Regression: Rashid Mehmood M.Phil. (Education) 2 Semester
Regression: Rashid Mehmood M.Phil. (Education) 2 Semester
Regression: Rashid Mehmood M.Phil. (Education) 2 Semester
Rashid Mehmood
M.Phil. (Education)
2nd semester
contents
• Regression
• Terminologies used in regression
• Scattered diagram
• Types of regression
• Simple regression
• Multiple regression
• Importance of regression
What is Regression?
Background
• It was first used by British biometrician Sir Francis Galton (1822 –
1911).
• The term regression literally means “stepping back towards the
average”.
• To describe a phenomenon which he observed in analyzing the
height of children and their parents. He found that, though tall
parents have tall children and short parents have short children,
the average height of children tends to step back or to regress
toward the average height of all men. This tendency towards the
average height of all men was called a regression by Galton.
What is Regression?
• Regression is concerned with the “Prediction” of the most likely
value of one variable when the value of the other variable is known.
• Regression analysis is a mathematical measure of the average
relationship between two or more variables in terms of the original
units of the data.
• For example, you might guess that there’s a connection between
how much you eat and how much you weigh; regression analysis
can help you quantify that.
• Regression analysis will provide you with an equation for a graph so
that you can make predictions about your data.
• For example, if you’ve been putting on weight over the last few
years, it can predict how much you’ll weigh in ten years time if you
continue to put on weight at the same rate.
• For example, global warming may be
reducing average snowfall in your town
and you are asked to predict how much
snow you think will fall this year.
• Essentially, regression is the “best guess”
at using a set of data to make some kind
of prediction. It’s fitting a set of points to
a graph.
• How much snow will fall in 2017?
y = 2.2923(2017) + 4624.4 = 0.8 inches
Terminologies
• In regression analysis there are two types of variables and they are:
• Independent and Dependent.
• Dependent variable(Y): The variable whose value is influenced or is
to be predicted is called dependent variable.
• Independent variable(X): The variable which influences the values
or is used for prediction is called independent variable.
• In regression analysis independent variable is known as regressor
or predictor or explanatory variable.
Cont…
• In regression analysis dependent variable is known as regressed or
explained variable.
• Thus the term regression is used to denote estimation or prediction
of the average value of one variable for a specified value of the
other variable.
The lines of Regression
• A line fitted to a set of data points to estimates the relationship between
two variables is called regression line.
• The regression equation of Y on X describes the changes in the value of Y
for given changes in the value of X.
• The regression equation of X on Y describes the changes in the value of X
for given changes in the value of Y.
• Hence, an equation for estimating a dependent variable Y for X from the
independent variable X or Y, is called regression equation of Y on X or X on Y
respectively.
• The regression equations of the regression lines, also called least squares
lines are determined by least square method.
Scatter diagram
Types of Regression
• The two basic types of regression
1. Linear regression
2. Multiple linear regression
• Although there are non-linear regression methods for more
complicated data and analysis.
Simple linear Regression Model
• Simple Regression Model • Simple regression line is a straight line that describe
about the dependence of the average value of one variable on the other.
• Y = β₀ + β₁ X + Ɛ
• Where
• Y = Dependent or response or outcome variable (Population)
• X = Independent or explanatory or predictor variable (Population)
• β₀ = Y- intercept of the model for the population
• β₁ = population slope coefficient or population regression coefficient. It measures
the average rate of change in dependent variable per unit change in independent
variable.
• Ɛ= Population error in Y for observation.
Other forms
• y = mx + b
• y’ = a + bx.
Multiple linear Regression Model
• Multiple regression is used to determine the effect of a number of
independent variables, x1, x2, x3 etc., on a single dependent
variable, y
• The different x variables are combined in a linear way and each has
its own regression coefficient(b):