Introduction to the General Linear Model (GLM)

Post on 21-Jan-2016

51 views 0 download

Tags:

description

Introduction to the General Linear Model (GLM). 1 quantitative variable & 1 2-group variable 1a  main effects model with no interaction 1b  interaction model 1 quantitative variable & 1 3-group variable 2a  main effects model with no interaction 2b  interaction model. - PowerPoint PPT Presentation

Transcript of Introduction to the General Linear Model (GLM)

Introduction to the General Linear Model (GLM)

1 quantitative variable & 1 2-group variable 1a main effects model with no interaction 1b interaction model

1 quantitative variable & 1 3-group variable 2a main effects model with no interaction 2b interaction model

There are two important variations of each of these models

1. Main effects model

• Centered or coded terms for each variable

• No interaction – assumes regression slope homogeneity

• b-weights for binary & quant variables each represent main effect of that variable

2. Interaction model

• Centered or coded terms for each variable

• Term for interaction - does not assume reg slp homogen !!

• b-weights for binary & quant variables each represent the simple effect of that variable when the other variable = 0

• b-weight for the interaction term represented how the simple effect of one variable changes with changes in the value of the other variable (e.g., the extent and direction of the interaction)

#1a centered quant variable & dummy coded 2-grp variable

y’ = b0 + b1x + b2z

“X” is a centered quantitative variable

X X – Xmean

“Z” is a dummy-coded 2-group variable (Cz = 0 & Tx = 1)

Z Tz = 1 Cz = 0

#1a centered quant variable & dummy coded 2-grp variable

y’ = b0 + b1x + b2z

b0 mean of those in Cz with X=0 (mean)

b1 slope of Y-X regression line for Cz (=0)- slope same for both groups no interaction

b2 group difference for X=mean (=0) - group different same for all values of X no interaction

0 1

0

20

30

4

0

50

60

y’ = b0 + b1X + b2Z

Cz

Tz

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

Z-lines have same slp(no interaction)

20 5 10

#1a quantitative (Xcen) & 2-group (Tz=1 Cz=0)

#1b centered quant var, dummy coded 2-group var & their product term/interaction

y’ = b0 + b1x + b2z + b3xz

“X” is a centered quantitative variable

X X – Xmean

“Z” is a dummy-coded 2-group variable

Z Tz = 1 Cz = 0

“XZ” represents the interaction of “X” and “Z”

XZ X * Z

#1b centered quant var, dummy coded 2-group var & their product term/interaction

y’ = b0 + b1x + b2z + b3xz

b0 mean of those in Cz with X= 0 (mean)

b1 slope of Y-X regression line for Cz (=0)*

b2 group difference for X=0 (mean)*

b3 how slope of y-x reg line for Tz (=1) differs from slope of y-x reg line for Cz (=0)

* Because the interaction is included, slopes may be different for different grps * Because the interaction is included, group differences may be different for

different X values

0 1

0

20

30

4

0

50

60

Cz

Tz

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

30 -5 15 15

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

0 1

0

20

30

4

0

50

60

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b1 = slp of Cz line

b2 = htdif Cz & Tz

b3 = slpdif Cz & Tz

y’ = b0 + b1X + b2Z + b3XZ

#1b quantitative (X) & 2-group (Tz Cz) predictors w/ interaction

#2a centered quant var & dummy coded 3-grp var

y’ = b0 + b1x + b2z1 + b3z2

“X” is centered quantitative variable

X X – Xmean

“Z1” & “Z2” are dummy-codes for the 3-group variable

Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1 = 0 Tz2 = 1 Cz = 0

#2a centered quant var & dummy coded 3-grp var

y’ = b0 + b1x + b2z1 + b3z2

b0 mean of those in Cz with X=0 (mean)

b1 slope of Y-X regression line for Cz (=0)- slope same for all groups no interaction

b2 Tz1 - Cz difference for X=mean (=0) - group different same for all values of X no interaction

b3 Tz2 - Cz difference for X=mean (=0) - group different same for all values of X no interaction

0 1

0

20

30

40

5

0

60

Cz

Tz2

Tz1

-2 -1 0 1 2 X

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

y’ = b0 + b1X + b2Z1 + b3Z2

Z-lines have same slp(no interaction)

35 -155 5

#2a quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

#2b centered quant var, dummy coded 3-group var & their product terms/interaction

y’ = b0 + b1x + b2z1 + b3z2 + b4xz1 + b5xz2

“X” is centered quantitative variableX X – Xmean

“Z1” & “Z2” are dummy-codes for the 3-group variable

Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1 = 0 Tz2 = 1 Cz = 0

“XZ1” & “XZ2” represent the interaction of “X” and “Z” XZ1 X * Z1

XZ2 X * Z2

#2b centered quant var, dummy coded 3-group var & their product terms/interaction

y’ = b0 + b1x + b2z1 + b3z2 + b4xz1 + b5xz2

b0 mean of those in Cz with X= 0 (mean)

b1 slope of Y-X regression line for Cz

b2 Tz1 - Cz difference for X=0 (mean)*

b3 Tz2 - Cz difference for X=0 (mean)*

b4 how slope of y-x reg line for Tz1 differs from slope of y-x reg line for Cz *b4 how slope of y-x reg line for Tz2 differs from slope of y-x reg line for Cz *

*Because the interaction is included, group differences may be different for different X values

* Because the interaction is included, slopes may be different for different grps

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

CxTx1

Tx2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

30 5 15 5 2 -8

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2

0 1

0 2

0 3

0

40

50

60

y’ = b0 + b1Xcen + b2Z1 + b3Z2 + b4XZ1 + b5XZ2

-2 -1 0 1 2 Xcen

b0 = ht of Cz line

b2 = htdif Cz & Tz1

b3 = htdif Cz & Tz2

b1 = slp of Cz line

b4 = slpdif Cz & Tz1

b5 = slpdif Cz & Tz2

#2b quantitative (Xcen) & 3-group Z1 Tz1 = 1 Tz2 = 0 Cz = 0

Z2 Tz1=0 Tz2 = 1 Cz = 0

and interactions XZ1 = X*Z1 XZ2 = X*Z2