Cultivation theory suggests that repeated exposure to television content can influence how individuals perceive social reality. This analysis examines whether the amount of television watched is associated with participants’ estimates of the percentage of Americans employed in law enforcement, criminal justice, medicine, and emergency response services.
Participants who spend more hours watching television per week will estimate that a higher percentage of the U.S. population works in law enforcement, criminal justice, medicine, and emergency response services.
The independent variable is video, which measures average weekly television viewing hours. The dependent variable is pct, which measures participants’ estimates of the percentage of Americans employed in the specified professions. Both variables are continuous.
A bivariate linear regression was conducted to examine the relationship between weekly television viewing and participants’ percentage estimates.
A bivariate linear regression was conducted to examine the relationship between average weekly television viewing and participants’ estimates of the percentage of Americans employed in law enforcement, criminal justice, medicine, and emergency response services.
The analysis revealed a statistically significant positive relationship between television viewing and participants’ estimates, b = 0.844, p < .001. For each additional hour of television watched per week, participants’ estimated percentage increased by approximately 0.844 percentage points, on average.
The model explained approximately 31.1% of the variation in participants’ estimates (R² = .311). These findings support the hypothesis that individuals who watch more television tend to estimate that a greater percentage of the U.S. population works in the specified professions.
The findings are consistent with cultivation theory, which suggests that repeated exposure to television content may shape perceptions of social reality. However, because the analysis is observational, the results demonstrate an association rather than establishing a causal relationship.
## `stat_bin()` using `bins = 30`. Pick better value `binwidth`.
## `stat_bin()` using `bins = 30`. Pick better value `binwidth`.
## `geom_smooth()` using formula = 'y ~ x'
| Leverage estimates for 10 largest outliers | |
| Row # | Leverage |
|---|---|
| 164 | 0.0305 |
| 360 | 0.0207 |
| 359 | 0.0194 |
| 371 | 0.0174 |
| 72 | 0.0162 |
| 201 | 0.0159 |
| 265 | 0.0159 |
| 392 | 0.0148 |
| 44 | 0.0144 |
| 97 | 0.0144 |
| Regression Analysis Results | ||||
| Coefficient Estimates | ||||
| Term | Estimate | Std. Error | t | p-value |
|---|---|---|---|---|
| (Intercept) | 23.2076 | 2.2026 | 10.5363 | 0.0000 |
| IV | 0.8440 | 0.0630 | 13.4056 | 0.0000 |
| Model Fit Statistics | |||||
| Overall Regression Performance | |||||
| R-squared | Adj. R-squared | F-statistic | df (model) | df (residual) | Residual Std. Error |
|---|---|---|---|---|---|
| 0.3111 | 0.3093 | 179.7107 | 1.0000 | 398.0000 | 9.7373 |
##################################################
# 1. Install and load required packages
##################################################
if (!require("tidyverse")) install.packages("tidyverse")
if (!require("gt")) install.packages("gt")
if (!require("gtExtras")) install.packages("gtExtras")
library(tidyverse)
library(gt)
library(gtExtras)
##################################################
# 2. Read in the dataset
##################################################
# Replace "YOURFILENAME.csv" with the actual filename
# mydata <- read.csv("Cultivation.csv")
mydata <- read.csv("Cultivation.csv")
# ################################################
# # (Optional) 2b. Remove specific cases by row number
# ################################################
# # Example: remove rows 10 and 25
# rows_to_remove <- c(10, 25) # Edit and uncomment this line
# mydata <- mydata[-rows_to_remove, ] # Uncomment this line
##################################################
# 3. Define dependent variable (DV) and independent variable (IV)
##################################################
# Replace YOURDVNAME and YOURIVNAME with actual column names
mydata$DV <- mydata$pct
mydata$IV <- mydata$video
##################################################
# 4. Explore distributions of DV and IV
##################################################
# Make a histogram for DV
DVGraph <- ggplot(mydata, aes(x = DV)) +
geom_histogram(color = "black", fill = "#1f78b4")
# Make a histogram for IV
IVGraph <- ggplot(mydata, aes(x = IV)) +
geom_histogram(color = "black", fill = "#1f78b4")
##################################################
# 5. Fit and summarize initial regression model
##################################################
# Suppress scientific notation
options(scipen = 999)
# Fit model
myreg <- lm(DV ~ IV, data = mydata)
# Model summary
summary(myreg)
##################################################
# 6. Visualize regression and check for bivariate outliers
##################################################
# Create scatterplot with regression line as a ggplot object
RegressionPlot <- ggplot(mydata, aes(x = IV, y = DV)) +
geom_point(color = "#1f78b4") +
geom_smooth(method = "lm", se = FALSE, color = "red") +
labs(
title = "Scatterplot of DV vs IV with Regression Line",
x = "Independent Variable (IV)",
y = "Dependent Variable (DV)"
) +
theme_minimal()
##################################################
# 7. Check for potential outliers (high leverage points)
##################################################
# Calculate leverage values
hat_vals <- hatvalues(myreg)
# Rule of thumb: leverage > 2 * (number of predictors + 1) / n may be influential
threshold <- 2 * (length(coef(myreg)) / nrow(mydata))
# Create table showing 10 largest leverage values
outliers <- data.frame(
Obs = 1:nrow(mydata),
Leverage = hatvalues(myreg)
) %>%
arrange(desc(Leverage)) %>%
slice_head(n = 10)
# Format as a gt table
outliers_table <- outliers %>%
gt() %>%
tab_header(
title = "Leverage estimates for 10 largest outliers"
) %>%
cols_label(
Obs = "Row #",
Leverage = "Leverage"
) %>%
fmt_number(
columns = Leverage,
decimals = 4
)
##################################################
# 8. Create nicely formatted regression results tables
##################################################
# --- Coefficient-level results ---
reg_results <- as.data.frame(coef(summary(myreg))) %>%
tibble::rownames_to_column("Term") %>%
rename(
Estimate = Estimate,
`Std. Error` = `Std. Error`,
t = `t value`,
`p-value` = `Pr(>|t|)`
)
reg_table <- reg_results %>%
gt() %>%
tab_header(
title = "Regression Analysis Results",
subtitle = "Coefficient Estimates"
) %>%
fmt_number(
columns = c(Estimate, `Std. Error`, t, `p-value`),
decimals = 4
)
# --- Model fit statistics ---
reg_summary <- summary(myreg)
fit_stats <- tibble::tibble(
`R-squared` = reg_summary$r.squared,
`Adj. R-squared` = reg_summary$adj.r.squared,
`F-statistic` = reg_summary$fstatistic[1],
`df (model)` = reg_summary$fstatistic[2],
`df (residual)` = reg_summary$fstatistic[3],
`Residual Std. Error` = reg_summary$sigma
)
fit_table <- fit_stats %>%
gt() %>%
tab_header(
title = "Model Fit Statistics",
subtitle = "Overall Regression Performance"
) %>%
fmt_number(
columns = everything(),
decimals = 4
)
##################################################
# 9. Final print of key graphics and tables
##################################################
DVGraph
IVGraph
RegressionPlot
outliers_table
reg_table
fit_table