Linked Questions
16 questions linked to/from Why is the intercept in multiple regression changing when including/excluding regressors?
14
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What are the differences between "Marginal Probability Distribution" and "Conditional Probability Distribution"?
While studying probability, I am kind of having difficulties in understanding marginal probability distribution and conditional probability distribution. To me, they look much the same and cannot find ...
6
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3
answers
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Why is the intercept changing in a logistic regression when all predictors are standardized?
I'm conducting a logistic regression in R using glm. My outcome is race (White = 0, Black = 1). The data are below:
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5
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2
answers
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'Size' of intercept at linear regression
I have a question about this table.
Why does the constant (intercept) change so dramatically from Model 1 to Model 2?
4
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4
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Why is the intercept different from the mean of Y when X=0?
I was hoping to find here a solution to some aspects of linear regression I had trouble understanding.
Let's take an example of regression with the following variables:
$y:\:$ depression (continuous)...
4
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4
answers
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When does the standard errors of OLS estimates decreases when we have more explanatory variables?
So far my understanding is that standard errors of $\hat\beta_j$ increase when we have more independent variables in the regression model because variation among those independent variables will ...
2
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2
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Why, or why not, factor categorical variables in regression modeling?
I'm currently in the midst of running several logistic regression models to test for effect modification (i.e., testing interaction terms) between two categorical variables (sex and age as a ...
4
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2
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395
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Interpreting when a regression coefficient is significant
Consider the following regression model:
$y_i=\beta_1+\beta_2x_{i,2}+\beta_3x_{i,3}+\beta_4x_{i,2}x_{i,3}+\epsilon_i,$
where $\epsilon_i\sim N(0,\sigma^2).$ Here, $x_2$ is binary variable
$$X_2 =
\...
3
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2
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Why and how does adding an interaction term affects the confidence interval of a main effect?
I was wondering why, in a regression model including an interaction term, the confidence interval of one of the main effects becomes wider.
Consider this Cox regression, where the variable IR_BMI27 ...
1
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3
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596
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Regression coefficients do not match conditional means
In a nutshell, I want the regression coefficients of a model to match several differences in conditional means.
You can download the data from this repo.
I have a data set that has a dependent ...
6
votes
2
answers
530
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Why do my (coefficients, standard errors & CIs, p-values & significance) change when I add a term to my regression model?
Lots of people seem to be asking this. They often seem to get shallow answers that merely assert what is true, instead of drawing or explaining the mechanism. They also seem to not find each other -- ...
4
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2
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why does the same variable have a different slope when incorporated into a linear model with multiple x variables
When I call for the summary of my linear model it shows X2 to have a negative slope. But
when i call the same variable in a linear model of its own it has a positive slope. why is it not just the same ...
2
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1
answer
430
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Both variables of my GLMM output are significant. Don't know how to interpret it?
This is more of an interpretation question than anything. I have run a GLMM with two fixed factors (both of which have two levels) and two random factors. The outputs from the model are as such:
<...
2
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1
answer
376
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What does the intercept mean in a car ANOVA output?
I've just carried out an ANOVA using the Anova function in the package car, with type III sums of squares and got the following ...
0
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1
answer
210
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Is the intercept fit differently for each regressor in Multiple Linear Regression?
is the intercept B0 in y = B0 + B1X1 + .... fit differently for every feature x1.
Is it different for every feature coefficient or the same for all feature coefficients and why so?
2
votes
1
answer
139
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Using random intercepts or z-standardizing within factors: Two identical ways to account for variance between factors?
I have the following (simple?) question about statistics: I have a dataset where I look for correlations between variables and would like to control for differences between factor levels. For ...