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It is not totally unreasonable to conduct a multiple regression analysis by hand, as long as you have
only two predictor variables. Consider the analysis we did in PSYC 6430 (with the program
CorrRegr.sas) predicting attitudes towards animals (AR) from idealism and misanthropy. SAS gave
us the following univariate and bivariate statistics:
Variable
ar
ideal
misanth
Mean
Std Dev
Sum
Minimum
Maximum
154
2.37969
0.53501
366.47169
1.21429
4.21429
154
3.65024
0.53278
562.13651
2.30000
5.00000
154
2.32078
0.67346
357.40000
1.00000
4.00000
ideal
misanth
1.00000
0.05312
0.05312
1.00000
0.5129
0.22064
0.5129
0.0060
-0.13975
0.0839
Let us first obtain the beta weights for a standardized regression equation,
r y 1 ry 2 r12
1 r
2
12
Z y 1Z1 2 Z 2
Look at the numerator of the ratio above. In computing the partial standardized slope for
predicting Y from X1, we remove from the standardized slope for predicting Y from X 1 ignoring X2 (ry1)
the overlap among Y, X1, and X2 (-ry2r12).
r y 2 r y 1r12
1 r
2
12
i sy
si
b1
.0856(.535)
.086
.53278
a Y bX i
b2
.2326(.535)
.185
.67346
r r
2
y1
2
y2
2r y 1r y 2 r12
2
12
forp 2
(p is number of predictors)
sr1
ry 1 ry 2 r12
1 r122
sr2
r y 2 r y 1r12
1 r122
forp 2
pr1
sr1
1 r
pr2
2
y2
pri 2
sri 2
1 R y212...(i )...p
sr2
1 r y21
forp 2
SE 1
1 R y212
1
N p 1 1 r122
H0: Pop. = 0
SE
H0: Pop. sr = 0
t 1 .085
N p 1
1 R 2
t sr
154 2 1
1.07
1 .0559
df = N - p - 1
t 2 .230
154 2 1
2.91
1 .0559
df= 151
Shrunked (Adjusted) R2
(1 R 2 )( N 1)
(1 .0559)(153)
shrunken R 2 1
1
.043
N p 1
151
Please re-read this document about shrunken R2.
ANOVA summary table:
Source
Regression
Error
Total
SS
R SSY
(1-R2)SSY
SSY
2
df
p
n-p-1
n-1
MS
errors in the computation of R2 can have noticeable effects on the value of F here, so obtain the R2
with several decimal point precision.
For a hierarchical analysis,
R y212...p r y21 sr y221 sr y2312 sr yp2 12...(p 1)
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