Re: QUERY on multiple linear regression: predicted values show much

2002-01-24 Thread jim clark
Hi On Thu, 24 Jan 2002, Rich Ulrich wrote: > On 24 Jan 2002 07:09:23 -0800, [EMAIL PROTECTED] (Rich Einsporn) > wrote: > > Jim Clark gave a fine answer to the question posed by Sangdon Lee. > > However, I am curious about the correlation and R-square figures given by > > Sangdon. Apparently, th

Re: QUERY on multiple linear regression: predicted values show much smaller ranges

2002-01-24 Thread Rich Ulrich
On 24 Jan 2002 07:09:23 -0800, [EMAIL PROTECTED] (Rich Einsporn) wrote: > Jim Clark gave a fine answer to the question posed by Sangdon Lee. > However, I am curious about the correlation and R-square figures given by > Sangdon. Apparently, the R-squares for the simple linear regressions on > X1

Re: QUERY on multiple linear regression: predicted values show much smaller ranges

2002-01-24 Thread E. Jacquelin Dietz
There is an interesting article called "Sometimes R^2 > r^2_{yx1} + r^2_{yx2}: Correlated Variables Are Not Always Redundant" by David Hamilton in The American Statistician, May 1987, 41(2), pp. 129-134. The paper gives an example in which there is little correlation between y and either x1 or x2

Re: QUERY on multiple linear regression: predicted values show much smaller ranges

2002-01-24 Thread Rich Einsporn
Jim Clark gave a fine answer to the question posed by Sangdon Lee. However, I am curious about the correlation and R-square figures given by Sangdon. Apparently, the R-squares for the simple linear regressions on X1 and X2 are (-.2)^2 = .04 and (.3)^2 = .09, but Sangdon says that the R-sq for the

Re: QUERY on multiple linear regression: predicted values show much

2002-01-23 Thread jim clark
Hi On 23 Jan 2002, Sangdon Lee wrote: > I have one Y and two Xs (X1 and X2), and am trying to perform multiple > linear regression. All Xs and Y variables are standardized (zero mean > and unit variance). X1 and X2 are moderately correlated (r=0.6) and > the correlation of X1 and X2 to Y is -0.

QUERY on multiple linear regression: predicted values show much smaller ranges

2002-01-23 Thread Sangdon Lee
Greetings! I have one Y and two Xs (X1 and X2), and am trying to perform multiple linear regression. All Xs and Y variables are standardized (zero mean and unit variance). X1 and X2 are moderately correlated (r=0.6) and the correlation of X1 and X2 to Y is -0.2 and 0.3, respectively. ANOVA sho