Linked Questions

4
votes
1answer
10k views

How to “regress out” some variables? [duplicate]

I have been hearing about this term "regress out the variable" all the time and understand that it roughly means that you exclude the effects by that variable. But how does one mathematically do this? ...
3
votes
1answer
9k views

Why do regression coefficients change when excluding variables? [duplicate]

Possible Duplicate: How exactly does one “control for other variables”? In my linear model ...
2
votes
1answer
6k views

What does 'Controlling for' mean in regression? [duplicate]

I am working towards completing my undergrad honours thesis and I am in the process of analyzing and writing up my discussion section that is dealing with some form of multiple regression (can't ...
1
vote
2answers
3k views

How to “statistically adjust” for variables? [duplicate]

I've been trying to understand what means "statistically adjusted" when comparing two variables. For example, when computing the odds ratio for a death after surgery in two hospitals, we compute the ...
1
vote
0answers
817 views

Confusion regarding “regression by successive orthogonalization” [duplicate]

In trying to answer a question here on Cross Validated, I was re-reading Section 3.2.3, specifically Algorithm 3.1 from Elements of Statistical Learning. What I followed from this is that, given a ...
0
votes
0answers
294 views

Regression anatomy: can a multivariate model with K independent variables be broken down into K bivariate models? [duplicate]

Valerio Filoso (2013) writes: Most econometrics textbooks limit themselves to providing the formula for the $\beta$ vector of the type $$\beta = (X′X)^{-1} X'Y.$$ Although compact and ...
3
votes
0answers
291 views

How does controlling for variables work in multiple regression? [duplicate]

My question is not about statistical programming. We know how to code the software in a regression with many independent variables. My question is about how the computer software controls for all ...
1
vote
0answers
44 views

Concept of performing a t-test while controlling/adjusting for one or more variables? [duplicate]

Could someone please help me understand the concept of performing a t-test while controlling/adjusting for one or more variables? E.g.: Say I have a hypothetical data set, with the following ...
3
votes
1answer
28 views

Difference between Multivariate Regression vs Iterative Regression on Residuals [duplicate]

Suppose one has an n × 2 matrix X (the independent variables) and a n × 1 vector y (the dependent variable). In a standard multiple linear regression setting, we solve for the 2 × 1 beta vector that ...
0
votes
0answers
29 views

How does multiple regression control for variables? [duplicate]

I've watched videos, read articles, asked around, but I can't seem to get into my head how exactly multiple regression works. I mostly use logistic multiple regression and so I will have a binary ...
0
votes
0answers
25 views

How to obtain regression coefficients of a multiple linear regression model from simple linear regression models? [duplicate]

Suppose I have a multiple linear regression model $$ Y=\beta_0+\beta_1X_1+\cdots+\beta_pX_p+\epsilon$$ How can I obtain the regression coefficients $\hat{\beta_i}$ by fitting just a series of simple ...
0
votes
1answer
13 views

Capturing effects / Controlling for variables [duplicate]

I understand the idea behind regressions and know how to interpret them, however, when I hear the term "capturing the effect of.." or "controlling for.." so far I've just accepted it without ...
0
votes
0answers
6 views

Partailling out approach in multiple linear regression [duplicate]

Assume I run the following regression: $$ sales = \beta_{0} + \beta_{1} price + \beta_{2}advert + \beta_{3}advert^2 $$ Now I regress sales, price, and advertising separately on advertising_squared ...
29
votes
5answers
78k views

How to derive the least square estimator for multiple linear regression?

In the simple linear regression case $y=\beta_0+\beta_1x$, you can derive the least square estimator $\hat\beta_1=\frac{\sum(x_i-\bar x)(y_i-\bar y)}{\sum(x_i-\bar x)^2}$ such that you don't have to ...
42
votes
5answers
47k views

How to make a time series stationary?

Besides taking differences, what are other techniques for making a non-stationary time series, stationary? Ordinarily one refers to a series as "integrated of order p" if it can be made stationary ...

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