Research Methods I

Multiple Regression Analysis

What is multiple regression
analysis?

 Predict the dependent variable from more

than one independent variables (two or
more).
 Independent variables are not correlated to
each other (they are orthogonal)
 Mostly found in experimental designs
 Independent variables are correlated to each
other
 Mostly found in real-world analyses
When use Multiple Regression?
 Investigate relationship between a DV and
several IVs
 Investigate relationship between a DV and
some IVs while eliminating the effect of
another IV
 Can be used with continuous or
dichotomous variables for IVs
 Can be applied when IVs are correlated or
uncorrelated.
Features of Multiple Regression
Goal: Improve prediction by using several
prediction variables.
Answers:
 If regression equation provides better-than-
chance prediction (R2)
 Which IVs are important in multiple prediction
and which are not
 If prediction can be improved significantly by
adding another variable
Limitations of Multiple Regression
 No causality can be implied
 Inclusion of IVs should be guided by theory
not just data snooping
 Sample size must be large enough
 N> 50 + 8(m) m=number of IVs
 Outliers must be considered
 Multicollinearity
 Normality, Linearity, Homoscedasticity of
Residuals
Orthogonal Multiple Regressions
 The formula for the regression plane is:
 Y = a + bX + cT
 Like in linear regression – least squares method finds
the best-fit regression plane

 Quality of prediction of variable X (through correlation

between Ŷ and X) shows proportion of the prediction of
dependent variable that can be accounted for by X

 Quality of prediction of variable T (through correlation

between Ŷ and T) shows proportion of the prediction of
dependent variable that can be accounted for by T
 ry.x2 + rY.T2 = RY.XT2
Orthogonal Multiple Regression
and Residuals
 Like in linear regressions each Y score can
be divided into:
 Deviation of predicted score from the mean of Y
 Deviation of the score from the regression line
(residual)
 SStotal = SSregression + SSresidual
 Σ(Y – M )2 = (Ý – M )2 + (Y – Ý)2
Y Y

 Ŷ = a + bX + cT
= My + b(X – Mx) + c(T – MT) + (Y – Ŷ)