This tag is a signal that the question focuses on a problem particular to multivariate analysis, such as multiple correlations or interactions.
0
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0answers
31 views
Two-way ANOVA library in java
Independent variable A and independent variable B gives outcome Y. I am interested in the interaction of A and B. I need to calculate Sum of Squares of Interaction. I have been working with Apache ...
2
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0answers
96 views
VIF values and interactions in multiple regression
I am running a multiple regression of the form y~a+b+c+ab+ac+bc
I have checked the VIF values for the direct effects - should I check them for the interactions?
I am assuming not as that would ...
1
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1answer
45 views
Is it valid to compare AICc among models with different numbers of independent vbls?
I am trying to interpret some results in a paper that presents AICc values for different candidate multiple regression models. The paper presents the model results broken down by numbers of ...
1
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0answers
52 views
Multiple Regression
I need help in this area for my thesis. I have 2 time lines in my research in which different variables are measured. The only variable that is the same for both timelines is on stress. It was ...
0
votes
2answers
45 views
How to organise data and run nerlovian model
I am trying to estimate the price elasticity of supply for small scale farmers in Malawi and I have time series data for 34 years. I have two problems: First, the prices are very low such that when I ...
2
votes
2answers
519 views
What happens when I include a squared variable in my regression?
I start with my OLS regression:
$$
y = \beta _0 + \beta_1x_1+\beta_2 D + \varepsilon
$$
where D is a dummy variable, the estimates become different from zero with a low p-value.
I then preform a ...
2
votes
1answer
39 views
The multiple regression model - The minimum sum of squares
I am struggeling with this definition the minimum sum of squares for a Matrix $M$:
The minimum value of $f(β)$ where $β = (X′X)^{−1}X′y$ from the system of normal equations $X′Xβ = X′y$ is $$y′(I − ...
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0answers
25 views
multiple regression question in sas
I am going to study multiple regression next month , if I wanna create a model for selection of items on the shelf correct.
Where can I add new items or drop old items?
1
vote
1answer
91 views
Multivariate Weighted Linear Regression
Very simple. I am looking for a package that does Multivariate Linear Regression with weights on the observations. Does anyone know of a package that does this? I am shocked that I have not been ...
0
votes
0answers
41 views
How to use model averaging across a subset of top models using MuMIn
When running a model selection analysis using MuMIn, with a continuous response variable and a variety of categorical and continuous explanatory variables, some of the outputted models in the ...
0
votes
3answers
334 views
Automatic outlier detection in R
Our model processes millions of multivariate observations; manual outlier detection is impractical. I am looking for a method of automatic outlier detection.
I have been trying to use R package ...
0
votes
1answer
82 views
Modeling a outcome variable heavily skewed toward 0
I am working with a data set to model student performance with various variables from the class/school/district/provincial level. Student performance is extremely low though--~70% of reading ...
2
votes
3answers
308 views
Does adding more variables into a multivariable regression change coefficients of existing variables?
Say I have a multivariable (several independent variables) regression that consists of 3 variables. Each of those variables has a given coefficient. If I decide to introduce a 4th variable and rerun ...
0
votes
1answer
125 views
Forecasting using multiple regression
I have data in the form given below, and I want to perform forecasting using multiple regression. I found definition of multiple regression from this link: http://otexts.com/fpp/5/1/ . I have these ...
1
vote
1answer
134 views
Analysing transformed data
Is it possible to carry out normal multiple linear regression when the dependent variable and one predictor variable have been transformed using square root transformation? (as they did not follow ...
1
vote
0answers
101 views
Significance testing for different groups in multiple regression with dummy-coded interaction variables
Consider a multiple regression predicting outcome Y using a continuous predictor P and an interaction between ...
0
votes
3answers
163 views
Is it possible to have a variable significant in multiple regression but not significant in stepwise regression?
I have run a stepwise regression and found that some of the selected variables are not significant yet in a multiple regression with all variables included in the model those variables were ...
1
vote
0answers
39 views
What model should I use in this situation?
I have income based on zipcode from US census data, I think they also provide income based on gender for whole of US, income based on age for whole of US, and income based on zip code. Now I need to ...
0
votes
0answers
39 views
Steps for Regression when subscales (based on survey responses)are present in IND and DEP variable
I am looking to run regression against 5 Independant variables (each comprised of 4-6 subscale survey items) and a Dependant Variable (comprised of 3 subscale survey questions in Likert Fashion). I ...
5
votes
1answer
253 views
Bayesian variable selection — does it really work?
I thought I might toy with some Bayesian variable selection, following a nice blog post and the linked papers therein. I wrote a program in rjags (where I am quite a rookie) and fetched price data ...
1
vote
0answers
32 views
Statistical inference about degree of a node in a genetic network
I am working on Gene-Gene interaction networks. I build a graph by adding edges between genes (nodes) representing statistical interaction in prediction of a quantitative parameter value (say, brain ...
0
votes
0answers
18 views
How to treat log (0) for independent variable? [duplicate]
I would like to use a log-log model and one of my independent variables is log (investment in machinery/employee).
Some firms report 0 investment. I have to take logs and I would like to know which ...
2
votes
2answers
128 views
Causality, omitted variable bias
This might be a basic question, but I want to be sure that what I'm doing is right. I have a model that suggests that variable X causes both Y and Z. When I regress Y on X, or Z on X, I get positive ...
1
vote
2answers
234 views
How to perform an exponential regression with multiple variables in R
I am an R noob, so I'm hoping this question isn't a dumb one.
I'd like to perform an exponential regression with multiple independent variables (similar to the LOGEST function in Excel)
I'm trying ...
0
votes
1answer
78 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
67 views
Do multi-linear regression such that the sign of the coefficient is the same as the sign of correlation
Suppose we have 3 variables:
$y$, $x_1$ and $x_2$,
$\text{Correlation}(y,x_1)=a_1>0$ and $\text{correlation}(y,x_2)=a_2>0$, (so when I do multi-linear regression, I want to get ...
0
votes
1answer
98 views
Plotting selected explanatory variables in multiple linear regression with interaction terms
I have a question about plotting multiple linear regression results.
I would like two graphs, one that shows the estimated relationship between d15N and avomc, and another that shows the relationship ...
5
votes
1answer
182 views
Sandwich estimator intuition
Wikipedia and the R sandwich package vignette give good information about the assumptions supporting OLS coefficient standard errors and the mathematical background of the sandwich estimators. I'm ...
0
votes
2answers
82 views
Do we need Overlap/Common Support in case of a parametric regression?
If I want to make a causal statement based on selection on observables. One typically assumes "Common Support" (/"Overlap") - which means that for any value of the confounding variables X a unit i can ...
2
votes
1answer
212 views
When do you stratify an analysis versus including an interaction term?
I’m not very familiar with when and why you would stratify on a variable or set of variables in a regression analysis generally and would like to know what the issues are particularly in contrast to ...
0
votes
1answer
43 views
How do you test for independence of k binomial variables?
I am analyzing some orthopedic data and our outcome is union vs. non-union of a fracture. One of our independent variables is whether or not the initial fracture was closed (skin intact) vs. open. ...
1
vote
1answer
339 views
Can non normal data be used for factor analysis and multiple regression? If so what is the procedure to justify it?
While I was writing up the analysis in my thesis, I just came across when rechecking my test for normality, that the p-value for most continuous variables was .000, which is less than .05, and it ...
1
vote
0answers
55 views
Estimating individual-level outcome probabilities given from group-level training data
Given multi-level data, I'm interested in estimating member-level outcomes when only group-level outcomes, along with both group- and member-level predictors, are known. I'm lacking in statistical ...
1
vote
0answers
106 views
Interpreting significance in hierarchical regression
I've run a Hierarchical Multiple Regression to understand the unique predictive value of three different maternal variables (maternal PTSD, maternal depression, and quality of the parent-child ...
0
votes
1answer
220 views
Can I apply multiple regression analysis on panel data?
I have total 19 banks with five years data, comprising 95 observations total. I have 5 independent variables and 1 dependent variable. Can i apply multiple regression analysis by taking all five years ...
2
votes
0answers
71 views
What insights can be found by using leverage plots?
I'm trying to figure out whether leverage plots can provide valuable information. See example in http://www.jmp.com/support/help/Leverage_Plot_Details.shtml
1
vote
1answer
173 views
P-value for multiple regression changes as more points are added
I am working on a multiple regression model that will forecast the value of loans being granted within the current month.
The data points are broken down per day ( Jan will have 31 data points etc) ...
6
votes
3answers
281 views
How to model this odd-shaped distribution (almost a reverse-J)
My dependent variable shown below doesn't fit any stock distribution that I know of. Linear regression produces somewhat non-normal, right-skewed residuals that relate to predicted Y in an odd way ...
2
votes
3answers
86 views
What to do when the predictors do not accord with common sense/literature, but the model is fine/best according to log likelihood and LRT?
I would try to clarify the problem and then ask the questions.
The problem (variable names are masked due to confidentiality):
I ran a binary logistic regression, in which there were 5 ...
2
votes
1answer
107 views
Should I include an interaction term for a covariate if I expect it to be correlated with one or more of the variables?
I'm fitting a linear model where the response variable is a measure of physical performance-- running speed for example-- and the predictor variables are sex and drug treatment, with an interaction ...
1
vote
0answers
141 views
Comparing observed and predicted values across several measurements
As a neuropsychology graduate student with some experience in statistics (I'm usually the guy other psychologists come to with statistics problems after trying it themselves but before seeing a ...
4
votes
1answer
335 views
Multiple regression with repeatedly measured independent variables?
Design and hypothesis: we measured wellbeing at Time-1 and Time-2, we want to see whether factor A (measured at Time-1 and ...
1
vote
1answer
35 views
Perils of adding squared terms to model DOE data
I'm trying to model 3 level DOE data using 4 factors. Each factor when compared to the other factors looks like:
Since I have a center point and 3 points in a row for each factor, I think I can ...
0
votes
0answers
51 views
Test of differences (e.g. Hotelling's T) for aggregated data
I have 14 regression predictors and want to test statistically whether they differ from each other in their explained variance of the dependent variable. I decompose explained variance using the R ...
1
vote
1answer
40 views
Using Index of Multiple Deprivation (IMD) Scores in a Linear Regression
The UK Government publishes deprivation scores for geographic areas. Often these scores are converted into ranks and then into quantiles to see if groups of people are more or less deprived than one ...
0
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1answer
115 views
Strange result of a fixed effect model
If I am looking at sports data of dozens of soccer leagues over a year:
...
0
votes
1answer
80 views
Interpretation of result in reference group
If I am looking at sports data of a whole league over a year:
...
0
votes
1answer
100 views
Nominal data multiple regression analysis
I have been given the following data and am supposed to build a multiple regression model to be able to predict the price of a car:
Price of Car - SPSS Measurement = Scale
Mileage of Car - SPSS ...
1
vote
1answer
546 views
ANOVA or Regression? 1 Continuous factor & 1 Categorical factor with continuous response variables
I have 1 categorical factor (3 treatments) and 1 continuous factor (weight) and then I have 5 continuous response variables.
From what I have read, I should not use a two way ANOVA as one of the ...
1
vote
1answer
73 views
Predicting continuous variables from text features
I want to predict a continuous variable from text features. Lets say I have some student essays and I want to predict their quality, as measured by a human grader, using text features (mostly words ...
