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This document is an introduction to multiple regression analysis. It discusses linear and nonlinear regression, how regression equations can be used to model relationships between variables, and how SPSS can be used to perform different types of regression and analyze their properties. It notes that multiple regression is a specific case of simple linear regression between two variables. The document aims to explain how to use SPSS to work with various forms of regression, and the associated statistics and measures.

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241 views81 pages

Lesson8 PDF

This document is an introduction to multiple regression analysis. It discusses linear and nonlinear regression, how regression equations can be used to model relationships between variables, and how SPSS can be used to perform different types of regression and analyze their properties. It notes that multiple regression is a specific case of simple linear regression between two variables. The document aims to explain how to use SPSS to work with various forms of regression, and the associated statistics and measures.

Uploaded by

marwasg
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 81

Lesson 008, By Dr.

Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 1 of 81


Multiple Regression
MultipleRegression
Multiple


-
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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

1-8 Introduction

.



.
) (

)( .
Regression Equation

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Exact Approximate

)( .

.

Linear

Non
Non-Linear
Linear
.










.

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

SPSS

2-8

Assumptions & Regression

Models

( .

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Lesson 008, By Dr. Abdelfatah Mustafa





.Categorical







.


Discriminant analysis
y

Regression Models

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Lesson 008, By Dr. Abdelfatah Mustafa

)(
.1

.2


:
)( Standard or Simultaneous Regression





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Lesson 008, By Dr. Abdelfatah Mustafa


.
Hierachical Regression
g


)(






.
St
Stepwise
i Regression
R
i

)(
) (
.
Criteria
.
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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

forward backward
.

:
F-Test
.

F-test
F test



FIN
PIN .

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Lesson 008, By Dr. Abdelfatah Mustafa

:

F F
F-Test
Test
FOUT POUT .

:
.

.









:
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.1

Math. Department, Faculty of Science, Mansoura University, Egypt

to

Lesson 008, By Dr. Abdelfatah Mustafa

cases

or

Ratio

independent variables
.







.








.
.






.2

Outliers

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa



Mahalanobis
.






SPSS




.
.3

Multicollinearity Singularity

.
.

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa





Correlation Matrix
Tolerances
.4

Normality

Linearity

Homoscedasticity Independence of
Residuals

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)(i

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa




)) ((ii
.
.




) (iii


.SPSS

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Page 14 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Years

Temper
ature

Sales

21

15

18

15

22

21

24

28

25

30

15

25

35

26

40

34

35

25

30

38

45

40

50

41

60

39

45

37

60

40

50

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa


.
Regression.sav
sales, temp, years
.SPSS
SPSS
:

.1

Multiple Linear Regression

.2
2

Stepwise Regression

.3

Hierachical Regression

.4

Curve Linear Regression

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Page 16 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt


3-8
MultipleLinearRegression

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa





m X1,
.m =1
X2, , Xm 1

n







Y j = 0 + 1 X 1 j + 2 X 2 j + L + m 1 X mj + j , j = 1, 2, ..., n



Yj m
i= 1,
1 2 , m,
m j=1,
j=1 2,
Xij 2 , n
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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Parameters j =j
1, 2, , m
j
:


.1

.2

.3

.4
4

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa


Least
Square
.
.






Yj = 0 + 1 X 1 j + 2 X 2 j + L + m 1 X mj , j = 1, 2, ..., n

j , j = 1, 2, ..., m 1

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 20 of 81


.(

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa


SPSS
regression.sav
:


.1

Analyze Regression

.2


Linear

.3

Linear Regression

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Page 22 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Dependent Sales

.4

Independent temp,
temp years

.5
5

Method

.6

Enter




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Page 23 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Statistics
Regression: Statistics

.7

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Page 24 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

diagnostics Casewise Model fit, Estimates,

.8


Continue

Linear

.9

Plot .10
Regression: Plots

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Math. Department, Faculty of Science, Mansoura University, Egypt

* ZPRED Y: * ZRESID .11


X:
Histogram, Standardized Residual Plots .12
Normal probability plot

Continue
.13

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Page 26 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Save

.14
Regression: Save

Distances

.15

Mahalanobis
Continue

.16

.
Ok .17
.

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 27 of 81

:
Descriptive Statistics
.

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Correlations

.

Variables Entered/Removed

year, temp

.
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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Model Summary
.1
1


R=0.912
R=0 912


.2


) (
%80 .

.3

Adjusted R Square
.

.4

Std. Error of the Estimate 6.42616


.

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:

ANOVA
: ) (
(
: )

ANOVA Sig. = 000

0.05

.
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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Coefficients
.1
1


Unstandarized Coefficients

S l = 6.993 + 1.275 temp + 1.907 years


Sales
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.2

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa


Sig.
constant years
constant,

sig 0.05


0.05
sig. 0 05
i =0.016
0 016

.3


.
.

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Coefficient Correlations

.

:
Residuals Statistics

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 34 of 81

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:

(
)


.
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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 36 of 81

:

.
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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 37 of 81

mah_1
Chi-Square Mahalanobis
n-1 = 2
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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 38 of 81

chi-Square = 13.8 0.001


.

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 39 of 81

4-8
Stepwise Regression
StepwiseRegression

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa





.

.










.

)
(.....
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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa



) (
.

.
:

.1

.2

.3

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.4

Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

.5

) Coefficient of Determination (
F
.6

F
) (.


:
.1

.2

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Page 43 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

SPSS

: regression.sav
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Page 44 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Analyze

.1

Regression
Linear
Linear

.2
.3

regression

Sales

.4

Dependent
temp, year
Independent
Method

.5

Stepwise
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Page 45 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Statistics

.6

Regression: Statistics
Model fit,
fit Estimates,
Estimates

.7
7

diagnostics Casewise

Continue

.8

Plot
Pl t

.9
9
Linear
Regression: Plots
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Page 46 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

* ZPRED

Y:

* ZRESID
.11
X:
Histogram Standardized Residual Plots .12
Histogram,
12
Normal probability plot
Continue

C ti

.13
13

Linear


Save


.14
14
Regression: Save
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Page 47 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Distances

.15

Mahalanobis
Continue

.16
16

Ok .17
.

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 48 of 81

Variables Entered/removed

temp
.


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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Model Summary
) (
80% .

:
ANOVA
0.05


Sig.
g = 0.00

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
Coefficients

S l = 11.271
Sales
2 1 + 1.600 temp

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 51 of 81



Excluded Variables

:
.

Residuals Statistics

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 52 of 81

:

.
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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:

)(
.
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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 54 of 81

:


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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 55 of 81

5-8
Hierachical Regression

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

regression.sav

:
.1

Analyze

Regression
.2
.3

Linear

Regression

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Linear

Lesson 008, By Dr. Abdelfatah Mustafa

Page 57 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Sales

.4

D
Dependent
d t

temp

Independent(s)
Block 2 of 2 previous
Next

.5
5

years

.6

Independent

.7


Previous
Next
Method

.8
8

Enter
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Page 58 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Statistics

.9

Regression: Statistics
Model fit, Estimates,
diagnostics, R

.10

Casewise

Squared Change

Continue

.11

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Linear

Page 59 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Plot .12
R
Regression:
i
Pl t
Plots

* ZPRED Y: * ZRESID .13


X:
Histogram, Standardized Residual Plots .14
Normal probability plot

Continue .15
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Page 60 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Linear Save

.16
Regression: Save

Distances

.17
17

Mahalanobis
Continue

.18

.
Ok

.19

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 61 of 81

:
Variables Entered/Removed

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Lesson 008, By Dr. Abdelfatah Mustafa

:
R


M d l Summary
Model
S

square Change, F, Sig. temp


years


:
ANOVA
.


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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

:
)(

Coefficients

. :
.1
1

temp .

.2

Sales = 11.271 + 1.600 temp


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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 64 of 81


Excluded Variables

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 65 of 81

:
. Residual Statistics

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 66 of 81

:

.

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Lesson 008, By Dr. Abdelfatah Mustafa

:
)(
.


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Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 68 of 81

6-8
Curve
CurveLinearRegression
Linear Regression

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa








....
....



SPSS

:
.1
1

C bi
Cubic
Quadratic
Q d i

Linear
Li

.2

Exponential

.3

Logarithmic

.4

Inverse Compound

.5

Logistic Power

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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

Regression.sav
SPSS
:
.1
.2

Analyze Regression

Curve

Estimation

.3

Curve Estimation
Sales Dependent years

Independent Variable

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Page 71 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Time

.4

Exponential

.5

I l d constant
Include
t t in
i Equation,
E
ti
Pl t Models
Plot
M d l

.6

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 72 of 81

Display ANOVA

.7

Save

.8

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Page 73 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

Curve Estimation: Save

.9

Predicted Values, Residuals, Predicted Interval


95%


Continue
C ti

.10
10

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 74 of 81

: Ok .10

CurveFit

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Page 75 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

:
Model Description
.

Case Processing Summary

.()

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 76 of 81

:
Variable Processing Summary
)
.(

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Math. Department, Faculty of Science, Mansoura University, Egypt

Page 77 of 81

Sales: Exponential
Sales:Exponential


Model Summary
.





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Math. Department, Faculty of Science, Mansoura University, Egypt

Lesson 008, By Dr. Abdelfatah Mustafa

ANOVA

( .

:
Coefficients
.
0.23419 years

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sales =17.25 e

Lesson 008, By Dr. Abdelfatah Mustafa

Math. Department, Faculty of Science, Mansoura University, Egypt

Page 79 of 81

:
.
regression.sav

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Page 80 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

:
Fit_1
Fit_
1: Fit for SALES with YEARS from CURVEFIT, Mod_1 EXPONENTIAL
ERR_1
ERR_
1: Error for SALES with YEARS from CURVEFIT,

Mod_1

EXPONENTIAL
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Page 81 of 81

Math. Department, Faculty of Science, Mansoura University, Egypt

LCL_1: 95% LCL for SALES with YEARS from CURVEFIT,,

Mod_1

EXPONENTIAL
UCL
UCL_1
UCL_
1: 95% UCL for SALES with YEARS from CURVEFIT,
CURVEFIT

Mod 1
Mod_1

EXPONENTIAL
.





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