The regression-coefficients tag has no wiki summary.
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1answer
83 views
How to compare two regression slopes for one predictor on two different outcomes?
I need to compare two regression slopes where:
y ~ a + b1 x
y ~ a + b2 x
How can I compare b1 and b2?
Or in the language of my specific example in rodents, I ...
3
votes
1answer
49 views
How to interpret regression coefficients when outcome variable was transformed by Box-Cox
I try to do a linear regression of a positive continuous dependent variable (outcome) with several independent variables (all of them are categorical / binary). I had many troubles to get Gaussian ...
1
vote
1answer
113 views
Looking for help with interpreting my OLS models
I have been busy building an explainatory regression model for a companies' social behavior. In the table below you find the variables, ordered by theme. The ...
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0answers
19 views
Test regression parameter against a constant in SPSS
This is a pretty basic question, but I can't find an answer by searching for different statements of the same problem.
Is there a straightforward way to test if a regression parameter is different ...
1
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1answer
33 views
Interpreting regression coefficents when the variables are in proportions
I have the following cross-sectional regression.
per capita car ownership = 0.025*per capita college degrees + 0.012*availability of underground(dummy variable) - 0.287
I am having difficulty with ...
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0answers
18 views
Significant lineal model (p value) but no significant parameters [duplicate]
I´m interested to know if it´s possible (and what it means) to obtain a significant linear model regression (p value=0.008) with coefficients fitted are not significant (p>0.05)?
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0answers
25 views
STATA - Correction for finite sample
I need for running an autoregressive model with correction for finite sample coefficients, following the model proposed by Shaman & Stine in 1989.
I usually use stata and matlab for my analysis, ...
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0answers
22 views
How to interpret the frailty terms in a coxph.penal model?
I have the following coxph model:
Surv(Y) ~ genotype + treatment + age + frailty(batch) + genotype:frailty(batch)
...
0
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0answers
16 views
logdif modell different from log model
I'm not sure if a 1st difference transformation was a good idea. ADF of the dependent variable gave me 0.1177, so I couldn't reject unit root hypothesis, other unit root test though rejected the unit ...
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0answers
31 views
Whats the biggest difference in calculating a simple regression model with/without a constant term?
I have calulated an OLS with and without a constant term. However, besides that the values are different I haven`t really found anything valueable?
Therefore my question is:
Whats the biggest ...
0
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1answer
38 views
0
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0answers
38 views
coefficients for formula
This is the formula I'm using
Call:
lm(formula = kg ~ ft * temp)
and the coefficients
...
0
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2answers
215 views
How to interpret a positive beta coefficient in linear regression?
Could someone provide a sample interpretation for the following:
...
0
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0answers
242 views
Stata: wald test ratio coefficients from separate models
Dear Cross Validated people,
On Stata, I am using a probit model on data from a correspondece test on the labour market. The unit of observations are people, and Y=1 indicates that the individual ...
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0answers
27 views
Calulating a mean coefficient effect based on quantile regression estimates
I have used quantile regression to estimate a particular coefficient for the 10th, 20th, ... 90th percentiles. Now, I want to estimate the mean effect of the coefficient across the whole ...
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0answers
8 views
Regress model where observations are partitioned
My observations have been partitioned such that the first group has m1 as the mean of its response variable, the second group has m2-m1 as the mean of its response variable and the third group has ...
0
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0answers
49 views
Fundamental question on significance in linear regression
In a standard multi-variate linear regression, the distribution of the regression coefficients is a multivariate normal. We still manage to build statistical significance tests for single ...
0
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1answer
95 views
Strange results from Chow test - surprisingly significant p-value
I have a set of data, sampled once per year from 1990 to 2008. It looks more or less linear. However, doing a Chow test results in a significant p-value (0.003 and below), wherever I test for a ...
1
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1answer
134 views
Analysing transformed data
Is it possible to carry out normal multiple linear regression when the dependent variable and one predictor variable have been transformed using square root transformation? (as they did not follow ...
1
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1answer
170 views
Interpreting this regression coefficient
Quick background:
I am working on a political science project that involves analyzing the impact of different variables on the extent to which a candidate mentions other users when he or she tweets.
...
2
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0answers
67 views
Estimating how precise a linear regression is
I just started learning regression, so my background is not very strong. I have to solve a certain problem, which doesn't seem too hard, however I have some trouble in understanding it.
Suppose we ...
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3answers
483 views
How to interpret a logistic regression model with all negative coefficient?
I have 4 predictors, and 1 binary response. I fitted a logistic regression model. A strange thing is that all the coefficient of the model are negative. Is that possible? Probably I did something ...
3
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1answer
121 views
How would you report (in publication) the results of a linear model fit using the poly function in R?
@John recently pointed out to me that R's poly function produces less correlated values (more orthogonal) to fit polynomial predictors, i.e. the transformed ...
4
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2answers
75 views
Changing sign estimate manually
validated readers,
Is someone allowed to manually change sign of an estimate (obtained through a OLS), if this is supported by an underlying theory?
My first idea was that this is basically a ...
2
votes
2answers
132 views
R lm simultaneous parameter tests
Using R, I'd like to test whether multiple parameters in a regression model are
equal to specific values (by default, are multiple parameters equal to 0).
For example, in this regression model:
...
1
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1answer
120 views
Interpretation of coefficients in a GLM
After a bidirectional step wise, I have the following generalized linear model:
Y = -8.18 + 1.18 v1 - 7.32 v2
In a simple linear model (with one explanatory ...
3
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1answer
73 views
Comparing coefficients of time series models
How do I test if two time series' coefficients differ significantly from one another? I feel like this should be pretty simple... should I just use the estimates/standard errors and calculate a ...
0
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0answers
84 views
How to interpret significant effects from a Weibull model when the Weibull assumption is met but the AFT/PH one is _not_
I have some survival data that I want to analyze (using survreg from the R survival package with the Weibull distribution). I ...
0
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1answer
153 views
How can I interpret coefficients of categorical predictors in the negative binomial regression model?
I used some categorical variables as predictors to a negative binomial model. The dependent variable is numerical. I used glm.nb in R and the results show relative coefficients of one category ...
2
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0answers
83 views
Can the bias introduced by lasso change the sign of a coefficient?
L1 penalized regression introduces a bias on your regression model but decreases the variance. When this bias is introduced, is it possible that the coefficient of $B$ changes sign? This would ...
4
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2answers
217 views
In logistic regression, does the lack of significance of the parameter estimates in a test sample indicate overfitting?
I am trying to build a logistic regression model where I have a dependent variable $y$ and independent variables $x_1$, $x_2$... $x_n$. $y$ can take only two values - 0 or 1.
My original modelling ...
2
votes
1answer
249 views
Standard deviation of the sum of regression coefficients
I'm doing OLS estimation with an independent variable lagged as t-1, t-2, t-3, and t-4 (four beta coefficients). I would like to have the sum of these coefficients for interpreting the net impact of ...
2
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2answers
142 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 ...
2
votes
1answer
291 views
How to get the standardized beta coefficients from glm.nb regression in R?
I'm working in R, using glm.nb (of the MASS package) to model count data with a negative binomial regression model. I'd like to get the standardized (beta) coefficients from the model, but am given ...
1
vote
1answer
226 views
Question on how to normalize regression coefficient
Not sure if normalize is the correct word to use here, but I will try my best to illustrate what I am trying to ask. The estimator used here is least squares.
Suppose you have $y=\beta_0+\beta_1x_1$, ...
1
vote
1answer
158 views
What if only control variables are significant in a differences-in-differences analysis?
Regarding the standard DID model:
$$
y=\alpha+\beta_1\text{treat}+\beta_2\text{post}+\beta_3\text{treat⋅post}+u
$$
What exactly does it mean if say $\beta_3$ is not statistically significant, but ...
3
votes
2answers
271 views
How to interpret a regression coefficient for the reciprocal of an independent variable?
Does anyone know how to interpret a coefficient when the variable in the model is the reciprocal of the original variable? I have an inverse equation, where $\text{time} = \beta_0 + ...
0
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0answers
23 views
Compare the same risk factor across different regressions
Imagine you have 4 Y and 2 X variables, and run 4 regressions.
You predict the change of a given symptom y1 from time 1 to time 2 by the two risk factors, x1 and x2.
You then predict the change of ...
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0answers
67 views
Individual-level parameter estimates from ordered choice regressions
I have got a question regarding ordered choice regressions in R.
I have several demographic variables with which I want to explain the ordered choice of individuals within a survey in an ordered ...
3
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2answers
145 views
Beta coefficients from stratified analysis when there are covariates?
Suppose I have a regression model shown below
Model 1:
$$
Y = \beta_0^\ + \beta_1SEX\ + \beta_2ALCOHOL\ + \beta_3SEX*ALCOHOL\
$$
The predictors I am interested in are SEX (binary: 0 female, 1 male) ...
0
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1answer
154 views
Mean regression factor scores and attributes cross tabulation yields. Why are all expected signs reversed?
I ran a factor analysis on 20 reasons for purchasing 4 different Goods. These are ranked on a likert scale from 1-5 with 5 being the "extremely important case", 4 important case, etc. I extracted 4 ...
0
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2answers
301 views
How do I calculate standard errors for sums of OLS coefficients?
I'm estimating a simple OLS regression model of the type: $y = \beta X + u$
After estimating the model, I need to generate a weighted combination of coefficients (e.g. $w_1 \beta_1 + w_2 \beta_2$) ...
5
votes
1answer
214 views
What are the (best) methods for multiple comparisons correction with bootstrap for multiple glm models?
See the related, but old question: Correcting p values for multiple tests where tests are correlated (genetics).
Multiple comparison methods based on bootstrap have the advantage of taking account of ...
2
votes
1answer
123 views
Independence of mutually exclusive dummies in same regression?
I have been wondering about this for a while. When I have mutually exclusive dummies in the same regression, are their coefficients independent?
For example, suppose I have the following:
...
4
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3answers
162 views
Efficiency and the number of regressors?
An econometrician told me that I shouldn't keep adding new variables to the model even if I have reason to believe they're relevant to the response variable, as it "reduces the efficiency of the other ...
0
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1answer
454 views
Interpreting Regression Coefficents and Economic Significance
I am having a difficult time understanding how to discern whether the regression coefficients I am getting are large or small relative to the data.
I have one regression that is cross-sectional. For ...
0
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3answers
318 views
“Wrong Sign” On Regression Coefficients - Hierarchical Multiple Linear Regression
I am analyzing my data on the relationship between spirituality and negative emotional states (depression, anxiety, and stress) using a hierarchical multiple linear regression. Everything seemed to be ...
1
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2answers
173 views
Not standardizing outcome, standardizing predictors only
I do understand the advantages of standardizing regression predictors to get standardized coefficients, in order to interpret the coefficients better. However, as I was reading multiple pages online, ...
1
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1answer
91 views
What can be concluded about coefficients?
I run multiple variable regression and got the following result. What can i conclude regarding the significance of coefficients? And why?
Thanks
...
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2answers
729 views
Comparing regression coefficient with same model but two distinct samples
I am currently completing my dissertation. My study is cross-cultural and looks at predictors and inhibitors to adoption of technology in two countries (Thailand and Australia). I have a hypothesised ...
