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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2
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19 views

What is the best way to simulate data for a linear regression model?

I am concerned with simulating data for a linear regression model. I need to control the means, variances, and correlations (covariances) between the predictors and the criterion variable. In ...
0
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0answers
13 views

Identifying the important regressor

In a multiple regression model is the independent variable with the largest weight (coefficient), the one that expains the dependent variable the most?
0
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0answers
15 views

Multicollinearity

In a regression model with dummy variables, how does one check for intearction between the dummy variable and the independent variables?Wouldn't there be problem of multicollinearity when such ...
1
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0answers
5 views

How to calculate model residuals from MCMCregress [migrated]

I'm doing classwork using Bayesian inference. For this, I'm using the MCMCregress function, from MCMCpack. The problem comes ...
0
votes
1answer
8 views

Interpretation of two indexes Interaction Term

Respected Fellows. I will thankful if someone help me to explain my model results.my model is as follows. Yit=αPFit+βPSit+δ (PF*PS) it+εit Where Y is GDP per capita PF=Political Freedom Index ranges ...
0
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0answers
15 views

Specifying lag in `dlnm` when passing arguments to `crossbasis`

I am using the dlnm package to build a finite distribute lag linear model. I intend on testing the model-fit based on various lag levels to assess which lag is ...
0
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0answers
15 views

Finding correlation of independent variables with a response variable in R [on hold]

I am very new to R and statistics. In my current project, I have a dataset as follows. There are independent variables, X1, X2, X3, X4,...,Xn that might or/might not be correlated. There is a ...
1
vote
1answer
27 views

Estimation of regression with autocorrelated errors

In a book it is written that, In regression work we typically assume that the observational errors are pairwise uncorrelated. But in most time series data , the successive residuals have tendency to ...
0
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2answers
22 views

Overall Significance vs. Individual Variable Significance in Mutliple Regression

I'm running a statistical analysis for work in which I'm trying to determine which (if any) key economic indicators influence our sales. Here is the summary data that I'm getting when I run a ...
1
vote
1answer
49 views

Cook's Distance

The formula of Cook's distance is $$D_i=\frac{(\hat Y-\hat Y(i))^{\prime}(\hat Y-\hat Y(i))}{p\times MSE}$$ where, $\hat Y$ is the prediction from the full regression model and $\hat Y$ is a ...
2
votes
2answers
67 views

Capturing Seasonality in Multiple Regression for daily data

I have a daily sales data for a product which is highly seasonal. I want to capture the seasonality in the regression model. How I can do it? I have read that if you have quarterly or monthly data, in ...
0
votes
2answers
30 views

Dealing with Categorical variables in Multiple Regression

I have a data having 2 continuous and 4 categorical variables. Each categorical variable has 3 levels. I want to know how to include the variables in the model. I am using SPSS Variables: Sales - ...
1
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0answers
7 views

Use of multiple regression for data on 20 countries representing nearly the whole population

I have operational expenditure data for 20 countries (representing 90% of the whole population) which I want to compare with other variables from the countries (e.g. GDP, Population etc). Do I still ...
1
vote
2answers
95 views

Hat matrix,$H=X(X^{\prime}X )^{-1}X^{\prime}$

What is the importance of hat matrix, $H=X(X^{\prime}X )^{-1}X^{\prime}$ in regression analysis? Is it only for easier calculation ?
0
votes
1answer
37 views

Getting all zero correlations,$\rho_{ij}=\frac{\mathbb cov(e_i,e_j)}{(V(e_i)V(e_j))^{1/2}}$

Consider the general regression model $$Y=X\beta+\epsilon$$ where, $Y$ is an $(n\times 1)$ vector of observations, $X$ is an $(n\times p)$ matrix of known form, $\beta$ is a $(p\times 1)$ vector ...
0
votes
0answers
45 views

How can i show mathematically Partial Least Square Regression is better than other Ordinary Least Square Regression?

I want to develop techniques for attribute selection (important independent variable X) using Partial least square 2 regression(PLS2R) for a large data sets .Initially i tried using multivariate ...
1
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1answer
35 views

importance of predictor variables in multiple linear regression

I am running multiple linear regression with R. mod=lm(varP ~ var1 +var2+var3+var4) The table is: ...
1
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0answers
5 views

Repeated multiple regression for LASSO significance testing

I'm currently working on a statistical modelling problem in biology. We have cellular measurements of proteins in every cell in a tissue, and I'm using regression analysis to see if a given protein is ...
2
votes
1answer
15 views

Predictor subset of another predictor in linear regression model

I have a linear regression model such as $Income_i = \alpha + \beta_1 Primary_i + \beta_2 Secondary_i + \beta_3 Tertiary_i + u_i$ where my predictors $Primary, Secondary, Tertiary$ are dummy variables ...
1
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0answers
19 views

How to approach time series regression with one continuous variable and one “ almost Boolean” variable?

I am working in R with daily time series data and have daily observations of two variables. The first is continuous. The second is zero for every day except one, in which it is a number (I'm not sure ...
1
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0answers
24 views

Creating statistically balanced teams

Suppose that you have a tournament for a game with four players on each team. We also have a table that tells us overall statistics for each player. This table includes things like each player's # ...
0
votes
1answer
19 views

Correlated explanatory variables where both are significant

I am running a multiple linear regression using SPSS to test the effect of ethnicity and ethnic/racial attitudes or perceptions on political predispositions. One model, as an example, looks like ...
0
votes
1answer
44 views

Categorical Predictors in multiple regression

Simple question: I have a dataset, in which all the multivariate x variables (x0, x1, x2, x3..) are continuous, and all the y variables are categorical (distributed (equally) between 1-20 categories). ...
0
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0answers
23 views

Can someone help me with the interpretation of this cox proportional hazards model and how to cross-validate it?

The question I'm asking is related to this question here and here. And I apologize for asking so many questions here, as I am thoroughly a stats novice and probably my MD thinking is clouding my ...
0
votes
1answer
22 views

How to test whether there is a significant difference in mean squared error between two datasets?

I want to test whether Alzheimer's disease causes a change in brain aging compared to healthy patients. Therefore I have constructed a linear regression model of spectral parameters of brain ...
1
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0answers
35 views

Aggregating pooled regression outputs in different years

I performed multiple pooled cross-sectional regressions with the same time-intervals (5years) in different years. I'm wondering now on how to aggregate the different regression outputs. Does it make ...
0
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1answer
64 views

How does controlling for variables work in multiple regression?

My question is not about statistical programming. We know how to code the software in a regression with many independent variables. My question is about how the computer software controls for all ...
3
votes
1answer
30 views

How to plot correlation coefficients from multiple regressions while leaving out some of the variables from the plot?

Lets say that I have "y" that I want to model with linear regression. "x" and "z" are the things I'm interrested in showing folks, but I also have things that I want to adjust for, but not really show ...
1
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2answers
139 views

Is multiple logistic regression the right choice or should I use univariate logistic regression?

I have a set of data (~ 90 cases) and an outcome of a diagnostic test. I have collected factors that were determined before the test that could predict the outcome of the test. Now some of the data ...
3
votes
1answer
144 views

Variable A predicts B, variable B predicts C

I have pre - post data on quality of life, depression, and self-esteem. I hypothesize that changes in self-esteem from pre to post cause changes in depression, which in turn cause changes in quality ...
0
votes
0answers
24 views

F-test: Testing unrestricted model vs. restricted model in Gretl and SPSS

I have a proposed a model for Corporate Social Responsibility determinants (not important). Among my independent variables I obtain two that are statistically not significant. Following Wooldridge ...
0
votes
0answers
9 views

How to assess correlations of 3+ trials per observation?

I'm working with a set of 200 genes. For each gene, I have 3 p values representing independent evaluations of whether that gene shows differential expression under certain experimental conditions as ...
2
votes
2answers
48 views

How to analyze multiple variable time series - suggest references

I have multiple environmental time series variables (for example: temperature, dissolved oxygen, conductivity, depth) measured every few minutes for several months. The variables are measured at ...
1
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1answer
30 views

Multiple regression analysis with spatial data as independent variable

In my PhD thesis I am working on spatial modeling of different chemical parameters in groundwater, and for spatial modeling I am also using the multiple statistical approach. I have a question about ...
6
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6answers
343 views

Dealing with non-normal distribution in “big” datasets, when do we throw out the CLT?

Apologies from the go as this question comes from an absolute newbie and will definitely not satisfy a lot of the detail required. Hence, your guidance in providing you the right information to allow ...
1
vote
1answer
23 views

Multinomial logistic regression low classification rate

I am running a multinomial logistic regression with SPSS and I have encountered a problem (?) with my data. I have a dependent variable (DV) with three categories, five independent variables (IV) as ...
1
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2answers
36 views

Multiple comparison on subgroups and overall comparison

I am trying to work out is there is any association between occurrence or not of an event in around 500 individuals and their randomised binary grouping (intervention vs placebo). However I also want ...
0
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0answers
16 views

A few questions about using logarithms in regression equations [duplicate]

I have a simple regression equation where log(salary) = b0 + b1*log(sales). How would you interpret b1 in this model?
-1
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1answer
27 views

Why can certain variables in a multiple regression not be included in logarithmic form?

I have a multiple regression equation where log(salary) = b0 + b1(ceotenure). What is the purpose of putting the dependent variable in logarithmic form? How would you interpret the change in y for a ...
0
votes
0answers
23 views

Quality of PLS Regression at different interaction levels

I am fairly new to multivariate statistics and have run into the following situation: I have a data set of 12 response sets based on a Likert scale (1-5), data which is commonly (in social research) ...
0
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0answers
13 views

question on plotting error values for treatment effects from multiple regression output

Say I have some data, where a dependent variable, dv, is a function of some independent variable, iv, and a categorical ...
3
votes
1answer
37 views

OLS regression - robust estimates for parameter's variance

I'm estimating a model for corporate social responsibility (not important). I have found my variable of interest significant at 5% confidence level. My sample is $N=84$, cross-section. For this I ...
3
votes
2answers
155 views

How to code binary (0/1) predictor variables in regression? Numeric versus factor

I am developing a regression model and most of my variables are 0/1 variables. Should these variables be treated as factor variables in the model or can they just be left as numeric 0,1?
1
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0answers
26 views

Dummy variable that is a sub-category of another dummy variable

I'm wondering if there are any statistical issues with using a dummy variable that is a subcategory of another dummy variable. For example: Let's say I am trying to predict a binary outcome of ...
0
votes
0answers
15 views

What statistical model can be used to find how following variables relate?

I want to find the relationship between a disease incidence in a region and a number of other environmental factors such as temperature, elevation etc. I have tables containing this data for a ...
0
votes
1answer
10 views

T-test on indicator for a group of betas vs. F-test on the same group

If I estimate the following regression on a large data set: $y = b_0x_0 + b_1x_1 + b_2x_2 + b_3x_3 + b_4x_4$ where $x_0, x_1,...x_4$ are all dummy variables indicating group membership, and I create ...
3
votes
0answers
56 views

How to create appropriate number of data points that would be accurate enough for creating regression equations?

I found a similar question in this forum. As a rule of thumb, since there are 4 independent variables in my case, I need 4*10=40 data points. However, my question differs slightly, since I want to ask ...
1
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0answers
33 views

Regression analysis with binary independent variables

Should one use regression analysis when all independent variables are binary categorical (0,1) to see their effect on continuous dependent? Some suggest that regression shouldn't be used in this case. ...
0
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0answers
12 views

Probabilistic Output from AVA (Multi-class) Classifier

What is the typical method for creating a probabilistic output from an All-vs-All or One-vs-All multi-class classifier? For example, if my problem has 3 classes (Class1, Class2, Class3) and I build an ...
0
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0answers
28 views

Multivariate Multiple Regression with Repeated Dependent Measures [MATLAB]

[Originally posted in Mathematics before I realized this was a better venue] I have a dataset with $p$ predictors for $i$ items (so multiple regression). For each of $s$ subjects, I have $r$ repeated ...