1
vote
1answer
25 views

Using OLS for Model Selection and Prediction - Heteroscedasticity Issue

I am new to regression and having problem in solving Heteroscedasticity in OLS. Have done lots of homework and test before seeking your advice. Sharing the background and what I have done to solve the ...
0
votes
0answers
9 views

How to calculate prediction intervals in major axis regression using R

Need help in calculation of prediction intervals in major axis regression (MA). I'm using 'lmodel2' package for calculation of the MA, but I don't understand how to calculate prediction intervals ...
1
vote
0answers
12 views

R Sales Modeling with Non-Replenishing Inventory

I'm working on modeling sales for tickets for a specific event over time. The issue that I'm having is that the inventory does not replenish, so I can't have my model predicting over what I actually ...
1
vote
1answer
27 views

Durbin Watson test statistic

I applied the DW test to my regression model in R and I got a DW test statistic of 1.78 and a p-value of 2.2e-16 = 0. Does this mean there is no autocorrelation between the residuals because the ...
1
vote
0answers
33 views

Low explained variance in Random Forest (R randomForest)

I am using randomForest in R for regression, I have many categorical predictors (all of them have the same 3 categories (0,1,2)) and I want to see which of them can predict the response (continuous). ...
0
votes
0answers
15 views

Conditional logistic regression model does not converge but logistic regression model does

I am running an analysis where I have 2500 cases and 2500 controls. The cases have disease A, and the controls do not. I am trying to see if having disease A increases the odds of various diseases. ...
1
vote
3answers
29 views

Can you set a minimum limit for the Y-intercept in R?

I have two sets of test scores I'm using to predict future performance, using multiple regression, and I noticed that the y-intercept is negative. This indicates that for a student who scores a zero ...
1
vote
1answer
58 views

How to capture & present lm model output from R

After running iterations of lm() in R, I am now stuck with which components of the model's output to present and how to present them. I know that the $R^{2}$ value, ...
1
vote
1answer
38 views

Model Formulae. correct model?

I'm trying to build the following model in R, however I'm quite confused about the model formulae to use to include an interaction (x1 and x2) $Y_{}=a+b*x_1+cx_2+d(x_1*x_2)$ this intuitive formula ...
1
vote
1answer
58 views

Should a Poisson regression be carried out with only 3 data points?

I'm trying to test the relationship between the number of adults counted and the percentage heather cover over 3 areas. The data looks like this: ...
0
votes
0answers
29 views

Significance of varibles after stepwise regression

I did stepwise regression with my multiple regression model and using AIC as a measure of fit with the step function in R. Afterwards some variables that the ...
1
vote
0answers
23 views

How to test whether a distribution follows a power law?

I have the data of how many users post how many questions. For example, [UserCount, QuestionCount] [2, 100] [9, 10] [3, 80] ... ... it means each of the 2 users posts 100 ...
0
votes
1answer
13 views

Multivariate regression or PCA to reduce response variables?

I hope the title is self-explanatory, but essentially I want to know which method is better: does it make sense to use a PCA to reduce a number of response Y variables and then conduct a univariate ...
-1
votes
0answers
34 views

Robust regression in R with robust::lmRob

I am using the lmRob function in R to do my robust regression. In the R documentation of lmRob found here you can set the ...
0
votes
1answer
70 views
+50

R: Fitting a model with periodic, nonlinear and categorical components

Can anyone give me some advice on how to fit a model with linear (some categorical), non-linear and time series components in R? I don't want to use a non-parametric model like a Loess smooth or ...
0
votes
0answers
13 views

Cross-sectional SUR in R

Is there a package in R that can estimate panel data with cross-sectional seemingly unrelated regression generalized least squares weights (like in EViews)?
3
votes
3answers
171 views

ARIMA Intervention Transfer Function - How to Visualize the Effect

I have a monthly time series with an intervention and I would like to quantify the effect of this intervention on the outcome. I realize the series is rather short and the effect is not yet concluded. ...
2
votes
0answers
28 views

R GLM verifying performance statistics for validation

I do not want to say my AUC is 0.77 and find out I am overlooking a lot. Below is my code and a two question at the bottom: ...
1
vote
0answers
14 views

which regression model: nested, censored data

I have the following data structures and would like to know your opinion which regression models are most suitable (and available in R) model 1: - 20,000 cases - nested in 500 spatial units (only ...
1
vote
1answer
22 views

ARIMA modeling with more than one Categorical Variable

I am using auto.arima for forecasting. I have more than one categorical variables having more than one level. My questions are : Do I need to do dummy coding ? ...
1
vote
0answers
49 views

consequences of lagged dependent variables in panel data and how to deal with it?

I have some elementary problems understanding the consequences of using/adding a lagged dependent variable in my predictive model. I’m trying to predict values $Y_{i,t+\tau}$ for $\tau=1-3$ with: ...
0
votes
1answer
41 views

Why is there a need to do OLS regression of VECM?

I am trying to use the R package urca. It has functions cajorls and carools, which do OLS regression of restricted and unrestricted VECM respectively. Both functions take in the VECM estimated using ...
0
votes
0answers
13 views

Probit regression in R using panel data - Do we need to normalize the predictors?

I am trying to run a probit regression using panel data by first computing the log likelihood and then using the optim() function to optimize. I have a couple of ...
0
votes
1answer
31 views

R - Analyzing Relationship Between Two (or more) Binary Variables

Say I have two vectors: Action.Taken = c(0,1,0,0,1,1,0,1,0) Success = c(0,0,0,1,0,1,0,1,0) The first tells me whether or not a specific action was taken in a ...
-1
votes
0answers
34 views

Getting full results of regression with bootstrap [duplicate]

I'm doing regression analysis and want to use bootstrap. Since "simpleboot" package in R doesn't return p-value, I've decided to bootstrap manually instead of using package. However, the result I got ...
0
votes
1answer
52 views

Problems with Poisson Regression

I have been studying a linguistic construction (let’s call it C) in a language L1 trying to individuate several factors (...
0
votes
1answer
52 views

How to forecast time-series bounded by [0,1], i.e., forecast relative frequencies?

I am working with time series values which are all in the closed interval [0, 1]; these values represent relative frequencies, i.e., empirical probabilities. I would like to create a model such that ...
1
vote
0answers
25 views

linear regression using heteroskedasticity robust standard errors in R

I want to perform an OLS regression on time series data using heteroskedasticity robust standard erros. So far i can come up with this: ...
1
vote
1answer
32 views

How to get the value of Mean squared error in a linear regression in R

Let a linear regression model obtained by the R function lm would like to know if it is possible to obtain by the Mean Squared Error command. I had the FOLLOWING output of an example ...
3
votes
1answer
29 views

Getting the equation from R's lm when using a product

Similar to this question: How to translate the results from lm() to an equation? in which the top voted answer said how to get the form of an equation from ...
4
votes
2answers
179 views

cubic relationship after linear relationship

Sorry for my title, but I really don't know how to describe this question. I am fitting a linear regression in R now, and I find that there is one parameter showing linear relationship before certain ...
1
vote
0answers
15 views

How to fit two or more datasets with different occurence for regression

I want to run a regression in R with different datasets. The question is whether stock performance (daily log return) is influenced by factors like interest rates (the one set by fed or ECB), size of ...
1
vote
1answer
47 views

Non linear regression in R Exponential curve fitting [closed]

I am trying to fit an exponential model to some data. The data is: ...
0
votes
0answers
11 views

How can I estimate a weighted linear regression with fixed effects and many groups in R?

I have a data set derived from administrative registers covering the population of a small European country, containing a large number of defined groups (15 000+). For each of these groups I have ...
1
vote
2answers
188 views

Estimate ARMA coefficients through ACF and PACF inspection

I know that this is probably a question that's been asked plenty of times, but i haven't seen an answer that's both accurate and simple. How do you estimate the appropriate forecast model for a time ...
1
vote
0answers
20 views

Linear Regression Using RHadoop (Mapreduce) [migrated]

I'm new to RHadoop and also to RMR... I had an requirement to write a Mapreduce job in R Mapreduce. I have tried writing, but while executing this, it gives an error. I'm trying to read the file from ...
0
votes
1answer
17 views

What is the method for calculating stdres in {MASS}

The documentation for the MASS package does not detail the calculation method for the standardized residuals using stdres(). I ...
1
vote
1answer
106 views

What regression model to use for a binary predictor and continuous outcome

I have a binary variable, $X=\{0,1\}$ and I want to use this variable to predict a continuous outcome variable $y$ What regression model ought I use to estimate the predictive ability of $X$ of $y$? ...
1
vote
0answers
36 views

Identify points significantly outside a regression model

I would like to update my previous question "Methods to determine reliability of measurements using median and median absolute deviation". I have data from biological experiments, that look like ...
4
votes
1answer
54 views

Cumulative Hazard Function where “status” is dependent on “time”

This question is in relation to a dataset I've previously discussed here. I'm trying to determine whether a treatment affects not only the number of visits a patient has to the doctor, but also how ...
1
vote
0answers
26 views

What to Do When a Log-binomial Model's Convergence Fails

There are times when one might want to estimate a prevalence ratio or relative risk, in preference to an odds ratio, for data with binary outcomes - say, if the outcome in question isn't rare, so the ...
0
votes
0answers
22 views

R statistics interpretation [duplicate]

I am learning exploratory statistical testing methods in R. Specifically I am trying to learn single variable linear regression. I was hoping that someone would be able to give an explanation of the ...
1
vote
1answer
45 views

How can I constrain the coefficients from linear regression to sum to a given value (in R)?

I'm trying to do a linear regression in R, however I have the added constraint the coefficients from the linear regression need to sum to a user given value between 0 and 1. (I understand forcing the ...
2
votes
0answers
39 views

Methods to determine reliability of measurements using median and median absolute deviation

I have several datasets containing hundreds of variables, measured at the same time point and with the same method. Some of these variables have been measured more often and assume consistent values. ...
2
votes
1answer
54 views

Interaction effects in big data sets

I'm looking for a method to identify a shortlist of potentially good 2-way interaction terms rather than trying all possible interactions. This question is similarly asked before here but in a more ...
2
votes
0answers
39 views

Help finding method of estimating regression parameters for a given performance

Pardon my ignorance, for I have very basic training in statistics, but have never taken a regression course. I ran an experiment where participants are in one of two conditions (between subjects). ...
0
votes
1answer
42 views

Linear regression on several trials of experiment

Sorry about asking such a basic question. Assuming I have data like this ...
4
votes
3answers
156 views

Is it possible in R (or in general) to force regression coefficients to be a certain sign?

I'm working with some real world data and the regression models are yielding some counterintuitive results. Normally I trust the statistics but in reality some of these things can not be true. The ...
0
votes
0answers
16 views

How do I estimate a prediction interval from a weighted sample?

I have a vector of data with their standard errors: ...
0
votes
0answers
24 views

Calculating influence for PLS with outer loadings and beta coefficient of latent variable

I'm calculating a penalized least squares regression (PLS). Two influence variables are connected to a latent variable. This latent variable has an influence (beta coefficient) of 0.6 on the response ...