Regression Analysis from Computer Output

Core Regression Formulas and Technology Usage

  • The general form of the linear regression equation is given by: y^=a+bx\hat{y} = a + bx
  • A specific property of the least squares regression line is that it passes through the means of the data: yˉ=a+bxˉ\bar{y} = a + b\bar{x}
  • Technology is essential for finding least squares lines, and students are expected to be proficient at reading regression results from common computer statistics packages.
  • While output formats vary slightly across software packages, they share a standardized structure and typically provide more information than required for introductory analysis.

Components of a Regression Computer Output Table

  • Dependent Variable Identification: The table explicitly identifies the response variable (y-variable). In the provided example, the output states: "Dependent variable is: Total Fat".
  • The S Value (ss): This represents the standard deviation of the residuals. In the example output, s=9.277s = 9.277.
  • The R-Squared Value (R2R^2): This is the coefficient of determination, usually labeled as "R squared". In the example, R2=69.0%R^2 = 69.0\%.
  • The Coefficient Table: This is the central grid containing the values needed for the regression equation. It typically has columns for Variable, Coefficient, SE(Coeff), t-ratio, and P-value.   - The y-intercept (aa): Labeled in the far-left column as "Intercept" or "Constant". Its numerical value is found in the adjacent "Coefficient" column. In the example, the intercept coefficient is 6.830776.83077.   - The Slope (bb): Labeled in the far-left column using the name of the independent (predictor/x) variable. In the example, the variable is "Protein", and its coefficient is 0.9713810.971381.

Constructing the Regression Equation

  • To create the equation, combine the identified intercept and slope with their respective variables.
  • Using the example provided:   - Dependent Variable: Fat\text{Fat}   - Independent Variable: Protein\text{Protein}   - Intercept (aa): 6.830776.83077   - Slope (bb): 0.9713810.971381
  • Final Equation: Fat^=6.83077+0.971381×Protein\widehat{\text{Fat}} = 6.83077 + 0.971381 \times \text{Protein}
  • Simplified form noted in the text: y^=6.83+0.97x\hat{y} = 6.83 + 0.97x

Rules for Data Precision and Rounding

  • Software Precision: Computer packages often report many more digits for the estimated slope and intercept than can be physically estimated from the original data (e.g., data measured to the nearest gram).
  • General Rounding Guideline: Round most reported numbers to one more digit than the precision of the original data.
  • Slope Rounding Guideline: Round the slope coefficient to two more digits than the precision of the original data.

Advanced Output Metrics (For Future Study)

  • Several columns in the regression table are not immediately necessary for introductory regression analysis and can be ignored for now:   - SE(Coeff): Standard Error of the coefficient (Example: Intercept = 2.6642.664, Protein = 0.17090.1709).   - t-ratio: The test statistic for the hypothesis test on the coefficient (Example: Intercept = 2.562.56, Protein = 8.048.04).   - P-value: The significance level for the hypothesis test (Example: Intercept = 0.01580.0158, Protein = <0.0001<0.0001).