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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1answer
7 views

Predict after using Box Cox Transformation

I am doing a Multiple Linear Regression on a data set where: The response variable is continuous One of the explanatory variables is continuous and the rest are binary(categorical) 1 if it is there 0 ...
1
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1answer
28 views

A regression specification problem: what if one control variable is a function of another—does this cause any issues?

Suppose you run a regression: $y_i = \beta_0 + \beta_1 x_{i1} + \beta_2 x_{i2} + \epsilon_i$ but you believe that: $x_{i1} = f(x_{i2})$ will this cause any issues for your estimation and ...
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3answers
42 views

What happens to R squared when you take out a variable from a regression?

Im assuming the model & estimations would be less accurate, causing the residuals to be larger, therefore, it makes R^2 larger. Just want to make sure and see if anyone has any insight for me. ...
1
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1answer
62 views

(Automated) feature selection in multiple regression with categorical variables

I need a general guide on what are the appropriate approaches to automated feature selection in multiple regression with categorical variables. In my case, I have several numeric and categorical ...
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0answers
12 views

Sample size for a moderated hierarchical multiple regression analysis?

I am having a challenging time finding out the necessary sample size for a moderated hierarchical multiple regression analysis. The first five steps of the regression will include the 17 variables ...
3
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2answers
49 views

Calculate necessary “treatment group size” for power in a regression setting

I have an observational quasi-experimental study, where I try to estimate the effect of a "treatment" (participation in a programme) on a continuous outcome. Participants (some two-thirds of all ...
0
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0answers
14 views

What methods should I use to determine which poll is the best at predicting college football game outcomes?

Okay, So I'm interested in trying to determine which college football polls (AP, Coaches, ESPN, and reddit.com/r/CFB) are best at predicting the outcomes of the Top 25 weekly games. I've collected ...
1
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1answer
56 views

R and JMP produce different regression results

I recently started transitioning from JMP to R and to get started, I've been trying to reproduce some of my old JMP results in R. However, when I run a multiple regression with one continuous variable ...
0
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0answers
23 views

creating a equation for non linear multiple regression to predict a value based on the inputs given in excel

I have data with 5 columns namely Botany,Zoology,Chemistry,Physics and Rank in a excel sheet . The data here is non linear . So I want to generate a equation in the form of y=a+bx1+cx2+dx3 In ...
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0answers
18 views

How to interpret residual vs fitted values plot with clustered points

I am performing a multiple linear regression and I have a plot of the my first two explanatory variables vs the residuals and also a plot with the residuals vs the fitted values. I am not quite sure ...
2
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3answers
163 views

What kind of residual plot does this variable have?

I am doing a multiple regression analysis and my focus is finding the best set of independent variables for prediction. I am starting to know my dataset and the behavior of each variable. I am doing a ...
2
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1answer
26 views

Survey data: finding the most significant predictors?

I have about 5,000 responses to a survey in which users were asked how strongly they agreed with a statement on a 5-point Likert scale. This response is my dependent variable - I want to find out what ...
1
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1answer
85 views

OLS vs IV estimates - Sign and Significance

Assume I have an equation with 1 endogenous variable, and many other exogenous variables. Also assume I have 2 valid instruments for the endogenous variable for IV estimation. If I were to estimate ...
0
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1answer
9 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
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0answers
31 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
30 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
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1answer
38 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
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0answers
17 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
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1answer
36 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
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0answers
12 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
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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
25 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
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2answers
27 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 ...
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0answers
63 views
0
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1answer
28 views

Multiple testing

I am regressing different dependent variables using same set of predictors for all dependent variables such as ...
0
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1answer
14 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
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0answers
23 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?
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0answers
33 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
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0answers
24 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 ...
1
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1answer
42 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
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3answers
40 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
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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
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0answers
36 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
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0answers
25 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. ...
1
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1answer
65 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
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1answer
38 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
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2answers
43 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
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1answer
29 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
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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. ...
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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
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1answer
42 views

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

Breusch-Pagan rejects the H0 on this residuals: ...
0
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1answer
44 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 ...
0
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0answers
42 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
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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
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0answers
37 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. ...
1
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3answers
59 views

Ratio of explanatory variables in multiple regression

I wonder if anyone has any links or advice on specifying a ratio of two explanatory variables in a linear regression? That is, specifying the two independent variables plus their ratio. We have data ...
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
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1answer
74 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
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1answer
44 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
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0answers
35 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' ...