Exam 18: Multiple Linear Regression

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In a multiple linear regression with three independent variables, X1, X2, and X3, which one of the following reflects an example of a semipartial correlation?

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D

The scatterplot of X and Y are shown as follows. The scatterplot of X and Y are shown as follows.   Based on the plot, which model is the most appropriate to use? Based on the plot, which model is the most appropriate to use?

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B

You are given the following data, where X1 (attendance rate) and X2 (average SAT score) are to be used to predict Y (average score in graduation test). Each case represents one school. Y 78.4 93.4 1010 81.3 94.6 1020 81.3 95.4 1024 82.5 91.1 1136 77.8 91.6 952 84.5 94.2 1042 88.2 94.5 1106 88.7 93.4 1004 72.5 92.1 880 85.4 94.9 1124 82.9 94.3 1124 81.4 94.7 996 Determine the following values: intercept, b1, b2, SSres, SSreg, F, sres2, s(b1), s(b2), t1, t2.

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Intercept = -36.536, b1 = .869, b2 = .036.

SSreg = 120.957, SSres = 103.365, F(2,9) = 5.266 (p = .031, reject at .05), s2res = 11.485.

s(b1) = .764, s(b2) = .014, t1 = 1.138 (p = .285, fail to reject at .05), t2 = 2.608 (p = .028, reject at .05).

Procedure:
Create a data set with three variables: Test (Y), Attend (X1), and SAT (X2). The data set should have 12 cases.

1) Go to Analyze \rightarrow Regression \rightarrow Linear.

2) Select Test to the Dependent list. Select Attend and SAT to the Independent(s) list.
"3) Click OK.

Selected SPSS Output:

 Model Summary \text { Model Summary }
 Model RR Square  Adjusted R Square  Std. Error of the Estimate 1.734a.539.4373.3890\begin{array}{ccccc}\hline \text { Model } & R & R \text { Square } & \text { Adjusted } R \text { Square } & \text { Std. Error of the Estimate } \\\hline 1 & .734^{a} & .539 & .437 & 3.3890 \\\hline\end{array}
 a. Fredictors: (Constant), SAT, Attend \text { a. Fredictors: (Constant), SAT, Attend }
 ANOVA b\text { ANOVA }{ }^{\mathrm{b}}
 Model  Sum of Squares df Mean Square F Sig.  Regression 120.957260.4795.266.031a1 Residual 103.365911.485 Total 224.32311\begin{array}{cccccc}\hline \text { Model } & \text { Sum of Squares } & d f & \text { Mean Square } & F & \text { Sig. } \\\hline \text { Regression } & \mathbf{1 2 0 . 9 5 7} & 2 & 60.479 & \mathbf{5 . 2 6 6} & \mathbf{. 0 3 1}^{\mathbf{a}} \\1\text { Residual } & \mathbf{1 0 3 . 3 6 5} & 9 & \mathbf{1 1 . 4 8 5} & & \\\text { Total } & 224.323 & 11 & & &\\\hline\end{array}


a. Fredictors: (Constant), SAT, Attend
b. Dependent Variable: Test  Intercept = -36.536, b<sub>1</sub> = .869, b<sub>2</sub> = .036.  SS<sub>re</sub><sub>g</sub> = 120.957, SS<sub>re</sub><sub>s</sub> = 103.365, F(2,9) = 5.266 (p = .031, reject at .05), s<sup>2</sup><sub>res</sub> = 11.485.  s(b<sub>1</sub>) = .764, s(b<sub>2</sub>) = .014, t<sub>1</sub> = 1.138 (p = .285, fail to reject at .05), t<sub>2</sub> = 2.608 (p = .028, reject at .05).  Procedure: Create a data set with three variables: Test (Y), Attend (X<sub>1</sub>), and SAT (X<sub>2</sub>). The data set should have 12 cases.  1) Go to Analyze \rightarrow  Regression  \rightarrow  Linear.  2) Select Test to the Dependent list. Select Attend and SAT to the Independent(s) list. 3) Click OK.  Selected SPSS Output:    \text { Model Summary }   \begin{array}{ccccc} \hline \text { Model } & R & R \text { Square } & \text { Adjusted } R \text { Square } & \text { Std. Error of the Estimate } \\ \hline 1 & .734^{a} & .539 & .437 & 3.3890 \\ \hline \end{array}   \text { a. Fredictors: (Constant), SAT, Attend }    \text { ANOVA }{ }^{\mathrm{b}}   \begin{array}{cccccc} \hline \text { Model } & \text { Sum of Squares } & d f & \text { Mean Square } & F & \text { Sig. } \\ \hline \text { Regression } & \mathbf{1 2 0 . 9 5 7} & 2 & 60.479 & \mathbf{5 . 2 6 6} & \mathbf{. 0 3 1}^{\mathbf{a}} \\ 1\text { Residual } & \mathbf{1 0 3 . 3 6 5} & 9 & \mathbf{1 1 . 4 8 5} & & \\ \text { Total } & 224.323 & 11 & & &\\ \hline \end{array}    a. Fredictors: (Constant), SAT, Attend b. Dependent Variable: Test    Results: The results of the multiple linear regression suggest that a significant proportion of the total variation in graduation test scores was effectively predicted by attendance rate and SAT scores, F(2,9) = 5.266, p = .031. For Attend, the unstandardized partial slope (.869) and standardized partial slope (.268) are not statistically significantly different from 0 (t = 1.138, df = 9, p = .285). For SAT, the unstandardized partial slope (.036) and standardized partial slope (.614) are statistically significantly different from 0 (t = 2.608, df = 9, p = .028); with every point increase in SAT score, the graduation test score is expected to increase by .036 controlling for attendance rate. Multiple R<sup>2</sup> indicates that 53.9% of the variation in graduation test scores was predicted by attendance rate and SAT score. This suggests a large effect size.  The intercept was -36.536, which is not statistically significantly different from 0 at .05 level (t = -.529, df = 9, p = .609).
Results:
The results of the multiple linear regression suggest that a significant proportion of the total variation in graduation test scores was effectively predicted by attendance rate and SAT scores, F(2,9) = 5.266, p = .031. For Attend, the unstandardized partial slope (.869) and standardized partial slope (.268) are not statistically significantly different from 0 (t = 1.138, df = 9, p = .285). For SAT, the unstandardized partial slope (.036) and standardized partial slope (.614) are statistically significantly different from 0 (t = 2.608, df = 9, p = .028); with every point increase in SAT score, the graduation test score is expected to increase by .036 controlling for attendance rate. Multiple R2 indicates that 53.9% of the variation in graduation test scores was predicted by attendance rate and SAT score. This suggests a large effect size.

The intercept was -36.536, which is not statistically significantly different from 0 at .05 level (t = -.529, df = 9, p = .609)."

You are given the following data, where X1 (Pretest score) and X2 (Hours spent in the program) are used to predict Y (Posttest score): 65 60 7.5 82 62 9.0 94 75 8.5 80 78 7.0 87 65 10.0 66 60 8.0 Determine the following values: intercept, b1, b2, SSres, SSreg, F, sres2, s(b1), s(b2), t1, t2.

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Complete the missing information for this regression model (df = 25). Complete the missing information for this regression model (df = 25).

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For the regression model, Yi = b1X1i + b2X2i + a + ei, consider the following two situations: Situation 1: rY1 = ?0.5 rY2 = 0.8 r12 = 0.1 Situation 2: rY1 = 0.2 rY2 = 0.8 r12 = 0.1 In which of the two situations will R2 be larger?

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Which of the following situations will result in the best prediction in multiple regression analysis?

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Which one of the following reflects variables appropriate for a multiple linear regression model?

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Partial correlations allow for which one of the following in multiple linear regression?

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A researcher would like to predict GPA from a set of three predictor variables for a sample of 34 college students. Multiple linear regression analysis was utilized. Complete the following summary table ( α\alpha = .05) for the test of significance of the overall regression model:  A researcher would like to predict GPA from a set of three predictor variables for a sample of 34 college students. Multiple linear regression analysis was utilized. Complete the following summary table  ( \alpha = .05) for the test of significance of the overall regression model:

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