Chapter 5 Multiple correlation and multiple （第五章多重相关性和多重）.pdf

Chapter 5 Multiple correlation and multiple regression The previous chapter considered how to determine the relationship between two variables and how to predict one from the other. The general solution was to consider the ratio of the covariance between two variables to the variance of the predictor variable (regression) or the ratio of the covariance to the square root of the product the variances (correlation). This solution may be generalized to the problem of how to predict a single variable from the weighted linear sum of multiple variables (multiple regression) or to measure the strength of this relationship (multiple correlation). As part of the problem of finding the weights, the concepts of partial covariance and partial correlation will be introduced. To do all of this will require finding the variance of a composite score, and the covariance of this composite with another score, which might itself be a composite. Much of psychometric theory is merely an extension, an elaboration, or a generalization of these concepts. Almost all tests are composites of items or subtests. An understanding how to decompose test variance into its component parts, and conversely, an understanding how to analyze tests as composites of items, allows us to analyze the meaning of tests. But tests are not merely composites of items. Tests relate to other tests. A deep appreciation of the basic Pearson correlation coefficient facilitates an understanding of its generalization to multiple and partial correlation, to factor analysis, and to questions of validity. 5.1 The variance of composites If x1 and x2 are vectors of N observations centered around their mean (that is, deviation scores) their variances are V = ∑x2 /(N − 1) and V = ∑x2 /(N − 1), or, in matrix terms x 1 i1 x2 i2