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We'll use the same data set as for the bivariate correlation example -- the criterion is 1st year graduate grade point

average and the predictors are the program they are in and the three GRE scores.

First we'll take a quick look at the simple correlations

Correlations

Pearson Correlation

Sig. (2-tailed)

N

Analytic

subscore

of GRE

.643

.000

140

Quantitative

subscore of

GRE

.613

.000

140

Verbal

subscore

of GRE

.277

.001

140

PROGRAM

-.186

.028

140

We can see that all four variables are correlated with the criterion -- and all GRE correlations are positive.

Since program is coded 1 = clinical and 2 = experimental, we see that the clinical students have a higher mean on the

criterion;.

Analyze Regression Linear

Move criterion variable into "Dependent" window

Move all four predictor variable into "Independent(s)"

window

Syntax

REGRESSION

/STATISTICS COEFF OUTS R ANOVA

/DEPENDENT ggpa

/METHOD=ENTER grea greq grev program.

SPSS Output:

Does the model work?

Model Summary

Model

1

R

.758a

Adjusted

R Square

.562

R Square

.575

Std. Error of

the Estimate

.39768

PROGRAM, Quantitative subscore of GRE, Analytic

subscore of GRE

By the way, the "adjusted R" is intended to "control for" overestimates

of the population R resulting from small samples, high collinearity or

small subject/variable ratios. Its perceived utility varies greatly across

research areas and time.

Also, the "Std. Error of the Estimate" is the standard deviation of the

residuals (gpa - gpa'). As R increases the SEE will decrease

If we had to compute it by hand, it would

be

R / k

F = --------------------------------(1 - R) / (N - k - 1)

.575 / 4

= --------------------------- = 45.67

(1 - .575) / 135

F(4,120, .01) = 3.48

On average, our estimates of GGPA with this model will be

wrong by .40 not a trivial amount given the scale of GGPA.

to use the model, since it accounts for

significantly more variance in the

criterion variable than would be

expected by chance.

ANOVAb

Model

1

Regression

Residual

Total

Sum of

Squares

28.888

21.351

50.239

df

4

135

139

Mean

Square

7.222

.158

F

45.67

Sig.

.000a

Accounts for about 58% of gpa variance

Quantitative subscore of GRE, Analytic subscore of GRE

b. Dependent Variable: 1st year graduate gpa -- criterion variable

a

Coefficients

Model

1

(Constant)

PROGRAM

Analytic subscore of GRE

Quantitative subscore of GRE

Verbal subscore of GRE

Unstandardized

Coefficients

B

Std. Error

-1.215

.454

-6.561E-02

.070

6.749E-03

.001

3.374E-03

.000

-2.353E-03

.001

Standardized

Coefficients

Beta

-.055

.549

.456

-.243

Sig.

.025

.348

.000

.000

.001

Looking at the p-value of the t-test for each predictor, we can see that each of the GRE scales contributes to the

model, but program does not. Once GRE scores are "taken into account" there is no longer a mean grade difference

between the program groups. This highlights the difference between using a correlation to ask if there is bivariate

relationship between the criterion and a single predictor (ignoring all other predictors) and using a multiple regression

to ask if that predictor is related to the criterion after controlling for all the other predictors in the model.

The b weight tells us that each added point on the GREA increases the expected grade point by .0065.

Doesn't seem like much, but consider that a GRE increase of 100 leads to an GPA increase of about .65.

Take a look at the verbal subscale

This is a suppressor variable -- the sign of the multiple regression b and the simple r are different

By itself GREV is positively correlated with gpa, but in the model higher GREV scores predict smaller gpa

(other variables held constant) check out the Suppressors handout for more about these.

Example Write-up

Correlation and multiple regression analyses were conducted to examine the relationship between first year

graduate GPA and various potential predictors. Table 1 summarizes the descriptive statistics and analysis results. As

can be seen each of the GRE scores is positively and significantly correlated with the criterion, indicating that those

with higher scores on these variables tend to have higher 1st year GPAs. Program is negatively correlated with 1ST

year GPA (coded as 1=clinical and 2=experimental), indicating that the clinical students have a larger 1st year GPA.

The multiple regression model with all four predictors produced R = .575, F(4, 135) = 45.67, p < .001. As can

be seen in Table1, the Analytic and Quantitative GRE scales had significant positive regression weights, indicating

students with higher scores on these scales were expected to have higher 1st year GPA, after controlling for the other

variables in the model. The Verbal GRE scale has a significant negative weight (opposite in sign from its correlation

with the criterion), indicating that after accounting for Analytic and Quantitative GRE scores, those students with higher

Verbal scores were expected to have lower 1st year GPA (a suppressor effect). Program did not contribute to the

multiple regression model.

Table 1 Summary statistics, correlations and results from the regression analysis

multiple regression weights

Variable

mean

GREA

GREV

GREQ

Program^

3.319

570.0

559.3

578.5

clinical

Exper

std

.612

75.9

62.2

82.0

55 (53.4%)

48 (46.6%)

correlation with

1st year GPA

.643***

.277***

.613***

-.186*

.0065***

-.0024***

.0034***

-.0066

.549

-.243

.456

-.055

* p < .05 ** p < .01 ***p<.001

Now that we have a "working" model to predict 1st year graduate gpa, we might decide to apply it to the next

year's applicants. So, we use the raw score model to compute our predicted scores

gpa' = (.006749*grea) + (.003374*greq) + (-.002353*grev) + (-.006561*prog) - 1.215.

Notice that all four predictors are in the model, even though prog isnt a significant/contributing predictor. If we

wanted to use a model with just the three GRE predictors, we would have to rerun that model and use the resulting

weights you cant just use some of the b-weights from a model!

EXE.

When we run this computation, a new variable is computed and placed in the rightmost column of the data set.

GGPA values to help decide which students

to admit to the program. When using these

estimates, we need to consider four things

carefully:

1. The model works better than chance

meaning that, on average, GGPA is

expected to estimate GGPA better than

if we just assigned each candidate the

mean GGPA for the population

represented by the sample (but some

individuals may be better estimated by

that mean than by y).

2. While an R of .58 is usually grounds for

much celebration, the model accounts

for less than 60% of the variance way

less than 100%

3. Related to this the SEE tells us that, on

average, our GGPA estimates will be off

by .40

4. The specific predicted GGPA estimate fir

the applicants depends not only upon

the fit of the model, but the specific

predictors involved in the model. If we

used a different model (even with the

same R) we might get different values

and even a different ordering of the

applicants.

We could also use the standardized model to make the predictions. That model is

zgpa' = (.549*Zgrea) + (.456*Zgreq) + (-.243*Zgrev) + (-.055*Zprog)

In order to apply this model, we must have z-score versions of each variable. Perhaps the simplest way to do

this in SPSS is via the Descriptives procedure.

Analyze Descriptive Statistics Descriptives

Move the desired variables into the

Variables window

Check the box on the lower left

Save standardized values as

variables

When you run this command, you

will get the requested statistics, and

new variables will be added to the

spread sheet.

The name of each new variable will have a Z inserted at the beginning of the original variable name.

We can then apply the standardized formula shown above to estimate the Z-score GGPA of each applicant.

that estimates applicants GGPA, but on a standardized scale

(mean = 0, std = 1), rather than on the scale of the population

GGPA as estimated from the original modeling sample.

The ggpa_pred and Zggpa_pred variables for each candidate

are shown on the right. All the caveats that apply to predicted

raw scores apply to predicted Z-scores!

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