11/21/16

Regression Introduction  to  Linear  Regression

• The  Pearson  correlation   measures  the  degree  to  
which  a  set  of  data  points  form  a  straight  line  
relationship.  
Introduction to
Regression Analysis • Regression is  a  statistical  procedure   that  
determines   the  equation   for  the  straight  line  that  
best  fits  a  specific   set  of  data.    

• Best  fit  means  minimal  distance  between  the  

points  and  the  line  itself.

Introduction  to  Linear  R egression  (cont.)

• Any  straight  line  can  be  represented  by  an  
equation   of  the  form  Y  =  bX +  a,  where  b  and  a  
are  constants.    

• The  v alue  of  b  is  called  the  slope constant  and  

determines   the  direction   and  degree  to  which  the  
line  is  tilted.    

• The  v alue  of  a  is  called  the  Y-­‐intercept and  

determines   the  point   where  the  line  crosses  the  
Y-­‐axis.  

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Introduction  to  Linear  R egression  (cont.) Introduction  to  Linear  R egression  (cont.)
The  equation  for  the  regression  l ine  i s  
• How   well   a   set  of  d ata   points  fits  a  s traight   line   can  
be   measured   by  calculating   the   distance   between   the  
data   points  and  the   line.    

• The   total   error   between   the  d ata   points  and  the   line   Ŷ =  predicted   Y  v alue
is  obtained   by  s quaring   each   distance   and  then  
summing   the   squared   values.   b  (slope):   determines   how   much   Y  w ill  change   when   X  is  
increased   by  1
• The   regression   equation   is  d esigned   to  p roduce  the  
minimum   sum  of  s quared  errors.   a (Y-­‐intercept):   value  for  Y  w hen   X  is  zero   (0)

X  could   be  any  v alue

Example
• The  rate  for  using  the  Psych  Lab  is  P500  plus  P100  
for  every  succeeding  hour.
• How  much  is  the  rate  for  using  the  Psych  Lab  for  
3  hours?

• Y  =  bX +  a
• Y  =  100  (3)  +  500
• Y  =  300  +  500
• Y  =  P800  (rate  for  using  the  Psych  Lab  for  3  hours)

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Formula  for  slope  and  Y-­‐intercept

#$
• 𝑏= • Prediction  i s  not  perfect;  for  each  Y  value,  
##%
• SP:  sum  of  products there  i s  a  predicted  portion  and  an  
• SS X :  sum  of  squares  for  X unpredicted,  or  residual  portion.
( ∑-)(∑/)
• 𝑆𝑃 = ∑𝑋𝑌 − 0 • Predicted  portion  of  Y  score  variability:  r2
1 (∑- )2
• 𝑆𝑆- = ∑𝑋 − 0
• Residual  portion  i s  measured  by:  1  -­‐ r2

• a  =  𝑀/ − 𝑏𝑀-

The  standard  error   of  estimate Notes  

• Gives  a  measure  of  the  accuracy  of  our   • We  c annot  use  the  regression  equation  for  
prediction prediction  beyond  i ts  l imits.
• The  smaller  the  SEE,  the  better  the  prediction.
• Predicted  value  i s  not  perfect,  unless  r  =  1 .00
##6789:;<= @A𝒓𝟐 (##D )
• SEE  =     or  
>? 0A1
(F/)2
• 𝑆𝑆/ = Σ𝑌 1 -­‐
0