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Jan 08, 2019

multiple regression

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multiple regression

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multiple regression

multiple regression

© All Rights Reserved

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Simple Regression

Cause Effect

Independent variable Dependent variable

Simple Regression

Oil Prices

Government

Bond Yields

Multiple Regression

Causes Effect

Independent variables Dependent variable

Multiple Regression

Oil Prices

Government

Bond Yields

S&P 500

Share Index

Simple Regression

Y

(x1, y1)

(x2, y2)

(x3, y3)

Regression Line:

y = A + Bx

(xn, yn)

(xi,yi), where i = 1 to n

Multiple Regression

Y

(x1, y1, z1)

Regression Plane:

(xn, yn, zn) y = A + Bx + Cz

Z (xi,yi,zi), where i = 1 to n

Multiple Regression

Causes Effect

Dow Jones index, Exxon stock

price of oil

Multiple Regression

Regression Equation:

EXXONt = A + B DOWt + C OILt

E1 1 D1

[] [] [] [][]

O1 e1

E2 1 D2 O2 e2

E3 = A +B D3 +C O3 + e3

1

… … … …

…

En Dn On en

1

Ei = % return Di = % return of Oi = % change

on Exxon stock Dow Jones in price of oil

on day i index on day i on day i

Multiple Regression

Regression Equation:

y = A + Bx + Cz

y1 1 x1

[ ] [] [][][]

z1 e1

y2 1 x2 z2 e2

y3 =A +B x3 +C z3 + e3

1

… … … …

…

yn xn zn en

1

Multiple Regression

Regression Equation:

y = A + Bx + Cz

y1 e1

[ ] [ ] []

1 x1 z1

y2 e2

[ ]

A

1 x2 z2

y3

…

yn

=

1

…

x3

…

xn

z3

…

zn

* B

C

+ e3

…

en

1

n Rows, n Rows, 3 Rows, n Rows,

1 Column 3 Columns 1 Column 1 Column

Multiple Regression

2 Causes 1 Effect

Dow Jones index, Exxon stock

price of oil

Multiple Regression

k Causes 1 Effect

Dow Jones index, Exxon stock

price of oil, bond yields…

Multiple Regression

Regression Equation:

y = C1 + C2x1 + … + Ck+1xk

y1 1 x11 x1k e1

[ ] [] [] [][]

y2

y3

…

yn

= C1

1

1

…

+ C2

x21

x31

…

xn1

+ … Ck+1

x2k

x3k

…

+

e2

e3

…

xnk en

1

Multiple Regression

Regression Equation:

y = C1 + C2x1 + … + Ck+1xk

y1 e1

[ ] [ ] []

1 x11 x1k

y2 e2

[ ]

C1

1 x21 x2k

y3

…

yn

=

1

…

x31

…

xn1

… x3k

…

xnk

* C2

…

Ck+1

+ e3

…

en

1

n Rows, n Rows, k Rows,

1 Column k Columns 1 Column

Multiple Regression

Regression Equation:

y = C1 + C2x1 + … + Ck+1xk

k+1 coefficients, k for the explanatory

variables, and 1 for the intercept

Estimation Methods in Multiple Regression

Maximum

Method of Method of least

likelihood

moments squares

estimation

multiple regression too

Regression Equation:

y = C1 + C2x1 + … + Ck+1xk

the sum of the squares of the

lengths of the errors is minimised

Risks in Multiple Regression

Simple and Multiple Regression

Data in 2 dimensions Data in > 2 dimensions

Simple and Multiple Regression

Risks exist, but can usually be Risks are more complicated,

mitigated analysing R2 and require interpreting regression

residuals statistics

Risks in Simple Regression

relationship relationship relationship

Regression on completely Non-linear (exponential Multiple causes exist, we

unrelated data series or polynomial) fit have captured just one

Diagnosing Risks in Simple Regression

relationship relationship relationship

high R2, residuals are not

low R2,plot of X ~ Y has low R2, residuals are not

independent of each

no pattern independent of x

other

Mitigating Risks in Simple Regression

relationship relationship relationship

Wrong choice of X and Y Transform X and Y - Add X variables (move to

- back to drawing board convert to logs or returns multiple regression)

The big new risk with multiple

regression is multicollinearity: X

variables containing the same

information

Multiple Regression

Regression Equation:

y = C1 + C2x1 + … + Ckxk-1

y1 1

[] [ ]

x11 x1k-1

y2

[ ]

C1

1 x21 x2k-1

y3

…

yn

=

nx1

1

…

x31

…

xn1

… x3k-1

…

xnk-1

*

nxk

C2

…

Ck

kx1

1

n Rows, n Rows, k Rows,

1 Column k Columns 1 Column

Multiple Regression

Regression Equation:

y = C1 + C2x1 + … + Ckxk-1

y1 1

[] [ ]

x11 x1k-1

y2

[ ]

C1

1 x21 x2k-1

y3

…

yn

=

1

…

x31

…

xn1

… x3k-1

…

xnk-1

* C2

…

Ck

1

X1 Xk

Bad News: Multicollinearity Detected

X1

High R2

Xk

Good News: No Multicollinearity Detected

X1

Low R2

Xk

Multiple Regression

Regression Equation:

EXXONt = A + B DOWt + C OILt

E1 1 D1

[ ] [] [] []

O1

E2 1 D2 O2

E3 = A +B D3 +C O3

1

… … …

…

En Dn On

1

Ei = % return Di = % return of Oi = % change

on Exxon stock Dow Jones in price of oil

on day i index on day i on day i

Good News: No Multicollinearity Detected

DOW

Returns

Low R2

OIL

Multiple Regression

Regression Equation:

EXXONt = A + B DOWt + C NASDAQt

E1 1 D1

[ ] [] [] []

N1

E2 1 D2 N2

E3 = A +B D3 +C N3

1

… … …

…

En Dn Nn

1

Ei = % return Di = % return of Ni = % return of

on Exxon stock Dow Jones NASDAQ index

on day i index on day i on day i

Bad News: Multicollinearity Detected

DOW

High R2

NASDAQ

Multicollinearity Kills Regression’s Usefulness

The R2 as well as the regression The regression model will

coefficients are not very reliable perform poorly with out-of-

sample data

Multicollinearity: Prevention and Cure

Big-picture Setting up data right Factor analysis,

understanding of the Principal components

data analysis (PCA)

Think deeply about each x variable

Eliminate closely related ones

Dig down to underlying causes

Common

Sense

Multiple Regression

EXXONt = A + B DOWt + C NASDAQt + D OILt

% return on % return of % return of % change in

Exxon stock on Dow Jones NASDAQ index price of oil on

day i index on day i on day i day i

Common Sense

Proposed Regression Equation:

EXXONt = A + B DOWt + C NASDAQt + D OILt

Dow Jones

NASDAQ 100 Index Oil Prices

Industrial Average

100 large tech stocks Price of barrel of oil

30 Large-cap US stocks

Common Sense

Proposed Regression Equation:

EXXONt = A + B DOWt + C NASDAQt + D OILt

Dow Jones

NASDAQ 100 Index Oil Prices

Industrial Average

100 large tech stocks Price of barrel of oil

30 Large-cap US stocks

explanatory variables?

Common Sense

Proposed Regression Equation:

EXXONt = A + B DOWt + C NASDAQt + D OILt

Dow Jones

NASDAQ 100 Index Oil Prices

Industrial Average

100 large tech stocks Price of barrel of oil

30 Large-cap US stocks

new explanatory variable of their difference

Common Sense

Proposed Regression Equation:

EXXONt = A + B DOWt + C OILt

Dow Jones

Oil Prices

Industrial Average

Price of barrel of oil

30 Large-cap US stocks

stocks and the price of oil?

Common Sense

stocks and the price of oil?

Common Sense

stocks and the price of oil?

Multiple Regression

EXXONt = A + B DOWt + C NASDAQt + D OILt

EXXONt = A + B DOWt + C INTERESTt + D GDPt

‘Standardise’ the variables

Rely on adjusted-R2, not plain R2

Set up dummy variables right

Distribute lags

Nuts and Bolts

Find underlying factors that drive

the correlated x variables

Principal Component Analysis

(PCA) is a great tool

Heavy Lifting

Multiple Regression

HOMEt = A + B 5-yrt + C 10-yeart + D 2-yeart +

E 1-yeart + F 3-montht + G 1-dayt + …

% change in yield on 5- yield on 10-

home prices in year bond in year bond in …

month i month i month i

Bad News: Multicollinearity Detected

Xi

Time

Factor Analysis

government bonds bonds bonds

money market bonds (inter-bank)

instruments

Factor Analysis on Interest Rates

How high are interest How steep is the yield How convex is the yield

rates? curve? curve?

all interest rates

The factors identified are

guaranteed to be uncorrelated

intuitive interpretation

Analysis procedure for factor analysis

Dimensionality Reduction via Factor Analysis

20-dimensional 3-dimensional

data data

Factor Analysis

1 column for

3 columns, 1 for

each interest

each factor

rate out there

Dimensionality Reduction via Factor Analysis

[ ]

x11 x1k-1 f11 f12 f13

x21

…

xn1

x2k-1

x31 … x3k-1

…

xnk-1

[ ]

f21

f31

…

fn1

f22

f32

…

fn2

f23

f33

…

fn3

Factor Analysis

1 column for

3 columns, 1 for

each interest

each factor

rate out there

Factor Analysis is a dimensionality-

reduction technique to identify a

few underlying causes in data

Multiple Regression

Proposed Regression Equation:

HOMEt = A + B 5-yrt + C 10-yeart + D 2-yeart +

E 1-yeart + F 3-montht + G 1-dayt + …

Principal

Component

Analysis

HOMEt = A + B LEVELt + C SLOPEt + D TWISTt

Benefits of Multiple Regression

Simple Regression Is a Great Tool

Perfectly suited to two Easily extended to non- The first “crossover hit”

common use-cases linear relationships from Machine Learning

Multiple Regression Is Even Better

Also controls for effects Also works with Especially if combined

different causes categorical data with factor analysis

Multiple Regression Is Even Better

Also controls for effects Also works with Especially if combined

different causes categorical data with factor analysis

Two Common Applications of Regression

How much variation in one data How much does a move in one

series is caused by another? series impact another?

Controlling For Different Causes

EXXONt = A + B DOWt + C OILt

% return on % return of % change in

Exxon stock on Dow Jones price of oil on

day i index on day i day i

move by if oil prices increase by 1%?

Controlling For Different Causes

EXXONt = A + B DOWt + C OILt

move by if oil prices increase by 1%?

Controlling For Different Causes

EXXON? = A + B DOWt + C (OILt + 1%)

move by if oil prices increase by 1%?

Controlling For Different Causes

EXXON? = A + B DOWt + C (OILt + 1%)

move by if oil prices increase by 1%?

Controlling For Different Causes

- EXXON? = A + B DOWt + C (OILt + 1%)

move by if oil prices increase by 1%?

Controlling For Different Causes

- EXXON? = A + B DOWt + C (OILt + 1%)

Change in EXXON = C

move by if oil prices increase by 1%?

Regression coefficients tell how

much y changes for a unit change

in each predictor, all others being

held constant

Multiple Regression Is Even Better

Also controls for effects Also works with Especially if combined

different causes categorical data with factor analysis

Multiple Regression Is Even Better

Also controls for effects Also works with Especially if combined

different causes categorical data with factor analysis

Multiple Regression Is Even Better

Also controls for effects Also works with Especially if combined

different causes categorical data with factor analysis

Interpreting the Results of a

Regression Analysis

Interpreting Results of a Simple Regression

R2 Residuals

Measures overall quality of fit - the Check if regression assumptions are

higher the better (up to a point) violated

of little significance

Interpreting Results of a Multiple Regression

Standard Errors

R2

of coefficients

e = y - y’

=> y = y’ + e

=> Variance(y) = Variance(y’ + e)

=> Variance(y) = Variance(y’) + Variance(e) + Covariance(y’,e)

Variance of the dependent variable can be decomposed into variance of the

regression fitted values, and that of the residuals

e = y’ - y

=> y = y’ + e

Always = 0

=> Variance(y) = Variance(y’ + e)

=> Variance(y) = Variance(y’) + Variance(e) + Covariance(y’,e)

A Leap of Faith

This is important - more on why in a bit

Variance(y) = Variance(y’) + Variance(e)

Variance Explained

Variance of the dependent variable can be decomposed into variance of the

regression fitted values, and that of the residuals

Variance(y) = Variance(y’) + Variance(e)

A measure of how volatile the dependent variable is, and of much it moves around

TSS = Variance(y’) + Variance(e)

A measure of how volatile the fitted values are - these come from the regression line

TSS = Variance(y)

TSS = ESS + Variance(e)

This the variance in the dependent variable that can not be explained by the

regression

TSS = Variance(y) ESS = Variance(y’)

TSS = ESS + RSS

Variance Explained

Variance of the dependent variable can be decomposed into variance of the

regression fitted values, and that of the residuals

TSS = Variance(y) ESS = Variance(y’) RSS = Variance(e)

R2 = ESS / TSS

R 2

The percentage of total variance explained by the regression. Usually, the higher the

R2, the better the quality of the regression (upper bound is 100%)

R2 = ESS / TSS

R 2

In multiple regression, adding explanatory variables always increases R2, even if those

variables are irrelevant and increase danger of multicollinearity

Adjusted-R2 = R2 x (Penalty for adding irrelevant variables)

Adjusted-R2

Increases if irrelevant* variables are deleted

Extending Multiple Regression to

Categorical Variables

A Simple Regression

y = A + Bx

Height of Average height

individual of parents

A Simple Regression

y

Male

Female

Regression Line:

y = A + Bx

A Simple Regression

y

Male

Female

y = A1 + Bx

A1

A Simple Regression

y

Male

Female

y = A2 + Bx

A2

A Simple Regression

y Regression Line For Males:

Male

y = A1 + Bx

y = A2 + Bx

A1

A2

x

Adding A Dummy Variable

Regression Line For Males: Regression Line For Females:

y = A1 + Bx y = A2 + Bx

y = A1 + (A2 - A1)D + Bx

D=0 for males

=1 for females

Adding A Dummy Variable

Regression Line For Males: Regression Line For Females:

y = A1 + Bx y = A2 + Bx

y = A1 + (A2 - A1)D + Bx

D=0 for males

y = A1 + (A2 - A1)D + Bx

= A1 + Bx

Adding A Dummy Variable

Regression Line For Males: Regression Line For Females:

y = A1 + Bx y = A2 + Bx

y = A1 + (A2 - A1)D + Bx

D=1 for females

y = A1 + (A2 - A1) + Bx

= A2 + Bx

Adding A Dummy Variable

Original Regression Equation:

y = A + Bx

Height of Average height

individual of parents

y = A1 + (A2 - A1)D + Bx

D=0 for males

=1 for females

Adding A Dummy Variable

y = A1 + (A2 - A1)D + Bx

=1 for females

groups, so we added 1

dummy variable

Given data with k groups, set up k-1

dummy variables, else

multicollinearity occurs

Dummy and Other Categorical Variables

Finite set of values - e.g. days of

Binary - 0 or 1

week, months of year…

variables, simply add more dummies

Testing for Seasonality

y = A + BQ1 + CQ2 + DQ3

Average stock Quarter of the

returns year

added 3 dummy variables

Testing for Seasonality

added 3 dummy variables

Q1 = 1 for Jan, Feb, Mar

=0 for other quarters

Q2 = 1 for Apr, May, Jun

=0 for other quarters

Q3 = 1 for July, Aug, Sep

=0 for other quarters

Different Groups, Different Slopes

y

Male

y = A1 + B1 x

y = A2 + B2 x

Female

x

where groups have different slopes

Adding A Dummy Variable

Regression Line For Males: Regression Line For Females:

y = A1 + B1 x y = A2 + B2 x

y = A1 + (A2 - A1)D1 +

B1x + (B2 - B1)D2

D1 = 0 for males D2 = 0 for males

=1 for females =x for females

Adding A Dummy Variable

Regression Line For Males: Regression Line For Females:

y = A1 + B1 x y = A2 + B2 x

For males: D1 = 0

y = A1 + (A2 - A1)D1 +

B1x + (B2 - B1)D2

D2 = 0

= A1 + B1 x

Adding A Dummy Variable

Regression Line For Males: Regression Line For Females:

y = A1 + B1 x y = A2 + B2 x

For females: D1 = 1

y = A1 + (A2 - A1)(1) +

B1x + (B2 - B1)x D2 = x

= A1 + (A2 - A1) +

B1x + (B2 - B1)x

= A2 + B2 x

Dummy Variables

X Y

Linear regression Logistic regression

Normal Distribution

μ

N(μ,σ)

Average (mean) is μ

Standard deviation is σ

Standard Errors

E(α) = A E(β) = B

α is the population parameter, A is the β is the population parameter, B is the

sample parameter sample parameter

standard deviation of the sampling distribution

Strong Cause-effect Relationship

Y

High R2

Weak Cause-effect Relationship

Y

Low R2

Standard Errors and Residuals

High confidence that parameter Low confidence that parameter

coefficient is well estimated coefficient is well estimated

errors and the better the quality of the regression

Sample Regression Line

Regression Equation:

y = A + Bx

y1 = A + Bx1 + e1

y2 = A + Bx2 + e2

y3 = A + Bx3 + e3

… …

yn = A + Bxn + en

Sample Regression Line

Regression Equation:

y = A + Bx

Residuals

y1 = A + Bx1 + e1

y2 = A + Bx2 + e2

y3 = A + Bx3 + e3

… …

yn = A + Bxn + en

RSS = Variance(e)

Easily calculated from regression residuals

SE(α), SE(β) can be found from RSS

Exact formulae are not important - reported by Excel, R…

The smaller the residuals, the smaller

the standard errors and the better

the quality of the regression

Standard Errors

E(α) = A E(β) = B

α is the population parameter, A is the β is the population parameter, B is the

sample parameter sample parameter

standard deviation of the sampling distribution

Null Hypotheses

were actually zero?

Call this the null hypotheses H0

Null Hypotheses: α = 0

E(α) = 0

t x SE(α)

α=A

sample regression would yield the estimate α = A?

Why Zero?

Y Y

X X

y = A + Bx y = α + βx

and should just be excluded

Null Hypotheses: α = 0

E(α) = 0

t x SE(α)

α=A

α=0

t-Statistics

E(α) = 0 E(β) = 0

0.85xSE(α)

A

9.01xSE(β)

B

t-stat(α) = 0.85 t-stat(β) = 9.01

t-stat(α) = A/SE(α) t-stat(β) = B/SE(β)

parameter is actually zero

t-Statistics

E(α) = 0 E(β) = 0

0.85xSE(α)

A

9.01xSE(β)

B

t-stat(α) = 0.85 t-stat(β) = 9.01

t-stat(α) = A/SE(α) t-stat(β) = B/SE(β)

The higher the t-statistic of a

coefficient, the higher our confidence

in our estimate of that coefficient

p-Values

E(α) = 0 E(β) = 0

0.85xSE(α)

A 0.39 2 x 10-15

9.01xSE(β)

Low t-stat, high p-value High t-stat, low p-value

low p-value => Yes

The lower the p-value of a coefficient,

the higher our confidence in our

estimate of that coefficient

RSS

SER =

n-2

n is the number of points in the regression.

RSS

σ2

~ χ2

χ2 Distribution

Never mind the fine print about degrees of freedom for now

Null Hypotheses

were zero? i.e. β = α = 0

Call this the null hypotheses H0

Null Hypotheses: β = α = 0

β = 0, α = 0

F-statistic

β = B, α = A

sample regression would yield the estimate

β = B, α = A?

Why Zero?

Y Y

X X

y = A + Bx y = α + βx

value at all

Null Hypotheses: α = 0

β = 0, α = 0

F-statistic

β = B, α = A

α=β=0

F-Statistic

β = 0, α = 0

F-statistic

β = B, α = A

p-values and t-statistics tell us

whether individual parameter

coefficients are ‘good’

The F-statistic tells us whether a

entire regression line is ‘good’

Adding A Dummy Variable

Regression Line For Males: Regression Line For Females:

y = A1 + Bx y = A2 + Bx

y = A1D1 + A2D2 + Bx

=0 for females =0 for males

Adding A Dummy Variable

Regression Line For Males: Regression Line For Females:

y = A1 + Bx y = A2 + Bx

y = A1D1 + A2D2 + Bx

D1 = 1 for males D2 = 0 for males

y = A1x1 + A20 + Bx

= A1 + Bx

Adding A Dummy Variable

Regression Line For Males: Regression Line For Females:

y = A1 + Bx y = A2 + Bx

y = A1D1 + A2D2 + Bx

D1 = 0 for females D2 = 1 for females

y = A1x0 + A2x1 + Bx

= A2 + Bx

Adding A Dummy Variable

Original Regression Equation:

y = A + Bx

Height of Average height

individual of parents

y = A1D1 + A2D2 + Bx

D1 = 1 for males D2 = 1 for females

=0 for females =0 for males

Given data with k groups, set up k-1

dummy variables and an intercept, or

k dummy variables with no intercept

Regression Without Intercept

negative R2 formula in this case

Python statsmodel R2

Excel and R usually agree

sometimes differs

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