13k views

### Significance of dummy variables in regression

I am using categorical variable (having three categories) as independent variable in model and found that one category is coming to be significant while another category is not coming to be ...
7k views

### In a multiple linear regression model, how do I test the null hypothesis that multiple coefficients are equal to zero simultaneously?

For example, if I have Y = b0 + b1X1 + b2X2 + b3X3 + b4X4, I want to test H0: b1 = b3 = 0, at alpha = 0.05. I ran an lm model ...
4k views

### Dummy variables in multiple regression, why use an intercept?

When performing a multiple regression with dummy variables, is it really necessary to include an intercept term in the design matrix? By dummy variables, I mean indicator variables; a one in the ...
409 views

### Testing significant differences between regressions in R

I am running several phylogenetic least squares analyses in R, where I'm taking an existing data set for several species, and adding two new species for which I have data. I want to do is test whether ...
8k views

### Calculate F-statistic / p-value for subset of co-efficients in R

I'm wondering if there's an easy way of calculating an F-statistic / p-value for a subset of model coefficients. Particularly in R? I'm not sure what test would be needed to calculate this. For ...
7k views

### How to interpret insignificant categorical variables for logistic regression

I am trying to interpret categorical variables with more than two classes. Some are significant whilst other classes are not. What can I infer from the insignificant ones? Does this mean the ...
7k views

### Computing R-squared change, F-, and p-values for the interaction / moderation term [closed]

I would like to compute R-squared change for the interaction/moderation term in a multiple regression model, along with the corresponding F- and p-values. Previously, I have worked with the modprobe ...
959 views

### How to test whether linear models fit separately to two groups are better than a single model applied to both groups?

My question is how to tell if two regressions explain the data better than one. Let me be more concrete with an example (which I'm making up as I go, it's not meant to be plausible). Say I'm ...
1k views

### How can logistic regression have a factorial predictor and no intercept?

I tried a regression in the form ${\rm logit}(Y) = {\rm coefficient}\times X + 0 + e$, where $Y$ is a binomial variable and $X$ is a factor variable with $n$ levels. I noticed that removing the ...
228 views

### Modelling combined linear and quadratic age effects

I am running a GLM (Type III) with several predictors, including ${\rm age}$ and ${\rm age}^2$ as predictors. I am interested in knowing the combined effect size and p-value of ${\rm age}+{\rm age}^2$,...
144 views

### Explaining changes caused by dummy variables quantitatively

Consider the following linear model \begin{equation} Y_{j}=\beta_{1}+\beta_{2}E_{j}+\beta_{3}B_{j}+\epsilon_{j} \tag{*} \end{equation} where $Y_{j}$ represents the natural logarithm of the annual ...
2k views

### Partial F ratio from ANOVA table

In multiple regression, if you have just an ANOVA table, and nothing else, no specific data, how can you do a partial F test on X1, given X2 is already in the model? So, you have the ANOVA table: <...
60 views

### How to compare the regression coefficients of two independent variables between two groups

I want to test whether the coefficients of two independent variables ($x_1, x_2$) are different in two groups. I know I can use a dummy variable $d$ which equals $1$ for group $1$ and equals $0$ for ...