Multiple Regression Analysis Using SPSS Statistics

Multiple Regression Analysis using
SPSS Statistics
Introduction
Multiple regression is an extension of simple linear regression. It is used
when we want to predict the value of a variable based on the value of two
or more other variables. The variable we want to predict is called the
dependent variable (or sometimes, the outcome, target or criterion
variable). The variables we are using to predict the value of the dependent
variable are called the independent variables (or sometimes, the predictor,
explanatory or regressor variables).
For example, you could use multiple regression to understand whether

exam performance can be predicted based on revision time, test anxiety,
lecture attendance and gender. Alternately, you could use multiple
regression to understand whether daily cigarette consumption can be
predicted based on smoking duration, age when started smoking, smoker
type, income and gender.
Multiple regression also allows you to determine the overall fit (variance
explained) of the model and the relative contribution of each of the
predictors to the total variance explained. For example, you might want to
know how much of the variation in exam performance can be explained by
revision time, test anxiety, lecture attendance and gender "as a whole", but
also the "relative contribution" of each independent variable in explaining
the variance.
This "quick start" guide shows you how to carry out multiple regression
using SPSS Statistics, as well as interpret and report the results from this
test. However, before we introduce you to this procedure, you need to
understand the different assumptions that your data must meet in order for
multiple regression to give you a valid result. We discuss these
assumptions next.
SPSS Statistics
Assumptions
When you choose to analyse your data using multiple regression, part of
the process involves checking to make sure that the data you want to
analyse can actually be analysed using multiple regression. You need to do
this because it is only appropriate to use multiple regression if your data
"passes" eight assumptions that are required for multiple regression to give
you a valid result. In practice, checking for these eight assumptions just
adds a little bit more time to your analysis, requiring you to click a few more
buttons in SPSS Statistics when performing your analysis, as well as think
a little bit more about your data, but it is not a difficult task.
Before we introduce you to these eight assumptions, do not be surprised if,

when analysing your own data using SPSS Statistics, one or more of these
assumptions is violated (i.e., not met). This is not uncommon when working
with real-world data rather than textbook examples, which often only show
you how to carry out multiple regression when everything goes well!
However, don’t worry. Even when your data fails certain assumptions, there
is often a solution to overcome this. First, let's take a look at these eight
assumptions:
o Assumption #1: Your dependent variable should be measured on

a continuous scale (i.e., it is either an interval or ratio variable). Examples
of variables that meet this criterion include revision time (measured in
hours), intelligence (measured using IQ score), exam performance
(measured from 0 to 100), weight (measured in kg), and so forth. You can
learn more about interval and ratio variables in our article: Types of
Variable. If your dependent variable was measured on an ordinal scale,
you will need to carry out ordinal regression rather than multiple regression.
Examples of ordinal variables include Likert items (e.g., a 7-point scale
from "strongly agree" through to "strongly disagree"), amongst other ways
of ranking categories (e.g., a 3-point scale explaining how much a
customer liked a product, ranging from "Not very much" to "Yes, a lot").
o Assumption #2: You have two or more independent variables,
which can be either continuous (i.e., an interval or ratio variable) or
categorical (i.e., an ordinal or nominal variable). For examples
of continuous and ordinal variables, see the bullet above. Examples
of nominal variables include gender (e.g., 2 groups: male and female),
ethnicity (e.g., 3 groups: Caucasian, African American and Hispanic),
physical activity level (e.g., 4 groups: sedentary, low, moderate and high),
profession (e.g., 5 groups: surgeon, doctor, nurse, dentist, therapist), and
so forth. Again, you can learn more about variables in our article: Types of
Variable. If one of your independent variables is dichotomous and
considered a moderating variable, you might need to run a Dichotomous
moderator analysis.
o Assumption #3: You should have independence of
observations (i.e., independence of residuals), which you can easily
check using the Durbin-Watson statistic, which is a simple test to run using
SPSS Statistics. We explain how to interpret the result of the Durbin-
Watson statistic, as well as showing you the SPSS Statistics procedure
required, in our enhanced multiple regression guide.
o Assumption #4: There needs to be a linear relationship between
(a) the dependent variable and each of your independent variables, and (b)
the dependent variable and the independent variables collectively. Whilst
there are a number of ways to check for these linear relationships, we
suggest creating scatterplots and partial regression plots using SPSS
Statistics, and then visually inspecting these scatterplots and partial
regression plots to check for linearity. If the relationship displayed in your
scatterplots and partial regression plots are not linear, you will have to
either run a non-linear regression analysis or "transform" your data, which
you can do using SPSS Statistics. In our enhanced multiple regression
guide, we show you how to: (a) create scatterplots and partial regression
plots to check for linearity when carrying out multiple regression using
SPSS Statistics; (b) interpret different scatterplot and partial regression plot
results; and (c) transform your data using SPSS Statistics if you do not
have linear relationships between your variables.
o Assumption #5: Your data needs to show homoscedasticity, which
is where the variances along the line of best fit remain similar as you move
along the line. We explain more about what this means and how to assess
the homoscedasticity of your data in our enhanced multiple regression
guide. When you analyse your own data, you will need to plot the
studentized residuals against the unstandardized predicted values. In our
enhanced multiple regression guide, we explain: (a) how to test for
homoscedasticity using SPSS Statistics; (b) some of the things you will
need to consider when interpreting your data; and (c) possible ways to
continue with your analysis if your data fails to meet this assumption.
o Assumption #6: Your data must not show multicollinearity, which
occurs when you have two or more independent variables that are highly
correlated with each other. This leads to problems with understanding
which independent variable contributes to the variance explained in the
dependent variable, as well as technical issues in calculating a multiple
regression model. Therefore, in our enhanced multiple regression guide,
we show you: (a) how to use SPSS Statistics to detect for multicollinearity
through an inspection of correlation coefficients and Tolerance/VIF values;
and (b) how to interpret these correlation coefficients and Tolerance/VIF
values so that you can determine whether your data meets or violates this
assumption.
o Assumption #7: There should be no significant outliers, high
leverage points or highly influential points. Outliers, leverage and
influential points are different terms used to represent observations in your
data set that are in some way unusual when you wish to perform a multiple
regression analysis. These different classifications of unusual
points reflect the different impact they have on the regression line. An
observation can be classified as more than one type of unusual point.
However, all these points can have a very negative effect on the regression
equation that is used to predict the value of the dependent variable based
on the independent variables. This can change the output that SPSS
Statistics produces and reduce the predictive accuracy of your results as
well as the statistical significance. Fortunately, when using SPSS Statistics
to run multiple regression on your data, you can detect possible outliers,
high leverage points and highly influential points. In our enhanced multiple
regression guide, we: (a) show you how to detect outliers using "casewise
diagnostics" and "studentized deleted residuals", which you can do using
SPSS Statistics, and discuss some of the options you have in order to deal
with outliers; (b) check for leverage points using SPSS Statistics and
discuss what you should do if you have any; and (c) check for influential
points in SPSS Statistics using a measure of influence known as Cook's
Distance, before presenting some practical approaches in SPSS Statistics
to deal with any influential points you might have.
o Assumption #8: Finally, you need to check that the residuals
(errors) are approximately normally distributed (we explain these terms
in our enhanced multiple regression guide). Two common methods to
check this assumption include using: (a) a histogram (with a superimposed
normal curve) and a Normal P-P Plot; or (b) a Normal Q-Q Plot of the
studentized residuals. Again, in our enhanced multiple regression guide,
we: (a) show you how to check this assumption using SPSS Statistics,
whether you use a histogram (with superimposed normal curve) and
Normal P-P Plot, or Normal Q-Q Plot; (b) explain how to interpret these
diagrams; and (c) provide a possible solution if your data fails to meet this
assumption.

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Multiple Regression Analysis using

For example, you could use multiple regression to understand whether

Before we introduce you to these eight assumptions, do not be surprised if,

o Assumption #1: Your dependent variable should be measured on

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