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Chapter 15: Multivariate Regression

Chapter 15: Multivariate Regression

pp. 299-324

Authors

, Texas Tech University
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Extract

The chapter begins with an applied example describing the limitations of bivariate regression and the need to include multiple independent variables in a regression model to explain the dependent variable.The logic of multivariate regression is discussed as it compares to bivariate regression.Running a multivariate regression in the R Commander and interpretation of the results are the main foci of the chapter, with particular attention to the beta coefficients, y-intercept, and adjusted R-squared.Generating the multivariate regression equation from the R Commander output is covered, along with engaging in prediction using this equation.Finally, interpretation of dummy independent variables in a multivariate regression is covered.

Keywords

  • multivariate regression
  • beta coefficients
  • y-intercept
  • adjusted R-Squared
  • statistical significance
  • prediction
  • dummy variable regression

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