I recently received a great question in a comment about whether the assumptions of normality, constant variance, and independence in linear models are about the errors, εi, or the response variable, Yi.
The asker had a situation where Y, the response, was not normally distributed, but the residuals were.
Quick Answer: It’s just the errors.
In fact, if you look at any (good) statistics textbook on linear models, you’ll see below the model, stating the assumptions: (more…)
A well-fitting regression model results in predicted values close to the observed data values. The mean model, which uses the mean for every predicted value, generally would be used if there were no useful predictor variables. The fit of a proposed regression model should therefore be better than the fit of the mean model. But how do you measure that model fit?
When is it important to use adjusted R-squared instead of R-squared?
R², the Coefficient of Determination, is one of the most useful and intuitive statistics we have in linear regression.
It tells you how well the model predicts the outcome and has some nice properties. But it also has one big drawback.
What are the assumptions of linear models? If you compare two lists of assumptions, most of the time they’re not the same.
(more…)
classes, and colleagues and journal reviews question your results because of it. But there are really only a few causes of multicollinearity. Let’s explore them.Multicollinearity is simply redundancy in the information contained in predictor variables. If the redundancy is moderate, (more…)Updated 8/18/2021
I recently was asked whether to report means from descriptive statistics or from the Estimated Marginal Means with SPSS GLM.
The short answer: Report the Estimated Marginal Means (almost always).
To understand why and the rare case it doesn’t matter, let’s dig in a bit with a longer answer.
First, a marginal mean is the mean response for each category of a factor, adjusted for any other variables in the model (more on this later).
Just about any time you include a factor in a linear model, you’ll want to report the mean for each group. The F test of the model in the ANOVA table will give you a p-value for the null hypothesis that those means are equal. And that’s important.
But you need to see the means and their standard errors to interpret the results. The difference in those means is what measures the effect of the factor. While that difference can also appear in the regression coefficients, looking at the means themselves give you a context and makes interpretation more straightforward. This is especially true if you have interactions in the model.
Let’s consider a few different models. In all of these, our factor of interest, X, is a categorical predictor for which we’re calculating Estimated Marginal Means. We’ll call it the Independent Variable (IV).
If you have just a single factor in the model (a one-way anova), marginal means and observed means will be the same.
Observed means are what you would get if you simply calculated the mean of Y for each group of X.
Likewise, if you have other factors in the model, if all those factors are balanced, the estimated marginal means will be the same as the observed means you got from descriptive statistics.
Now things change. The marginal mean for our IV is different from the observed mean. It’s the mean for each group of the IV, averaged across the groups for the other factor.
When you’re observing the category an individual is in, you will pretty much never get balanced data. Even when you’re doing random assignment, balanced groups can be hard to achieve.
In this situation, the observed means will be different than the marginal means. So report the marginal means. They better reflect the main effect of your IV—the effect of that IV, averaged across the groups of the other factor.
When you have a covariate in the model the estimated marginal means will be adjusted for the covariate. Again, they’ll differ from observed means.
It works a little bit differently than it does with a factor. For a covariate, the estimated marginal mean is the mean of Y for each group of the IV at one specific value of the covariate.
By default in most software, this one specific value is the mean of the covariate. Therefore, you interpret the estimated marginal means of your IV as the mean of each group at the mean of the covariate.
This, of course, is the reason for including the covariate in the model–you want to see if your factor still has an effect, beyond the effect of the covariate. You are interested in the adjusted effects in both the overall F-test and in the means.
If you just use observed means and there was any association between the covariate and your IV, some of that mean difference would be driven by the covariate.
For example, say your IV is the type of math curriculum taught to first graders. There are two types. And say your covariate is child’s age, which is related to the outcome: math score.
It turns out that curriculum A has slightly older kids and a higher mean math score than curriculum B. Observed means for each curriculum will not account for the fact that the kids who received that curriculum were a little older. Marginal means will give you the mean math score for each group at the same age. In essence, it sets Age at a constant value before calculating the mean for each curriculum. This gives you a fairer comparison between the two curricula.
But there is another advantage here. Although the default value of the covariate is its mean, you can change this default. This is especially helpful for interpreting interactions, where you can see the means for each group of the IV at both high and low values of the covariate.
In SPSS, you can change this default using syntax, but not through the menus.
For example, in this syntax, the EMMEANS statement reports the marginal means of Y at each level of the categorical variable X at the mean of the Covariate V.
UNIANOVA Y BY X WITH V
/INTERCEPT=INCLUDE
/EMMEANS=TABLES(X) WITH(V=MEAN)
/DESIGN=X V.
If instead, you wanted to evaluate the effect of X at a specific value of V, say 50, you can just change the EMMEANS statement to:
/EMMEANS=TABLES(X) WITH(V=50)
Another good reason to use syntax.