Linked Questions

14
votes
3answers
14k views

How to test for simultaneous equality of choosen coefficients in logit or probit model?

How to test for simultaneous equality of choosen coefficients in logit or probit model ? What is the standard approach and what is the state of art approach ?
18
votes
1answer
38k views

How to test the statistical significance for categorical variable in linear regression?

If in a linear regression I have categorical variable... how do I know the stastical signifance of the categorical variable? Let's say the factor $X_1$ has 10 levels... there will be 10 different ...
22
votes
2answers
21k views

Wald test in regression (OLS and GLMs): t- vs. z-distribution

I understand that the Wald test for regression coefficients is based on the following property that holds asymptotically (e.g. Wasserman (2006): All of Statistics, pages 153, 214-215): $$ \frac{(\hat{...
13
votes
3answers
19k views

centering and scaling dummy variables

I have a data set that contains both categorical variables and continuous variables. I was advised to transform the categorical variables as binary variables for each level (ie, A_level1:{0,1}, ...
5
votes
2answers
7k views

If and how to use one-tailed testing in multiple regression

I have one-sided hypotheses that I want to test with multiple regressions. Does anyone know how to perform a one-sided hypothesis testing? I heard of different positions regarding this matter ("not ...
4
votes
1answer
7k views

Different p-values for anova() and summary() in glm.nb

using this code ...
6
votes
2answers
1k views

What do p-values for levels of a categorical variable represent in Poisson regression?

I have a Poisson model with varying densities: set.seed(1) df = data.frame(density = 1:5, events = rpois(2000, 1:5)) If I regress on this, I get that the ...
1
vote
1answer
2k views

How can I isolate the effects of a particular independent variable?

I am planning a study and am not sure which statistical test I should use. In this study, I have multiple independent variables. Some of these variables are categorical, while others are numerical. I ...
2
votes
0answers
2k views

Control variable in regression

I need to run multiple regression with 2 IVs and 1 DV and include a control variables. The control variable is "Type of House" and has 4 categories: 1=bungalow, 2=apartment, 3=penthouse and 4=...
1
vote
1answer
604 views

Fitting a Logistic Regression Without an Intercept

Based on the answer here: Significance of categorical predictor in logistic regression I tried adding a "-1" to my model to fit it without an intercept, and see the correlations directly. It looks ...
0
votes
1answer
569 views

Which intercept R selects (binomial glm)?

I have a problem with an analysis. I'm doing a binomial glm with two categorical factors that are loc and trat. I do not understand how R deals with the intercept (what statistical explanation does ...
1
vote
2answers
548 views

Logistic regression: Overall significance of categorical predictor in SPSS

In SPSS, when performing binary logistic regression using multiple categorical predictors, a significance level is detailed for the variable overall in addition to each category. This strikes me as ...
0
votes
1answer
487 views

Does ANOVA work with percentages, like Conversion Rate?

I'm trying to figure out if I can perform ANOVA on conversion rate. Would this work? Editing for more information: The question we are trying to solve is for our AB Testing program. Oftentimes we ...
0
votes
0answers
367 views

Interpreting regression coefficients with a multi-level categorical variable [duplicate]

How do I interpret the coefficients of a Regression w/ 1 continuous + 1 categorical predictor (w/ 4 levels - e.g., months) Specifically, is the 1st coefficient equal to that of the 1st month or equal ...
1
vote
1answer
272 views

Is logistic regression model works better on only binary variables?

For example below a data-set, Columns B & C have categorical variables, the rest are all binaries. Column J is the dependent variable to be predicted. Is there a general rule, or experience, that ...

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