On Thu, 31 Jul 2003 16:59:36 +0200, agentsmart <[EMAIL PROTECTED]> wrote: > [ snip... down to, univariate tests ] > > Y-X1 Y-X2 Y-X3 Y-X4 > r ,50 -,35 ,01 -,27 > p ,005 ,061 ,951 ,156 > [ ... to multiple regression ] > > dependent var: Y > independent: X1, X2, X3, X4 > > Adj. R2 = 0,37 > p=0,003 > > intercept: B=97,5 ; p=0,000 > > X1 X2 X3 X4 > beta ,29 -,36 ,83 -,70 > p ,09 ,051 ,011 ,034 > > > my conclusions: > - there is a significant dependance between Y and X3 and X4 > - there is no dependance between Y and X1, X2 >
Gus offered some corrections to language. Here is some more stuff that is not said quite-right. The multiple regression shows that -- 'The near-significant relation of X2 is practically unchanged; the apparent effect for X1 is reduced by half, so that its partial contribution no longer meets an arbitrary test criterion of p < 0.05. 'The beta coefficients for X3 and X4 are newly significant. Also, they are large and in the opposite directions -- that is a pretty robust indication that what counts for prediction, coming from them, is some measure of the *difference* between the two.' Gus gave a logical example. I am emphasizing that the large standardized betas are a diagnostic clue, always, that a difference probably matters most. One proper step in model building, if it makes sense, is to compute the 'difference' (left leg minus right; or longer leg minus shorter?) and use that in the prediction instead. - When I see two variables that are *very* highly correlated, I automatically consider whether I should use just one variable; or replace the two with a sum-and-difference to represent the 2 degrees of freedom. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html "Taxes are the price we pay for civilization." Justice Holmes. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
