The parameters of a regression model.

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2
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1answer
13 views

How to predict from glm created with average values?

I want to predict count data (example: people visiting a beach) based on some predictors (example: temperature, cloudiness). I have created a generalized linear model (with Poisson distribution and ...
2
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2answers
45 views

Regression: What is the utility of R squared compared to RMSE?

Suppose I'm doing regression with training, validation, and test sets. I can find RMSE and R squared (R^2, the coefficient of determination) from the output of my software (such as R's lm() function). ...
1
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1answer
26 views

Heteroskedasticity Question

I have a model that's affected by Heteroskedasticity: bptest(m1) studentized Breusch-Pagan test data: m1 BP = 65.055, ...
1
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1answer
29 views

Using logistic regression to estimate whether probability of an outcome is greater than chance (and by how much)?

I have an outcome variable that is subjects' correct or incorrect responses to a single question asked at two time points (before and after the experiment). I want to know if subjects were better than ...
1
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1answer
22 views

Really weird results for a logistic model - is it due to high frequency of one value on response variable?

I am trying to test whether experimental group (a vs b) influences the probability of some binary outcome, but the model results are strange. The code I'm using: ...
3
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2answers
56 views

Regression Interpretation conundrum

I am running an OLS regression of the form $$\log\left(Y\right)=x_0 + \left(\frac{x_1}{Y}\right)\beta_1+\log (x_2)\beta_2 + \epsilon$$ I have one covariate as $\left(\frac{x_1}{Y}\right)$ which is a ...
0
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0answers
20 views

z-score to compare coefficients between two regression models

I conducted a choice-based conjoint analysis to find the preferences towards smartphone features. To estimate the model parameters, I used the generalized linera model (glm). I have used 6 levels in ...
0
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0answers
20 views

Coefficient of correlation from averaged and not averaged data

I want to understand why I get two different results for $r^2$ from the data I post. I use the linest function in Excel. One more noob question about weighted ...
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0answers
10 views

Compare the coefficients of two independent variables within a model, representing 2 diff independent variables are statistically different?

I'm trying to show that two coefficients within a model are statistically different from each other. These variables measure two similar, but different variables, price increase and price decrease. ...
2
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1answer
28 views

VAR model interpretation: Coef vs Impulse response functions

In courses such as time series analysis, we learned that the relationships derived from impulse response functions or Granger causalties are more interesting than the estimation output. I was ...
3
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1answer
59 views

Regression specification consequences

Suppose a true model is $Y_i = βX_i +u_i$ , where $β$ is parameter and $u$ is the random error, and $i$ denotes the number of observations. But instead of fitting this regression through the origin, ...
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0answers
10 views

Does the variance inflation factor make sense for regularized regression?

I have a logistic regression model fit using L1 regularization. There are two variables that entered the model that have a correlation of over 0.90. The VIF for these variables are each about 60 which ...
0
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1answer
16 views

Interpret/evaluate effect of including variables in regression analysis

I am running an asset pricing test (Fama MacBeth); regressing one month ahead excess stock returns on market beta and some firm-level variables (e.g. MAX and EISKEW shown below). My object is to ...
0
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1answer
18 views

Share of variance explained by individual predictor [duplicate]

I am interested in how to calculate portion of explained variance of each individual independend variable in regression equation. So regression model is $y=b_{0}+b_{1}x_{1}+...b_{n}x_{k}+\epsilon$ ...
0
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2answers
45 views

How to interpret Quadratic Terms

I'm answering a practice exam questions, and having trouble with one on quadratic terms. Could someone give me a quick summery of 1) why they are sometimes included? 2) How to interpret them? In ...
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0answers
15 views

interpretation of coefficients in regression with categorical, continuous predictors

I am having trouble with interpretation of regression coefficients when more than one categorical variable is included. Also, I am not clear on how including interaction terms changes the coefficient ...
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0answers
13 views

Do these two variables make sense?

I am running a fixed effects regression on wages and gambling to see what impact gambling has on earnings. The dataset I have been given has two interesting variables - poverty and unemployment rate. ...
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0answers
22 views

Categorical variable intercept in generalized linear model

I am running Generalized Linear Model and I have one continuous dependent variable, two categorical fixed factors and 22 continuous independent variables as covariates. When I run the model, I get ...
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0answers
12 views

SPSS: Interpretation of coefficients - OLS

I could need some help interpreting my findings. I've been conducting a linear OLS regression with the following output: I'm trying to discover what the influences are from an acquisition on the ...
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0answers
36 views

Covariance Between $\hat{\beta_0}$ and $\hat{\beta_1}$ [duplicate]

Our model is $Y=\beta_0+\beta_1X+U$. We know that $\hat{\beta_0} = \beta_0 + \sum\limits_{n=1}^N c_nu_n$ and $\hat{\beta_1} = \beta_1 + \sum\limits_{n=1}^N k_nu_n$, where $$k_n = ...
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0answers
21 views

Interpreting results from lasso regression?

I have a time series data set with about 2million observations and 31 variables, which I break to a few thousand using threshold value for my dependent variable. I am using lasso regression in R to ...
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0answers
41 views

Using repeated measures change/trend as a predictor variable

I have repeated measures of happiness for a sample of participants, and a single measure of satisfaction for each of the ...
0
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0answers
15 views

How do I calculate the Confidence intervall for the regression coefficient? [duplicate]

Hello! I need to calculate the 95 percent CI for the regression coefficients (coef). Is it possible to simply do this by taking the values plus or minus 1.96 times its standard error (se(coef))?
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19 views

Forward selection, using adjusted R square or t statistics?

When it comes to select variable in multiple regression model using forward selection, should we add variables in the models according to its adjusted R square or t statistics/Sig?
0
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1answer
26 views

Interpretation of Regression coefficient

I have a five-variable regression equation, and I added any constant (fixed value, say 100) to all the observations of variable $A$, another (or same) fixed value in variable $B$, while the other ...
0
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1answer
48 views

Why doesn't standardization work in the linear regression?

I have a matrix containing the attributes of the item and their corresponding rating. All of the attributes are in the range of (0,1) and the rating is in [1,5]. I transform the range of rating to ...
4
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3answers
57 views

How to interpret my coefficients?

I have the following model: $$ Gini_{it} = \alpha_i + \beta_1\ln(BNP_{it}) + \beta_2trade_{it} + \epsilon_{it}, $$ where $Gini_{it}$ is the Gini-index from 0 to 100, $\ln(BNP_{it})$ is $\ln$ of the ...
3
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0answers
36 views

How to treat categorical predictors in LASSO

I am running a LASSO that has some categorical variable predictors and some continuous ones. I have a question about the categorical variables. The first step I understand is to break each of them ...
0
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0answers
29 views

how interpret coefficient of a binary variable (coded as 1 and 2 in R) in a logistic regression model

I have a logistic regression model where Pstatus (a binary variable is coded as 1,2 (1 being apart, 2 being together in R see code below) has a coefficient of 0.8. I am wondering how I should ...
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0answers
21 views

non-trivial coefficients in an OLS regression

I have a problem explaining how and why the coefficient on my regressions is changing signs. I have a continuous outcome variable Y which is a linear combination of two continuous variables y1 and ...
1
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1answer
35 views

What is the relationship between regression analysis, LASSO, and coordinate descent?

I'm a complete newbie and trying to understand what exactly LASSO is, how coordinate descent is used with LASSO, and how all of that factors into regression analysis. I'm totally confused about the ...
0
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0answers
15 views

Differing regression coefficients in the literature for Okuns Law

I'm currently writing up my applied econometrics project on Okun's Law, and it is important for me to give some historical context of Okun's original regression results. My problem however, is that ...
0
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0answers
29 views

Interpretation of coefficients

I know that probably a lot of people already asked about the interpretation of coefficients especially in log-linear models. Unfortunately, I was not able to find an answer to my specific question: I ...
0
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0answers
14 views

Cancelling roots in ARMA(1,1) with external regressors

I am trying to find out what cancelling roots would imply for the estimators of my external regressors in my ARMA(1,1) model. Unfortunately however I'm stuck in my final step since I'm insecure about ...
0
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0answers
22 views

How to get SAS to output odds ratios for main effects in a Firth logistic regression featuring an interaction term

Data for this question SPSS file type: SRFULL2.sav Dropbox share link - note you can import it into SAS, which I am using for my analysis here. My SAS-run model is such that: ...
1
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0answers
77 views

Linear SVM feature weights interpretation. Binary classification, only positive feature values

I'm using clf = svm.SVC(kernel='linear') on a data set with only two classes $y \in \{-1, +1\}$ and the feature values of all samples are normalized between 0 and ...
1
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0answers
11 views

Comparison of regression coefficients between (nested) geographic regions

I would like to compare the effect of an explanatory variable (say X1) on a response variable (Say Y) between two geographic regions in which one is a sub-region of the other. For example, I am ...
0
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0answers
49 views

How to interpret and explain negative coefficients when they do not make sense

I have seen appearance of negative coefficients where they do not make sense (the data is related to costs where negative coefficient should not appear). If regression models are fitted to individual ...
1
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0answers
13 views

PCA for model coefficients

I have a regression problem with strong multi-colinearity. The question is about the effect of the variables more-so than the prediction from the model. Is it valid to divide the coefficient of a ...
0
votes
1answer
18 views

How to interpret coefficients in a regression model with two groups

given a linear regression model such as $ y= \beta_0 + \beta_1X_1 + \beta_2X_2 + \beta_3D + \beta_4D*X_1 + \beta_5D*X_2 $ where $D$ is a dummy variable, what are the proper interpretations of ...
0
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0answers
18 views

How to compare contributory values over time? (with missing values)

Context I am working on a project considering computers. I have a dataset containing around 50 product characteristics for each computer. Also, for each computer, I have data about the product price ...
0
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0answers
30 views

How to interpret nested interactions?

Consider a data set where you have a tenure variable that takes non-negative values (e.g. from 0 to ...
0
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1answer
33 views

Calculating group mean and confidence interval from single-subject means and confidence intervals

I have a sample of 20 subjects. I have two continuous variables, X and Y which are linearly related. I use linear regression to estimate the regression coefficient relating X and Y. For each subject, ...
0
votes
1answer
27 views

Using a zero slope coefficient predictor variable in multiple regression

I ran multiple regression with three predictor variables, which according to the theory I am using, should all predict the dependent variable. However, one of the variable's partial plot shows what ...
0
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0answers
18 views

Testing for differences between regression coefficients between fixed effects models

I need to test for differences between regression coefficients between two two-way fixed effects models. I'm using balanced panel data for 6,400 firms over six years. To determine if the size of the ...
0
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0answers
17 views

Regression: Fitting exactly one data point [duplicate]

I would like to run a linear regression with 4 datapoints (let's say 1, 4, 5, 8). I would like that the line (for the Chart) starts at the value of the first data Point (here 1). How can I fit the ...
2
votes
0answers
107 views

double feature value in ridge regression, coefficients change?

In ridge regression using unnormalized features, if you double the value of a given feature A (i.e., a specific column of the feature matrix), what happens to the estimated coefficients for every ...
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0answers
30 views

Goodness of Fit and reliability of coefficients in Logistic Regression

I have logistic regression model with 9 independent variables. Two of them are numerical, the others are binary. Three of my coefficients are significant at 0.001, two of them are significant at 0.05. ...
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0answers
20 views

Comparing regression coefficients in the same multiple regression

In a multiple regression, I want to test if IV1's prediction of the DV is significantly different than that of IV2's. IV1 & IV2 are dependent (say, hight and weight measured in all subjects in a ...
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0answers
9 views

Corrected sum of sqares [closed]

Why we need the corrected sum of sqares in regression modelling? And also why need to correct sum of sqares from mean?