# Tagged Questions

24 views

148 views

### Interview question

1) You fit a multiple regression to examine the effect of a particular variable a worker in another department is interested in. The variable comes back insignificant, but your co-worker says that ...
98 views

### Econometrics - choosing the best model when removing variables

So I am looking into a regression model that is supposed to predict the value of a house based on numerous independent variables. What I don't quite understand is how to select the "best" model when ...
69 views

### Multiple Linear Regression Models Comparison Based on R-squared And Residual Errors

am currently working on a problem where I have to calibrate weather parameters at a ground location using Satellite data available (1979-2012) over rectangular grid points and surface observatory data ...
137 views

### Identifying and quantifying variables (predictors) to understand the relationship

What type of analysis do I need to understand and/or gain information from a set of data? For example, I have students' data for SATScore, HighSchoolGPA, HighSchoolRank, etc., and FreshmenGPA. Now I ...
77 views

### Forward Stepwise selection

I am assuming the following model: $Y = \beta X + \epsilon$ Here both $X$ and $Y$ are matrices. I fit the least squares model without any regularization and get the matrix $\beta$. I would like to ...
51 views

### Nesting, sort-of: Multiple observations mapping to a single DV measure?

This is a made up example, but it gets to a point I am trying to figure out. I know that you can use a nested model if your IVs are collected in clusters -- for example, if you want to model the ...
61 views

### Regression Analysis model

Objective is to predict a car's retail value based on the characteristics of mileage, make, model, engine size, interior style, and cruise control. Price The price of the vehicle Cylinder ...
294 views

### Is it valid to include several interaction terms but exclude main effects because only interaction effects are significant?

I have a statistical problem in connection to interaction effects and main effects in the social sciences. I am doing a regression where I have two interaction terms with one common variable. The ...
111 views

### Relationship between LASSO T and LARS number of steps k

We can see on the figure (cf Least Angle Regression p30, Efron, Hastie, Johnstone, Tibshirani - link: Least Angle Regression) that there is a direct relationship between: LASSO T absolute norm of ...
1k views

### Problem calculating, interpreting regsubsets and general questions about model selection procedure

I want to select models using regsubsets(). I have a dataframe called olympiadaten (data uploaded: http://www.sendspace.com/file/8e27d0). I first attach this ...
327 views

### Improvement of regression model

I am just learning R. I have developed a regression model with six predictor variables. While developing it, I found the relationships are not very linear. So, maybe because of this the predictions of ...
141 views

### Variable Selection One by One vs Simultaneously

The high dimensional variable selection problem is really popular now. But I have a question: If I do simple linear regression regressing one response variable on 1 covariate at a time first and then ...
76 views

### Choosing the best model to predict second hand widget prices

I am looking for some thoughts on how best to approach a dataset and pick the right model for predicting the second hand price of widgets. Some background on the properties of these widgets: The ...
273 views

### Variable analysis in multiple linear regression

I'm investigating how some weather variables (15) affect electricity demand in a specific area during the last 20 years. I was thinking to perform the following steps: 1. Perform Multiple Linear ...
607 views

### Finding the best two predictor variables used conjointly, and levels of each

Twenty possible predictor variables in data set. One outcome variable. Some of the predictor variables are not linear. So a standard linear multiple regression approach probably won't do. (And I ...
185 views

### How to compare weighted multivariate linear models?

I've got a set of multivariate regression models, with weights, that I'm trying to compare in R. Looks like: ...
I'm running a benchmark to find the efficiency of a my computer. There are $p$ control variables say, $x_1,x_2,...,x_p$ and one output variable $Y$. For example, every time I run an experiment I ...