MULTIPLE REGRESSION

Asumsi
Linearity Constant variance of the error term

(homoscedasticity) Independence of the error term Normality of the error term distribution

Linearity
Graph > Chart Builder
Select Scatter/Dot and

choose Simple Scatter, drag to preview Select Y and x variable, drag to preview Click OK

Linearity
Output (double-click) > Chart Editor

Click the Add fit line at

Total

Linearity
Conslusion
Show linearity

Alternative:
Minitab: Scatterplot

Running the Analysis: Analyze > Regression > Linear

Select Dependent and Independent variables

Running the Analysis (2)

Plots > Select *SDRESID as Y and *ZPRED

as X > Select Histogram and Normal Probability Plot > Continue

Running the Analysis (3)

Save > Select

Standardized in Predicted Values and Residuals > Select Cooks and Leverage values in Distances > Continue

Model Summary

R = correlation coefficient R2 = coefficient of determination (% of total variation of Y explained by Xs) Standard Error of Estimate = square root of the sum of the squared errors divided by the d.o.f. estimate of the standard deviation of the actual dependent values around the regression line

Regression Coefficient
Coefficientsa Unstandardized Coefficients B Std. Error .770 .008 .060 .084 .084 .008 .008 .008 Standardized Coefficients Beta .385 .541 .545 Correlations Partial .601 .727 .729 Collinearity Statistics Tolerance VIF 1.000 1.000 1.000 1.000 1.000 1.000 Model 1 (Constant) BART factor score 1 for analysis 1 BART factor score 2 for analysis 1 BART factor score 3 for analysis 1 t 95.517 7.375 10.360 10.434 Sig. .000 .000 .000 .000 Zero-order .385 .541 .545 Part .385 .541 .545

a. Dependent Variable: HDI

HDI = 0.770 + 0.060factor1 + 0.084factor 2 + 0.084 factor 3 Standard error of the coefficient:

SE of estimate of coefficients B / Std. Error = t Sig. < 0.05 every factor of the model is considered significant Partial Correlations high factors are strongly affects the HDI

Outlier

Normality Assumption
SPSS

Normality Assumption
Minitab: Normal Probability Plot & Histogram
Residual Plots for HDI
Normal Probability Plot of the Residuals
99

Residuals Versus the Fitted Values

Standardized Residual

99.9

3.0 1.5 0.0 -1.5 -3.0 0.4 0.6 0.8 Fitted Value 1.0

Percent

90 50 10 1 0.1

-4

-2 0 2 Standardized Residual

Histogram of the Residuals

Standardized Residual

Residuals Versus the Order of the Data

3.0 1.5 0.0 -1.5 -3.0 1 10 20 30 40 50 60 70 Observation Order 80 90 100

30
Frequency

20 10 0

-3

-2

-1 0 1 Standardized Residual

Homoscedasticity Assumption
SPSS

Homoscedasticity Assumption
Minitab: Residual Versus the Fitted Values
Residual Plots for HDI
Normal Probability Plot of the Residuals
99

Residuals Versus the Fitted Values

Standardized Residual

99.9

3.0 1.5 0.0 -1.5 -3.0 0.4 0.6 0.8 Fitted Value 1.0

Percent

90 50 10 1 0.1

-4

-2 0 2 Standardized Residual

Histogram of the Residuals

Standardized Residual

Residuals Versus the Order of the Data

3.0 1.5 0.0 -1.5 -3.0 1 10 20 30 40 50 60 70 Observation Order 80 90 100

30
Frequency

20 10 0

-3

-2

-1 0 1 Standardized Residual

Independent
Minitab: Residuals Versus the Order of the

Data
Residual Plots for HDI
Normal Probability Plot of the Residuals
99

Residuals Versus the Fitted Values

Standardized Residual

99.9

3.0 1.5 0.0 -1.5 -3.0 0.4 0.6 0.8 Fitted Value 1.0

Percent

90 50 10 1 0.1

-4

-2 0 2 Standardized Residual

Histogram of the Residuals

Standardized Residual

Residuals Versus the Order of the Data

3.0 1.5 0.0 -1.5 -3.0 1 10 20 30 40 50 60 70 Observation Order 80 90 100

30
Frequency

20 10 0

-3

-2

-1 0 1 Standardized Residual

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Regression