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what are they?

The reduction in the error sum of squares

when one or more predictor variables are

added to the regression model.

Or, the increase in the regression sum of

squares when one or more predictor

variables are added to the regression model.

why?

They can be used to test whether one slope

parameter is 0.

They can be used to test whether a subset

(more than two, but less than all) of the

slope parameters are 0.

predictive of intelligence?

Sample of n = 38 college students

Response (Y): intelligence based on the PIQ

(performance) scores from the (revised)

Wechsler Adult Intelligence Scale.

Predictor (X1): Brain size based on MRI

scans (given as count/10,000)

Predictor (X2): Height in inches

Predictor (X3): Weight in pounds

OUTPUT #1

The regression equation is PIQ = 4.7 + 1.18 MRI

Predictor

Constant

MRI

Coef

4.65

1.1766

SE Coef

43.71

0.4806

T

0.11

2.45

P

0.916

0.019

F

5.99

P

0.019

Analysis of Variance

Source

Regression

Error

Total

DF

1

36

37

SS

2697.1

16197.5

18894.6

MS

2697.1

449.9

OUTPUT #2

The regression equation is

PIQ = 111 + 2.06 MRI - 2.73 Height

Predictor

Constant

MRI

Height

Coef

111.28

2.0606

-2.7299

SE Coef

55.87

0.5466

0.9932

T

1.99

3.77

-2.75

MS

2786.4

380.6

F

7.32

Analysis of Variance

Source

DF

SS

Regression

2

5572.7

Residual

35

13321.8

Total

37

18894.6

Source

MRI

Height

DF

1

1

Seq SS

2697.1

2875.6

P

0.054

0.001

0.009

P

0.002

OUTPUT #3

The regression equation is

PIQ = 111 + 2.06 MRI - 2.73 Height + 0.001 Weight

Predictor

Constant

MRI

Height

Weight

Analysis of

Source

Regression

Error

Total

Source

MRI

Height

Weight

Coef

111.35

2.0604

-2.732

0.0006

SE Coef

62.97

0.5634

1.229

0.1971

Variance

DF

SS

3

5572.7

34

13321.8

37

18894.6

MS

1857.6

391.8

DF

1

1

1

Seq SS

2697.1

2875.6

0.0

T

1.77

3.66

-2.22

0.00

F

4.74

P

0.086

0.001

0.033

0.998

P

0.007

definition using SSE notation

SSR(X2|X1) = SSE(X1) - SSE(X1,X2)

In general, you subtract the error sum of

squares due to all of the predictors both left

and right of the bar from the error sum of

squares due to the predictor to the right of

the bar.

SSR(X2,X3|X1) = SSE(X1) - SSE(X1,X2,X3)

definition using SSR notation

SSR(X2|X1) = SSR(X1,X2) SSR(X1)

In general, you subtract the regression sum

of squares due to the predictor to the right

of the bar from the regression sum of

squares due to all of the predictors both left

and right of the bar.

SSR(X2,X3|X1) = SSR(X1,X2,X3)-SSR(X1)

of squares

In multiple regression, there is more than one way to

decompose the regression sum of squares. For example:

SSR X 1 , X 2 SSR X 2 SSR X 1 | X 2

OUTPUT #2

The regression equation is

PIQ = 111 + 2.06 MRI - 2.73 Height

Predictor

Constant

MRI

Height

Coef

111.28

2.0606

-2.7299

SE Coef

55.87

0.5466

0.9932

T

1.99

3.77

-2.75

MS

2786.4

380.6

F

7.32

Analysis of Variance

Source

DF

SS

Regression

2

5572.7

Residual

35

13321.8

Total

37

18894.6

Source

MRI

Height

DF

1

1

Seq SS

2697.1

2875.6

P

0.054

0.001

0.009

P

0.002

OUTPUT #4

The regression equation is

PIQ = 111 - 2.73 Height + 2.06 MRI

Predictor

Constant

Height

MRI

Analysis of

Source

Regression

Error

Total

Source

Height

MRI

Coef

111.28

-2.7299

2.0606

SE Coef

55.87

0.9932

0.5466

Variance

DF

SS

2

5572.7

35

13321.8

37

18894.6

DF

1

1

Seq SS

164.0

5408.8

MS

2786.4

380.6

T

1.99

-2.75

3.77

P

0.054

0.009

0.00

F

7.32

P

0.002

SSTO X 1 SSR X 1 SSE X 1

SSTO X 1 SSR X 1 SSR X 2 | X 1 SSE X 1 , X 2

SSTO X 2 SSR X 2 SSE X 2

SSTO X 2 SSR X 2 SSR X 1 | X 2 SSE X 1 , X 2

SSR when 3 or more predictors

SSR X 1 , X 2 , X 3

SSR X 1 , X 2 , X 3

SSR X 1 , X 2 , X 3

regression mean squares

A sequential sum of squares involving one extra

predictor variable has one degree of freedom

associated with it:

SSR X 2 | X 1

MSR X 2 | X 1

1

predictor variables has two degrees of freedom

associated with it:

SSR X 2 , X 3 | X 1

MSR X , X | X

2

Minitab

The SSR is automatically decomposed into

one-degree-of-freedom sequential sums of

squares, in the order in which the predictor

variables are entered into the model.

To get sequential sum of squares involving

two or more predictor variables, sum the

appropriate one-degree-of-freedom

sequential sums of squares.

OUTPUT #3

The regression equation is

PIQ = 111 + 2.06 MRI - 2.73 Height + 0.001 Weight

Predictor

Constant

MRI

Height

Weight

Analysis of

Source

Regression

Error

Total

Source

MRI

Height

Weight

Coef

111.35

2.0604

-2.732

0.0006

SE Coef

62.97

0.5634

1.229

0.1971

Variance

DF

SS

3

5572.7

34

13321.8

37

18894.6

MS

1857.6

391.8

DF

1

1

1

Seq SS

2697.1

2875.6

0.0

T

1.77

3.66

-2.22

0.00

F

4.74

P

0.086

0.001

0.033

0.998

P

0.007

OUTPUT #5

The regression equation is

PIQ = 111 - 2.73 Height + 0.001 Weight + 2.06 MRI

Predictor

Constant

Height

Weight

MRI

Analysis of

Source

Regression

Error

Total

Source

Height

Weight

MRI

Coef

111.35

-2.732

0.0006

2.0604

SE Coef

62.97

1.229

0.1971

0.5634

Variance

DF

SS

3

5572.7

34

13321.8

37

18894.6

DF

1

1

1

Seq SS

164.0

169.5

5239.2

MS

1857.6

391.8

T

1.77

-2.22

0.00

3.66

P

0.086

0.033

0.998

0.001

F

4.74

P

0.007

Predictor

Constant

Height

Weight

MRI

Analysis of

Source

Regression

Error

Total

Source

Height

Weight

MRI

Coef

111.35

-2.732

0.0006

2.0604

SE Coef

62.97

1.229

0.1971

0.5634

Variance

DF

SS

3

5572.7

34

13321.8

37

18894.6

DF

1

1

1

Seq SS

164.0

169.5

5239.2

MS

1857.6

391.8

T

1.77

-2.22

0.00

3.66

P

0.086

0.033

0.998

0.001

F

4.74

P

0.007

Predictor

Constant

MRI

Weight

Height

Analysis of

Source

Regression

Error

Total

Source

MRI

Weight

Height

Coef

111.35

2.0604

0.0006

-2.732

SE Coef

62.97

0.5634

0.1971

1.229

Variance

DF

SS

3

5572.7

34

13321.8

37

18894.6

DF

1

1

1

Seq SS

2697.1

940.9

1934.7

MS

1857.6

391.8

T

1.77

3.66

0.00

-2.22

F

4.74

P

0.086

0.001

0.998

0.033

P

0.007

Predictor

Constant

MRI

Height

Weight

Analysis of

Source

Regression

Error

Total

Source

MRI

Height

Weight

Coef

111.35

2.0604

-2.732

0.0006

SE Coef

62.97

0.5634

1.229

0.1971

Variance

DF

SS

3

5572.7

34

13321.8

37

18894.6

MS

1857.6

391.8

DF

1

1

1

Seq SS

2697.1

2875.6

0.0

T

1.77

3.66

-2.22

0.00

F

4.74

P

0.086

0.001

0.033

0.998

P

0.007

why it works?

Full model:

Yi 0 1 X 1 2 X 2 3 X 3 i

SSE ( F ) SSE X 1 , X 2 , X 3

df F n 4

Reduced model:

Yi 0 1 X 1 2 X 2 i

SSE ( R ) SSE X 1 , X 2

df R n 3

why it works? (contd)

The general linear test statistic:

F*

df R df F

df F

becomes:

F*

n 4

1

MSE X 1 , X 2 , X 3

Testing whether 2 = 3 = 0

Full model:

Yi 0 1 X 1 2 X 2 3 X 3 i

SSE ( F ) SSE X 1 , X 2 , X 3

df F n 4

Reduced model:

Yi 0 1 X 1 i

SSE ( R ) SSE X 1

df R n 2

Testing whether 2 = 3 = 0

(contd)

The general linear test statistic:

F*

df R df F

df F

becomes:

F*

n 4

2

MSE X 1 , X 2 , X 3

OUTPUT #3

The regression equation is

PIQ = 111 + 2.06 MRI - 2.73 Height + 0.001 Weight

Predictor

Constant

MRI

Height

Weight

Analysis of

Source

Regression

Error

Total

Source

MRI

Height

Weight

Coef

111.35

2.0604

-2.732

0.0006

SE Coef

62.97

0.5634

1.229

0.1971

Variance

DF

SS

3

5572.7

34

13321.8

37

18894.6

MS

1857.6

391.8

DF

1

1

1

Seq SS

2697.1

2875.6

0.0

T

1.77

3.66

-2.22

0.00

F

4.74

P

0.086

0.001

0.033

0.998

P

0.007

H 0 : 2 3 0

H A : 2 0 or 3 0

2875.6

F*

391.8 3.670

2

P-value is:

F distribution with 2 DF in numerator and 34 DF in

denominator

x

3.6700

P( X <= x )

0.9640

Minitab

Select Calc >> Probability Distributions >>

F

Select Cumulative Probability. Use default

noncentrality parameter of 0.

Type in numerator DF and denominator DF.

Select Input constant. Type in F-statistic.

Answer appears in session window.

P-value is 1 minus the number that appears.

Test whether 1 = 3 = 0

Analysis of

Source

Regression

Error

Total

Source

Height

Weight

MRI

Variance

DF

SS

3

5572.7

34

13321.8

37

18894.6

DF

1

1

1

Seq SS

164.0

169.5

5239.2

MS

1857.6

391.8

F

4.74

P

0.007

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