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If you are not familiar with Bivariate Regression or standard Multiple Regression, then I strongly recommend returning to those previous tutorials and reviewing them prior to reviewing this tutorial.

Multiple Linear Regression while evaluating the influence of a covariate.

Multiple regression simply refers to a regression model with multiple predictor variables. Multiple regression, like any regression analysis, can have a couple of different purposes. Regression can be used for prediction or determining variable importance, meaning how are two or more variables related in the context of a model. There are a vast number of types and ways to conduct regression. This tutorial will focus exclusively on ordinary least squares (OLS) linear regression. As with many of the tutorials on this web site, this page should not be considered a replacement for a good textbook, such as:

Pedhazur, E. J. (1997). Multiple regression in behavioral research: Explanation and prediction (3rd ed.). New York: Harcourt Brace.

For the duration of this tutorial, we will be using RegData001.sav

Standard Multiple Regression. Standard multiple regression is perhaps one of the most popular statistical analysis. It is extremely flexible and allows the researcher to investigate multiple variable relationships in a single analysis context. The general interpretation of multiple regression involves: (1) whether or not the regression model is meaningful, (2) which variables contribute meaningfully to the model. The first part is concerned with model summary statistics (given the assumptions are met), and the second part is concerned with evaluating the predictor variables (e.g. their coefficients).

Assumptions: Please notice the mention of assumptions above. Regression also likely has the distinction of being the most frequently abused statistical analysis, meaning it is often used incorrectly. There are many assumptions of multiple regression analysis. It is strongly urged that one consult a good textbook to review all the assumptions of regression, such as Pedhazur (1997). However, some of the more frequently violated assumptions will be reviewed here briefly. First, multiple regression works best under the condition of proper model specification; essentially, you should have all the important variables in the model and no un-important variables in the model. Literature reviews on the theory and variables of interest pay big dividends when conducting regression. Second, regression works best when there is a lack of multicollinearity. Multicollinearity is a big fancy word for: your predictor variables are too strongly related, which degrades regression's ability to discern which variables are important to the model. Third, regression is designed to work best with linear relationships. There are types of regression specifically designed to deal with non-linear relationships (e.g. exponential, cubic, quadratic, etc.); but standard multiple regression using ordinary least squares works best with linear relationships. Fourth, regression is designed to work with continuous or nearly continuous data. This one causes a great deal of confusion, because 'nearly continuous' is a subjective judgment. A 9-point Likert response scale item is NOT a continuous, or even nearly continuous, variable. Again, there are special types of regression to deal with different types of data, for example, ordinal regression for dealing with an ordinal outcome variable, logistic regression for dealing with a binary dichotomous outcome, multinomial logistic regression for dealing with a polytomous outcome variable, etc. Furthermore, if you have one or more categorical predictor variables, you cannot simply enter them into the model. Categorical predictors need to be coded using special strategies in order to be included into a regression model and produce meaningful interpretive output. The use of dummy coding, effects coding, orthogonal coding, or criterion coding is appropriate for entering a categorical predictor variable into a standard regression model. Again, a good textbook will review each of these strategies--as each one lends itself to particular purposes. Fifth, regression works best when outliers are not present. Outliers can be very influential to correlation and therefore, regression. Thorough initial data analysis should be used to review the data, identify outliers (both univariate and multivariate), and take appropriate action. A single, severe outlier can wreak havoc in a multiple regression analysis; as an esteemed colleague is fond of saying...know thy data!

Covariates in Regression. Introducing a covariate to a multiple regression model is very similar to conducting sequential multiple regression (sometimes called hierarchical multiple regression). In each of these situations, blocks are used to enter specific variables (be they predictors or covariates) into the model in chunks. The use of blocks allows us to isolate the effects of these specific variables in terms of both the predictive model and the relative contribution of variables in each block. Multiple variables (be they covariates or predictors) can be entered in each block. The order of entry of each block is left to the discretion of the research; some prefer to enter the covariate(s) block first, then the predictor(s) block; while others enter the predictor(s) block then the covariate(s) block. The results would be the same in terms of R change. However, the use of blocks in sequential/hierarchical regression and the use of blocks in evaluating a covariate or covariates is NOT the same as stepwise regression. Stepwise regression will not be discussed in this tutorial. 

To conduct a standard multiple regression with the evaluation of a covariate, start by clicking on Analyze, Regression, Linear...

First, highlight the y variable and use the top arrow button to move it to the Dependent: box. Next, highlight the covariate (c1) and use the second arrow button to move it to the Independent(s): box. Then, click the Next button (marked with a red ellipse here). That was our first block. Next, highlight all three predictor variables (x1, x2, x3) and use the second arrow button to move them to the Independent(s): box. Notice, we now have two blocks specified. Now click on the Statistics... button.


Next, select Estimates (default), Confidence intervals, Model fit (default), R square change, Descriptives,  and Part and partial correlations. Then, click the Continue button.

Next, click on the Plots... button. Then, highlight *ZRESID and use the top arrow button to move it to the Y: box. Then, highlight *ZPRED and use the bottom arrow button to move it to the X: box. Then click the Next button (marked here with a red ellipse). Then select Histogram and Normal probability plot. Then click the Continue button.


We could then click on the Save button and select one of the distance metrics to allow us to evaluate outliers as was done in the previous tutorial. However, we will skip that step here to save space. Next, click the OK button to conduct the regression analysis. The output should be similar to that displayed below.

The first two tables are self-explanatory provide straight-forward descriptive statistics for each variable in our models. The second table, Variables Entered/Removed, displays which variables were in which model; here the use of the word model is synonymous with the word block. In the first block/model, the only independent variable entered was c1 (the covariate). In the second block/model, x1, x2, and x3 were entered (and c1 was not removed).

The next table, Model Summary, provides the usual multiple correlation coefficient (R), R, adj.R, and standard error for each model. The table also displays a few new statistics which were not used in previous tutorials. The R change shows how much R changed (first from zero to model 1, then from model 1 to model 2). Then, F statistics with degrees of freedom and associated p-values are given for each change in R to determine if the change was significantly different from zero. The table shows that for this example, the majority of influence is held by the predictors, not the covariate--although the covariate by itself does contribute what may be a meaningful amount (prior literature should inform interpretation). It is important to realize that because we entered the covariate first in its own model and did not remove it, the second model and subsequent R are cumulative. In other words, it would be incorrect to suggest that model 2 includes just the 3 predictors and accounts for 95.5 % of the variance in the outcome variable (using adj.R). It would be appropriate to suggest that model 2, which includes all 3 predictors and the covariate, accounts for 95.5 % of the variance in the outcome variable (using adj.R). It would also be appropriate to suggest there was a significant increase in R from block 1 to block 2 such that the combination of the three predictors and the covariate seem to account for a meaningful share of the variance in the outcome variable.

The ANOVA table displays the test of each model's R to determine if it is significantly different from zero. Essentially, if a model is significant, then we are accounting for significantly more than 0% of the variance in the outcome with that model's independent variables (be they predictors or covariates).

Next, we have the Coefficients table which shows the unstandardized and standardized coefficients necessary for constructing a predictive regression equation in unstandardized or standardized form. We can also use the information in this table to get some idea of variable importance. So, for instance, in the first model where the covariate (c1) is the only independent; we know the Beta (β) coefficient is simply the correlation between the covariate and the outcome (because model 1 is simply a bivariate regression). Furthermore, if we square that standardized coefficient, then we get the squared multiple correlation from the model summary table above (.394 = R = .155) which means the covariate explains 15.5% of the variance in the outcome. So, we know each Beta is simply a correlation coefficient between a predictor (or covariate) and the outcome. However, Beta coefficients in model 2 are interpreted slightly differently. For instance, we could say that the x1 variable accounts for 35.5% of the variance in the outcome variable after controlling for the covariate (c1). The x1 Beta (β = .596) can be squared to give us the percentage (.596 = .355). These standardized coefficients (Beta or β) represent slopes, or rise over run, in a standardized linear regression equation. So, the larger the Beta, the more influential the variable it is associated with, if multicollinearity is not present. The greater the multicollinearity, less reliable the Beta coefficients will be at indicating variable importance. Essentially, if your predictors and/or covariates are strongly related, then you can not rely on the Beta coefficients as indicators of variable importance.


Next, we have the Excluded Variables table which shows which variables were excluded from each model. Next, we have the Residuals Statistics table which reports descriptive statistics for the predicted and residual values.

 Finally, we have our histogram of standardized residuals, which we expect to be centered on zero; and our Normal P-P Plot where we hope to see the expected standardized residuals and the observed standardized residuals closely following the reference line.

Keep in mind the distinction between a covariate and a predictor is often simply a matter of semantics. It may be the case that socio-demographic variables (i.e. age, income, etc.) are influential predictors in one study, where in another they are considered covariates or confounds in comparison to predictors of interest (i.e. standardized measures of intelligence, depression inventories, body mass index, etc.). In either case, the phrase sequential or hierarchical regression may be used to describe the procedure of using blocks to distinguish between one group of predictors (i.e. socio-demographic variables) and another group of predictors (i.e. measures of intelligence).



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Allison, P. D. (1999). Multiple regression. Thousand Oaks, CA: Pine Forge Press.

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Tabachnick, B. G., & Fidell, L. S.  (2001). Using Multivariate Statistics. Fourth Edition. Boston: Allyn and Bacon.


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Last updated: 01/21/14 by Jon Starkweather.

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