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REGRESSION ANALYSIS 539 Box 24.32 Significance level in regression analysis ANOVA b Model Sum of squares df Mean square F Sig. 1 Regression 6988.208 1 6988.208 82.573 0.000 a Residual 4062.292 48 84.631 Total 11050.500 49 Chapter 24 a. Predictors: (Constant), Hours of study b. Dependent variable: Level of achievement Box 24.33 The beta coefficient in a regression analysis Coefficients a Unstandardized coefficients Standardized coefficients Model B SE Beta t Sig. 1 (Constant) 26.322 2.982 8.828 0.000 Hours of study 9.567 1.053 .795 9.087 0.000 a. Dependent variable: Level of achievement Box 24.33 also indicates that the results are highly statistically significant (the ‘Sig.’’ column (0.000) reports a significance level stronger than 0.001). Note also that Box 24.33 indicates a ‘constant’; this is an indication of where the line of best fit strikes the vertical axis, the intercept; the constant is sometimes taken out of any subsequent analyses. In reporting the example of regression one could use a form of words thus: ascattergraphoftheregressionofhoursofstudy on levels of achievement indicates a linear positive relationship between the two variables, with an adjusted R square of .625. A standardized beta coefficient of .795 is found for the variable ‘hours of study’, which is statistically significant (ρ

540 QUANTITATIVE DATA ANALYSIS of 110 and who studies for 30 hours per week. The formula becomes: Examination mark = (0.65 × 30) + (0.30 × 110) = 19.5 + 33 = 52.5 If the same student studies for 40 hours then the examination mark could be predicted to be: Examination mark = (0.65 × 40) + (0.30 × 110) = 26 + 33 = 59 This enables the researcher to see exactly the predicted effects of a particular independent variable on a dependent variable, when other independent variables are also present. In SPSS the constant is also calculated and this can be included in the analysis, to give the following, for example: Examination mark = constant + β study time +β intelligence Let us give an example with SPSS of more than two independent variables. Let us imagine that we wish to see how much improvement will be made to an examination mark by a given number of hours of study together with measured intelligence (for example, IQ) and level of interest in the subject studied. We know from the previous example that the Beta weighting (β) givesusan indication of how many standard deviation units will be changed in the dependent variable for each standard deviation unit of change in each of the independent variables. The equation is: Level of achievement in the examination = constant + β Hours of study + β IQ +β Level of interest in the subject. The constant is calculated automatically by SPSS. Each of the three independent variables – hours of study, IQ and level of interest in the subject – has its own Beta (β) weighting in relation to the dependent variable: level of achievement. If we calculate the multiple regression using SPSS we obtain the results (using fictitious data on 50 students) shown in Box 24.34. Box 24.34 AsummaryoftheR,RsquareandadjustedR square in multiple regression analysis Model summary Adjusted SE of the Model R R square R square estimate 1 0.988 a 0.977 0.975 2.032 a. Predictors: (Constant), Level ofinterestinthesubject, Intelligence, Hours of study The adjusted R square is very high indeed (0.975), indicating that 97.5 per cent of the variance in the dependent variable is explained by the independent variables (Box 24.34). Similarly the analysis of variance is highly statistically significant (0.000), indicating that the relationship between the independent and dependent variables is very strong (Box 24.35). The Beta (β) weighting of the three independent variables is given in the ‘Standardized Coefficients’ column (Box 24.36). The constant is given as 1.996. It is important to note here that the Beta weightings for the three independent variables are calculated relative to each other rather than independent of each other. Hence we can say that, relative to each other: The independent variable ‘hours of study’ has the strongest positive effect on the level of achievement (β = 0.920), and that this is statistically significant (the column ‘Sig.’ indicates that the level of significance, at 0.000, is stronger than 0.001). The independent variable ‘intelligence’ has a negative effect on the level of achievement (β =−0.062) but that this is not statistically significant (at 0.644, ρ>0.05). The independent variable ‘level of interest in the subject’ has a positive effect on the level of achievement (β = 0.131), but this is not statistically significant (at 0.395, ρ>0.05).

REGRESSION ANALYSIS 539<br />

Box 24.32<br />

Significance level in regression analysis<br />

ANOVA b<br />

Model Sum of squares df Mean square F Sig.<br />

1 Regression 6988.208 1 6988.208 82.573 0.000 a<br />

Residual 4062.292 48 84.631<br />

Total 11050.500 49<br />

Chapter 24<br />

a. Predictors: (Constant), Hours of study<br />

b. Dependent variable: Level of achievement<br />

Box 24.33<br />

The beta coefficient in a regression analysis<br />

Coefficients a<br />

Unstandardized coefficients<br />

Standardized coefficients<br />

Model B SE Beta t Sig.<br />

1 (Constant) 26.322 2.982 8.828 0.000<br />

Hours of study 9.567 1.053 .795 9.087 0.000<br />

a. Dependent variable: Level of achievement<br />

Box 24.33 also indicates that the results are<br />

highly statistically significant (the ‘Sig.’’ column<br />

(0.000) reports a significance level stronger than<br />

0.001). Note also that Box 24.33 indicates a ‘constant’;<br />

this is an indication of where the line of<br />

best fit strikes the vertical axis, the intercept; the<br />

constant is sometimes taken out of any subsequent<br />

analyses.<br />

In reporting the example of regression one could<br />

use a form of words thus:<br />

ascattergraphoftheregressionofhoursofstudy<br />

on levels of achievement indicates a linear positive<br />

relationship between the two variables, with an<br />

adjusted R square of .625. A standardized beta<br />

coefficient of .795 is found for the variable ‘hours of<br />

study’, which is statistically significant (ρ

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