Role of "R Squared Change" in Multiple Regression Analysis (MRA)

R.W. writes, "In the PowerPoint walk through for Research Design Forum #3 (RDF3), at the point of the MRA configuration, you did not specify to check the "R squared change" box. It shows the statistics in the next slide and references to it, but I am not sure if it is really needed to complete the assignment. I wanted to let you know in case there was any confusion for others when doing the discussion post."

You raise a good question. MRA is largely concerned with identifying the amount of explained variation in the dependent variable (Y) from the linear contributions of all independent and control variables selected for inclusion in the equation on a range from 0 to 100 percent. The statistic that reveals this explained variation is R-Squared (R2), i.e., the multiple correlation coefficient (R) squared. Your question centers on how the researcher wants those Xs and control variables introduced into the regression model - forward, backward, stepwise, forced entry as a block, etc. This decision will depend on what is hoped to be accomplished through the MRA by the researcher.

Often there is a theoretical interest in first introducing/regressing a key independent variable (X1) in the regression model, via the main hypothesis, and assessing the simple regression output (i.e., the beta, R and R2). Here, the identified beta (a regression coefficient) and R (a multiple correlation coefficient) both equal the Pearson’s r (a zero-order correlation coefficient) between that X1 and Y since there’s only one independent variable in the equation. As I mentioned above, R2 provides the amount of explained variation in Y from X1 on a range from 0 percent to 100 percent. Armed with this important bivariate statistical information, the researcher can then move to expand or elaborate on the hypothesized bivariate relationship by adding key independent and control variables that are theoretically relevant to the research and then selecting the R-Squared Change option. This procedure will allow the researcher to identify change in the original R2 (as well as X1’s beta) based on the linear contribution of variables added into the regression model when those additonal variables are held constant. Note that the significance of the total equation can only be found through the F statistic and its level of significance as measured by the p value (conventionally, p must be < .05).  The F statistic and its level of significance (via the p value) also appear in the regression output.

In short, to your question and the class assignment, all variables were “forced” into the equation at once using the default METHOD=ENTER option. In this case, Robert, there is no R Squared Change to be reported. If we ran a different MRA method, such as that described above, then the "R-Squared Change" option would be appropriate and highly useful.

I hope this helps!

Professor Ziner

SPSS/PASW 18 Core System and Statistics User’s Guides are Available to Download

There are many important reasons for obtaining a user’s guide for software packages. The least of which is to be able to identify and access each available software option and, once accessed, understand exactly how to “put it to use” in practice. This is especially true when opening the Statistical Package for the Social Sciences or SPSS (now rebranded by IBM as PASW).  SPSS helps researchers to address a series of unavoidable challenges when they conduct quantitative research (e.g., How to: build a versatile database, enter and define data, transform/recode variables, merge external data into an existing data set, run a series of statistical tests, generate tables and charts, develop reports, and so on). The problem is that student researchers often have both procedural and data analysis-oriented questions about SPSS that often occur outside of the time spent conducting in-class SPSS assignments.

To address this concern, the SPSS/PASW 18 Core System User's Guide and SPSS/PASW 18 Statistics Base User’s Guide are now available for you to download to your hard drive. The documents range from 3-5MB so be sure you have a little time to download them if your internet access is not high speed. There are two ways to access each user’s guide:

1. Locate “SPSS 18 User’s Guides” on the left side of Broken Pencils, right-click over the User's Guide of interest, click on SAVE TARGET AS and save it to the location of your choice (such as your hard drive or a flash drive).
2. Right-click on this link: SPSS 18 Core System User’s Guide, click on SAVE TARGET AS and save it to the location of your choice.
3. Right-click on this link: SPSS 18 Statistics Base User’s Guide, click on SAVE TARGET AS and save it to the location of your choice.

Once they're downloaded, be sure to put them in a location that is easily accessible. When you open a user's guide in Adobe Reader (i.e., in .pdf format), use the tree structure on the left side of the screen to scroll down to the procedure you want explained. Did you forget how to RECODE a variable into a new one?  Just open the SPSS/PASW 18 Core System User's Guide, scroll down to Data Transformations (CH8), click on the RECODE sections and apply the procedure to your current needs.

Note: I have also provided the SPSS/PASW 18 Brief Guide on this site's menu of SPSS user's guides. This document usually accompanies the SPSS Student Version of the software program so, while it is more limited in scope, it can provide you with quick answers to your SPSS-based research needs.

I hope these documents are helpful.

Professor Ziner