Linked Questions
24 questions linked to/from What is the effect of having correlated predictors in a multiple regression model?
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Correlation among the independent variables in logistic regression?
I am having a hard time to understand whether the independent variables in a logistic regression have to have some degrees of correlation. I came across a report that mentioned that in SEM the IVs are ...
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A fundamental question about multivariate regression
This is slightly embarrassing, as I've done a fair amount of statistical work, but for years I've heard this niggling voice at the back of my head, and I need to ask someone.
I remember when I first ...
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What can be said about about significant predictors in simple regression that become insignificant in multiple linear regression?
I have two predictor variables: An indicator variable A and a continuous variable B. My response variable is continuous (and also bounded, have not made it logit for reasons of simplicity).
In simple ...
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Do control variables in a regression analysis cause collinearity?
This is something that bothers me for quite some time, but I didn't find yet a satisfactory answer. I hope that the wisdom of the people hear will help me to clarify this:
In a multivariate ...
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Ridge or lasso regression to help out with significance issues in linear regression due to high collinear variables
In a linear regression I have two variables that are correlated with rho = 0.8. Given two multiple linear models where the two variables go in mutually exclusive, the estimare for each one is highly ...
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OLSR model: high negative correlation between 2 predictors but low vif - which one decides if there is multicollinearity?
Date, age, mrt and shops are all predictors in a dataset of 414 observations. Pearson's product-moment correlation shows a sizeable negative correlation between mrt and shops (-0.6 so definitely ...
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How exactly do the odds multiply when "evidence" adds up?
I was reading an answer explaining the justification for using the sigmoid function in logistic regression. The reason given was essentially "when evidence adds up, the odds multiply". This is the ...
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Multi-collinearity
I have a binary response variable (presence/absence) and four independent variables (min.temp, max.temp, precipitation and elevation. My scatter matrix is showing collinearity between 3 of the ...
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What do One-Sided Confidence Ellipses Look Like?
To make things concrete, take a simple linear model:
$$E[y \vert x_1, x_2] = \alpha + \beta_1 x_1 +\beta_2 x_2$$
In a one-sided hypothesis test, like $\beta_1 \ge k$ vs. $\beta_1 \lt k$, the ...
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