Linked Questions

2 votes
0 answers

Multiplicity Correction for Coefficient Estimates in Linear Regression [duplicate]

When regressing a dependent variable y on some feature vector x with a standard linear regression, is there any correction in place for multiplicity or is this just not relevant in this case? The ...
  • 31
0 votes
0 answers

Are corrections for multiple comparisons necessary in GLMs? [duplicate]

Using something like Bonferroni correction makes perfect sense to me if I were, for instance, to run 5 different t tests. On the other hand, I'm not sure what happens if when you've fit a GLM with 5 ...
239 votes
8 answers

Algorithms for automatic model selection

I would like to implement an algorithm for automatic model selection. I am thinking of doing stepwise regression but anything will do (it has to be based on linear regressions though). My problem ...
  • 2,540
61 votes
5 answers

Is adjusting p-values in a multiple regression for multiple comparisons a good idea?

Lets assume you are a social science researcher/econometrician trying to find relevant predictors of demand for a service. You have 2 outcome/dependent variables describing the demand (using the ...
  • 713
71 votes
4 answers

Look and you shall find (a correlation)

I have several hundred measurements. Now, I am considering utilizing some kind of software to correlate every measure with every measure. This means that there are thousands of correlations. Among ...
  • 885
41 votes
3 answers

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 $p$-...
  • 2,524
16 votes
3 answers

Estimating $b_1 x_1+b_2 x_2$ instead of $b_1 x_1+b_2 x_2+b_3x_3$

I have a theoretical economic model which is as follows, $$ y = a + b_1x_1 + b_2x_2 + b_3x_3 + u $$ So theory says that there are $x_1$, $x_2$ and $x_3$ factors to estimate $y$. Now I have the real ...
  • 457
13 votes
3 answers

Methods to predict multiple dependent variables

I have a situation in which I have $n$ observations, each with $p$ independent variables and $q$ dependent variables. I would like to build a model or series of models to obtain predictions of the $q$ ...
  • 233
12 votes
3 answers

What might be a clear, practical definition for a "family of hypotheses" (with respect to familywise error rate)?

When trying to evaluate what constitutes a family of hypotheses within an experiment/project/analysis, I've found "similar in purpose" and "similar in content" given as guidelines for delimiting ...
  • 221
3 votes
2 answers

What is the best statistical tool to use for analyzing the relationship between multiple Ordinal IVs and a single Nominal DV?

I am conducting a quantitative correlational study. The ultimate goal of this research is to determine the relationship between the multiple independent variables and a single dependent variable. So, ...