intercept in linear regression

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intercept in linear regression

xenia
hi all,
I have a question:
I'm running a linear regression and have the entries below for the x independent variable:
4032
3680
1317
869
510
249
0

and the respective entries for the y, the dependent variable as follows:
.69897
.69897
.95424
1.07918
1.04139
1.04139
1.07918

The intercept should be the last value for y, as this is where the regression line meets the y-axis. However, when I run the regression and look at the intercept in the Results output the intercept is 1.09636, instead of 1.07918. I.e. this is what I get from a simple linear regression with y dependent, x independent:

                                                              Coefficients(a)(,)(b)
                                       Unstan/zed Coef             Stand/zed Coeff Model                               B Std. Error         Beta            t         Sig.
1 (Constant)                    1.096 .020                        54.902       .000
              x                       .000 .000                -.980       -10.966 .000


Can anyone enlighten me as to why that would be?

Thank you
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Re: intercept in linear regression

Ware, William B
Your last data point is x = 0 and y = 1.07918.  However, the regression line does not necessarily go through a specific data point.  It does go through the mean on x and the mean on y.

wbw

William B. Ware, Ph.D.
McMichael Professor of Education 2011-2013
Educational Psychology, Measurement, and Evaluation
CB #3500 - 118 Peabody Hall
University of North Carolina at Chapel Hill
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Office: (919)-962-2511
Fax:    (919)-962-1533
Office:  118 Peabody Hall
EMAIL: [hidden email] <mailto:[hidden email]>
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Academy of Distinguished Teaching Scholars at UNC-Chapel Hill



-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of xenia
Sent: Monday, January 28, 2013 8:07 AM
To: [hidden email]
Subject: intercept in linear regression

hi all,
I have a question:
I'm running a linear regression and have the entries below for the x independent variable:
4032
3680
1317
869
510
249
0

and the respective entries for the y, the dependent variable as follows:
.69897
.69897
.95424
1.07918
1.04139
1.04139
1.07918

The intercept should be the last value for y, as this is where the regression line meets the y-axis. However, when I run the regression and look at the intercept in the Results output the intercept is 1.09636, instead of 1.07918. I.e. this is what I get from a simple linear regression with y dependent, x independent:

                                                              Coefficients(a)(,)(b)
                                       Unstan/zed Coef             Stand/zed Coeff Model
B       Std. Error               Beta               t            Sig.
1       (Constant)                          1.096       .020                                    54.902
.000
              x                              .000       .000                    -.980
-10.966 .000


Can anyone enlighten me as to why that would be?

Thank you




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Re: intercept in linear regression

MOram
In reply to this post by xenia
Hi Xenia,

The simple answer is that the intercept will not be the value of a data point when X=0. The regression line represents predicted values, not actual values. You can think of the regression as giving the expected value: the intecept is an estimate of the mean value when X=0, but you would expect some variablitiy about the mean. You observed value at X=0 can be thought of as a sample which happened to be a bit below the (predicted) mean. Similarly, your observed value when x=869 (1.07918) is slightly higher than the predicted mean.


-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of xenia
Sent: 28 January 2013 13:07
To: [hidden email]
Subject: intercept in linear regression

hi all,
I have a question:
I'm running a linear regression and have the entries below for the x independent variable:
4032
3680
1317
869
510
249
0

and the respective entries for the y, the dependent variable as follows:
.69897
.69897
.95424
1.07918
1.04139
1.04139
1.07918

The intercept should be the last value for y, as this is where the regression line meets the y-axis. However, when I run the regression and look at the intercept in the Results output the intercept is 1.09636, instead of 1.07918. I.e. this is what I get from a simple linear regression with y dependent, x independent:

                                                              Coefficients(a)(,)(b)
                                       Unstan/zed Coef             Stand/zed Coeff Model
B       Std. Error               Beta               t            Sig.
1       (Constant)                          1.096       .020                                    54.902
.000
              x                              .000       .000                    -.980
-10.966 .000


Can anyone enlighten me as to why that would be?

Thank you




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Re: intercept in linear regression

Art Kendall
In reply to this post by xenia
scatterplot your data.
then go to the output file  edit the graph and fit a line (linear)

GGRAPH
  /GRAPHDATASET NAME="graphdataset" VARIABLES=VAR00001[LEVEL=SCALE] VAR00002 MISSING=LISTWISE
    REPORTMISSING=NO
  /GRAPHSPEC SOURCE=INLINE.
BEGIN GPL
  SOURCE: s=userSource(id("graphdataset"))
  DATA: VAR00001=col(source(s), name("VAR00001"))
  DATA: VAR00002=col(source(s), name("VAR00002"))
  GUIDE: axis(dim(1), label("VAR00001"))
  GUIDE: axis(dim(2), label("VAR00002"))
  ELEMENT: point(position(VAR00001*VAR00002))
END GPL.

Art Kendall
Social Research Consultants
On 1/28/2013 8:06 AM, xenia wrote:
hi all,
I have a question:
I'm running a linear regression and have the entries below for the x
independent variable:
4032
3680
1317
869
510
249
0

and the respective entries for the y, the dependent variable as follows:
.69897
.69897
.95424
1.07918
1.04139
1.04139
1.07918

The intercept should be the last value for y, as this is where the
regression line meets the y-axis. However, when I run the regression and
look at the intercept in the Results output the intercept is 1.09636,
instead of 1.07918. I.e. this is what I get from a simple linear regression
with y dependent, x independent:

                                                              Coefficients(a)(,)(b)
                                       Unstan/zed Coef             Stand/zed Coeff Model
B       Std. Error               Beta               t            Sig.
1       (Constant)                          1.096       .020                                    54.902
.000
              x                              .000       .000                    -.980
-10.966 .000


Can anyone enlighten me as to why that would be?

Thank you




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command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
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===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
Art Kendall
Social Research Consultants
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Re: intercept in linear regression

xenia
How does that answer my question?  
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Re: intercept in linear regression

xenia
In reply to this post by MOram
Thank you for this,
I also found that if one goes to the Regression algorithms in SPSS help , there is a formula given for the calculation of the intercept:




On 28 January 2013 13:53, Michael Oram [via SPSSX Discussion] <[hidden email]> wrote:
Hi Xenia,

The simple answer is that the intercept will not be the value of a data point when X=0. The regression line represents predicted values, not actual values. You can think of the regression as giving the expected value: the intecept is an estimate of the mean value when X=0, but you would expect some variablitiy about the mean. You observed value at X=0 can be thought of as a sample which happened to be a bit below the (predicted) mean. Similarly, your observed value when x=869 (1.07918) is slightly higher than the predicted mean.


-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of xenia
Sent: 28 January 2013 13:07
To: [hidden email]
Subject: intercept in linear regression

hi all,
I have a question:
I'm running a linear regression and have the entries below for the x independent variable:
4032
3680
1317
869
510
249
0

and the respective entries for the y, the dependent variable as follows:
.69897
.69897
.95424
1.07918
1.04139
1.04139
1.07918

The intercept should be the last value for y, as this is where the regression line meets the y-axis. However, when I run the regression and look at the intercept in the Results output the intercept is 1.09636, instead of 1.07918. I.e. this is what I get from a simple linear regression with y dependent, x independent:

                                                              Coefficients(a)(,)(b)
                                       Unstan/zed Coef             Stand/zed Coeff Model
B       Std. Error               Beta               t            Sig.
1       (Constant)                          1.096       .020                                    54.902
.000
              x                              .000       .000                    -.980
-10.966 .000


Can anyone enlighten me as to why that would be?

Thank you




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Re: intercept in linear regression

Art Kendall
In reply to this post by xenia
eyeball  where the line hits the y axis
Art Kendall
Social Research Consultants
On 1/28/2013 9:14 AM, xenia wrote:
How does that answer my question?



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===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
Art Kendall
Social Research Consultants