Tagged Questions

0
votes
1answer
44 views

Is there a statistical model for modelling variables that are measured in varying amounts and in different time points per individual?

I have been trying to model a dataset of variables where each individual is measured a different number of times, and on different point in time. Most of my variables are count, but some are not (the ...
0
votes
0answers
53 views

Statistical tests on the revenue data of a small business

I have daily revenue data from a small business with 6 locations. The business sells food products that range from roughly \$2.00 to \$9.00, mainly to professionals. They do over a million dollars a ...
0
votes
1answer
79 views

Time series and multiple variables

I created a time series in Excel (not ideal) using Holts-Winters to forecast daily loan values in a month and it works very well. I've been asked to build a similar model that integrates other ...
0
votes
0answers
134 views

Generalized least squares with insignificant predictor variable

Suppose I have fitted an standard linear regression mode $Y=\beta_0+\beta_1X_1+\beta_2X_2+\beta_3X_3+\epsilon$. Based on the ACF plot or PACF plot of the residuals for this regreesion model, I found ...
0
votes
4answers
190 views

What type of regression model do I use?

$y = \mathbf{X} \beta$ + $\epsilon$ + $m$ Where y, $\epsilon$, and $m$ are $n \times 1$ column vectors, $\beta$ is $p \times 1$ and $\mathbf{X}$ is $n \times p$. $y$ is a noisy time-series signal ...
0
votes
0answers
148 views

Multiple Regression Model determination suggestions? (Time-series** or Cross-section)

What I have to model is the trend that occurs after a transient event (water pump failure, water pump repair etc.) where pump flow goes to 0 in order to forecast the pump flow after a planned event in ...
4
votes
0answers
101 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 ...
3
votes
0answers
441 views

Time series forecasting using autoregressive and linear terms in R

I have real daily market data which I'm looking at to create a model for forecasting. The model that I created (below) used autoregressive terms within a linear regression. I was sharing this with a ...
0
votes
1answer
177 views

Performing a GLS cross-sectional regression using R

Is there a function in R that could perform GLS cross-sectional regression for multiple cases all at once? For example, when regressing stock returns over beta for 100 stocks over a 10-year time ...
-10
votes
1answer
461 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 ...
7
votes
2answers
451 views

Time series with multiple subjects and multiple variables

I am a web developer and novice statistician. My data looks something like this ...
5
votes
2answers
1k views

Fitting multiple linear regression in R: autocorrelated residuals

I'm trying to estimate a multiple linear regression in R with an equation like this: regr <- lm(rate ~ constant + askings + questions + 0) askings and ...
5
votes
1answer
606 views

Multiple regression with constraints on coefficients

I am performing a returns analysis. The idea is to regress a time-series of returns on the returns of various asset classes. The beta coefficients must be constrained such that sum of the coefficients ...
3
votes
3answers
340 views

How to aggregate/deal with time series data in multiple markets?

I have our company's daily revenue data in multiple markets. The essence of the project is to see how different markets compare to each other based on a few variables, namely the age of the market and ...