# Tagged Questions

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

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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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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### 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?
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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. ...
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 ...
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 ...
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 ...
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 ...
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
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) ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
115 views

### Strange result of a fixed effect model

If I am looking at sports data of dozens of soccer leagues over a year: ...
80 views

### Interpretation of result in reference group

If I am looking at sports data of a whole league over a year: ...
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 ...