# Tagged Questions

Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

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### Difference between 'ovtest' and ovtest,rhs'

After running an OLS regression, I ran the Ramsey RESET test using the stata command 'ovtest' and 'ovtest,rhs'. Two tests gave the opposite results. With the first one, I could not reject the Null, ...
162 views

### Weird formula for linear regression

I'll try to make the matter as clear as possible given the circumstances. My boss asked me to look at an old report a former employee wrote around a couple of months ago. Apparently the report ...
146 views

### Logistic Regression and how to judge model fit and parameter influence

I want to show statistical significant impact of about 15 different independent variable on a binary dependent variable (I am not a statistician). Some of my independent variables are term counts in ...
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### Frequency weights for logistic regression in R

I would like to fit a logistic regression model in R. The data collection process results in an un-balanced amount of events and non-events. I could re-sample from the data to re-create the original ...
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### Best way to visualize predictions from a linear model

Let's say I'm doing some predictive analytics and am trying to predict US GDP per month using a two or three month lag. After every month, I generate new predictions and am able to compare my ...
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### R: Anova and Linear Regression

I am new to statistics and I am trying to understand the difference between ANOVA and linear regression. I am using R to explore this. I read various articles about why ANOVA and regression are ...
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### Truncated singular value decomposition

Is it possible to get a "truncated SVD"-regularized solution for L1 norm min errors problem? $$min\|Ax-b\|_{1}$$ In L2 universe results are derived easily analytically. I want to formulate a problem ...
101 views

### Interpreting the residuals vs. fitted values plot for verifying the assumptions of a linear model

Consider the following figure from Faraway's Linear Models with R (2005, p. 59). The first plot seems to indicate that the residuals and the fitted values are uncorrelated, as they should be in a ...
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### Regression analysis in R using text field?

I'm working in R. I'd like to run a regression analysis for predicting price against terms in a text field. I have a dataset of jewellery auction listings, with price paid, date, and an unstructured ...
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### Why do we use conditional expectation vs regular expectation in regression?

What is the significance of using conditional expectation E(Y|X=x) in regression and not just use the regular expectation E(y). What will be the consequence if we use E(Y) instead? ( can we do this ...
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### Should predictive buying models change when products/prices change?

My company creates logistic regression models that predict who will buy based on 1st & 3rd party online click data. We use this to target online visitors with interventions like retargeting ads. ...
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### Is it appropriate to use categorical data with logit and/or linear regression?

If I have data set containing only categorical variables, so variables with only values of 0 and 1, do I violate any assumptions of the logit and standard linear regression if I was to use them? I ...
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### data mining/predictive modelling methods for small data sets

I have a small timeseries dataset that has 30 records with 6 predictor variable and 1 response variable. I would like to regress my time series response with 6 predictor variables. I have been using ...
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### Show that a given estimator is biased and consistent

Let the model be $\log(W) = a + bX + U$ where $E(U) = 0$. We are allowed to assume that $\operatorname{Cov}(X,U) = 0$, and want to show $e^{xb^\text{ols}}$-1 is a consistent estimator for $e^{xb}$-1 ...
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### Why are diagnostics based on residuals?

In simple linear regression one often wants to verify if certain assumptions are met to be able to do inference (e.g. residuals are normally distributed). Is it reasonable to check the assumptions ...
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### What is an intuitive explanation of why we want homoskedasticity in a regression?

I've read that homoskedasticity means that the standard deviation of the error terms are consistent and don't depend on the x-value. Question 1: Can someone explain intuitively why this is necessary? ...
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### In regression, if the residuals are correlated with X then what assumption has most likely been violated?

independence homoscedasticity This question is from an online quiz with one "correct" answer, but I'm not sure I agree. I understand that the answer is homoscedasticity, but isn't independence ...
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### In regression, which distribution will have the largest standard deviation?

the predicted scores on the outcome variable, Ŷ the residuals the observed scores on the outcome variable, Y the standardized regression coefficients My understanding is that the question wants ...
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### Design a Model to Indivisual function when of sum of all Function given

I am working on a data mining projects and I have to design following type of the model. e.g. I have given 4 feature x1, x2, x3 and x4 and four function defined on these feature such that each ...
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### Inequality of elements of hat matrix

We have a linear model \begin{align} Y=X\beta + \varepsilon \end{align} where $X$ is $n \times p$ ($n > p$) matrix of full rank. All assumptions of linear model hold. I have to prove inequality ...
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### Need help comparing graphs

I have data from Google Trends and Center for Disease control that I want to compare. I used regression analysis from Excel to find a curve of best fit. The original data is in this form: It was ...
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### Non significant Pearson correlations included in hierarchical regression?

I would like to perform hierarchical regression in which all variables are based on previous research/theory. But when I perform Pearson correlations, I found that some variables did not correlate to ...
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### Can someone help me interpret these findings?

So here is what I did, I input the command, davis.mod <- lm(weight ~ repwt, data=Davis). It's a bi-variate regression that is using reported weight to estimate ...
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### How to obtain SE for covariates that enter a regression directly and through a interaction term?

How to obtain SE for covariates that enter a regression directly and through a interaction term? Any suggestions of how to interpret the statistical significance of covariate that enters a regression ...
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### Time series as cross-sectional data

I have time series, for example, gdp and unemployment(unemp), freq= 4. What if I interpret it as cross-sectional data and do cross-sectional analysis instead of time series? My task is to test how ...
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### Comparing two ordinal regression models

I am trying to find out if I can somehow assess if one model fits my data significantly better than another model? They are both ordinal regressions and we have introduced an additional interaction ...
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### Does full subset selection regression model building suffer from the same handicaps as stepwise regression?

Let's assume $p$ potential predictor variables $X_1,...,X_p$ and a single dependent variable $Y$. Now I evaluate the performance of all possible linear models considering all possible combinations of ...
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### Multiple resampling test/train dataset when choosing new models?

I have been reading several posts on testing multiple models on the same dataset, which can lead to problems controling type-1 errors. Mostly these posts have to do with data-mining on big datasets: ...
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### Denominator of dependent variable changes from year-to-year

I have a model with a ratio (percentage) as dependent variable. The denominator of this DV also changes from year-to-year. I remember that we should be more careful with ratios as DV but I'm a little ...
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### Interpreting a regression modeled on twice differenced data

I have built a OLS model with data that was twice differenced. As I understand (and maybe I'm wrong) the coefficients (betas) can be applied to the original undifferenced data to provide Y at that ...
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### Interpreting logit regression with both continuous and categorical variables

I have a logistic regression like this: ...
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### Log-transformed variable is not significant, while variable itself is

I'm doing a Logistic Regression on company level using the total assets to control for company size. Due to the skewedness of the data, I do a log-transformation of the asset data. While I get no ...
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### Different results by using chi square test and logistic regression

I am working on a problem to identify the risk factors to infection after operation. So there are risk factors such as age, pre existing condition, cause of infection etc. Since the dependent variable ...
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### R Multiple Linear Regression; plotting results

I'm trying to do some exploratory analysis on some weather. I'd like to do a multiple linear regression on my data and then plot the predicted value against the actual value. Here's where I've got so ...
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### Multivariate regression

I have a multivariate problem. I have energy usage, max. temprature, and days. I want to predict load which is energy usage for various consumers. LM does not work as it is not linear. I am planning ...
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### Total Sum of Squares (TSS) - Exponential Regression

The total sum of squares is expressed as below [1][2], \begin{align} \rm{TSS} &= MSS + ESS \end{align} \begin{align} \sum_{i=1}^n (y_{i}-\overline{y})^2 &= \sum_{i=1}^n ...
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### Linear regression from data that don't represent a function

I have $(x,\ y)$ pairs with a strongly suspected linear correlation. So I want to fit the "best" linear function in order to make predictions for unknown $x$'s. These pairs don't represent a function, ...
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### Interpretation of the regression coefficient of a proportion II

Following question: Interpretation of the regression coefficient of a proportion type independent variable In my model I have a log dependet variable. As indenpendet variables I have one proportion ...
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### Can I compare models from linear regression and nonlinear regression using RMSE?

I am comparing multiple published equation forms, refit with independent data. I'm trying to be true to the original authors' methods as much as possible. Therefore, I have 3 linear equations (fit in ...
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### Help with panel-data in excel

I want to know if the initiation of a state Renewable Portfolio Standard affects the level of renewable energy output in that state. I don't have access to Stata right now, so I'm stuck using excel. ...
Notation. Let $y$, $a$, and $b$ be $n\times 1$, $p\times 1$, and $q\times1$ real vectors. Let also $X$ and $Z$ be $n\times p$ and $n \times q$ real matrices. Suppose that there is no solution, $a$, ...