# Tagged Questions

63 views

### How to make linear regression model while 'control' confounding variables?

I have data from survey, and Trying to build a linear regression model using R like A~ B however, want to control C, D, E, F, G. like Age, Sex, and other confounding variables. I tried to make some ...
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### How to describe the failure of this linear modelling?

I have a time series $X_t$, which is shown in the first plot. In the second plot, I am doing a linear regression on $X_t\sim X_{t-1}$. The regression line is very close to $y=x$. But this is tricky ...
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### How to distinguish these two linear regressions?

I have two linear regressions. The linear coefficients of both of them are very close to $1$. The first plot seems reasonable linear regression, while the second one is tricky since if the bottom left ...
183 views

### Why some people test regression-like model assumptions on their raw data and other people test them on the residual?

I am a Phd Student in experimental psychology and I try hard to improve my skills and knowledge about how to analyze my data. Until my 5th year in Psychology, I thought that the regression-like ...
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### Needle-in-a-haystack Regularized Regression

I'm in a setting where I am trying to model a continuous output variable given ~100 variables and ~100k datapoints. The signal-to-noise ratio is extremely low, and colinearity is very high. Among the ...
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### In R, why are residuals of lm() and summary(lm()) different when using weights for the regression?

I am using a decay weighting scheme for time series regression in financial markets (idea is that more recent data is more relevant). However lm() residuals are ...
124 views

### Choosing regression model

How can I choose between these two regression models? R outputs: Regression 1 ...
150 views

### Heteroskedasticity and residuals normality

I have a linear regression that's quite good, I guess (it's for a university project so I don't really have to be super accurate). Point is, if I plot the residuals vs. predicted values, there is ...
81 views

### Is the generalized Pearsonâ€™s chi-square statistic a pseudo $R^2$?

Is the generalized Pearson's chi-square statistic viewed as a pseudo $R^2$? I think yes, because a pseudo $R^2$ is a generalization of the form of $R^2$, and the generalized Pearson's chi-square ...
51 views

### Analyzing residual plot vs independent variables plot

Why do we analyze residual plot in regression analysis and NOT between two individual variables? For example when checking for normality, heteroscedasticity etc. we don't analyze two individual ...
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### Linear regression properties question

It is known that the sum of residuals is zero in a linear regression model. Similarly $\sum e_{i}X_{i} = 0$. Is the same true if we substitute X for Y?
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### What does the residual higher level variance tell me?

I have a multilevel logistic regression model predicting the probability of item nonresponse, where the random intercept variance at country level takes on the following distribution for the different ...
626 views

### What to do when Kolmogorov-Smirnov test is significant for residuals of parametric test but skewness and kurtosis look normal?

I have conducted a parametric test in a study, n=290. I want to assess whether the residuals of this test are normally distributed. The skewness and kurtosis of the residuals are -0.017 and -0.438 ...
6k views

### What is residual standard error?

When running a multiple regression model in R, one of the outputs is a residual standard error of 0.0589 on 95,161 degrees of freedom. I know that the 95,161 degrees of freedom is given by the ...
781 views

### What do normal residuals mean and what does this tell me about my data?

Pretty basic question: What does a normal distribution of residuals from a linear regression mean? In terms of, how does this reflect on my original data from the regression? I'm totally stumped, ...
144 views

### Summary of residuals in R

Disregarding "Deviance" in the image, the output of multiple regression analysis in R looks pretty much like this. As far as I understand, residuals are errors. Do the 5 value summary refer to ...
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### Explanation of a step in derivation of residuals for R lm diagnostic?

I'm reading Faraway's book (http://cran.r-project.org/doc/contrib/Faraway-PRA.pdf) to try to understand R's lm diagnostic plots. On page 72 of the book is this: I have been trying to understand a ...
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### Question about the validation step for a multinomial logit model

I've been skimming through a couple of books (all german ones, hence I do not cite them here) at what residual plots one should look at if the usual model assumptions in the context of a multinomial ...
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### Which of the three residual plots shows the most evidence of a possible violation of any of the linear regression assumptions?

https://www.dropbox.com/s/a6oojun3rkvv9a6/Screen%20Shot%202013-01-25%20at%2011.53.07.png https://www.dropbox.com/s/losw1w0raojq2he/Screen%20Shot%202013-01-25%20at%2012.09.06.png Which of of the ...
113 views

### Forecasting volatility using HAR-RV, residuals are greater than predicted value

I have tried using the following model (HAR-RV) to forecast volatility: ...
231 views

### Troublesome residual plot from linear mixed model

I have fitted the following linear mixed model based on the results of an economic game: lmer(TotalScore~perOOgivenP+Game+(1|Subject),REML=T,data=mdl1table)->m1 ...
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### residualize binary outcome variable

Does it make sense and what is the correct approach to residualize a binary variable? For a continuous variable y, I simply run a regression that predicts ...
1k views

### Influential residual vs. outlier

First, I should state that I have searched on this site for the answer. I either didn't find a question that answered my question or my knowledge level is so low I didn't realize I already read the ...
1k views

### Normality of residuals vs sample data; what about t-tests?

An addition to the common confusion about normality testing in inferential statistics for general linear models: I understand the assumption of normality refers to the residuals in ANOVA and ...
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### RMS error of the SD line

Freedman's Statistics (p. 147 of the hardcover edition) says that if $Y$ is estimated using the SD line (rather than the regression line) then the RMS error of the residuals is ...
615 views

### What does it mean in terms of regression if residuals are not white noise?

I need help in answering this one, it is an exam question.
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### How to fix the constant variance assumption?

We have a project where we have to find the best model using a large set of data. In our current model there are 10 variables, some quantitative, and a few that are qualitative. When we first do ...
468 views

### Estimate of sigma squared in a simple linear regression when H0: beta = 0 is true

I was reading some lecture notes on simple linear regression where one section said that when the slope is 0 (hence, H0: beta = 0 is actually true), (SSY - SSE)/(DFY - DFE) estimates sigma squared. ...
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### Estimating fixed effects for ordinal regression

I am running a model when the response variable (behaviour) is an ordinal factor (levels: 0,1,2,3,4) and I am testing the relationship with two fixed effect factors (year: A,B,C,D; colony; X1,X2). I ...
309 views

### Simultaneous heteroscedasticity and heavy tails in a regression model

I'm trying to create a prediction model using regression. This is the diagnostic plot for the model that I get from using lm() in R: What I read from the Q-Q plot is that the residuals have a ...
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### Transformation optimizing stationarity of the residual of a regression

I am trying to define an objective function or a method to find the transformation and coefficients optimizing the stationarity of regression's residuals. For instance, if I want to regress $X_1$ vs ...
467 views

### How can we get different mean and median values for residuals when working with the same dataset?

Following this R instruction > fit <- lm(spending ~ sex + status + income + verbal, data=spending) I would like to calculate the mean and median of the ...
324 views

### Getting started with analysis of residuals in linear regression

Since the mean of the residuals should be close to zero and with my calculations yield the following result: > mean(resid(trees.lm) [1] -3.065293e-17 is it ...
181 views

### Two-stage linear regression

If I do regression in two stages: Stage 1: $y\sim x_1 + 1$ Stage 2: resid_1st_stage $\sim x_2 + 1$ Will the resid_2nd_stage be orthogonal to $x_1$?
382 views

### Strange pattern of residuals

I am observing strange patterns in residuals for my data: [EDIT] Here are the partial regression plots for the two variables: [EDIT2] Added the PP Plot The distribution seems to be doing ...
737 views

### Residuals for logistic regression and Cook's distance

Are there any particular assumptions regarding the errors for logistic regression such as the constant variance of the error terms and the normality of the residuals? Also typically when you have ...
4k views

### How to understand standardized residual in regression analysis?

I have a stupid question. According to textbook, the residual is the difference between response and predicted value, then it is said that every residual has different variance, so we need to consider ...