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

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Logistic regression gives very different result to Fisher's exact test - why?

I have a confusing situation where I have strongly conflicting results from two ways of analyzing my simple data. I measure two binary variables from each participant, AestheticOnly and ChoiceVA. I ...
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3 views

Factor analysis using “outliers-only” time series

Some background I run a factor analysis of a time series $Y$ using a standard OLS model with n+1 independent variables $(F,X_1...X_n)$, where $F$ is the main factor (from an explanatory power ...
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GMM estimation of linear regression with intercept restriction

Say I have a time series regression as follows: $$y_t = a_i + \beta_i x_t + \varepsilon_t^i \ \ ; \ \ t = 1, 2, \cdots, T \ \ \text{for each } i$$ Now say I impose the following restriction on the ...
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9 views

Fuzzy regression (using lp)

I want to replicate a fuzzy regression using a linear programming problem approach. I have the following information: " A fuzzy regression analysis with only one independent variable X results in the ...
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1answer
39 views

Simple Linear Regression…?

So let's suppose that the normal error regression model $Y_i = \beta_0 + \beta_1X_i + \varepsilon_i$ is applicable except that the error variance is not constant; rather the variance is larger, the ...
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10 views

Correlation coefficient in case where dependent variable cannot be larger than independent

I am trying to fit a linear correlation to data. Normally, an obvious choice would be Pearson's R^2, but in this case that over-estimates the accuracy of the data because the dependent variable can ...
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1answer
34 views

Proof that the coefficients in an OLS model follow a t-distribution with (n-k) degrees of freedom

Background Suppose we have an Ordinary Least Squares model where we have $k$ coefficients in our regression model, $$\mathbf{y}=\mathbf{X}\mathbf{\beta} + \mathbf{\epsilon}$$ where $\mathbf{\beta}$ ...
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6 views

Relevant Population [on hold]

A poll is to be conducted in which 2000 individuals were asked whether the election petition of the 2012 election was fairly conducted. The 2000 individuals were selected by random digit dialling and ...
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2answers
24 views

Why is the intersect negative and what does my regression show

I am trying to get my regression right. I want to see, if subs increase how much increase in revenue is seen. The dependent variable is Revenue while the independent variable is subscribers. Least ...
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1answer
24 views

Discrete Variables and Regression

I have only discrete independent variables (gender, religious affiliation etc) and continuous dependent variables. Is it possible to use a regression model?
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How to interpret logarithmically transformed coefficients in negative binomial regression?

How can I interpret log-transformed independent variables in terms of percent change in a negative binomial regression?
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Regression on a Ratio with Numerator and Denominator as regressors

Assume we have a dataset with prices of train-rides. There is the price for the ticket, the distance of the ride und some other relevant variables (e.g. x2: 1st/2nd class, x3: name of train-company ...
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10 views

Moderated regression in repeated measures

I recently conducted a study with 4 within-subject conditions, divided over two sessions. My independent variable is degree of emotional eating (as measured by food intake after a negative mood ...
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9 views

Time imputation from interval censored-data for logistic regression

I have 200 individuals with a time $T_i$ (unknown) of infection that is included in the interval $[L_i,U_i]$ (data known) different for each individual. I suppose that Ti follows a lognormal ...
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3answers
42 views

What happens to R squared when you take out a variable from a regression?

Im assuming the model & estimations would be less accurate, causing the residuals to be larger, therefore, it makes R^2 larger. Just want to make sure and see if anyone has any insight for me. ...
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29 views

Can you do a PCA on 3-point Likert to weigh items 20k responses

I am developing an inventory tool that has 21 items. I need to determine the weight of each of the items, as the presence of some may give a higher overall rating to a scenario than the presence of ...
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Least Squares Regression - Error [duplicate]

In standard least squares regression, we find constants $\beta_1$ and $\beta_2$ such that the square of the average error, $\epsilon = y_i - (\beta_1 + \beta_2x_i)$, is minimized, and so the 'line of ...
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17 views

Linear model with longitudinal data, predicting difference

I have a set of data for 2 visits in patients and I would like to see whether there is a effect of a difference of one variable on another. So, lets say, my variables are A, B, age + gender. I want ...
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62 views

(Automated) feature selection in multiple regression with categorical variables

I need a general guide on what are the appropriate approaches to automated feature selection in multiple regression with categorical variables. In my case, I have several numeric and categorical ...
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29 views

SPSS Backward Regression, wrong results?

I'm using SPSS to do very simple multiple linear regression models. Playing with these models I noticed I get different results if I either use the Enter method or the Backward selection. Let's say I ...
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26 views

How to conveniently add a large set of regressors in R? [migrated]

I have to add approximately 30 dummy variables to a regression. If my variables would be named dummy1 - dummy30, I would denote ...
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32 views

Standard error of slope estimator

Can someone please help explain this. I know the answer is a). Or provide a link with more information. The slope estimator, β1, has a smaller standard error, other things equal, if a) there is ...
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1answer
13 views

Explaining Non-Significant Moderations

Schools often teach us how to conduct and interpret Moderations. What they don't teach us is how to explain why a moderation didn't work out for statistical/methodological reasons. Assuming that the ...
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SLR Residual Plots vs predictor or fitted values?

In our regression class, the professor said we can either plot the residuals vs the predictor values or vs the fitted values. I asked if there was a difference in the two plots (i.e. might you be able ...
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Extreme learning machine: what's it all about?

I've been thinking about, implementing and using the Extreme Learning Machine (ELM) paradigm for more than a year now, and the longer I do, the more I doubt that it is really a good thing. My opinion, ...
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54 views

Regression shows positive linear relationship. Then why this negative equation

I am trying to get my regression right. I want to see, if subs increase how much increase in revenue is seen. The dependent variable is Revenue while the independent variable is subscribers. Least ...
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2answers
32 views

Significance difference between the slopes of three regression lines

I have three simple regression models with three different Y (dependant variable) and one X (independent variable). All the slopes are significant. Is there anything called testing the difference ...
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OLS standard error that corrects for autocorrelation but not heteroskedasticity

Question: By mapping the OLS regression into the GMM framework, write the formula for the standard error of the OLS regression coefficients that corrects for autocorrelation but not ...
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2answers
45 views

Probabilistic interpretation from sigmoid functions

Why do we interpret the results of logistic regression as probabilities? Passing the output of any regression procedure through a sigmoid function results in a probabilistic interpretation with ...
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1answer
202 views

At which hour of sleep, additional hour will have a negative impact on test score (curvilinear relationship)

Let's assume that there is a curvilinear relationship between test score and number of sleep hours. According to the simple example below, starting from 8 hours, test score goes down. I can see it ...
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19 views

Regression/classification, how to accommodate the missing columns of data?

I would like to apply any regression methods, such as the ones available using WEKA libraries (for example, SVMs, NNs, Random Trees,...) . However, I am getting very low results since I am missing the ...
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72 views

data analysis, dissertation of thesis? help please?

I'm having a problem with my dissertation. My research is "level of satisfaction in relation to customer service: comparative study between 2 fast foods my questionnaire consists of 19 questions. ...
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1answer
42 views

In curvilinear relationship (inverted U shaped), how do we calculate the highest point?

Let's assume that age and running performance have an inverted U-shaped relationship. How do I know at which age performance will be best?
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Linear Regression - Beta Coefficient Interpretation [on hold]

In my project I am observing the relationship of Index A (x) on Stock B (y) from 1970-2014. In the 1980s the price of Index A falls and Stock B rises. Whereas between 2005-2010 Index A rises whilst ...
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Zero-heavy dataset with proportional independant variable

I am examining the effect of a binary variable (rural vs urban) on my dependant variable (total mileage expense). Essentially, a person (n) will do X amount of trips in one year, and Y trips will be ...
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Cross-sectional Regression (individual level) with a few country-level variables

I have a small sample of 50 cross-sectional firms and 3 or 4 distinct explanatory variables -- all on the individual level. No time dimension. So far, I could employ OLS (I am using Stata: ...
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42 views

Obtaining the SarimaX equation from the arima coefficients

I have a SarimaX model with three regressor variables: ...
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1answer
107 views

The sign of the regression coefficient and the correlation coefficient

Why can't the regression coefficient and the correlation coefficient have different sign?
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28 views

Simulating violations of regression assumptions

I'm wondering if anyone could provide some code (preferably in R) which demonstrates violated assumptions leading to type 1 errors. Some concrete examples of errors arising from assumption violations ...
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interpret regression slope of residuals against an independent variable

I did a linear regression of crop yield against year and took the residuals of this regression for my further analysis ...
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23 views

Can anyone prove this?

A simple model of consumer spending on three types of goods consists of the following three equations: EDi = α1 + α2 PDi + α3 PNDi + α4 PSi + α5 Yi + εDi EN Di = β1 + β2 PDi + β3 PNDi + β4 PSi + ...
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1answer
50 views

What am I missing in basic OLS? [closed]

I must first admit that I haven't done stats in a loooong time, but I need to do some rudimentary analyses. My issue is that my findings just don't "look right," so I want to see if anyone can spot ...
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1answer
36 views

Curse of dimensionality mimics multicollinearity?

Why does the curse of dimensionality mimic multicollinearity, in the following sense.. Consider the random vector $Y = [y_{1}, \dots, y_{4}]$ where each element is ~ Uniform (0,1). Take 10 samples ...
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1answer
26 views

Regressions with long-tail variables (GDP, etc)

It seems common to apply standard linear regression to variables with long-tail distributions, like GDP, by first taking the log. What is the justification for doing that? Is it effectively assuming a ...
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21 views

How to calculate multicollinearity of binary variable with other predictors in regression model?

VIF can be used to calculate multicollinearity of continuous variable in regression models. But VIF will only work for continuous variables because this is calculated by running a linear regression ...
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37 views

Dichotomizing Continuous Variables in Regression: Good or Bad?

I believe Dichotomizing(also called bucketing/binning) of continuous variable is not always a good idea. My colleague while building regression model always bins continuous variables and only keep ...
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3answers
49 views

Good applied text for linear regression

I have a pure math background and am now studying statistics. For additional study in my linear regression and time series class, my professor suggested a more applied text rather than a higher level ...
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20 views

Regression excercise

I have been sitting with this regression problem for about four months and can not seem to figure it out. My data show signs of heteroscedasticity and i tried many types of transformations with no ...
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19 views

Comparing non nested models [closed]

Why can we compare anova and linear regression model without nesting? one model includes continuous variable and the other model includes the categorical variable
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433 views

Is the sum of a number of ordinal variables still ordinal?

I have performed a survey where I have a number of questions which can be answered Strongly Agree, Agree etc. to Strongly Disagree. Some of the questions have been designed to measure the same thing. ...