Linked Questions
10 questions linked to/from multiple regression and multiple comparisons
2
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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 ...
- 31
0
votes
0
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14
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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 ...
- 385
239
votes
8
answers
117k
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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
49k
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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 ...
- 713
71
votes
4
answers
23k
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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
43k
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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 $p$-...
- 2,524
16
votes
3
answers
3k
views
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
15k
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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
4k
views
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
82
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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, ...
