mo&ro 1.regresi (dr.etty elika)

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    Regression Analysis

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    Scatter plots

    Regression analysis requires intervaland ratio-level data.

    To see if your data fits the models of

    regression, it is wise to conduct ascatter plot analysis.

    The reason?

    Regression analysis assumes a linearrelationship. If you have a curvilinearrelationship or no relationship,regression analysis is of little use.

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    Types of Lines

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    Scatter plot

    15.0 20.0 25.0 30.0 35.0

    Percent of Population 25 years and Over with Bachelor's Degree or More,March 2000 estimates

    20000

    25000

    30000

    35000

    40000

    Pe

    rsonalIncomePerCap

    ita,currentdollars,

    1999

    Percent of Population with Bachelor's Degree by Personal Income Per Capita

    This is a linearrelationship

    It is a positiverelationship.

    As population withBAs increases sodoes the personal

    income per capita.

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    Regression Line

    15.0 20.0 25.0 30.0 35.0

    Percent of Population 25 years and Over with Bachelor's Degree or More,March 2000 estimates

    20000

    25000

    30000

    35000

    40000

    PersonalIncomePerCapita,currentdollars,

    1999

    Percent of Population with Bachelor's Degree by Personal Income Per Capita

    R Sq Linear = 0.542

    Regression line isthe best straight linedescription of the

    plotted points anduse can use it todescribe theassociation between

    the variables.

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    Things to remember

    Regressions are still focuses on

    association, not causation.

    Association is a necessaryprerequisite for inferring causation,

    but also:1. The independent variable must preceded

    the dependent variable in time.

    2. The two variables must be plausibly linedby a theory,

    3. Competing independent variables mustbe eliminated.

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    Regression Table

    The regressioncoefficient is not agood indicator for thestrength of the

    relationship.Two scatter plots withvery different

    dispersions couldproduce the sameregression line.

    15.0 20.0 25.0 30.0 35.0

    Percent of Population 25 years and Over with Bachelor's Degree or More,March 2000 estimates

    20000

    25000

    30000

    35000

    40000

    Per

    sonalIncomePerCapita,

    currentdollars,

    1999

    Percent of Population with Bachelor's Degree by Personal Income Per Capita

    R Sq Linear = 0.542

    0.00 200.00 400.00 600.00 800.00 1000.00 1200.00

    Population Per Square Mile

    20000

    25000

    30000

    35000

    40000

    PersonalIncomePerCapita,

    currentdollars,

    1999

    Percent of Population with Bachelor's Degree by Personal Income Per Capita

    R Sq Linear = 0.463

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    Regression coefficient

    The regression coefficient is the slope ofthe regression line and tells you whatthe nature of the relationship betweenthe variables is.

    How much change in the independentvariables is associated with how muchchange in the dependent variable.

    The larger the regression coefficient themore change.

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    Pearsons r

    To determine strength you look at howclosely the dots are clustered around theline. The more tightly the cases are

    clustered, the stronger the relationship,while the more distant, the weaker.

    Pearsons r is given a range of-1 to + 1

    with 0 being no linear relationship at all.

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    Reading the tables

    When you run regression analysis on SPSS you get a3 tables. Each tells you something about therelationship.

    The first is the model summary.

    The R is the Pearson Product Moment CorrelationCoefficient.

    In this case R is .736

    R is the square root of R-Squared and is thecorrelation between the observed and predictedvalues of dependent variable.

    Model Summary

    .736a .542 .532 2760.003Model1

    R R Square

    Adjusted

    R Square

    Std. Error of

    the Estimate

    Predictors: (Constant), Percent of Population 25 years

    and Over with Bachelor's Degree or More, March 2000

    estimates

    a.

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    R-Square

    R-Square is the proportion of variance in thedependent variable (income per capita) which can bepredicted from the independent variable (level ofeducation).

    This value indicates that 54.2% of the variance inincome can be predicted from the variable education.

    R-Square is also called the coefficient ofdetermination.

    Model Summary

    .736a .542 .532 2760.003Model1

    R R Square

    Adjusted

    R Square

    Std. Error of

    the Estimate

    Predictors: (Constant), Percent of Population 25 years

    and Over with Bachelor's Degree or More, March 2000

    estimates

    a.

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    Adjusted R-square

    The adjusted R-square attempts to yield a more honestvalue to estimate the R-squared for the population. Thevalue of R-square was .542, while the value of AdjustedR-square was .532. There isnt much difference because

    we are dealing with only one variable.When the number of observations is small, there will bea much greater difference between R-square andadjusted R-square.By contrast, when the number of observations is very

    large, the value of R-square and adjusted R-square willbe much closer.

    Model Summary

    .736a .542 .532 2760.003

    Model

    1

    R R SquareAdjustedR Square

    Std. Error ofthe Estimate

    Predictors: (Constant), Percent of Population 25 years

    and Over with Bachelor's Degree or More, March 2000

    estimates

    a.

    ANOVA

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    ANOVA

    The p-value associated with this F value is very small (0.0000).These values are used to answer the question "Do theindependent variables reliably predict the dependent variable?".

    The p-value is compared to your alpha level (typically 0.05) and,if smaller, you can conclude "Yes, the independent variablesreliably predict the dependent variable".

    If the p-value were greater than 0.05, you would say that thegroup of independent variables does not show a statisticallysignificant relationship with the dependent variable, or that thegroup of independent variables does not reliably predict thedependent variable.

    ANOVAb

    4.32E+08 1 432493775.8 56.775 .000a

    3.66E+08 48 7617618.586

    7.98E+08 49

    Regression

    ResidualTotal

    Model

    1

    Sum of

    Squares df Mean Square F Sig.

    Predi ctors: (Constant), Percent of Population 25 years and Over with Bachelor's

    Degree or More, March 2000 estimates

    a.

    Dependent Variable: Personal Income Per Capi ta, current doll ars, 1999b.

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    Coefficients

    B - These are the values for the regression equationfor predicting the dependent variable from the

    independent variable.These are called unstandardized coefficientsbecause they are measured in their naturalunits. As such, the coefficients cannot be comparedwith one another to determine which one is moreinfluential in the model, because they can bemeasured on different scales.

    Coefficientsa

    10078.565 2312.771 4.358 .000

    688.939 91.433 .736 7.535 .000

    (Constant)

    Percent of Population

    25 years and Over

    with Bachelor's

    Degree or More,

    March 2000 estimates

    Model

    1

    B Std. Error

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig.

    Dependent Variable: Personal Income Per Capita, current dollars, 1999a.

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    Coefficients

    This chart looks at two variables and shows howthe different bases affect the B value. That is whyyou need to look at the standardized Beta to seethe differences.

    Coefficientsa

    13032.847 1902.700 6.850 .000

    517.628 78.613 .553 6.584 .000

    7.953 1.450 .461 5.486 .000

    (Constant)

    Percent of Population

    25 years and Over

    with Bachelor's

    Degree or More,

    March 2000 estimates

    Population Per

    Square Mile

    Model

    1

    B Std. Error

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig.

    Dependent Variable: Personal Income Per Capita, current dollars, 1999a.

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    Coefficients

    Beta - The are the standardized coefficients.

    These are the coefficients that you would obtain if youstandardized all of the variables in the regression, includingthe dependent and all of the independent variables, and ranthe regression.

    By standardizing the variables before running the regression,you have put all of the variables on the same scale, and youcan compare the magnitude of the coefficients to see whichone has more of an effect.

    You will also notice that the larger betas are associated with

    the larger t-values.

    Coefficientsa

    10078.565 2312.771 4.358 .000

    688.939 91.433 .736 7.535 .000

    (Constant)

    Percent of Population

    25 years and Over

    with Bachelor's

    Degree or More,

    March 2000 estimates

    Model1

    B Std. Error

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig.

    Dependent Variable: Personal Income Per Capita, current dollars, 1999a.

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    The Basic Regression Model

    Simple Linear RegressionY = a + bX

    Multiple Linear Regression

    Y = a + b1X1 + b2X2 +b3X3 +

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    Model Summary

    .849a .721 .709 2177.791

    Model

    1

    R R Square

    Adjusted

    R Square

    Std. Error of

    the Estimate

    Predictors: (Constant), Population Per Square Mi le,

    Percent of Population 25 years and Over with

    Bachelor's Degree or More, March 2000 estimates

    a.

    ANOVAb

    5.75E+08 2 287614518.2 60.643 .000a

    2.23E+08 47 4742775.141

    7.98E+08 49

    Regression

    Residual

    Total

    Model

    1

    Sum of

    Squares df Mean Square F Sig.

    Predictors: (Constant), Population Per Square Mil e, Percent of Population 25 years

    and Over with Bachelor's Degree or More, March 2000 estimates

    a.

    Dependent Variable: Personal Income Per Capi ta, current dollars, 1999b.

    Multiple

    Regression

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    Coefficientsa

    13032.847 1902.700 6.850 .000

    517.628 78.613 .553 6.584 .000

    7.953 1.450 .461 5.486 .000

    (Constant)

    Percent of Population

    25 years and Over

    with Bachelor's

    Degree or More,

    March 2000 estimates

    Population Per

    Square Mile

    Model

    1

    B Std. Error

    Unstandardized

    Coefficients

    Beta

    Standardized

    Coefficients

    t Sig.

    Dependent Variable: Personal Income Per Capita, current dollars, 1999a.

    Multiple

    Regression

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    1.00.80.60.40.20.0

    Observed Cum Prob

    1.0

    0.8

    0.6

    0.4

    0.2

    0.0

    Ex

    pectedCumP

    rob

    Normal P-P Plot of Regression Standardized Residual

    Dependent Variable: Jumlah Penjualan

    T

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    Tugas

    Pilih salah satu kasus pada bidang

    apa saja yang dapat analisis denganRegresi Berganda

    Olah Data anda menggunakan salahsatu perangkat lunak yang sesuai.

    Maknai hasil pengolahan data

    tersebut.