Linked Questions

282
votes
7answers
256k views

When conducting multiple regression, when should you center your predictor variables & when should you standardize them?

In some literature, I have read that a regression with multiple explanatory variables, if in different units, needed to be standardized. (Standardizing consists in subtracting the mean and dividing ...
88
votes
30answers
44k views

Is there a way to remember the definitions of Type I and Type II Errors?

I'm not a statistician by education, I'm a software engineer. Yet statistics comes up a lot. In fact, questions specifically about Type I and Type II error are coming up a lot in the course of my ...
234
votes
6answers
30k views

Is $R^2$ useful or dangerous?

I was skimming through some lecture notes by Cosma Shalizi (in particular, section 2.1.1 of the second lecture), and was reminded that you can get very low $R^2$ even when you have a completely linear ...
70
votes
9answers
46k views

Why is it possible to get significant F statistic (p<.001) but non-significant regressor t-tests?

In a multiple linear regression, why is it possible to have a highly significant F statistic (p<.001) but have very high p-values on all the regressor's t tests? In my model, there are 10 ...
34
votes
3answers
37k views

Significance contradiction in linear regression: significant t-test for a coefficient vs non-significant overall F-statistic

I'm fitting a multiple linear regression model between 4 categorical variables (with 4 levels each) and a numerical output. My dataset has 43 observations. Regression gives me the following $p$-...
81
votes
0answers
64k views

How can a regression be significant yet all predictors be non-significant? [duplicate]

My multiple regression analysis model has a statistically significant F value however all beta values are statistically non-significant. All the regression assumptions are met. No multicollinearity ...
2
votes
2answers
1k views

AR terms and independent variable as regressors

After trying several models with my data, R^2 and p values are showing my model looks like below. ACF plot tells me AR term is significant. Insights into data tells me change in 'x' would have impact(...
8
votes
1answer
746 views

Is it a mistaken idea to use standardized coefficients to assess the relative importance of regression predictors?

There are various questions that speak to the relative merits of various methods of assessing the importance of regression predictors, for example this one. I noticed that in this comment @gung ...
0
votes
1answer
665 views

Predicting binary dependent gives non-binary predictions

I am trying to predict the result of an experiment (binary dependent variable) based on a number of continuous independent variables. When I do this using a largish model (9 main effects + 2 factor ...
1
vote
1answer
356 views

Distribution of the predictors in GLM

I am using a GLM to model my data. The response variable is binary and I have three predictors of which two are continuous variables and one is binary. Would the distribution of predictors be ...