# Tagged Questions

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 ...
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### 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 ...
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### 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 ...
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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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 ...
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### 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 ...
451 views

### Time series with multiple subjects and multiple variables

I am a web developer and novice statistician. My data looks something like this ...
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 ...