Table of Contents
The null hypothesis for linear regression states that there is no significant relationship between the dependent and independent variables. This means that the changes in the independent variable do not have any effect on the dependent variable. The alternative hypothesis, on the other hand, suggests that there is a significant relationship between the variables, and the changes in the independent variable do have an effect on the dependent variable. In other words, the null hypothesis assumes that there is no effect, while the alternative hypothesis assumes that there is an effect. The aim of linear regression is to test the null hypothesis and determine whether there is enough evidence to reject it and accept the alternative hypothesis.
Understanding the Null Hypothesis for Linear Regression
Linear regression is a technique we can use to understand the relationship between one or more predictor variables and a .
If we only have one predictor variable and one response variable, we can use , which uses the following formula to estimate the relationship between the variables:
ŷ = β0 + β1x
where:
- ŷ: The estimated response value.
- β0: The average value of y when x is zero.
- β1: The average change in y associated with a one unit increase in x.
- x: The value of the predictor variable.
Simple linear regression uses the following null and alternative hypotheses:
- H0: β1 = 0
- HA: β1 ≠ 0
The null hypothesis states that the coefficient β1 is equal to zero. In other words, there is no statistically significant relationship between the predictor variable, x, and the response variable, y.
The alternative hypothesis states that β1 is not equal to zero. In other words, there is a statistically significant relationship between x and y.
If we have multiple predictor variables and one response variable, we can use , which uses the following formula to estimate the relationship between the variables:
ŷ = β0 + β1x1 + β2x2 + … + βkxk
where:
- ŷ: The estimated response value.
- β0: The average value of y when all predictor variables are equal to zero.
- βi: The average change in y associated with a one unit increase in xi.
- xi: The value of the predictor variable xi.
Multiple linear regression uses the following null and alternative hypotheses:
- H0: β1 = β2 = … = βk = 0
- HA: β1 = β2 = … = βk ≠ 0
The null hypothesis states that all coefficients in the model are equal to zero. In other words, none of the predictor variables have a statistically significant relationship with the response variable, y.
The alternative hypothesis states that not every coefficient is simultaneously equal to zero.
Example 1: Simple Linear Regression
Suppose a professor would like to use the number of hours studied to predict the exam score that students will receive in his class. He collects data for 20 students and fits a simple linear regression model.
The following screenshot shows the output of the regression model:
The fitted simple linear regression model is:
Exam Score = 67.1617 + 5.2503*(hours studied)
To determine if there is a statistically significant relationship between hours studied and exam score, we need to analyze the of the model and the corresponding p-value:
- Overall F-Value: 47.9952
- P-value: 0.000
Since this p-value is less than .05, we can reject the null hypothesis. In other words, there is a statistically significant relationship between hours studied and exam score received.
Example 2: Multiple Linear Regression
Suppose a professor would like to use the number of hours studied and the number of prep exams taken to predict the exam score that students will receive in his class. He collects data for 20 students and fits a multiple linear regression model.
The following screenshot shows the output of the regression model:
The fitted multiple linear regression model is:
Exam Score = 67.67 + 5.56*(hours studied) – 0.60*(prep exams taken)
To determine if there is a jointly statistically significant relationship between the two predictor variables and the response variable, we need to analyze the overall F value of the model and the corresponding p-value:
- Overall F-Value: 23.46
- P-value: 0.00
Since this p-value is less than .05, we can reject the null hypothesis. In other words, hours studied and prep exams taken have a jointly statistically significant relationship with exam score.
Note: Although the p-value for prep exams taken (p = 0.52) is not significant, prep exams combined with hours studied has a significant relationship with exam score.
Cite this article
stats writer (2024). What is the null hypothesis for linear regression and how does it relate to the alternative hypothesis?. PSYCHOLOGICAL SCALES. Retrieved from https://scales.arabpsychology.com/stats/what-is-the-null-hypothesis-for-linear-regression-and-how-does-it-relate-to-the-alternative-hypothesis/
stats writer. "What is the null hypothesis for linear regression and how does it relate to the alternative hypothesis?." PSYCHOLOGICAL SCALES, 30 Apr. 2024, https://scales.arabpsychology.com/stats/what-is-the-null-hypothesis-for-linear-regression-and-how-does-it-relate-to-the-alternative-hypothesis/.
stats writer. "What is the null hypothesis for linear regression and how does it relate to the alternative hypothesis?." PSYCHOLOGICAL SCALES, 2024. https://scales.arabpsychology.com/stats/what-is-the-null-hypothesis-for-linear-regression-and-how-does-it-relate-to-the-alternative-hypothesis/.
stats writer (2024) 'What is the null hypothesis for linear regression and how does it relate to the alternative hypothesis?', PSYCHOLOGICAL SCALES. Available at: https://scales.arabpsychology.com/stats/what-is-the-null-hypothesis-for-linear-regression-and-how-does-it-relate-to-the-alternative-hypothesis/.
[1] stats writer, "What is the null hypothesis for linear regression and how does it relate to the alternative hypothesis?," PSYCHOLOGICAL SCALES, vol. X, no. Y, ص Z-Z, April, 2024.
stats writer. What is the null hypothesis for linear regression and how does it relate to the alternative hypothesis?. PSYCHOLOGICAL SCALES. 2024;vol(issue):pages.