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

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Bias-variance decomposition with sklearn BaggingRegressor

There is an example given on the Scikit-Learn site that compares the bias-variance decomposition of the rmse of a single SVR model against a bagging ensemble. Unfortunately, the data is being ...
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1answer
30 views

Questions regarding Binary Logistic Regression

I am very new to statistics and is currently performing binary logistic regression analysis to test null hypothesis for my dissertation. First, both my independent variables and dependent variable ...
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27 views

NA produced in linear regression model

I have read similar posts to this but my problem is not resolved by the answers given. I want to do a v simple linear regression to see if bite incidence is related to district, zone (vacc or control) ...
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2answers
26 views

Difference between identity and diagonal covariance matrices

thanks in advance for the help. Suppose I am training a linear model. What are the conceptual differences between using a diagonal covariance matrix and the identity? It is clear to me that the ...
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1answer
68 views

Regressing out a variable?

What exactly does it mean to "regress out" a variable or quantity? This is something I hear about all the time, but it's strangely difficult to find a precise description online. Any pointers - ...
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15 views

Panel data models when some regressors are non-stationary - I(1)

My model is $$ Y_{it}=X_{it}'\beta+\varepsilon_{it} $$ where $Y_{it}$ is a vector of weekly observations of a dependent variable and $X_{it}$ is a vector of explanatory variables (also weekly) with ...
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1answer
19 views

Find the expected payoff for different strategies

I have recorded on a continuous scale (between 0 and 10) the strategy some players used in a video game and their associate payoff (also interval-ratio) in this game, so I have lots of couples of ...
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30 views

how to get theoretical center of distribution and theoretical variance of the distribution

Here for 1000 simulations and 40 samples for each, here is random exponential distributor using replicate function ...
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1answer
61 views

OLS vs IV estimates - Sign and Significance

Assume I have an equation with 1 endogenous variable, and many other exogenous variables. Also assume I have 2 valid instruments for the endogenous variable for IV estimation. If I were to estimate ...
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1answer
60 views

Multiple regression in R with different data types of predictors

My goal is to investigate a dependent variable which is metric (time in hours). The independent variables include 3 metric, 2 binary (factors), and one factor variable, which consists of 11 districts ...
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13 views

ANOVA for exponential regression model in excel

How to get ANOVA table for exponential regression models in MS excel? I mean nonlinear regression exponential fit.
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6 views

Regression coefficient in Curve expert software

While using curve expert software for developing models, regression coefficient of the curve obtained cannot be found. How to find regression coefficient of the model curve obtained in Curve expert ...
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1answer
20 views

SLR: Variance of a residual

I am having problems calculating the variance of a residual in an SLR setting, ie $\text{var}$$(y_i- \hat{y_i})$. Here is what I have thus far. If $ \hat{y_i}= \hat{\beta_0} + \hat{\beta_1}x_i$ ...
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1answer
14 views

Multiple regression in R with different data types of predictors

My goal is to investigate a dependent variable which is metric (time in hours). The independent variables include 3 metric, 2 binary (factors), and one factor variable, which consists of 11 districts ...
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0answers
27 views

Stock Closing price forecasting using ARIMA Model in R ( Entry level R programmer and Statistics learner)

I am an entry level R programmer and trying to learn statistics. i have downloaded the daily stock Adjusted Close price of one stock from sep 2011 to till date. As per my study plan, i have plotted ...
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1answer
22 views

Robust Regression using m estimators [on hold]

I have a problem. i'm tring to fit robust regression with different weight functios like wesle and logistic but i can not do it in R. plZ hlp me
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1answer
47 views

Regression with very small sample size

I want to run a regression with 4 to 5 explanatory variables, but I have only 15 observations. Not being able to assume these variables are normally distributed, is there a non-parametric or any other ...
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42 views

Random variables of mixed models

I am thinking about using mixed models as part of my research, but I am having trouble understanding its application. In particular, I have two somewhat related questions regarding mixed models. ...
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13 views

Complete Logistic Regression framework using K-Cross validation

I'm implementing a logistic regression model in a low event rate data. I have gone through many webpages (including stackoverflow, including my questions) but none answer or describe the end-to-end ...
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Performing a linear regression on small dataset and trouble with modeling small predictor values

I have a dataset. y: the dependent variable (representing a ratio between the number of objects bought with the given money & the total number of objects bought) x: the independent variable ...
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Orthogonal projection of a vector which is already orthogonal to part of the basis

Context This question emerged from trying to solve problem 5.1. of Wooldridge, Econometric Analysis of Cross Section and Panel Data. The problem asks to show the equivalence of the estimators ...
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62 views

Does Stationarity for Time Series extend to Independent Variables?

There have been many questions about the importance of stationarity and also its means of calculation here on CV, but one question that I have not seen an answer to is whether or not stationarity (in ...
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1answer
39 views

Why does the SSR have 1 degree of freedom in simple linear regression?

I understand degrees of freedom as the number of things that can independently change. And typically, in coming up with the degrees of freedom, if you have n terms, then you just subtract out the ...
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13 views

Spatio-temporal data [on hold]

I am an italian student, and I'm looking for a particular dataset. I'm interested in a model for spatial regression, with time-varying data. I'm looking for data with coordinates, measured in ...
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17 views

Live selection of movie to suggest based on similarity of users

I am working with movie selection for users. 1 ) One of the first ways I thought was taking all the clicked only movie data and building decision trees out of it. Then when input is passed, the ...
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1answer
61 views

LR test on marginal effect

Say I have the following regression model: $$\text{Wage}_i = constant + α·\text{YearsOfEduc}_i + β·\text{Age}_i + γ·\text{CompletedHighSchool}_i + \mbox{δ·$\text{NumOfSiblings}_i$} + ...
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3answers
69 views

regression for binary classification

Given a binary classification problem, is there any inherent difference (or advantage) to using a classifier (say a logistic regression) and a regression, where the classes are denoted by 0 and 1 (or ...
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1answer
46 views

Finding multinomial logit regression coefficients in R

I run a multinomial logit regression model for a multiclass classification problem and use the following R function: trainedModel <- multinom(UNS ~ ., data = traindata) Where ...
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1answer
8 views

Pretest posttest regression

I am trying to set up a multiple regression for a pretest posttest dependent variable. There will be no control group, and we will be controlling for age (continuous) and gender. Want to use the ...
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Plotting fraction of NAs of a data frame [migrated]

Does anyone know how to plot the graphs of figure 23.1 of the example chapter of Steyerberg's book? The R-function is called "na.plot2" and Displays for example the fraction of missing values in data ...
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2answers
23 views

Regression problem without complete data set

I have a medium sized database of hands played at an online poker website. In poker, you starting hand can be classified into one of 169 different hole card combinations (e.g. AA , 87s which means ...
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1answer
42 views

Can multiple logistic regression be performed without a reference/baseline?

I was wondering of it's possible to perform a multiple logistic regression without a baseline reference. The analysis I'm dealing with doesn't have a "natural" baseline reference. Thanks in advance
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1answer
15 views

how to estimate heterogeneous effects?

I have a dataset where I run regression discontinuity with the following code: xi: reg work post i.post|m i.post|m2 age age2 age3 immig primary hsgrad univ sib pleave i.q if m>-10 & m<9, ...
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1answer
33 views

Regression discontinuity

I am analyzing some Stata code for a regression discontinuity analysis. The results of this analysis are presented in table 5 of the Online appendix to “The Effects of a Universal Child Benefit...”. ...
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1answer
31 views

Wald test on marginal effect

Say I have the following regression equation: $$Wage_i = YearsOfEduc_i + Age_i + NumOfSiblings_i + u_i$$ How would I go about peforming a wald test of the hypothesis that for an individual with ...
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About Hypothesis Test In Spatial Regression

I'm doing estimation of spatial lag/error model using R package "spreg"/"spdep". But I can't find any method to do hypothesis test after regression. For example, I want to test whether two ...
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Interpreting interactions in logistic regression output [duplicate]

Using chi-square analysis, I find significant p-values for age (as a continuous predictor variable) and presence of a hip fracture (as a dichotomous categorical predictor variable) for the occurrence ...
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33 views

R: Prediction using glm() [migrated]

I am using glm() function in R with link= log to fit my model. I read on various websites that fitted() returns the value which we can compare with the original data as compared to the predict(). I ...
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19 views

Chi-squared test and logistic regression

Is there a relation between chi-squared test and logistic regression model in a similar manner between ANOVA and linear regression?
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27 views

Linear Regression Percentage Increase/Decrease

I am trying to find out a way to display the percentage increase or decrease to my customers using y = mx + b ...
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3answers
48 views

Simulation from linear model with additional variables

I want to test the performance of a variable selection method in linear regression with normal errors using simulated data: $${\bf y}= {\bf X}{\bf \beta} + \epsilon,$$ where, as usual, ${\bf y}$ is ...
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36 views

R- Improving linear regression fit

I am trying to construct a predictive model in R. I am using the glm() in R to fit the model. I am getting a very high residual error after fitting the model. My target values are in the range of ...
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21 views

R- Improving linear regression fit [on hold]

I am trying to construct a predictive model in R. I am using the glm() in R to fit the model. I am getting a very high residual error after fitting the model. My target values are in the range of ...
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32 views

Determine if regression results are significantly better with method A or method B

I'm working on a regression case and I am using two methods, lets say method A and B. Due to the randomness in the optimisation techniques of these methods the output will always differ slightly. ...
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6 views

regression test or two bloc PLS model to prove a gene expression matrix relationship

I have two gene expression matrices, matrix A coming from a set of two hypothetically different cells while matrix B is coming (for certain) from only one of them. The structure of a gene expression ...
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14 views

Need to transform data before running mediation/model with bootstrapping (PROCESS)?

I am reading through Hayes' book on mediation and moderation analysis (2013) which describes the PROCESS macro he created to use bootstrapping in order to arrive to confidence intervals to check the ...
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10 views

Managing/maintaining multiple models

Sorry for posting a vague problem statement, but this is very practical issue i am facing right now and couldn't any hint/solution. My use case is that while trying to build regression model, there ...
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23 views

Detecting a step change in time ordered data

Suppose I have data which looks like this: ...
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2answers
21 views

Regression produces a high coefficient of determination, but also a high MSE

I've ran several regression models on a dataset (the SEER cancer dataset). I'm trying to use regression to calculate how many months a cancer patient can expect to live. Each record consists of around ...
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Comparing the results of 2 employee surveys that used different scale lengths

Is it possible through some form of linear regression to compare the results of two different surveys (same questions) that used two different likert scale lengths (i.e. 6-point = Strongly Disagree, ...