Multivariate Data Analysis: Summaries, Study Notes & Practice Exams - UL
Lecture notes with Multivariate Data Analysis at the Leiden University - 2019/2020
Lecture 1, What is Multiple Regression Analysis (MRA)?
What will we learn in this course?
All the techniques we will discuss in the upcoming weeks have one thing in common: They explore the relationship among several variables. Up until now, we have always focused on 2 variables; but in this course, we will deal on 3.
We will learn how to choose a method for a specific problem, how to perform data analysis, to understand the output, to understand the theoretical properties, to interpret the parameters of the technique, and to judge if the interpretations are valid (so check for assumptions).
When do we do multiple regression analysis?
When we want to predict Y from Xi variables, in the case of interval variables, then we do multiple regression anaysis.Binary variables are variables with only 2 categories; and they can be included in the analysis both as nominal and interval variables. An example of a multiple regression model; Can depression (Y) be predicted from life events (X1) and/or coping style (X2)?
What is the multiple regression equation?
A multiple regression equation has the following formula:
Y = b0 + b1X1 + b2X2 + ... + bkXk + e
We choose the regression line such that the summed difference between Y and the predicted Y is as small as possible. With two predictors, we make a regression plane instead of a regression line; a three-dimensional space.
What are the hypotheses in multiple regression analysis?
H0: b1 = b2 = ... = bk = 0
Ha; at least one bj ≠ 0
So, the null hypothesis is that there is no relation between Y and the X variables.
How do we test the null hypothesis in multiple regression analysis?
We test H0 with the F test: F = MSregression / MSresidual = (SSregression/dfregression) / (SSresidual / dfresidual). Remember that SStotal = SSregression + SSresidual. If the p-value of F is significant, so <.05; we can reject H0; At least one regression coefficient deviates from zero, so there is a relationship between Y and the X variables.
How good is the prediction?
How good the prediction is can be
.....read more
Multivariate data analysis (MVDA) bundle
Bunndle for the course Multivariate Data Analysis (2019)
MVDA practice questions
Education Category: Math
Ages: 16+
MVDA theory practice questions - Leiden University
- When do we speak of multicollinearity in multiple regression analysis (MRA)?
a. When two or more predictors are highly correlated | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
b. When the measurement errors of several predictors are highly correlated | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
c. When the residuals of the regression model are correlated. | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
d. When one predictor is highly correlated with the dependent variable
2. When do we speak of homogeneity in analysis of variance (ANOVA)?
3. A consumer psychologist performs a between-subjects ANOVA to study the effect of personality type (introvert, extrovert, ambivert) and gender (female, male) on consumption. When do we speak of an interaction between personality type and gender?
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Summaries and study services for IBP Bachelor 2 at Leiden University - 2022/2023
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Very nice of you to post all Roos Heeringa contributed on 14-01-2021 13:11
Very nice of you to post all the lectures online and link them!! This has helped a lot!!
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