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Linear Regression and Correlation
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Statistics
Linear Regression and Correlation
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23 Terms
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1
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DUFS
Direction
Unusual
Form
Strength
2
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Direction
\+/-/none
3
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Unusual
clusters, outliers
4
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Form
linear/non-linear
5
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Strength
strong/weak/moderate
6
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Context
the relationship between variable 1 & 2
7
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Interpreting r (correlation coefficient)
use DUFS except for U
strong (-1), moderate (-0.5), weak (0), moderate (0.5), strong (1)
nonresistant to outliers
has no units
as long as pattern of points stays same r is same
8
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y=a+bx
prediction = y-int + slope x
9
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extrapolation
predictions outside data set
10
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residuals
actual - prediction (A-P)
11
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interpret residuals
the actual __context of y__ was __residual__ __higher/lower__ than predicted for __x-value.__
12
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y-int
when __context of x__ is 0, the predicted __context of y__ is __y-int__
13
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slope
a predicted __slope in context__ for every context of x
14
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residual plots
show how good a fit the LSRL is worth the data (better than r!)
we want to see a random scatter with no pattern or large clusters
15
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r^2 (coefficient of determination)
measures the % reduction in Sigma(residual)^2 when using LSRL
16
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interpret r^2
About (r^2)% of the variability in context of y is accounted for by the LSRL
17
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standard deviation of the residuals (s)
= square root (sigma r^2)/(n-2)
n-2 because 2 points makes a line
no variation from LSRL
18
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interpret s
The actual context of y is typically about __s__ away from the number predicted by the LSRL.
19
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why not just use residuals?
Any LSRL has sigma residuals about equal to 0, so r^2 tells us more!
r^2 = sigma (residuals)^2 = (correlation)^2
20
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(slope) b =
r sy/sx
S.D. of y residuals
S.D. of x residuals
21
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(y-int) a =
y-bar = b x-bar
mean y & x
22
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To transform data, use inverses
function I graph
linear I x vs. y
exponent I x vs. logy
power I logx vs. logy
predictions/residuals
substitute into the transferred LSRL may need to use algebra to solve for y
inverses → log vs. 10^x ; lnx vs. e^x ; x^3 vs. cubic root x ; etc.
23
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choosing the best regression
1) check transformed scatterplot for linear pattern
2) check residual plot for no leftover pattern
3) if deciding between several option
r close to +-1
r^2 close to 1
s small as possible
last two are better than r
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