Skip to Main Content

Ordinary Least Squares Regression | Mplus Annotated Output

This page was created using Mplus 5.1.

Below is an example of ordinary least squares (OLS) regression with footnotes
explaining the output. To summarize the output, both predictors in this model, x1 and
x3,
are
significantly related to the outcome variable, y1.

Here is the same example illustrated in Mplus based on the ex3.1.dat data file.

TITLE:
  this is an example of a simple linear
  regression for a continuous observed
  dependent variable with two covariates
DATA:	
  FILE IS ex3.1.dat;
VARIABLE:	
  NAMES ARE y1 x1 x3;
MODEL:	
  y1 ON x1 x3;
  
  SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         500

Number of dependent variables                                    1
Number of independent variables                                  2
Number of continuous latent variables                            0

<output omitted>


TESTS OF MODEL FIT

Chi-Square Test of Model Fita

          Value                              0.000
          Degrees of Freedom                     0
          P-Value                           0.0000

Chi-Square Test of Model Fit for the Baseline Modelb

          Value                            469.585
          Degrees of Freedom                     2
          P-Value                           0.0000

CFI/TLIa

          CFI                                1.000
          TLI                                1.000

Loglikelihoodc

          H0 Value                       -2124.388
          H1 Value                       -2124.388

Information Criteriad

          Number of Free Parameters              4
          Akaike (AIC)                    4256.776
          Bayesian (BIC)                  4273.634
          Sample-Size Adjusted BIC        4260.938
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)a

          Estimate                           0.000
          90 Percent C.I.                    0.000  0.000
          Probability RMSEA <= .05           0.000

SRMR (Standardized Root Mean Square Residual)a

          Value                              0.000
  1. Chi-Square Test of Model Fit, CFI/TLI, RMSEA, and the
    SRMR. – Because the current model (like all ols style regression models)
    is “saturated” (meaning all possible coefficients are being estimated), many
    fit indices will show perfect fit (either zero or 1.0 for most fit
    indices). This
    does not mean that the model actually fits the data perfectly, nor does
    it indicate a problem with the model, it is just a result of the model
    having zero degrees of freedom. What the “perfect” fit statistics do mean is that these statistics
    cannot be used to help you determine how well your model fits.
  2. Chi-Square Test of Model Fit for the Baseline Model – The baseline model is the model to which the current model
    is compared for many fit statistics. For regression models in Mplus, the
    baseline model is typically a “null” models, that is a model which assume no relationship among the
    variables. In this case, the baseline model is a model
    in which the regression coefficients (paths from x1 to y1, and from
    x3 to y1) are constrained to zero. (If you’d like to test
    this yourself, change the model statement to read y1 ON x1@0
    x3@0
    and rerun the model, the “Chi-Square test of Model Fit” and the
    “Chi-Square Test of Model Fit for the Baseline Model” will match each other,
    because in that case, the model specified will be the baseline model.)
  3. Loglikelihood – This section of the output gives the log likelihood for the
    model, which can be
    used to compare the fit of nested models, using a likelihood ratio test.
    Note that unless you have used the difftest
    command, the H0 value and the H1 value should be the same for this type of model.
  4. Information Criteria – Information criteria can also be used to compare competing models,
    a particularly useful feature is that they can be used to compare non-nested models. The first thing Mplus lists in the
    information criteria section is the number of free parameters, that is, the
    number of parameters estimated in the model. Next the Akaike information
    criteria (AIC), the Bayesian information criteria (BIC), and the sample-size
    adjusted BIC are each listed. The three criteria each have their advantages
    and disadvantages, but all three are used to compare the fit of models. To
    do this one runs the models one wishes to compare, and then compares the two
    models in terms of one or more of the information criteria (among other
    things). The interpretation of the AIC and the BIC varies somewhat based on
    which formulae are being used to calculate the statistic (and different
    statistical software uses slightly different formulae). In the case of
    Mplus, higher values indicate worse fit, (and lower values indicate better
    fit). The larger the difference in criterion statistics, the greater the
    difference in fit between the two models. In other words, large differences
    in the information criterion of choice indicates one model fits much better
    than the other, while small differences indicate that one model fits the
    data about as well as the other. There are no hypothesis (significance)
    tests for differences in information criteria, but various sets of
    guidelines for interpreting them exist.

Model Results

MODEL RESULTS
                                                      Two-Tailed
                    Estimatef      S.E.g   Est./S.E.h   P-Valuei

 Y1e       ON
    X1                 0.969      0.042     23.357      0.000
    X3                 0.649      0.044     14.626      0.000

 Interceptsj
    Y1                 0.511      0.043     11.765      0.000

 Residual Variancesk
    Y1                 0.941      0.060     15.811      0.000
  1. ON – The dependent variable is y1. The “ON” following it
    indicates that the coefficients listed are for the regression of y1
    on the variables listed below (x1 and x3).
  2. Estimate – The estimate column gives the estimate of the parameter in
    question. In the case of regression (denoted with “ON”), the parameters being
    estimated are the regression coefficients. These estimates tell you about
    the relationship between the independent variables and the dependent
    variable. More specifically, the estimates of the regression coefficients
    indicate the amount of increase in y1
    that would be predicted by a 1 unit increase in the predictor (i.e. x1
    or x3).Note: For the independent variables which are not significant, the coefficients are
    not significantly different from 0, which should be taken into account when
    interpreting the coefficients. (See items h and i for a discussion of
    testing whether the coefficients are significantly different from zero.)

    We can interpret the regression coefficients shown in the following way:

    x1 – The coefficient (parameter estimate) is 0.969, so for every one unit increase
    in x1 the expected (predicted) value of y1 increases by 0.969,
    holding all other variables in the model constant.

    x3 – The coefficient for x3 is 0.649, meaning that for
    every one unit increase in x3 the predicted value of y1 increases
    by 0.649, holding all other variables in the model constant.

    We can use the estimates of the regression coefficients along with the
    intercept (see j below) to predict values of y1. One way of
    writing the equation looks like this:

    y1_predicted = b0 + b1*x1 + b2*x3

    Using the values from this section of the output, as well as the
    intercept (discussed below in item j),
    we get the following equation:

    y1_predicted = 0.511 + 0.969*x1 + 0.649*x3

  3. S.E. – The column labeled S.E. contains the standard errors associated with the
    coefficients. The standard error is used for testing whether the parameter
    is significantly different from 0 by dividing the parameter estimate by the
    standard error. (See items h and i for a discussion of testing whether the
    coefficients are significantly different from zero.) The standard errors
    can also be used to form a confidence interval for the parameter.
  4. Est./S.E – The column labeled “Est./S.E.” contains exactly that, the
    coefficient estimate divided by the standard error. This value is used
    compute the p-value, that is, to perform a significance test.
  5. Two-Tailed P-Value – The column labeled “Two-Tailed P-Value” contains the p-values
    for a two-tailed test, testing the null hypothesis that the coefficient (estimated parameter) is 0.
    If you use a 2-tailed
    test, then you would compare each p-value to your preselected value of alpha. Coefficients
    having p-values less than alpha are statistically significant. For example, if you chose
    alpha to be 0.05, coefficients having a p-value of 0.05 or less would be statistically
    significant (i.e., you can reject the null hypothesis and say that the coefficient is
    significantly different from 0). If you use a 1-tailed test (i.e., you predict that the
    parameter will go in a particular direction), then you can divide the p-value by 2 before
    comparing it to your preselected alpha level. Looking at the example, we can
    say the following. The coefficient for x1 (0.969) is significantly different from 0 using an alpha of 0.05 because
    its p-value is listed as 0.000, which is smaller than 0.05. The coefficient for x3 (0.649) is significantly different from 0 using an alpha of 0.05 because
    its p-value is listed as 0.000*, which is smaller than 0.05.Note that a p-value listed as 0.000 does not mean that the actual
    p-value is zero, instead it indicates that the p-value is less than
    0.0005 (0.0004 being approximately the largest number which rounds to
    0.000). Values less than 0.0005 are indeed very close to zero in many
    practical applications, but this is conceptually distinct from an
    actual value of zero.
  6. Intercepts – Intuitively, the intercepts for the model appear under the
    heading “Intercepts” in the case of an OLS regression, only the intercept of
    the dependent variable (i.e. y1) is part of the model. The intercept is the expected value of
    y1 when both x1 and x3 are equal to zero. The actual
    estimate of the intercept is in the first column (i.e. under “Estimates” see
    item f), followed by the standard error (listed under S.E., see item g). The
    estimate and the standard error are followed by the estimate over the
    standard error (listed under “Est./S.E.” see item h), and finally the
    p-value listed under “Two-Tailed P-Value” (see item i). In this case the
    intercept of 0.511 is (statistically) significantly different from zero
    using an alpha of 0.05 because its p-value is listed as 0.000 (see item i for a discussion
    of p-values listed as 0.000), which is smaller than 0.05.
  7. Residual Variances – The section labeled “Residual Variances” lists the
    estimated variances for the dependent variable. This is an estimate of the
    variance of the residuals (also known as errors) from the regression.