10 questions linked to/from multiple regression and multiple comparisons
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### 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 ...
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### 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 ...
117k views

### 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 ...
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### 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 ...
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23k views

### 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 ...
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### 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 $p$-...
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### 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 ...
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15k views

### 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 $q$ ...
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