psych (version 1.0-33)

mat.regress: Multiple Regression from matrix input

Description

This function extracts subsets of variables (x and y) from a correlation matrix (m) and then find the multiple correlation and beta weights of the (x) set predicting each member of the (y) set.

Usage

mat.regress(m, x, y,digits=2)

Arguments

m

a matrix of correlations

x

the column numbers of the x set (e.g., c(1,3,5)

y

the column numbers of the y set (e.g., c(2,4,6)

digits

round the answer to digits

Value

• beta
  the beta weights for each variable in X for each variable in Y
• R
  The multiple R for each equation (the amount of change a unit in the predictor set leads to in the criterion set).
• R2
  The multiple R2 (% variance acounted for) for each equation

Details

Although it is more common to calculate multiple regression from raw data, it is, of course, possible to do so from a set of correlations. The input to the function is a square covariance or correlation matrix, as well as the column numbers of the x (predictor) and y (criterion) variables. The output is a set of multiple correlations, one for each dependent variable in the y set. A typical use in the SAPA project is to form item composites by clustering or factoring (see ICLUST, principal), extract the clusters from these results (factor2cluster), and then form the composite correlation matrix using cluster.cor. The variables in this reduced matrix may then be used in multiple R procedures using mat.regress.

Although the overall matrix can have missing correlations, the correlations in the subset of the matrix used for prediction must exist.

See Also

cluster.cor, factor2cluster,principal,ICLUST

Examples

test.data <- Harman74.cor$cov     #24 mental variables
#choose 3 of them to regress against another 4 -- arbitrary choice of variables
print(mat.regress(test.data,c(1,2,3),c(4,5,10,12)),digits=2)
#gives this output
#print(mat.regress(test.data,c(1,2,3),c(4,5,10,12)),digits=2)
#$beta
#                 Flags GeneralInformation Addition CountingDots
#VisualPerception  0.40               0.22     0.16         0.30
#Cubes             0.06               0.18     0.06         0.05
#PaperFormBoard    0.12               0.10    -0.16         0.00
#
#$R
#             Flags GeneralInformation           Addition       CountingDots 
#             0.49               0.38               0.18               0.32 
#
#$R2
#             Flags GeneralInformation           Addition       CountingDots 
#              0.24               0.15               0.03               0.10 
#
#