Tagged Questions
0
votes
0answers
26 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 ...
1
vote
1answer
45 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 + ...
3
votes
1answer
62 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
...
1
vote
1answer
94 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 ...
3
votes
1answer
153 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 ...
2
votes
1answer
87 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 ...
1
vote
1answer
123 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 ...
0
votes
1answer
52 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 ...
0
votes
0answers
104 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 ...
-5
votes
1answer
70 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
4
votes
0answers
115 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 ...
2
votes
3answers
321 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:
...
4
votes
0answers
100 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 ...
3
votes
2answers
104 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:
...
2
votes
1answer
157 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 ...
0
votes
2answers
245 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 ...
5
votes
0answers
317 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 ...
1
vote
1answer
682 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 ...
3
votes
1answer
283 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.
...
3
votes
1answer
151 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 ...
9
votes
1answer
204 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 ...
3
votes
1answer
245 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 ...
2
votes
3answers
159 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 ...
0
votes
0answers
155 views
Relationship between $R^2$ and MAE in forecasting
I have the following linear model based on multivariate timeseries:
...
4
votes
1answer
166 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 ...
5
votes
4answers
1k 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 ...
4
votes
1answer
345 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 ...
11
votes
2answers
233 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, ...
7
votes
2answers
917 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 ...
12
votes
4answers
2k 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 ...
47
votes
6answers
3k 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 ...
4
votes
1answer
230 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 ...
5
votes
1answer
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 ...
2
votes
2answers
957 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 ...
17
votes
6answers
5k 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 ...
6
votes
3answers
2k views
How to detect when a regression model is over-fit?
When you are the one doing the work, being aware of what you are doing you develop a sense of when you have over-fit the model. For one thing, you can track the trend or deterioration in the Adjusted ...
9
votes
2answers
3k views
Explain the difference between multiple regression and multivariate regression, with minimal use of symbols/math
Are multiple and multivariate regression really different? What is a variate anyways? :)
