This tag is a signal that the question focuses on a problem particular to multivariate analysis, such as multiple correlations or interactions.

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0
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1answer
8 views

Pretest posttest regression

I am trying to set up a multiple regression for a pretest posttest dependent variable. There will be no control group, and we will be controlling for age (continuous) and gender. Want to use the ...
2
votes
0answers
20 views

How to proof relationship between inverse covariance matrix and linear regression coefficients?

Edited: I would like to work out the above relationship, more precisely: Let $(Y_{1}, ..., Y_{m})$ be a zero-mean vector with covariance matrix $\Sigma$, and let $S \subset \{1, ..., m\}.$ The ...
3
votes
1answer
25 views

Manual calculation of variance-covariance from published confidence intervals

I would like to obtain the variance-covariance matrix from a published set of regression outputs. These outputs provide a mean value and confidence intervals. I will convert the confidence intervals ...
0
votes
1answer
27 views

Interaction terms and effect sizes in multiple regression

I know there are similar questions on here, but I can't quite find an answer that covers all of what I need. I am running multiple regression in r with two predictor variables and sometimes an ...
0
votes
0answers
14 views

how one independent variable affects other variable in multiple regression

I have a two independent predictors in regression equation "X1" and "X2". X2 is categorical hence 1,0 is the allowed values. I have to find how X1 get affected based on value in X2 in following ...
0
votes
1answer
33 views

adjustment of covariates in linear model

I am trying to understand the adjustment of covariates in the linear model such as multiple logistic regression. How does adding a covariate adjusts the coefficients for that covariate (any intuitive ...
0
votes
0answers
11 views

Gaussian Processes: 2-output [latitude longitude] as regression output

I'm trying to model a problem where inputs are 100-d vectors and outputs are 2-d vector [latitude, longitude]. I need to perform prediction on new unseen 100-d vectors and find out the latitude and ...
0
votes
0answers
9 views

Blinder-Oaxaca decomposition - Unexpained age unusually high

I'm doing a Blinder-decomposition (females as reference group). Is it normal that a variable has an explained or unexplained contribution above 100%? I know my calculation is correct. However, the ...
0
votes
1answer
24 views

Why does the adjusted r-squared of this model improve with addition of a statistically insignificant variable?

I stumbled on this while doing MLR, and was curious as to why this happens. The adjusted R-squared is (if I understand correctly) supposed to be a way of comparing the predictive quality of models ...
0
votes
2answers
26 views

How to compare AR and ARIMA models?

Relatively new to stats. I use linear regression and get R^2, which is quite low. MODEL 1 lmoutar=lm(formula = ts_y ~ ts_y_lag + ts_x) So switched to arima ...
0
votes
0answers
63 views
0
votes
1answer
27 views

Multiple testing

I am regressing different dependent variables using same set of predictors for all dependent variables such as ...
0
votes
1answer
12 views

Multiple regression with dependent variables

I have a dataset with 3 variables (X,Y and Z) and I want to find the best estimates for the constants a,b,c & d. I have been looking into multiregression analysis, but that does not seem to work ...
0
votes
0answers
21 views

polynomial regression model

I have 8 parameters with 3 levels and the number of tests required to study this case is 27. Can I generate polynomial regression model to describe interaction of these parameters?
-4
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0answers
32 views

Interactions in multiple regression

I would like to predict BMR or Basal Metabolic Rate (energy expended by the body while awake) using the predictors age, weight, height and gender. Please suggest the interactions that I should be ...
0
votes
0answers
23 views

when should I need to be concerned about autocorrelation?

I have a series of wave heights observations (2observations per hour for each day in 7 months) and I'm trying to model a regression with wind data (same frequency of observation). Since waves ...
0
votes
0answers
14 views

Comparing two linear regression models of different sizes [closed]

I am running a multiple regression analysis on a dataset. I split my data set into three different subsets of different sizes, so I now have the best model from all three subsets. But I need to find ...
1
vote
1answer
41 views

Regression model result interpretation

I am trying to learn few things about generalized least square regression modeling. Here are the models that I am using., X1 ~ Y1 + Y2, X2 ~ Y1 + Y4, All predictor variables, Y1, Y2 and Y4 are ...
1
vote
3answers
39 views

Compare influence of same set of independet variables on two different dependet variables

I'm currently doing two multiple linear regressions. Each of them with the same set of predictors (measurements for real estate quality) $X_1,...,X_n$, but with different dependent variables (one of ...
0
votes
0answers
10 views

MRQAP in multiple samples (Social Network Analysis)

I have a set of samples, each depicting a (full) social network of coworkers. The questionnaire, which was used to gather the data, was exactly the same for all the samples; just the respondents and ...
1
vote
0answers
34 views

What is the form of link function in this BUGS multinomial regression example?

The alligators example from openbugs examples repository is the same example that comes with winbugs. Basically this is a multinomial logistic regression example in which the outcome variable has 5 ...
0
votes
0answers
24 views

Not normally distributed dependent variable in moderator analysis

I have been running a multiple moderator analysis in a pretty simple model. X are Google search queries normalized to 0-100. Y are the new registrations of cars in one country and one moderator. ...
0
votes
1answer
56 views

Under-forecasting in Regression

I have to do forecasting of sales that is how much sales of a product is going to happen in a particular store. I have time series data for last two years and doing forecasting for 2014. The variables ...
0
votes
1answer
37 views

Importance of intercept term in regression equation

What is the actual importance of an intercept term in a regression equation? If regressors include variables like age, height, weight and gender(1= male, 0= female), should the equation have an ...
1
vote
2answers
42 views

Probability of event happening when data is aggregated with many independent events over the course of time

Let's say you have $X$ coins, each with a differing probability of landing heads (e.g. coin 1 has 10% chance of landing heads, coin 2 has 20% chance of landing heads, etc.). Now, let's say that you ...
0
votes
1answer
25 views

adjusting batch effect by multiple linear regression

I am analyzing rna-seq data in the format of counts. There is batch effect revealed by PCA. One method I tried called RUVseq, it estimated the variation basing on control genes, and then added it to ...
2
votes
0answers
14 views

How to use one variable in regression with many independent variables in lm() [migrated]

I need to reproduce this code using all of these variables. ...
0
votes
0answers
48 views

Determining Relative Weights

I am looking for some recommendations and more specifics about how to do the following: Objective: To determine the weights of a number of stock valuation metrics. I am looking at doing this across ...
0
votes
1answer
40 views

Why the Breusch-Pagan rejects H0 on apparently non-heteroskedastic data?

Breusch-Pagan rejects the H0 on this residuals: ...
0
votes
1answer
36 views

How to format multi-row time series data for LIBSVM regression

I would have expected this to be covered in detail by the LIBSVM tutorial but after hours of wasting time googling for answers I've had to throw in the towel. What I am trying to do is rather trivial ...
-4
votes
0answers
107 views

Exploratory regression analysis for data with missing values

Recently I have performed an exploratory regression analysis, using lavaan R package and observed the following output with some warning messages in it. I have the ...
0
votes
0answers
41 views

Statistical Analysis help for thesis - Correlation, Probit, Tobit and Moderation

Hello CrossValidated users! I am writing here cause I need some guidance on my statistical analysis which has turned out far too complex for my basically begineer stats skills and my self research. ...
2
votes
0answers
38 views

Degrees of freedom of J-Test distribution

This book states, on page page 256 ( the GMM section) that the J-test(for over-identifying restrictions) is of the following form $G_n'J_n^{-1}G_n \approx \chi^2(m-p) $, where $G_n=G_n(\theta)=1/n ...
0
votes
0answers
33 views

is there a difference between semipartial correlation and regression coefficient in multiple regression?

I am preparing a presentation about multiple regression. Most of my sources seem to equal unstandardized coefficients in multiple regression with the semipartial correlation of that IV with the DV. ...
0
votes
1answer
21 views

How to blend multiple time series models?

I have three different linear, multi-variate time series models with a best fit against the same observed value $Y$ at 1 minute, 3 minutes and 10 minutes horizons respectively. Each model is using ...
0
votes
1answer
73 views

How can a regression be significant yet both predictors be non-significant? [duplicate]

I know this question has been asked in a slightly different form here. But my question differs and because of the forum rules I can't post on that thread. I have 2 independent variables, n=32, highly ...
0
votes
1answer
41 views

How to run main effects and interactions in a stepwise regression?

I am using multiple regression with the backward elimination method. I have one control variable (social desirable responding) and four predictor variables (gender and three self-esteem constructs). ...
0
votes
0answers
31 views

How to interpret Dickey Fuller (DF) test results in R (for unit test)

I read 1) Intuitive explanation of unit root and 2) http://www.r-bloggers.com/unit-root-tests/ for doing unit root test. I have basic questions: 1)should I check for unit root on both 'x' and 'y' ...
0
votes
1answer
51 views

problems to build the linear multiple regression in R and to explain the output [closed]

I have a problem to build and to explain the linear multiple regression. I have a data set called Cars93 with 26 variables (numeric and not numeric) and 93 ...
4
votes
1answer
97 views

Regression where the dependent variable is the difference between two correlated variables — bias and other issues to consider

I am interested in estimating a regression that looks like this: $(x_{1,i} - y_{i} )_{i} = x’_{i}*\beta + \epsilon_{i}$ (1) However, I am not sure if doing this—in this form—is appropriate. ...
0
votes
0answers
23 views

Is there a way to model the error term in a linear regression with R?

I'm tryin to estimate a pretty basic regression. I have a dataset containing x and y and would like to esimate the following ...
0
votes
0answers
35 views

piloting a multinomial logistic regression model

I have 11 variables in my data set. farmers Group(1,2,3,4 this is my dependent variable) Independent variables Total holding ,Crop area , barn capacity.....and barn capacity extent match and YPH. ...
1
vote
1answer
46 views

Can I compare two regression coefficients

I am comparing treatment outcome to two therapeutic treatments. Specifically, I am looking at how attachment moderates the relationship between therapeutic alliance and outcome. I hypothesize that the ...
0
votes
0answers
10 views

Count variable as control variable in regression in SPSS

I'm doing a research on development of audit fees in 2005-2012. I'd like to see if there's a downward or upward trend in them. I have made a count variable of the years (2005=1 2012=8) and now should ...
1
vote
0answers
47 views

How to do multiple regression with within-subject independent variables using SPSS?

I have two groups of subjects, both undergoing two experimental conditions. During the experimental conditions, the subjects take questionnaires for evaluation of the mood states, and blood pressure ...
0
votes
1answer
31 views

Multlinear regression: analysis of residual of transformed response and predictor variables

In the first step of modeling a regression equation I came up with the following model: $T_c = 26.73 + 0.042{\rm Sc} + 0.247{\rm Lc} - 14.709{\rm Lf} + 1.41{\rm Lu} - 0.214{\rm Fc} + 0.041{\rm Ad} - ...
0
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0answers
12 views

Interaction between percentage and population size in a regression

Assume I have a regression type model. Are their any statistical and/or substantial reasons NOT to include a two-way interaction which consist of a percentage and the corresponding population size. ...
0
votes
1answer
54 views

Hypothesis Testing using dichotomous and 7-point Likert scale

I am working on testing the following hypothesis: H1: People who are worried about their health will consume yogurt H0: People who are worried about their health will not consume yogurt I have ...
3
votes
0answers
31 views

Partial regression plots vs scatter plots for checking linearity

In a multiple linear regression analysis, what is the most suitable plot for checking linearity? I have seen a number of examples that use scatterplots as a preliminary test to use a linear model. ...
0
votes
0answers
32 views

$R^2$ equal square of sample correlation [duplicate]

I?m having a hard time proving that $R^2$ is equal to the square of the sample correlation between $Y$ and $\hat{Y}$. Every book I search tells me that's very easy, like verbeek. They just state that ...