243 views

### standardised random variable least square regression $X$ against $Y$, $Y$ against $X$ [duplicate]

Let $X$ and $Y$ be mean 0 and variance 1 random variables such that we choose $\alpha$ and $\beta$ to minimise $$\mathbb{E}(X-\beta Y)^2$$ and $$\mathbb{E}(Y-\alpha X)^2$$ after not so difficult ...
51 views

### Are the statistical results of a linear regression affected if I swap IV and DV with each other? [duplicate]

Context: The linear regression Y = mX + c Intuitively, it seems to me that swapping the independent variable and dependent variables won't change the test statistic for the significance of the ...
52 views

### Inverse linear model doesn't seem exact inverse [duplicate]

I'm dealing with a quantity that diminishes over time from 100% to 0%. I'm trying to plot the values, a lm abline, and large indicative points where the graph intersects ...
36 views

### Basic Linear Regression in R: Dependent and Independent Variables [duplicate]

This is probably a very basic question but I cannot find the answer after experimenting a lot with it. I am using the Davis dataset from https://vincentarelbundock.github.io/Rdatasets/datasets.html (...
30 views

### Why do we use “Sum of Squared Errors” as loss function in linear regression? [duplicate]

What is a loss function? How can we relate the slope of Linear Regression with Sum of Squared Errors?
253k views

### What's the difference between correlation and simple linear regression?

In particular, I am referring to the Pearson product-moment correlation coefficient.
34k views

### What is a complete list of the usual assumptions for linear regression?

What are the usual assumptions for linear regression? Do they include: a linear relationship between the independent and dependent variable independent errors normal distribution of errors ...
186k views

### How does the correlation coefficient differ from regression slope?

I would have expected the correlation coefficient to be the same as a regression slope (beta), however having just compared the two, they are different. How do they differ - what different information ...
71k views

### Interpreting plot.lm()

I had a question about interpreting the graphs generated by plot(lm) in R. I was wondering if you guys could tell me how to interpret the scale-location and leverage-residual plots? Any comments ...
13k views

### Is there a difference between 'controlling for' and 'ignoring' other variables in multiple regression?

The coefficient of an explanatory variable in a multiple regression tells us the relationship of that explanatory variable with the dependent variable. All this, while 'controlling' for the other ...
30k views

### Choosing between LM and GLM for a log-transformed response variable

I'm trying to understand the philosophy behind using a Generalized Linear Model (GLM) vs a Linear Model (LM). I've created an example data set below where: $$\log(y) = x + \varepsilon$$ The ...
19k views

### Why do we say the outcome variable “is regressed on” the predictor(s)?

Is there some intuitive explanation for this terminology? Why is it this way, and not the predictor(s) being regressed on the outcome? Ideally I'm hoping that a proper explanation of why this ...
1k views

### Difference between the assumptions underlying a correlation and a regression slope tests of significance

My question grew out of a discussion with @whuber in the comments of a different question. Specifically, @whuber 's comment was as follows: One reason it might surprise you is that the assumptions ...