All Questions
18 questions
4
votes
2
answers
280
views
Interpretation of dummy-coded variable
I have a dummy variable, with 1 meaning the years in which an historical event took place and 0 meaning the years in which it didn't take place. I used 0 as the reference category. When the regression ...
- 75
4
votes
2
answers
398
views
Interpreting when a regression coefficient is significant
Consider the following regression model:
$y_i=\beta_1+\beta_2x_{i,2}+\beta_3x_{i,3}+\beta_4x_{i,2}x_{i,3}+\epsilon_i,$
where $\epsilon_i\sim N(0,\sigma^2).$ Here, $x_2$ is binary variable
$$X_2 =
\...
- 309
1
vote
1
answer
92
views
Interpretation coefficients categorical variables
I am working with a large panel dataset studying many companies over a long period of time. Some of these companies receive a negative outlook from an analyst during the sample period. Similarly, some ...
- 363
0
votes
1
answer
120
views
Interpreting regression coefficients with partial dummy vs. effects coding and multiple factors
I have been working with a data file in R that contains two primary categorical variables : study location (study, 19 levels) which is a nuisance variable and race (4 levels) which is the outcome of ...
- 63
3
votes
2
answers
131
views
How to interpret dummy variables and interactions terms on dummy variables in a regression?
Suppose I have a linear regression form of
$$
\log(Y) = \beta_0 + \beta_1X_2 + \beta_2X_3 + \beta_3X_1Z + \beta_4X_2Z + \epsilon
$$
where $X_1, X_2, X_3$ are binary and $X_1$ is omitted as a reference ...
- 4,260
2
votes
1
answer
57
views
How do I interpret a regression model when there are impossible additive effects?
Let's say I have a model of count data as a function of the month of the year along with an additive effect of season (factor with 2 levels Wet and Dry which correspond to Jan - June and July to Dec ...
- 1,031
5
votes
1
answer
912
views
Interpreting standard error for dummy variables in linear regression models
Is there any way to interpret the standard error of dummy variables created to represent a categorical variable in a linear regresion model? I saw a great mathematical explanation here, but I am still ...
0
votes
0
answers
313
views
How to interpret independent dummy variables in logistic regression?
I have both quantitative and dummy independent variables in my logistic regression. Dependent variable is binary. I have 2 questions.
How to interpret a quantitative variable that is negative?
How to ...
- 83
0
votes
0
answers
793
views
Missing outputs or coefficients from multiple linear regression?
I have a multiple linear regression I have completed below:
...
- 155
1
vote
1
answer
373
views
Elasticity of a 0-1-2 dummy variable in a log-log model
We know from the following sources,
"Halvorsen, R. and Palmquist, P., The Interpretation of Dummy
Variables in Semilogarithmic Equations, American Economic Review,
Vol. 70, 1980, pp. 474-475.&...
- 175
1
vote
1
answer
127
views
Interacting main regressor of interest with a region indicator variable, do I interact all controls with the indicator as well?
Lets say I am running a regression at the state year level as the following:
$y_{s,t} = \beta_o + \beta_1 x_{s,t} + controls_{s,t} + \mu_s + \tau_t + \eta_{s,t}$
Where x is the regressor of interest, ...
- 711
0
votes
1
answer
2k
views
How do I interpret the coefficients of the reference group for a linear regression with two dummy variables as regressors in R?
I'm using R to fit the following linear regression models with the popular "mtcars" dataset:
...
- 129
2
votes
2
answers
386
views
Interpreting the coefficients of indicator variables in regression equation without indicator term
Suppose we were trying to estimate the impact of $Size$ of a house on its price while controlling for whether or not the house is located by the water. Suppose we constructed a dummy variable for ...
- 239
0
votes
1
answer
98
views
Interpretation of linear regreassion output when one categorical variable is represented as several dummies
I have a question regarding the interpretation of a linear regression output. In my data I have one independent categorical variable (condition) with five values which I represented as four dummy ...
- 35
1
vote
0
answers
213
views
Testing for parallel trends in panel data/diff-in-diff with only 4 time periods
I am trying to test for common trends on Stata using coefplot, with 4 dummies for each time period (where they equal 1 at time t and if the individual is in the treatment group).
However, clearly ...
- 11
2
votes
1
answer
562
views
How to interpret interaction dummies of multiple categories and main effect
I have a panel data crosscountry regression with following structure ($y$ as a drug addiction rate of the country, $x$ as number of homeless of the country and $m$ as HIV infection rate of the country)...
- 43
2
votes
2
answers
2k
views
Dummy variables interpretation in multiple regression
If I have the following maximum model in an analysis:
$y = b_0 + b_1 x_1 + b_2 x_2 + b_3 x_3 + b_4 x_4 + b_5 x_5 + b_6 x_6$
where
$y$ = home price
$x_1$ = number of rooms
$x_2$ = number of ...
- 81
3
votes
1
answer
2k
views
What to do in a multinomial logistic regression when all levels of DV are of interest?
I am running a multinomial logistic regression. The outcome variable is categorical with seven levels. The predictor is binary.
Very briefly, the experiment is such that I am asking whether a ...
- 2,701