Tagged Questions
3
votes
0answers
44 views
Generalised least squares: from regression coefficients to correlation coefficients?
For least squares with one predictor:
$y = \beta x + \epsilon$
If $x$ and $y$ are standardised prior to fitting (i.e. $\sim N(0,1)$), then:
$\beta$ is the same as the Pearson correlation ...
2
votes
0answers
27 views
Finding correlations between aggregated and non aggregated data
I am trying to correlate server usage data with CPU utilization. E.g., X number of transactions on the server correlates with Y amount of CPU utilization. The transactions are reported hourly and ...
0
votes
0answers
39 views
How should I evaluate Correlation coefficient value
I am doing regression on a numeric dataset. This dataset is combined from 2 sources (one is from real-life data, one is from synthetic data). When I run cross-validation on this combined data, I get a ...
2
votes
0answers
55 views
What kind of model is this and how do you estimate its parameters?
For the following model:
$$T = A_0 + A_1M+ A_2M^2 + A_3\ln(P) + A_4\ln(P)^2+A_5M\ln(P)$$
where:
$T$ = Dependent variable
$P$ = Independent variable
$M$ = Independent variable
...
0
votes
1answer
63 views
Correlation of Fixed Effects in lmer
I'm a psycholinguistics student with few knowledge in statistics and I have some doubts about a Correlation of Fixed Effects in lmer function (lme4 package). So, if my question is stupid… hummm… I'm ...
0
votes
0answers
41 views
What to watch out for when regressing Y on X when not only Y influences X but also X influences Y?
My data (about 20-30 data points) seems to be following a quadratic pattern, and it's quite plausible that they influence each other:
For $X < 16$, the influence (direction of "Granger-causality") ...
0
votes
0answers
56 views
Statistics problem travel distance [closed]
I've tried to solve this but I have no idea; I tried it several times but I still didn't manage to get a correct solution.
For a sample of 10 students, the following bivariate data represents the ...
0
votes
0answers
61 views
Correlation, regression and causal modeling
This is probably a blindingly obvious answer for any seasoned statistician, but I am still confused as to how correlation differs to regression, technically.
I understand that one is a measure of ...
0
votes
0answers
43 views
regression and correlation analysis [closed]
I. The main objective of regression analysis is to predict the dependent variable by the help of one or more independent variables.
II. The main objective of correlation analysis is to determine ...
1
vote
2answers
27 views
Calculate the tendency of a set of samples
I develop an application in which i constantly get samples of heart pulse.
I defined an interval of t seconds.
In each t seconds I have n samples.
In every interval, I want to calculate the ...
1
vote
0answers
14 views
Calculate the tendency of a set of samples
I develop an application in which I constantly get samples of heart pulse.
I defined an interval of $t$ seconds.
In each $t$ seconds I have $n$ samples.
In every interval, I want to calculate the ...
0
votes
1answer
117 views
Multiple Choice on Linear Regression
1. Which one is NOT a linear regression models? Please give a 1-2 sentences brief
explanation to your choice.
(a) $y_i = β_0 +\exp(β_1x_i)+E_i, i = 1, 2, \ldots, n$
(b) $y_i = β_0 + β_1x_i + β_2 ...
0
votes
0answers
26 views
Impact of some dimensions of one construct on the another construct in a 2-construct model
I have made a model consisting of two constructs, say parents and children, each with several dimensions and set of items (variables). I have used a mixture of Exploratory Factor Analysis (EFA) and ...
1
vote
2answers
49 views
Attempting to investigate a relationship between one variable and another that has three possible values
I'm looking to investigate the relationship between a series of variables on a recurring basis.
One variable will always be the dependent variable, and will take three possible values: ...
1
vote
1answer
41 views
What to do With Curvilinear Relationships?
If I have determined a curvilinear relationship between my dichotomous y and continuous x, what should I do before running a logit regression?
Should I log transform my x variable, etc?
0
votes
1answer
25 views
For which subset of data there is fairly linear relationship between two variables [closed]
ALPHA and BETA are two physical quantities:
A is dependent variable (Y-Axis) and B is independent variable
(X-Axis).
Values of ALPHA range from 50 to 250. (with steps of 50 i.e. 50, 100,
150, 200, ...
4
votes
3answers
328 views
$r^2 = 32\%$, $r = 0.59$ How does a (pro) statistician formally interpret this correlation? Strong? Weak?
For fun and amusement, you wonder how well student grades in Course 101 can predict scores in Course 102. So, you do a regression on grades from both classes.
If you got an r = .59 with $r^2$ = ...
3
votes
1answer
85 views
Statistic for the curvature or non-linearity of a dataset
I'm trying to estimate the curvature/structural complexity of datasets, or the amount by which it is non-linear. The datasets are mostly very linear but with instances of very arbitrarily structured ...
-7
votes
2answers
168 views
Can you see any S-curve in the scatter plot [closed]
two variables >>> scatter plot >>> relationship >>> ? S-curve!
1) any S-curve?
2) S-curve?
3) if S-curve no scatter plotting?
4) linear correlation=0.85 >>> meaningless?
5) explain the relationship
...
0
votes
0answers
59 views
How to find trends/correlations in a simple 2D dataset?
I have a dataset of approximately 100 objects. For each object, I have made measurements and have a handful of values (typically less than 10).
I also know several physical properties of my objects. ...
0
votes
0answers
28 views
Performing linear regression analysis on two data series with different sample spacing
I have a record of one climate variable with a data point every year, and another one which has sample spacing that varies between 1.3 and 75.2 years. I even have a few ages in that series for which I ...
2
votes
0answers
68 views
Find correlation when SD and mean are given
A guy got 88 in his test which has mean score of 64 with SD 8. He missed the second exam in which the meanscore was 45 and SD was 5. He got a prorated marks of 55. The prof used regression to get his ...
3
votes
1answer
146 views
Test to show when diverging linear regression models are statistically different
What method will allow me to identify the values of the independent variable where two (or more) diverging linear regression models are statistically different?
e.g.
Take two simple linear ...
6
votes
5answers
346 views
What to do with collinear variables
Disclaimer: This is for a homework project.
I'm trying to come up with the best model for diamond prices, depending on several variables and I seem to have a pretty good model so far. However I have ...
-1
votes
2answers
208 views
Discrete variables in regression model?
I know that in theory for regression both the Y and factors should be continuous variables. However, I have some factors that are discrete but show both correlation and would fit a regression model.
...
0
votes
0answers
71 views
Do multi-linear regression such that the sign of the coefficient is the same as the sign of correlation
Suppose we have 3 variables:
$y$, $x_1$ and $x_2$,
$\text{Correlation}(y,x_1)=a_1>0$ and $\text{correlation}(y,x_2)=a_2>0$, (so when I do multi-linear regression, I want to get ...
0
votes
0answers
64 views
Correlation or Regression Analysis
I am proposing a study for a dissertation paper. The paper has 1 dependent variable, and 4 independent variables. The variables are all measured over a 4 year period. The data is quantitative, ...
3
votes
2answers
287 views
Are standardized betas in multiple linear regression partial correlations?
Since standardized betas are correlation coefficients in bivariate regression, is it the case that standardized betas in multiple regression are partial correlations?
0
votes
1answer
52 views
question about price-elasticity and endogenity
In Davidson & McKinnon - Estimation and Inference I read that in a competitive market which is always in equilibrium we observe:
$Q^d_t = Q^s_t = Q_t$
where $Q^d_t$ is the quantitiy of demand, ...
0
votes
0answers
76 views
Differences between visualization of correlation line fit and R^2
I have to figures below, generated using R`s lm function.
If you notice Figure A (above) has higher R^2 value than Figure B (below).
But visually, it is clearly that data in Figure B fits better with ...
0
votes
1answer
142 views
What are the important statistical methods? [closed]
For my Statistics class, I am building a module that can easily explain certain statistical methods to students, and get the required results. For this, I am developing a list of the most important ...
2
votes
2answers
149 views
Interpreting main effect coefficient in different models
My interest lies in finding the "right" correlation between a continuous IV ($x$) and a continuous DV ($y$).
At first I ran a simple linear regression:
$$
y=a+b_1 x
$$
However, lots of other factors ...
1
vote
1answer
159 views
Correlate continuous data with dichotomous data, with correction for an ordinal variable?
I want to study association b/w continuous data (age) and dichotomous data (complication: yes/no), with "correction" for an ordinal variable (intra-operative nerve laesion).
I have a database of 427 ...
2
votes
0answers
133 views
Matrix of correlations between the residuals in a SEM fitted by R systemfit function
Assume we would fit this model with systemfit() from the systemfit R package.
$y = \beta_1 x + \gamma_1 z + u$
$z = \beta_2 w + \gamma_2 y + v$
Now I can get an ...
3
votes
1answer
32 views
What does “static” in the context of a SEM mean?
I just stumbled upon a wiki article:
http://en.wikipedia.org/wiki/Endogeneity_(economics)#Omitted_Variable
In the section "simultaneity" theres a description of a model which says that both ...
2
votes
1answer
134 views
What is the relationship between correlation coefficients and regression coefficients in multiple regression?
Consider the model $ y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \epsilon$.
What is the relationship between the correlation coefficients $r_{y,x_1}$, $r_{y,x_2}$ and the regression coefficients ...
1
vote
0answers
124 views
Discussion about proxy- and instrument variables and endogeneity in the context of a multi equation model
Assume two equations
$Y_1 = X_1\beta_1 + X_2\beta_2 + U_1$
$Y_2 = X_1\alpha_1 + X_2\alpha_2 + U_2$
Further assume that $ \ U_1 = X_4 + E_1$ and $U_2 = X_4 + E_2$
with $ \ corr(Y_1,X_4)\ne 0, \ \ ...
0
votes
0answers
126 views
Performing regression and correlation in SPSS
I hope you are doing good, This is Khawaja Fawad Latif - Sir, i am enrolled in PhD and currently working on my Rresearch Proposal. Sir i have this one question if you could kindly answer my query i ...
2
votes
1answer
192 views
two questionnaires, two variables, two populations but one correlation
I have two variable in my research. the first is managers commitment & the second is personnel satisfaction. so we have two population & two questionnaire, one for managers & the other ...
2
votes
1answer
76 views
How to compile data from annual reports?
I am doing a study of the relationship between two items say A and B. The data consists of information printed on the annual reports from say 2000 - 2010 (10 years). For each item, i.e. A and B there ...
0
votes
0answers
44 views
How do I show the difference between two sample groups who participated in the same research
As part of a college research project I gathered data (convenience sampling) for my project. The goal was to show the difference between two groups who were exposed to the same set of circumstance ...
1
vote
1answer
102 views
Correlation between one variable and few others
It's clear for me to count correlation and regression between two variables, e.g. X and Y.
Assume, that X is a fuel consumption and Y is engine displacement. I've got a data set with 100 pairs X Y, ...
1
vote
0answers
98 views
Correlation analysis
I'm trying to measure the impact that rainfall causes in the number of incoming calls in a insurance-company. I have 4 years of daily data.
The plots below shown the correlation plot for each year:
...
2
votes
1answer
56 views
Are variables, which linear combination results in a endogenous variable, endogenous?
I'm a little bit confused....
Lets say I assume $x$ to be endogenous and I observe that
$x = a v_1 + b v_2 + c v_3$
so that $x$ can be expressed as the perfect linear combination of $v_1, v_2, ...
3
votes
2answers
510 views
Reporting coefficient of determination using Spearman's rho
I have two non-normally distributed variables (positively-skewed, exhibiting ceiling effects). I would like to calculate the correlation coefficient between these two variables. Due to the ...
0
votes
0answers
62 views
Why does NNLS only pick weakly correlated variables?
I have been looking to find an answer to this problem but haven't had much luck.
My problem has high multicollinearity and hence I am using NNLS (non negative least squares) in R. I am regressing ...
0
votes
0answers
42 views
Response variables with interaction effects
Does anyone know of a statistical approach/method that lets you model linear regressions between 3-5 explanatory variables that are categorical or continuous and 3 continuous response variables that ...
4
votes
1answer
163 views
Is there a better way to create variables with a certain correlation and one of them is heteroskedastic?
My goal is to generate two variable which are correlated and one of them is heteroscedastic with regards to an grouping variable.
To create two variables with a desired correlation the common way to ...
1
vote
1answer
136 views
Covariance and Correlation in Regression Model
I've been looking over some regression models lately and I came across one which, although similar, differs from the "standard" simple linear model. I was hoping somebody could provide some assistance ...
1
vote
0answers
56 views
Is data driven identification in a simultaneous equation model possible?
Suppose I have to estimate 3 models:
$y_1 = y_2\beta_1 + y_3\beta_2 + X\beta_3 + u_1$
$y_2 = y_1\alpha_1 + y_3\alpha_2 + X\alpha_3 + u_2$
$y_3 = y_1\gamma_1 + y_2\gamma_2 + X\gamma_3 + u_3$
I ...
