Linear Regression
A perfect correlation implies the
ability to perfectly predict one score
from another
Perfect predictions
Very simple, especially with z-scores:
the z-score you predict for the Y
variable is the same as the z-score for
the X variable
That is, zY = zX or zY = -zX
Chapter 10
Collection 1
64
63
Exam2
62
61
60
59
58
57
56
87
88
89
90
91 92
Exam1
93
94
95
Scatter Plot
2.0
1.5
zscore2
1.0
0.5
0.0
-0.5
-1.0
-1.5
Chapter 10
Y
Y
r X X Y
X
Y
bYX
r
X
aYX Y bYX X
Y bYX X aYX
Chapter 10
Y
bYX
X
Predictions: z-scores (r = 1)
Slope in z-scores = 1.0; you would
expect a change of 1 standard
deviation in height to be associated
with a change of 1 standard deviation
in weight
2
estY
Y Y
Y Y Y Y Y Y
unexplained
explained
total
Chapter 10
Coefficient of Determination
Represents the proportion of the
total variance that is explained by
the predictor variable
Tells you how well your regression line
is doing in terms of predicting one
variable from the other
r2 =
explained variance
total variance
Coefficient of Nondetermination
Proportion of variance not
accounted for
1 r2 = unexplained variance = 2estY
total variance
2Y
Chapter 10
10
sY
bYX
r
sX
aYX Y bYX X
Y bYX X aYX
Example:
X (Age)
M = 98.14 (mths)
sX = 21.0
Y (Score)
M = 30.35 (items correct)
sY = 7.25
r = .72
N = 100
Chapter 10
11
Test Score
50
45
40
35
30
25
20
15
10
40
60
80
100
120
140
Age (months)
Chapter 10
12
2
estY
2
estY
Y Y
N 2
N 1 2
2
s
1
r
Y
N 2
estY Y 1 r 2
sample: sestY sY
Chapter 10
N 1
2
1
N 2
13
Y tcrit sestY
1
X X
1
N N 1 s X2
14
15
R = 0.594
Number of Errors
60
50
40
30
20
10
0
0
16
24
32
40
Chapter 10
16