# Tagged Questions

This tag is a signal that the question focuses on a problem particular to multivariate analysis, such as multiple correlations or interactions.

19 views

### Should I pick a constant sample size for regressions on data with different available n?

I am using OLS to estimate the effects of various factors on the sales of different items. The data are monthly, and vary somewhat in the number of monthly observations available (some of the items ...
56 views

### Nonconstancy of error variance

If the residuals show that the non constancy of the error variance is clearly present, does it mean that your regression results are completely invalid?
51 views

### Confidence interval for multiple regression parameter

I'm given the least squares model: Y = B0 + B1x1 + B2x2 + B3x1x2 Y = 12 -2x1 + 7x2 +5x1x2 n = 20 as well as some RSS's ...
87 views

### Setting intercept to zero: Will this change both standard deviations and the error term?

After running a single regression with a forced zero intercept, I understand that $\beta$ (slope(s)) will change as $\alpha$ (intercept) will be set to zero. Easy. $\rho = \beta(\sigma_x / \sigma_y)$ ...
73 views

### Best regression model, given coefficient of variation $R^2$ and mean-squared error

If you have 3 separate models in a multiple regression problem (and 3 ANOVA tables), which would be best given that you have the coefficient of determination, $R^2$, and mean-squared error values? So ...
65 views

### Partial F ratio from ANOVA table

In multiple regression, if you have just an ANOVA table, and nothing else, no specific data, how can you do a partial F test on X1, given X2 is already in the model? So, you have the ANOVA table: ...
71 views

### GLM with two related predictors (X and X-squared)

I am running a general linear model in which I have two predictors: X and X-squared. I entered both these predictors in my analysis because I think X might explain the variance in the outcome measure ...
95 views

### Linear regression with independent variables with varying proportions

I am looking to do a linear regression on two independent variables that will be present in varying proportions. For example trying to do a linear regression on $Y$ which is payment behavior (payback ...
31 views

### What sort of learning algorithm to use?

I am looking to perform a simple task, Given restaurant_reviews from week 1 to week n for a particular restaurant,I look to perform prediction about the number of reviews the restaurant will get ...
28 views

### Parameters as sort of weights

I'm after model that would spit out weights where the weights sum to 1 rather than parameters themselves. This is what I have done: I have fitted 3 logit models ...
76 views

### simultaneous equations

I have the following relationships logY ~ logX1 + logX2 + logX3 + logX4 + logX5 and X1 ~ Z1 + Z2 + Z3 + Z4 + Z5 X2 ~ Z1 + Z2 + Z3 + Z4 + Z5 X3 ~ Z1 + Z2 + Z3 + Z4 + Z5 where Y and Z1, Z2, Z3, ...
47 views

### Getting the prediction standard error from a natural spline fit

I'm fitting a natural spline fit to some data points. I'd like to estimate the prediction error for the predicted value. In linear regression (I agree that natural spline is also a linear regression ...
20 views

### consensus scoring model that maximizes ranking agreement with real data

Consider the following dataset: OBJECT: 1 2 3 4 ... 15 SFA: 3.5 2.2 4.0 3.6 ... 2.8 rankingA: 3 9 1 2 ... 7 SFB: 3.1 3.1 3.7 3.4 ... 2.7 rankingB: 4.5 4.5 2 3 ... 9 SFC: 3.3 3.0 3.7 3.5 ... 2.1 ...
79 views

### Can I perform Cox regression on left truncated records?

Is a Cox proportional hazards regression model appropriate for records which are left truncated? I'm developing a model that predicts risk of hospitalization during a two year time period. Some ...
31 views

### Guidelines for splitting positively-skewed DV for Linear Modeling?

I am creating a multiple Linear Regression model using a Dependent variable which is extremely positively-skewed: My skewness statistic is 27.610, std. deviation is 2832.139, range of values from 0 - ...
74 views

### RAM requirements for multivariate regression in SAS and R?

Is there a "rule of thumb" for calculating the amount of RAM required on a computer to conduct a multivariate regression in run-time $t$ with a $p \times n$ design matrix? Assuming I have to find ...
60 views

### Difference between model / line?

I have a dataset. I'm asked to write out the linear regression model. I'm also asked to calculate the least squares regression line. What's the difference?? [[EDIT]]
26 views

### Optimum linear combination of predictors that maximizes a quantity

I use 48 energy functions to score protein-ligand interactions. I have a dataset of protein-ligands for which I know the experimental binding energy, so I can compare it with the score assigned from ...
76 views

### A summary of different cases of interaction effects, how do you interpret?

I know there are lots of questions/answers about dealing with interaction effects in regressions on this site, but I think there is a need to summarize a bit. I don't know if there is a standard way ...
19 views

### Finding the optimum combination of raters that maximizes a quantity

I have scored the binding affinity of a set of small-molecules relative to protein receptor using multiple scoring function (consider them as "raters"). I also have the experimental binding affinities ...
110 views

### Data cleaning for large sample data set in multiple linear regression

I have 70,000 observations for my depentant variable. I have 12 independant variables. After removing zero value and error and missing value form my data set, my data reduced to 4000. Can I still do ...
51 views

### Calculate goodness-of-fit (with deviance) to compare averaged models?

I need to compare the goodness of fit of several averaged logistic regression models by calculating the deviance explained. I'm using the MuMIn package in R to ...
53 views

### How can a categorical variable where respondents can choose more than one response be used as a predictor in multiple regression?

I have conducted a survey which asks respondents to indicate the informational sources regarding a product. There are 8 information sources (e.g., internet, newspaper, brochure and so on) and people ...
91 views

### Regression of data that includes a date

I have a dataset that contains a few hundred transactions from a three suppliers operating in 100+ countries over a three year period. We've found that the country of sales is not a significant ...
42 views

### Model Estimation

How can I estimate a model where Y ~ X1 + X2 + X3 X1 ~ Z1 + Z2 X2 ~ Z1 + Z2 X3 ~ Z1 + Z2 where Y may/may not be correlated with Z1 and Z2. Is there a R procedure that I could use to estimate the ...
141 views

### Multicollinearity and Splines :: Is there a problem?

When using natural (i.e. restricted) cubic splines, the basis functions created are highly collinear, and when used in a regression seem to produce very high VIF (variance inflation factor) ...
21 views

For $M$ and $N$ (both $n \times n$ matrices) and $y$ ($n \times 1$ vector). $M$ and $N$ are idempotent. If $cov[My,Ny]=Mcov[y]N=0$. That is, $My$ and $Ny$ are independent. So $y'Ny=(Ny)'(Ny)$ and ...
190 views

### Correct way to compare two (very) different regression models?

I'm working with some piecewise linear regression models, and I'd like to compare their predictions with those produced by multiple (weighted) linear regression models. Both models describe the same ...
86 views

### Is there a regression method for fitting general N-order polynomials of two or more variables?

I would like to fit a general N-order polynomial of two or more variables. For example, consider (for reference) the general second-order polynomial in two variables $x$ and $y$: ...
163 views

### How to interpret parameter estimates correlated with the intercept parameter estimate?

I have performed a regression in SAS and extracted the estimated correlation matrix of the parameters, which includes the intercept. One of my variable parameters has a strong correlation to the ...
17 views

### Different $B_0$ after setting the independent variable columns to factors?

I'm currently working with a dataset in R and my $B_0$ result is different when I run linear regression with & without converting the data into factors. And I want to understand what I'm doing ...
95 views

### Regression with rank order as dependent variable

I have data on 44 firms that have all been ranked by an expert. The "best" firm has rank 1, the second best has rank 2, ..., the last one has rank 44. I have a bunch of explanatory variables and ...
55 views

### Appeal for multivariate response dataset

I am looking for a multivariate response dataset to test an algorithm that does regression. By multivariate response I mean a dataset where both inputs and outputs are vectors. So the goal is to see ...
41 views

### Stepwise regression and mediation analysis

In my research I have 3 domains of IV, 4 of MV and 8 of DV. To run mediation analysis I made possible chains from the results of stepwise regression and only one chain fulfilled the assumptions of ...
294 views

### Calculating the price elasticity and income elasticity of demand

The demand function for air travel between the U.S. and Europe has been estimated to be $$\ln Q = 2.737 - 1.247 \ln P +1.905 \ln I$$ where $Q$ denotes number of passengers (in thousands) per year, $P$ ...
75 views

### How to calculate the shared variance between multiple IVs in predicting DV?

I would like to know how to calculate the degree to which multiple IVs share variances with each other in predicting for the DV. For example, A, B, C, D and E predicts for Z. How do I calcuate the ...
49 views

### Proving that $R^2$ is $r^2$

$y_i=\beta_0+\beta_1x_i+\varepsilon$ is a simple linear model. We know $R^2=1-\frac{SSE/(n-k-1)}{SST/(n-1)}$ where $SSE=Y'(I-H)Y=\sum(y_i-\hat{y})^2$ and $SST=Y'(I-P_1)Y=\sum(y_i-\bar{y})^2$ ...
70 views

### Variance partitioning - why be cautious?

I'm about to use variance partitioning to interpret my results of a given model and across models and have come across various criticisms of it most notably by Pedhazur (1982, 1997). Also, the ...
94 views

### Linear regression 3 variables formula for slope coefficient estimates

Okay so I think I found a formula for the coefficient estimates but it is not very concise. It has like 6 sum of squares but it is in a single fraction so it is calculable. I was wondering what the ...
46 views

### Forecasting customer value as a function of digital engagement?

I want measure the value of a digital engagement, or a digitally engaged customer. Therefore I want to build a model to predict customer value as a function of digital engagement with a given digital ...
32 views

### 1 dummy coded variable and 4 continuous variables in standard regression

I will try to be as specific as possible and I do hope that someone can steer me on the right track. I have 1 categorical variable for grade consisting of grade 1, 2, 3 and 4 which will be dummy ...
94 views

### Combining multiple imputation results for hierarchical regression in SPSS

I'm running a hierarchical regression model in SPSS. I used multiple imputation to handle missing data (14 imputations) and then ran the regression. The regression is: Step 1: 3 dummy coded ...
86 views

### How do you check the linearity of a multiple regression

With Univariate regression it's very easy to see if the correlation is linear or otherwise, but in a multiple regression things can look very complicated, polynomial or other correlations can be ...
129 views

### Quantile regression

I have a question regarding quantile regression. Supposing that I have 10000 observations with one response variable and several predictor variables in a dataset collected each year over several ...
419 views

### Using logistic regression for a continuous dependent variable

I got a revision for my research paper recently and the following is the reviewer's comment on my paper: results obtained from one model is not quite convincing especially linear regression ...
75 views

### Multiple Regression, Normal distribution and Normalization

I am trying to run a Multiple Regression model but I am not sure what should I do to prepare the data input. In my model the dependent variable is the artificial surfaces in hectares, the independent ...
56 views

### Dummy Coded Linear Regression

First a bit of background. I have a data set where each row contains the student's score on a language test, and their responses to a questionnaire (basically questions on their socio-economic ...
134 views

### Implement Forward, Backward, Step and LASSO in VB .NET

My client wants me to implement Variable selection methods i.e. Forward, Backward, Step and LASSO in VB .Net platform including p-value and AIC. I have no idea about the steps involved to calculate ...