Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

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F-test on two regression models

How to compare two simple regression models? Say I have two regression models: Model 1: $Y= c+X_1+X_2$ Model 2: $Y= c+X_3+X_4$ How to test null hypothesis that both of these models have equal ...
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14 views

R: Positive coefficient on price in mlogit model

Here's a subset of my data: http://pastebin.com/28L51WE3 Read in with clogitdf <- mlogit.data(df1, choice= "y", shape="long", alt.var="alt", chid="chid") ...
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1answer
14 views

Whether to use dummy for event days in a regression

My goal is to ascertain whether certain event days are different from the rest of the days. For example, say I want to find out whether pizza-hut sales on days with a pizza-hut advertisement are ...
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15 views

Trying to understand partial residual plots

When I launch this code (sorry, I cannot post my data): ...
2
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1answer
44 views

modeling time series data with lm()

After you decompose a univariate time series with stl() function in R you are left with the trend, seasonal and random components of the time series. Is it valid to use those components to then model ...
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10 views

glmer and warning message and random effect

I have a data set that I expect there to be some variable among individuals; therefore, I chose to include ID as a random effect in the glmer model. However, when I run the model I get the following ...
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9 views

Minimal sample size needed univariate regression

Setup: I need to figure out how many years of data I need for $\beta_1- H_0$ to be significant at the 5% level. My plan as of now is to collect info on $y_{i1}, y_{i2},x_{i1},x_{i2}$ and run the ...
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32 views

Choose the correct regression model

The relation of two measurement values x and y might be linear mod1 <- lm(x~y) ...
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21 views

Are there multiple ways to interpret the slope parameters in linear regression?

I am struggling to understand an interpretation of regression parameters presented in a paper comparing and contrasting OLS regression to quantile regression. The authors present an example linear ...
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33 views

Comparing two R square. Are they statistically different?

What is a correct way to compare two $R^2$? I have dependent variable $Y$ and $X_1, X_2, X_3, X_4.$ I run two regression models, namely with $X_1$, $X_2$ and $X_3$, $X_4$. Both $R^2$ values are close. ...
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36 views

How do I find a p-value of smooth spline / loess regression?

I have some variables and I am interested to find non-linear relationships between them. So I decided to fit some spline or loess, and print nice plots (see the code below). But, I also want to have ...
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1answer
35 views

Cross-validation and logistic regression

I'm interested in building a set of candidate models in R for an analysis using logistic regression. Once I build the set of candidate models and evaluate their fit to the data using AICc (...
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18 views

Linear Regression Package [on hold]

i want to use linFit on my dataset in R , which package i need to install for that, I'm having following error > linfit(men$age, men$Record) Error: could not ...
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1answer
26 views

How does step function selects best linear Models which includes polynomial effects and interaction effects in R?

I try to find "best" linear models with continuous and categorical covariables with Interaction Effect by BIC. The continuous covariables should have a quadratic effect on the response variable. ...
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3answers
119 views

Saturated model - why is it perfectly fitted?

I can't understand why is saturated model perfectly fitted? I know the definition, I just don't have any intuition.
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2answers
24 views

Multiple regression - how to deal with mixed linear and non-linear variables

Say I have a bunch of explanatory variables to predict a continuous independent variable. Below, a simple toy example: I think it would be easiest to do a log-log transform and proceed with linear ...
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1answer
49 views

machine learning with linear regression algorithm

I'm noob in machine learning, but I'm trying to know more about it. I have a question about a prediction model (predict for every page when the number of click). I try to use kNNimpute to handle with ...
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8 views

LIBLINEAR in C\C++ [migrated]

I want to use LIBLINEAR (http://www.csie.ntu.edu.tw/~cjlin/liblinear) directly in my C++ sources. While it seems simple using it in language like MATLAB/JAVA, in C seems very hard; for example, ...
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3 views

Formula behind variables importance in linear model with caret library

The caret library can measure the importance of predictors http://topepo.github.io/caret/varimp.html The importance for a Linear Models is computed as: 'the absolute value of the t-statistic for ...
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47 views

ARIMA predictions constant

I've created an Arima model based on past forex closing prices using auto arima, which has generated a (0,1,0) ARIMA model. ...
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8 views

Do class-conditional densities always have to sum to 1 conditional on the classes? [duplicate]

I read a lesson here: http://www.byclb.com/TR/Tutorials/neural_networks/ch4_1.htm, and noticed that the class-conditional densities did not sum to one (if we drew vertical lines in figure 4.1, the ...
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1answer
27 views

Best prediction model for binary data

I have a large medical data set (100.000+ patients), and have many variables (but selected 20 most interesting ones - 15 of these are binary). I want to make a model that predict if these patients ...
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15 views

Can I Use Distance Matrix (Weighted) For GLM Fit (Using R)

I am new to statistics but a business user liking to base my decisions on prediction models. And I am relatively new to regression. I have data in the below format. (I have used only imaginary ...
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31 views

heteroskedasticity problem (White test) [on hold]

I am not sure if this question belongs here but I am having a try over here. The datafile is ...
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1answer
25 views

Conditional Indicator Coefficients: Multiple Linear Regression in R

I'm trying to create a regression model for a set of data that includes time and temperature, among others, for 30 minutes intervals throughout the course of a month. I want to build a model that ...
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9 views

why is linear regression linear in feature space? [duplicate]

I can't remember where I read this, but i don't seem to get this very well. Linear regression is linear in terms of feature space. Could someone give an example of this? The definition of linear ...
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57 views

Linear regression model mistakenly gives $R^2$ equal to 1

I'm using R to create a linear regression model from survey data about public sentiment for a new technology. I am encountering a problem where the addition of a new explanatory variable raises the ...
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26 views

r linear regression mistakenly giving me r2 value of 1 [duplicate]

I'm using R to create a linear regression model from survey data about public sentiment for a new technology. I am encountering a problem where the addition of a new explanatory variable raises the ...
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0answers
13 views

The way to convert error function to matrix form in linear regression? [duplicate]

In linear regression squared error function is calculated as: $$ Error(w) = \sum_{i=0}^{m} W^{T}x_i - y_i $$ In which $W^T$ means the transpose of weights vector. $x_i$ is the ith input in vector x ...
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2answers
38 views
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590 views

Regressions. Why a and b explains more than a+b?

So I have sample of 1987 observations. I'm checking how accounting measures can explain stock returns. If I do a regression of stock returns on CFO (cash flow) and Accruals, I get $R^2= 0.075$. But if ...
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2answers
31 views

Null hypothesis for linear regression

I am confused about the null hypothesis for linear regression. If a variable in a linear model has p < 0.05 (when R prints out stars), I would say the variable is a statistically significant part ...
2
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1answer
23 views

Relationship between 3 variables confused

I am working on analyzing some data for my master's thesis, and I am not exactly sure how to interpret my results. Let's call my variables A, B, and C. Variable A is negatively correlated with ...
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2answers
52 views

Generate fake data consistent with adjusted R^2 pattern

Is it possible to specify a vector of adjusted $R^2$ values (or any other measure like AIC, BIC, $C_p$) for the set of all possible models in a data set, and then generate data that is consistent with ...
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15 views

Comparing linear contrast or slopes

I have a very simple question that is bothering me for a while. Imagine if you have a group with N participants, tested on an indice of performance (such as reaction times RT) according to I various ...
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1answer
55 views

Designing Asymmetric regression (assymettric loss for regression)

I have a hybrid classification/regression problem.The predicted value can be assumed to be centred around 0. I want to penalize the predictor more, if the predicted value and actual value have ...
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1answer
12 views

Is golden section search considered a fitting (regression analysis)?

I am curious if the Golden section search is a form of fitting (or regression analysis in general)? It does find the extremum, but independent of any functional form (it works without modeling, if I ...
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3answers
716 views

Why isn't the holdout method (splitting data into training and testing) used in classical statistics?

In my classroom exposure to data mining, the holdout method was introduced as a way of assessing model performance. However, when I took my first class on linear models, this was not introduced as a ...
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negative b value but positive corelation [duplicate]

In a linear regression, I have 5 independent variables. All put significant impact on dependent variable $(p <.05)$. Four of the variables put positive impact but one independent variable in ...
3
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2answers
40 views

What is the proper name of a model that takes as input the output of another model?

Thanks in advance for the help. I am writing a paper and for the life of me can't remember the proper term for a model that works as follows. ...
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7 views

Test to use for one nominal and one measured variable [on hold]

I have a measurement variable that is dependent and a nominal variable that is independent and has two values: here and not here. What is the best test to use to measure which nominal variable has ...
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0answers
35 views

interpreting PERMANOVA (adonis function) output?

I am trying to look at expression of some genes and relate the dist matrix (Sm) to a number of different factors that I collected on the individuals (e.g., litter size, licking behavior, group housing ...
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1answer
26 views

How do panel regression estimates differ from those obtained from multiple time series regressions?

I am trying to familiarise myself with panel regression techniques and I would like to know how the parameter estimates obtained from a panel regression model differ from those obtained from multiple ...
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1answer
29 views

Is there a default parameter choice for the spike-and-slab prior?

In the spike-and-slab prior, one needs to specify $h_{0j} = P(\beta_j=0)$, which demonstrates our prior belief about how likely $\beta_j$ to be an important predictor. Is there a default choice for ...
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0answers
10 views

How to explain the correlation between the mean of each element and it's corresponding PC1 coefficient in a data.frame?

I am doing some PCA analysis by R now,I have a data,which is a data.frame:a,ncol(a) =1000,nrow(a)=100,each row represent a sample,each col represent a feature,so when I use R do PCA analysis like ...
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1answer
58 views

Plot regression with interaction in R

I did a regression analysis with the following variables: Predictor = dummy variable, dependent Variable = metric, moderator variable = metric. I now want to show my results in a figure. The ...
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2answers
39 views

Logistic regression : non exclusive predictors

I am doing a logistic regression . My outcome is a categorical (yes/ no) pain after surgery. The predictors i wish to model for includes the type of anaesthesia , among other predictors. The problem ...
2
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0answers
22 views

Linear regression with estimates of error in predictor

I have data with two different kinds of measurements at the same set of $S$ sites. One of these (call it $X$) returns m estimates at each site, which are not necessarily independent of one another. So ...
3
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1answer
50 views

Testing correlation and the t-statistic used in Simple Linear Regression

Given $H_0$ : $\rho=0$ and $H_A$ : $\rho\neq0$, we use the test statistic $t_{n-2}$ , which is $\frac{r\sqrt{n-2}}{\sqrt{1-r^2}}$. I have to show that $\frac{r\sqrt{n-2}}{\sqrt{1-r^2}}$ equals ...
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2answers
79 views

Standard error of regression coefficient without raw data

After searching here: Perform simple regression without raw data I am still curious about this. Is it possible to derive the standard error of a regression coefficient from summary data alone? ...