Multivariate
analysis
examining relationships among
3 or more variables
multiple regression
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assess cumulative association
of set of independent variables with dependent variable and improve prediction
evaluate association between
particular independent variable and dependent variable, controlling for
other independent variables
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i.e., determine how magnitude
of independent association changes after holding other variables constant
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dv = crime rate
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ivs = metropolitan, poverty,
and college education rates
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all show linear bivariate
relationships
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crime = 57.7 + 6.6 metropolitan
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crime = 379.0 + 5.4 metropolitan
+ -9.2 college + 24.8 poverty
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multiple R = .72 R2
= .52
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multiple R = multiple correlation
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multiple R2 = PRE
given multiple independent variables
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South Dakota (SD) crime =
177
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error in pred. w/o ivs =
177 - 505 = 328
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pred. w/ metropolitan only
= 57.7 + 6.6 (33.3) = 277.5
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error in pred. = 177 - 277.5
= 100.5
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pred. w/ all 3 ivs = 379
+ 5.4(33.3) + -9.2(72.8) + 24.8(11.8) = 181.7
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error in pred. = 177 - 181.7
= -4.7
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errors in pred. not always
reduced for each case or w/ each additional i.v., but overall predictions
can only improve with each additional i.v.
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partial correlation - correlation
between two variables holding other variable(s) constant -- degree of independent
association
| i.v. |
r |
partial r |
| metropolitan |
.56 |
.50 |
| college |
-.49 |
-.39 |
| poverty |
.27 |
.49 |
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e.g., 1991-6 GSS, women >
age 40
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dv = number of children
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ivs = education, ideal number
of children, number of siblings
| i.v. |
r |
partial r |
| education |
-.22 |
-.17 |
| ideal # kids |
.17 |
.13 |
| # siblings |
.16 |
.08 |
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related techniques available
for categorical variables
multidimensional scaling
and hierarchical clustering
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visually display patterns
of similarity/difference among variables
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multidimensional scaling
- the closer two points are in the picture the more similar or closely
related they are
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hierarchical clustering -
the farther down in the tree diagram two points are joined, the more similar
they are (imagine how far up branches one must go to find a common branch
for two leaves)