Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Multilinear Regression, test for Dependence?

  1. Jan 31, 2016 #1

    WWGD

    User Avatar
    Science Advisor
    Gold Member

    Hi All,
    Say we conduct a standard linear regression test of Y (dep) versus X (independent)

    Then there are tests to be made on whether there is a linear relationship between Y and X

    (with ##H_o ## being that m=0; m is the regression line slope versus ##H_A :m \neq 0 ##)

    Is there a similar test for multilinear regression, to determine linear dependence

    of Y versus ## X_1, X_2,..,X_n ## ?

    Thanks.
     
    Last edited: Jan 31, 2016
  2. jcsd
  3. Jan 31, 2016 #2

    fresh_42

    Staff: Mentor

  4. Jan 31, 2016 #3

    WWGD

    User Avatar
    Science Advisor
    Gold Member

    Danke.
     
  5. Jan 31, 2016 #4

    FactChecker

    User Avatar
    Science Advisor
    Gold Member

    Yes. There is a lot available for multiple linear regression. You can test if Y is statistically the entire set of independent variables. You can also use a "stepwise" linear regression algorithm that will only end up with a set / subset of independent variables that are statistically needed for the regression. The statistical software package R is free and has good regression algorithms. ( See stepAIC in http://www.statmethods.net/stats/regression.html ). The algorithm will give you p-values that tell you the statistical significance of the model and the individual variables.
     
  6. Jan 31, 2016 #5

    WWGD

    User Avatar
    Science Advisor
    Gold Member

    Thanks, do you think PCA would be in order here, to determine which of the ##X_i## have more weight in determining the value of ##Y##?
     
  7. Feb 1, 2016 #6

    FactChecker

    User Avatar
    Science Advisor
    Gold Member

    No. PCA has a different use. It tries to represent the spread of data the best using fewer dimensions. But it does not single out one variable, Y, to explain, estimate, or predict. In fact, it might give you a linear combination that is very bad at estimating Y. If you want to find the best model for estimating Y = f(X), f linear, then you should use linear regression.
     
  8. Feb 1, 2016 #7

    WWGD

    User Avatar
    Science Advisor
    Gold Member

    Sorry to bother, but I can't find the step AIC. Would you please help?
     
  9. Feb 1, 2016 #8

    FactChecker

    User Avatar
    Science Advisor
    Gold Member

    I have actually never used the R version. I assume it is available. Here is a link that makes me believe that: https://stat.ethz.ch/R-manual/R-devel/library/MASS/html/stepAIC.html . I might be wrong. You can Google "stepwise linear regression" for other sources that may be available to you (MATLAB, SAS, SPSS, EXCEL add-in, etc).
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook