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### What is the difference between “factors” and “covariate” in terms of ANCOVA? [duplicate]

I am a bit confused on the term "covariate". It seems like the term can mean two different things. In ANCOVA, the term is used for the third variable that is not directly related to the experiment. ...
204 views

### Is there a counterexample to the claim that throwing away “insignificant” predictors doesn't generally harm a model?

I have learned from this site (see question here), and from Frank Harrell's Regression Modeling Strategies that generally speaking one should not remove variables because they are insignificant. I was ...
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### When the effect size of a covariate is high and yet not significant

I was reading this answer to the question on whether all covariates should be kept in the model or just those that are statistically significant, and I noticed the point number 2: The effect size ...
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### When is it better to use Multiple Linear Regression instead of Polynomial Regression?

In the course I've just learnt Multiple Linear Regression and Polynomial Regression. Why would you ever use Multiple Linear Regression when Polynomial Regression will always fit the data better?
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### Model selection, issues of judgement

I have a general question on model selection strategies in regression models. In my research, the main goal is rarely prediction but almost always estimation of effects of certain variables. I have ...
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### GLMM with 2 insignificant variables has lower AIC or BIC compared to same model without those variables…?

Background This post has been heavily edited from its previous version (three months ago). I am investigating habitat selection of 35 territorial wolves over several years of denning seasons (41 ...
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### If a regression term doesn't do what it was intended to do, is it alright to remove it?

This is going to look like a duplicate of a common question--something along the lines of "Should/can I remove insignificant regression terms?" That type of question has been asked--and answered--here ...
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### How to identify which features are more likely to contribute to the desired outcome?

This question is in tandem with my earlier question here: Using ML approaches to build a recommender engine for sales team However, now I'd like to discover insights about x features as ...
484 views

### Difference of variable selection and importance estimation

Isn't variable importance estimation a necessary prerequisite for variable selection? Is there any use case where you want to select non-important variables for your model? So, why is variable ...
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### Regression - What to do with insignificant variables?

Please pardon me if you find this question very silly but this doubt has been troubling me for some time now whenever I want to run a regression. I am working on SAS. I have a dataset which has 24,...
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### How to interpret non-significant effect of a covariate in ANCOVA?

I need to use ANCOVA to analyse effect of executive functions (EF-covariate) on scores collected during a test. I want to compare this effect between a control and schizophrenics group (variable ...
791 views

### Insignificant squared term but significant linear term

I am estimating the following model: $\ln(y) = \alpha + \beta_1x + \beta_2x^2$ $\hat\beta_2$ is insignificant while $\hat\beta_1$ is significantly different from zero. However they are jointly ...
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### Is it ok to repeat MANCOVA until all interactions are significant

In order to enlighten the relation of three (related) scales describing psychopathology (1 anxiety score and 2 shame scores) with demographic data (gender, place of residence, age etc) collected by ...