The parameters of a regression model.

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3
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0answers
24 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
23 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 ...
1
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0answers
20 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
34 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
14 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 ...
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19 views

Derive a t-test for $\beta_1$ [on hold]

I'm having a bit of an issue trying to figure out how to derive a $t$-test for this question. I know I probably need to construct a likelihood function but I'm a bit confused about how to do that. ...
0
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0answers
24 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
12 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 ...
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0answers
18 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: ...
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0answers
55 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
7 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
35 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
12 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
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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
16 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
25 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
29 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
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1answer
24 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
13 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
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0answers
61 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 ...
1
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0answers
25 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
18 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
8 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?
1
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1answer
57 views

Testing a published Logistic Regression Model Equation with my own data

I have a dataset with the same dependent and independent variables as those for a logistic regression model whose equation has been published in the literature. How do I go about testing whether that ...
1
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1answer
33 views

OLS when both independent and dependent variable are multiplied by another variable

I was given the following problem involving OLS: Suppose we have $(y_i,x_i,z_i)_{i=1}^n$ iid sequence, such that $x_i$ is a vector with K entries and $y_i$ and $z_i$ are scalars. Suppose $z_i$ is ...
1
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1answer
27 views

derive importance of feature by its coefficient (multiple linear regression)

In my test there was a false/true question: Your estimated model for predicting house prices has a large positive weight on 'square feet living'. This implies that if we remove the feature 'square ...
6
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1answer
114 views

R: regression coefficients and lubridate

I'm getting some odd coefficients when I apply lm to dates that have been processed and rounded using the lubridate package. ...
0
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2answers
61 views

Conflicting interpretations for coefficient of log transformed predictor

If you think this is a duplicate, please have a look at the last paragraph. In a regression model where both dependent ($Y$) and independent ($X$) variable are in natural logs, what is the exact ...
0
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1answer
43 views

How can I calculate correlation coefficient from regression cofficient?

If we have one independent variable, then the given regression coefficient $\beta$ = Pearson's $r$. If we have multiple independent variables, how can calculate Pearson's $r$ for each variable if only ...
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0answers
17 views

Multinomial logit coefficient interpretation confusion

In my lecture slides two different ways of interpreting coefficients for the multinomial logit model are discussed. However, numerical values differ and I don't see how they are related. Could anyone ...
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0answers
30 views

Reconstruct logistic regression for external validation

I want to externally validate a logistic regression model that my former colleague constructed together with another company, and that has been published. I have data from another cohort to which I ...
3
votes
1answer
28 views

Binary logistic regression: interpretation of explanatory variables

I have performed a binary logistic regression in R using the glm command and family=binomial. The dependent variable (DV) is not re-contracted = 0 or re-contracted ...
4
votes
1answer
97 views

Sampling variance of regression intercept when there is no regressor

Suppose we have a model $y=\beta_0+u$, where $E(u)=0$ and $Var(u)=\sigma^2$. I get the unbiased estimator $\hat\beta_0$ is just $\bar y$. But how can I get the variance of $\hat\beta_0$? Is it correct ...
0
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0answers
30 views

Interpreting regression coefficients with a multi-level categorical variable [duplicate]

How do I interpret the coefficients of a Regression w/ 1 continuous + 1 categorical predictor (w/ 4 levels - e.g., months) Specifically, is the 1st coefficient equal to that of the 1st month or equal ...
1
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2answers
38 views

Linear Hypothesis with insignificant coefficient in linear regression

In the following linear regression: $$ \text{Wage}=\beta_0+\beta_1 \, \text{Female} +\beta_2 \, \text{Time}+\beta_3 \, \text{Female}\cdot \text{Time} + e $$ $\beta_2 = 0.5$ and $\beta_3 = -1$ are ...
0
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1answer
61 views

What happens when switched from more aggregated to less aggregated unit in ecological regression

Sample state data State Percent_ethnicity=1 Percent_voting=1 A 20% 60% B 56% 65% Sample city data ...
3
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4answers
134 views

How to interpret regression equations with logarithms, based on log difference being approximate to percentage change?

$y = 4 + 2.5\,x + u$ For an increase of 1 unit of $X$ (that is, $X$ to $X+1$), we expect an increase $2.5$ units of $Y$ (that is, $Y$ to $Y+2.5$). Is that right? What if there's a/an $\ln$? ...
2
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0answers
25 views

The effect of Measurement error on a Beta Coefficient

I am trying to show the bias of the slope coefficient that occurs when there is measurement error in the regressor. $$ Y = a + B* x_{i} + e_{i} $$ To find the beta coefficient, we can use the ...
2
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1answer
36 views

Finding the Coefficients of regressors

I understand how to find the coefficients of a bivariate regression and univariate regression w/o an intercept, i.e: Univariate: Y = BX + e ...
3
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1answer
113 views

Will larger correlation coefficient values result in greater slopes between x and y?

For example, if there are two data sets, and the first has a larger correlation between x and y than the second, does this mean the first data set has a greater slope than the second?
1
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2answers
49 views

Interaction terms in level-log regression

I have the following regression: $y=\alpha + \beta_{1}\text{ln}x_{1} + \beta_{2}(\text{ln} x_{1}\cdot \text{ln}x_{2})$ How do I interpret the marginal effect of $x_{1}$ on $y$? I haven't find anything ...
4
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0answers
94 views

Cumulative regression estimates over time, regression to the mean?

Lets say we have 6 people (rows) and 6 hidden buckets (columns). Inside each bucket is one chocolate. Over 4 replicates we let people look for the buckets, some people are better at finding buckets ...
4
votes
3answers
227 views

Explicit solution for linear regression with two predictors

I have some samples of data of the form $x,y$ and $z=f(x,y)$. I wish to fit a plane $$z = Ax + By + C$$ to the data with the smallest mean square errors. I have found an "answer" in section 3 of this ...
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0answers
40 views

If all components of a hierarchical model have not converged, can we say that any parameters have truly converged?

I'm working with a hierarchical regression model of the following form similar to that presented in Peter D. Hoff's book, A First Course in Bayesian Statistical Methods: $\boldsymbol{Y}_j \sim ...
0
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0answers
33 views

type 3 analysis of effects

I have different logistic models and I want to analyse each one and compare them, and I'm not sure how For exemple, I have this for one model ...
0
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0answers
35 views

Looking for the best data analysis

I am currently in my dissertation phase and I am stumped on what data analysis I should be using. I am looking to evaluate resilience differences in genders. I'm using a non-experimental, causal ...
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0answers
44 views

Can we solve multiple linear regression using simple linear regression solver?

Suppose I have a blackbox function that solves simple linear regression. Can I use this function to solve "multiple" linear regression? The blackbox computes the slope and intercept in a simple ...
0
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1answer
38 views

Binary logistic regression in R - assistance with determining odds of a predictor at different levels

I have performed a binary logistic regression in R with whether or not a sportsperson was re-contracted or not as the DV. My final model is as follows; ...
0
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0answers
12 views

Results from fractional polynomial models

I am using multivariable fractional polynomials to evaluate several continuous variables in a Cox proportional hazards model. I have the beta coefficients, however, I would like to estimate the hazard ...