# Tagged Questions

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

66 views

### Regressing on many outcomes in a spatial model

I'm measuring many microbe populations in a 'river model' ecosystem by sampling at two points. I want to test the hypothesis that key species upstream are the best predictors for any given population ...
67 views

### Small Sample, Low Baseline in DV, Interaction anyway?

Please assume that I have two metric independent variables (e.g., two blood parameters), and a dependent variable (e.g., a disease). On the DV, 0 represents the absence from the disease, 1 represents ...
261 views

### Interpret significant predictor in non-significant regression? [duplicate]

Possible Duplicate: How can a regression be significant yet all predictors be non-significant? In a simple linear regression with multiple predictors, is it valid to interpret the ...
556 views

### Significant regression coefficients but non-significant bivariate correlations [duplicate]

Possible Duplicate: How can adding a 2nd IV make the 1st IV significant? For two of my main variables, the bivariate correlation coefficients (with the outcome measure) are non-significant ...
896 views

### Parallel lines on residual vs fitted plot

I have a multiple regression problem, which I tried to solve using simple multiple regression: model1 <- lm(Y ~ X1 + X2 + X3 + X4 + X5, data=data) This seems ...
3k views

### How to deal with high correlation among predictors in multiple regression?

I found a reference in an article that goes like: According to Tabachnick & Fidell (1996) the independent variables with a bivariate correlation more than .70 should not be included in ...
553 views

### Interaction Suppresses Main Effects in Repeated Measures GLM? [duplicate]

Possible Duplicate: What if interaction wipes out my direct effects in regression? I have three hypotheses within my experiment, and interpreting the interaction in relation to the rest of ...
1k views

### Problem calculating, interpreting regsubsets and general questions about model selection procedure

I want to select models using regsubsets(). I have a dataframe called olympiadaten (data uploaded: http://www.sendspace.com/file/8e27d0). I first attach this ...
136 views

### Multiple regression analysis with a dependent variable which can be split into more variables

Sorry for my long question but I'm sure it will be interesting for some of you: My research is in the construction area. The dependent variable is time required to finish a construction task and ...
2k views

### Does lm() use partial correlation - R Squared Change?

I come from an SPSS background and am attempting to move to R for it's superior flexibility and data manipulation abilities. I have some concerns however as to ...
1k views

### When to use non-parametric regression?

I am using PROC GLM in SAS to fit a regression equation of the following form $$Y = b_0 + b_1X_1 + b_2X_2 + b_3X_3 + b_4t$$ The QQ plot of the resulting redsiduals indicate deviation from ...
264 views

### Contradiction between significant effect in multiple regression, but non-significant t-test on its own

I ran a multiple regression using 10 independent variables and the single dependent variable (consumer complaining behaviour). One of those independent variables was gender. The $R^2$ for the model ...
259 views

### How to avoid the problem of two-way causality?

I am studying the effect of social capital on households' income. I am doing multiple regression to estimate this effect. For this, I have households' income as dependent variable and social capital ...
3k views

### What are the Assumptions required in Regression Models, Ordinary Least Square, and Multiple Regression Models?

I consulted various books and get confused about what the differences in Assumptions for Regression Models, Ordinary Least Square (OLS), and Multiple Regression Models are? As I read more about it I ...
395 views

### Continuous-by-continuous interaction using simple slopes when I have nuisance variables in my model

I've created a multiple regression predicting 1 DV from 4 IVs (all mean-centered) + 1 interaction term between two of the IVs. The interaction term is significant. I'd like to get a nifty graph ...
172 views

### PCR or PCSR (Principal Component Score Regression)?

PCR in fact is regression on PC scores but not PC, but why, in so many books and tutorials, do they say something like, "in statistics, principal component regression (PCR) is a regression analysis ...
63 views

The classical (OLS) regression model is: $$y_i = \beta_1 x_{i1} + \cdots + \beta_p x_{ip} + \varepsilon_i$$ For this linear model we have many instruments to estimate model's fit. But how can I ...
534 views

### Linear Regression and Spatial-Autocorrelation

I want to predict Tree Heights in a certain area using some variable obtained through remote sensing. Like approximate Biomass, etc. I want to first use a linear regression (I know it's not the best ...
327 views

### Improvement of regression model

I am just learning R. I have developed a regression model with six predictor variables. While developing it, I found the relationships are not very linear. So, maybe because of this the predictions of ...
72 views

### How can I determine a relation, given the raw data for three variables?

I have a dataset relating two variables to a result, as shown in the image below. In the image Variable 1 is held constant, and plotted against different values of Variable 2, and the result is ...
907 views

### Should you use normalized or non-normalized data to develope your model?

I am developing a linear model with 13 variables, including the target variable (online purchase revenue for items). So, I first built model1 with regular variable and then build model2 after ...
576 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 ...
603 views

### Multiple regression with nonlinear relationships between some IVs and the DV

I have a data set at hand that I don't know how to analyze it. Essentially, I have four predictors to predict one outcome. For each predictor, the data distribution is different. Two of them look ...
2k views

### Interpretation of log transformed negatively skewed dependent variable

I am running multiple regression analysis and my dependent variable is not normally distributed (skewness=-1.794 and kurtosis: 4.643). In order to correct this, I applied log transformation but ...
141 views

### Variable Selection One by One vs Simultaneously

The high dimensional variable selection problem is really popular now. But I have a question: If I do simple linear regression regressing one response variable on 1 covariate at a time first and then ...
96 views

### What type of model makes sense?

I am looking to model physical activity (in minutes) as my dependent variable. I have several independent variables of the environment around the school (intersections, traffic, etc). What type of ...
5k views

### How to present results of a Lasso using glmnet?

I would like to find predictors for a continuous dependent variable out of a set of 30 independent variables. I am using Lasso regression as implemented in the glmnet package in R. Here is some dummy ...
2k views

### How can you have a non-significant multiple regression model w/ significant predictors? [duplicate]

Possible Duplicate: Not-significant F but a significant coefficient in multiple linear regression How can a regression be significant yet all predictors be non-significant? Significance of ...
76 views

### Choosing the best model to predict second hand widget prices

I am looking for some thoughts on how best to approach a dataset and pick the right model for predicting the second hand price of widgets. Some background on the properties of these widgets: The ...
3k views

### Either quadratic or interaction term is significant in isolation, but neither are together

As part of an assignment, I had to fit a model with two predictor variables. I then had to draw a plot of the models' residuals against one of the included predictors and make changes based on that. ...
2k views

### How to interpret R-squared in multiple regression with more sets of dummies and continuous variables?

I have a problem with a multiple regression I performed: model without constant term; one dependent continuous variable; first set of dummies: derived from 2 continuous variables, I used the median ...
1k views

### Why use control variables in differences-in-differences?

I have a question on the differences-in-differences approach with the following standard equation: $$y= a + b_1\text{treat}+ b_2\text{post} + b_3\text{treat}\cdot\text{post} + u$$ where treat is a ...
2k views

### Positive correlation and negative regressor coefficient sign

Is it possible to obtain a positive correlation between a regressor and a response (+0,43) and, after that, obtain a negative coefficient in the fitted regression ...
543 views

### Differences between Stata & SPSS in multiple regression outcomes

I'm a graduate student working on a thesis whose aim is to test complementarity between 2 practices (CI and INNO, according to theory of supermodularity). To do so, I calculated two new variables ...
287 views

### At what VIF level should you switch from OLS to ridge-regression?

Regarding multicollinearity, is it recommended to use ridge-regression if you have some covariates with VIF values around 10 in the OLS model? What would be the best VIF level to use to decide ...
449 views

### How to build a regression model with just 5 datapoints with 5 or more variables?

I am attempting to build a simple multiple regression in order to estimate the value of a home. The 5 datapoints are 5 comparable home sales (similar in size, lot, location, # of bedrooms, etc...). ...
232 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 ...
112 views

### Grouping of procedure codes and diagnosis codes

I am trying to group procedure codes so that I do not need to hard code thousands of procedure codes and diagnosis codes. I am trying to build a regression to see the effect of percentage of dollars ...
131 views

### Average weighted to exclude a predictor variable?

I have over 200 datapoints in my set and I have related my predictors (mostly categorical) to a single continuous response variable in a multiple regression model. The model is to my satisfaction, and ...
1k views

### Normalization across columns in linear regression

I have a data set I would like to normalize in two different ways before building the multiple linear regression model. My data set looks as follows: $$x_{1} y_{1,1} y_{1,2}...y_{1,n-1}y_{1,n}$$ ...
119 views

### Independent categorical variables and multiple regression with numeric dependent variables

Firstly I am very very new to stats... I am trying to find a relationship between a dependent numeric factor and have 6 nominal, 1 ordinal and 4 numeric independents. I have been using the category ...
578 views

### Multiple imputation questions for multiple regression in SPSS

I am currently running a multiple regression model using imputed data and have a few questions. Background: Using SPSS 18. My data appears to be MAR. Listwise deletion of cases leaves me with only ...
258 views

### Why don't the results of testing $H_0 : \beta = 0$ and $H_0 : {\rm cor}(X,Y)=0$ agree?

I have 4 IVs in my model that directly effect the DV. The results of the correlation & regression analyses showed that: IV1&DV: Pearson Correlation Coefficient: insignificant Regression ...
1k views

### How can I use the value of $R^2$ to test the linearity assumption in multiple regression analysis?

The below graphs are residual scatter plots of a regression test for which "normality", "homoscedasticity" and "independence" assumptions have already been met for sure! For testing the "linearity" ...
3k views

### Performing multiple linear regressions, in Excel, that have a common x-intercept?

I was plotting some linear data sets in Excel, including linear trend-lines: I was about to perform 5 separate linear regressions, so I could get the slope and ...
46 views

### How to interpret an insignificant main effect that became significant at the presence of interaction effects in moderated regression analysis? [duplicate]

Possible Duplicate: What if interaction wipes out my direct effects in regression? I did hierarchical regression analysis on my data due to having interaction effects in my research model. ...
1k views

### How to interpret inconsistent Beta values in different steps of hierarchical regression analysis?

I did hierarchical regression analysis on my data due to having moderation effects in my research model. R2 increased from .695 in model1 (main effect only) to .734 in model2 (main &interaction ...
211 views

### Some of my predictors are on very different scales - do I need to transform them before fitting a linear regression model?

I would like to run linear regression over a multi-dimensional data set. There exist differences among different dimensions in terms of their magnitude of order. For instance, dimension 1 generally ...