# Tagged Questions

14 views

### checking for autocorrelation with many observations and few time periods

How would I go about checking for autocorrelation if I had a few thousand observations for each time period and had about 15 different time periods? The data set I am working with has a lag variable ...
34 views

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93 views

### Selection of regressors

I have a question about the package leaps which I am using for model selection. I would like to compare 4 different selection methods: forward, backward, stepwise and best subset. I used the code ...
44 views

### A joint model for two continuous outcomes

I have difficulties fitting a joint model in R. My data consists of two responses X & Y ...
36 views

### Right or wrong controls

Is it correct to control for variables that might have the inherited structure of the dependent variable? Two cases below: 1) Variables that are not considered as predictors, but rather a ...
88 views

### Regression model where errors are not normally distributed

From a Physics equation I have the following model: $$W=\beta_0+\beta_1Z$$ $\beta_0$, $\beta_1$ are fixed values for which I want to find a $1-\alpha$ confidence region. I have ...
70 views

### Smart way to search through a very large parameter space

I have a system whose performance is based on a rather large parameter set (200 parameters, lets say, of which each can take a very wide range of values). There are tests to evaluate the performance ...
33 views

### Two IVs (schools) and 3 IVs (grade levels in each) where there are 2 DVs (math and reading scores)

Is MANOVA the correct test? I am looking at 3 grade levels in each of the two middle schools. I want to compare the standardized scores (reading and math) of students in each grade level to the same ...
94 views

### Back transformation of an MLR model

I've obtained a multiple linear regression model in the form  \mathrm{log}(Y) = \beta_0 + \beta_1x_1 + \dots + \beta_4x_4 + \beta_5x_1x_2 + \dots + \beta_{10}x_3x_4 + \beta_{11}x_1^2 + \dots + ...
121 views

### Errors in Variables and Deming's multivariate regression: Assumptions

There has been extensive literature that puts forth a standard set of assumptions for the Ordinary Least Squares (OLS) estimator. I am very interested in working around the two classical problems of ...
211 views

### Backward selection in a Cox regression model

My goal is to fit a cox regression model in SAS, for which I use the PROC PHREG statement. As I am still new to regression methods, I would appreciate a little of ...
196 views

### A measure of overall variance from multivariate Gaussian

I am performing some regression task, where I try to discover the underlying multivariate Gaussians from a set of $n$, $p$-dimensional vectors. For example, given a split of the set into $S_i$ and ...
89 views

### Predict 2 responses from two co-variates

I'm not quite sure how I should fit a model that has two responses. The data consists of target (x,y) co-ordinates and actual (x,y) co-ordinates. I would like to fit a model to predict a new set of ...
301 views

### Multivariate models for ordinal variables

I would like to fit a multivariate regression model of an ordinal random vector using ordinal variables as covariates. I am wondering if there is anything implemented in R or other software that could ...
73 views

### Constructing a measure versus using an interaction

My dataset is sports data and the outcome variable is wins in a season and I am trying to see the affect of the characteristics of the players on the team on this outcome. My question is, is it easier ...
165 views

### Does SPSS give factor scores for mean subtracted variables?

From the Johnson's book, I can see the orthogonal factor model is as follows: $X-\mu=LF+\epsilon$ So if I use SPSS for extracting factor scores from a factor analysis of several variables, then am I ...
90 views

### Solving logarithms using variables [closed]

LogQ= a+bLogP+cLogI+dLogPm b= -2.174 c= 0.461 d= 1.909 Determine price elasticity of demand, income elasticity, and cross price elasticity
159 views

### Logistic regression model for analysis of many IVs with a relatively small sample size

I'm trying to determine the influence (direction and relative strength) of certain attributes of incoming students to an academic program on their successful completion of the program. My sample size ...
787 views

### Multivariate linear regression in R

I an trying to perform a multivariate linear regression in R. I have two dependent variables (outcomes) and one independent variable (predictor). The model would be something like: ...
111 views

### 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 ...
119 views

### Prediction and explanation of user rating based on multiple criteria

I'm trying to figure out a way to both predict how a user would rate a certain document, as well as an explanation of why certain documents are rated a certain way. A user is represented by: ...
281 views

### How to estimate the deposit mix of a bank using interest rate as the independent variable?

Let's say a bank has 5 different types of deposits. One type is certificates of deposits (CD), and the other 4 types are different checking and savings account products with various interest rates ...
397 views

### How to control for industry effects in regression?

Right now I'm working on an analysis of influence of cultural aspects on investment mode preference. However I have to control for many other factors, for example industry, since some industries, for ...
544 views

### Random forests for multivariate regression

I have a multi-output regression problem with $d_x$ input features and $d_y$ outputs. The outputs have a complex, non-linear correlation structure. I'd like to use random forests to do the ...
1k views

### Simple Multivariate Regression with Octave

For the last 2 months, I've been trying to do any kind of multivariate regression, but I haven't had much luck. I hear Octave is simpler and more intuitive for these kinds of tasks, so I thought I'd ...
357 views

### Basic Multivariate Regression Analysis with R

I'm trying to look for simple patterns in weather data. Here's a simplified version of what I'm working with. ...
171 views

### How can you relate the coefficients of a multivariate regression of ${\bf Y} \sim {\bf X}$ to the coefficients of ${\bf X} \sim {\bf Y}$?

Is anyone aware of a orthogonal multiple regression library that is implemented in say R, Scipy, Matlab, Octave, etc.? (Or even fortran/C...) If I'm not mistaken, it would not be difficult to write ...
245 views

### Is there a generalization of Pillai trace and the Hotelling-Lawley trace?

In the setting of multivariate multiple regression (vector regressor and regressand), the four major tests for the general hypothesis (Wilk's Lambda, Pillai-Bartlett, Hotelling-Lawley, and Roy's ...
286 views

### Link between forward and inverse regression ($\text{E}(X|Y)$ and $\text{E}(Y|X)$ ;$\text{var}[\text{E}(X|Y)]$ and $\text{var}[\text{E}(Y|X)]$)

In a multivariate context, that is with at least X or Y being a random vector, are there formulae or theorems that link (even remotely) the forward and inverse regression, $\text{E}(X|Y)$ and ...
195 views

### Which regression method for life satisfaction score?

I would like to regress the influence of income, education, marital status etc. on life satisfaction. The data I use is from the SHARE survey – life satisfaction can take values of 1–10, most values ...
194 views

### Relationship between $R^2$ and MAE in forecasting

I have the following linear model based on multivariate timeseries: ...
175 views

### How to make sense of “luck” in a multilinear regression?

In baseball statistics, there is a statistic called "luck" which is the difference between a team's win-loss record and their Pythagorean win-loss record. This statistic is supposed to measure how ...
2k views

### Reducing the number of variables in a multiple regression

I have a large data set consisting of the values of several hundred financial variables that could be used in a multiple regression to predict the behavior of an index fund over time. I would like to ...
440 views

### How to test for and deal with regression toward the mean?

I am working with a large dataset of behavioral data that I am treating (post-hoc) as a time-series experimental design to look for reliable change in a single dependent variable as a result of a ...
268 views

### Summary of “Large p, Small n” results

Can anybody point me to a survey paper on "Large $p$, Small $n$" results? I am interested in how this problem manifests itself in different research contexts, e.g. regression, classification, ...
1k views

### How to model time-series temperature data at multiple sites as a function of data at one site?

I am new to time series analysis, and would appreciate any suggestions on how best to approach the following time-series regression problem: I have hourly temperature measurements at approximately 20 ...
3k views

### How are propensity scores different from adding covariates in a regression, and when are they preferred to the latter?

I admit I'm relatively new to propensity scores and causal analysis. One thing that's not obvious to me as a newcomer is how the "balancing" using propensity scores is mathematically different from ...
4k views

### What skills are required to perform large scale statistical analyses?

Many statistical jobs ask for experience with large scale data. What are the sorts of statistical and computational skills that would be need for working with large data sets. For example, how about ...
248 views

### Is it possible to fit a multivariate regression model where the independent variable is latent?

I'm trying to fit a multivariate multiple regression model where the independent variable X is latent but I don't know where to start (I have prior information about the coefficient matrix so I can ...
2k views

### How to graphically compare predicted and actual values from multivariate regression in R?

I'm trying to write a function to graphically display predicted vs. actual relationships in a linear regression. What I have so far works well for linear models, but I'd like to extend it in a few ...
1k views

### Adding coefficients to obtain interaction effects - can I add standard errors?

I posted this question earlier and am rewriting it in hopes of getting some guidance. I am using a weighted regression (after propensity score matching) to obtain estimates of the effects of a ...
7k views

### Is adjusting p-values in a multiple regression for multiple comparisons a good idea?

Lets assume you are a social science researcher/econometrician trying to find relevant predictors of demand for a service. You have 2 outcome/dependent variables describing the demand (using the ...