores such as 1, 20, 30 or 99. However, if you do have to use categorical variable such as 1 = male and 2 = female, you have to create a dummy variable [which is not discussed here]. Multiple regression requires a large number of cases. How many is enough? You could use this guide. You should have 40 times as many subjects as independent variables. i.e. if you intend to use 2 independent variables to predict than you should have at least 2 x 40 = 80 subjects. 3
4 When choosing an independent variable, you should select a variable that might be correlated with the dependent variable. For example, you surely do not want to correlate head size with academic performance! The independent variable should not be strongly correlated with other independent variables. However, when dealing human behaviour it is common for the independent variables to be correlated. The term multicollinearity refers to the situation when there is a high correlation found between two or more independent variables (for example, attitudes, self-esteem, motivation, selfefficacy, academic performance, personality). What do you think will happen when there is a high correlation between independent variables? 4
5 Such high correlations cause problems when trying to draw inferences about the relative contribution of each independent variable to the dependent variable. Is it attitude or motivation that contributed to academic performance? [Fortunately, SPSS provides a method for checking for multicollinearity]. Example: Let us look at a study in which a researcher is interested in finding out what factors influence mathematics achievement. The researcher collected 4 types of information: The independent variables are: Reading ability Metacognitive ability Attitude towards mathematics 5
6 The dependent variable Mathematics achievement. METACOG- NITION Scale READING Test ATTITUDE Towards Science MATHE- MATICS Test
7 Correlations between the 4 Variables Read Pearson Correlation Sig. (2- tailed) Attitude Pearson Correlation Sig. (2- Metacognition Mathe matics tailed) Pearson Correlation Sig. (2- tailed) Pearson Correlation Sig. (2- tailed) Read Attitude Meta- Mathe cognition matics ** Correlation is significant at the 0.01 level (2-tailed). 7
8 Independent + Independent + Independent Variable #1 Variable #2 Variable #3 [Reading] [Metacognition] [Attitude] Dependent Variable [Mathematics Score] IV (READING) is correlated with DV (Mathematics Score) at 0.66 which means that 43.5% of the variance for Mathematics Performance is contributed by Reading IV (METACOGNITION) correlated with DV (Mathematics Score) at 0.62 which means that 38.4% of the variance for Mathematics Performance is contributed by Metacognition. IV (ATTITUDE) correlated with DV (Mathematics Score) at 0.54 which means that 21.1% of the variance for 8
9 Mathematics Performance is contributed by Attitude. But in education and the social sciences, the likelihood of overlap is very high. i.e. there is multicollinearity. 9
10 METHODS OF MULTIPLE REGRESSION ANALYSIS There are 3 types of methods used in Multiple Regression Analysis: Standard model all the independent variables enter the regression equation at once the relationship between the whole set of IV1, IV2, IV3.IVn on the DV. Hierarchical model you determine which IV enters the regression equation first; this decision is based on the theory of the study. Stepwise model the computer determines which of the IV should enter the regression equation. 10
11 Variables Entered/Removed a Model Variables Entered 1 reading score Method Stepwise (Criteria: Probabilityof-F-to-enter <=.050, Probabilityof-F-to-remove >=.100). 2 Metacognition Stepwise (Criteria: Probabilityof-F-to-enter <=.050, Probabilityof-F-to-remove >=.100). a Dependent Variable: math score This Table tells us about the Independent or Predictor Variables and the Method used. Here we see that only two Independent Variables were entered because we selected the Stepwise method. 11
12 Model Summary Model R R Square Adjusted R Square Std. Error of the Estimate 1.662a b a Predictors: (Constant), reading score b Predictors: (Constant), reading score, metacognition This Table called the Model Summary is important. The Adjusted R Square tells us that the inclusion of reading score alone accounted for 43.6% of variance in Mathematics score. The inclusion of metacognition resulted in an additional 7.4% of the variance explained to 51.0% 12
13 Model ANOVA Table c 1 Regression Sum of Squares df Mean Square F Sig a Residual Total Regression b Residual Total a Predictors: (Constant), reading score b Predictors: (Constant), reading score, metacognition c Dependent Variable: math score The ANOVA Table reports the ANOVA for the two models There is a significant difference for reading alone. There is also a significant difference for reading and metacognition combined. 13
14 COEFFICIENTS a Unstand ardized Coefficie nts Model B Std. Error Standardi zed Coefficient s Beta t Sig. 1 (Constant) reading score (Constant) reading score metacogni tion a Dependent Variable: math score The standardized beta coefficients give a measure of the contribution of each variable to the model. A large value indicates that a unit change in this independent variable has a large effect on the dependent variable. The t and Sig (p) values give a rough indication of the impact of each 14
15 independent variable. A big absolute t value and small p value suggest that an independent variable is having a large impact on the dependent variable. 15
16 COEFFICIENTS table with COLLINEARITY data Unstandardized Coefficients Model B Std. Error Standardized Coefficients 1 (Constant) reading score 2 (Constant) reading score Metacognition a Dependent Variable: math score t Sig. Collinearity Statistics Beta Tolerance VIF If you had asked SPSS to check for collinearity, it will be shown in an additional two columns of the Coefficients table (see above) Tolerance tells us the amount of overlap between the independent variable and all other independent variables. It varies between 0 to 1. The closer to 0, the stronger the relationship between this and other independent variables. You should worry about variables that have low tolerance 16
17 values (values < 0.10 are often considered to be an indication of collinearity). The other indicator of collinearity is the Variance Inflation Factors (VIF). VIF > 4 means that two or more independent variables are highly correlated, i.e. collinearity. Maybe, two variables are measuring the same thing, e.g. SES and Family Income or Father s education. COLLINEARITY: o We want the IVs to be highly correlated with the DV. o We do not want the IVs to be highly correlated with each other. 17
18 CONCLUSION When reporting your results, you should report: o Significance of the model by citing the F and associated p value F2,97 = 104.7, p0 < o The adjusted R square Adjusted R square = o The beta regression weights Independent Beta p variable Reading score p < Metacognition p < Attitude was not a significant predictor in this model 18
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