coefficients

Simple regression predicts Y from one X.
But in real life, outcomes often depend on several variables — or may not be linear.

This chapter introduces multiple regression and logistic regression.

Multiple Regression

Formula:

$$\hat{Y} = a + b_1X_1 + b_2X_2 + \dots + b_kX_k$$

In words:
$$\text{Predicted Y} = \text{intercept} + (b_1 \times X_1) + (b_2 \times X_2) + \dots$$

Where:

• $$X_1, X_2, \dots X_k$$ = predictors
• $$b_1, b_2, \dots b_k$$ = slopes (weights for each predictor)

Example: Predicting college GPA from:

• High school GPA ($$X_1$$)
• Study hours ($$X_2$$)

Equation:
$$\hat{Y} = 1.0 + 0.5X_1 + 0.1X_2$$

Interpretation:

• For each 1-point increase in HS GPA, college GPA rises 0.5.
• For each extra study hour, GPA rises 0.1.

Coefficient of Determination

In multiple regression, $$R^2$$ tells us the proportion of variance explained by all predictors together.

Example: $$R^2 = 0.65$$ → predictors explain 65% of the outcome’s variability.

Logistic Regression

What if the outcome is yes/no (categorical)?
Example: Will a student pass or fail?

We use logistic regression.

Formula:

$$P(Y=1) = \frac{1}{1 + e^{-(a + bX)}}$$

In words:
$$\text{Probability of success} = \frac{1}{1 + e^{-(\text{intercept} + \text{slope} \times X)}}$$

Output: probability between 0 and 1.

Example: Predicting pass/fail from study hours.

• Equation: $$P = \frac{1}{1 + e^{-( -2 + 0.5X )}}$$
• If X = 6 hours: $$P = \frac{1}{1 + e^{-1}} = 0.73$$
• About 73% chance of passing.

Visuals

Figure 17.1 — Multiple regression plane: Y predicted from two predictors.

Figure 17.2 — Logistic regression curve: probability vs. study hours.

Why This Matters

• Multiple regression = prediction with many factors
• Logistic regression = prediction when the outcome is categorical
• $$R^2$$ = strength of prediction

These methods expand the power of regression beyond a straight line, preparing for modern predictive modeling.

Practice self-test quiz

In the space below, please find practice problems and self-test quizzes. For full access, please signup free.