# Questions tagged [intercept]

The intercept in regression-type models is the value of the Y variable when all X variables are 0.

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### When using Lasso and calling coefficients (.coef_) which is the coefficient of the constant? [closed]

By calling .coef on the Lasso model built, there are only numbers corresponding to the coefficients. These coefficients are supposed to match, say, the columns of the pandas dataframe given as input. ...
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### How interpret Intercept in LM

How do I interpret a strong intercept? Is it irrelevant? Anything else I should pay attention to? Thank you in advance ...
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### Computation of the intercept in logistic regression model

I'm trying to understand the way the odds of the reference groups are computed. Let's consider an example from this paper. Data can be summarised in the table: The reference group is Older and New. ...
26 views

### Issue about confidence interval on OLS intercept

Let us assume this simple linear model: $Y|X=\beta_0+\beta_1X+\epsilon$ where $X \sim N(\mu,\sigma^2)$ and $\epsilon \sim N(0,\sigma_{\epsilon}^2)$ Suppose also that $X$ and $\epsilon$ have all ...
32 views

### Can an random walk ARIMA model have a nonzero constant term?

From what I'm reading it seems like a nonstationary ARIMA model can have a nonzero constant term. I'm not understanding how this can happen. Suppose we have an AR(1) model where $\phi_1=1$. If p is ...
124 views

### Why does the constant term have a P value in statistical programs?

I notice when running regressions in programs such as Stata that the constant term has a p value. Why and what does this p value represent?
255 views

### nonsensical intercepts for regression models

Let’s say that I have performances in 9 sports as predictor variables and the total points of those sports as the DV. So I am making three regression models(non-nested) with three predictors each (...
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### When to include intercept in logistic regression? [duplicate]

I see on this page following statement regarding a function for logistic regression: An intercept is not included by default and should be added by the user. See statsmodels.tools.add_constant. ...
27 views

### Is the intercept term in a linear regression model the intercept term?

Currently working through some notes on linear regression and they say the following: In the linear model: $$Y=\alpha+\beta x$$ the intercept term is the mean value of the response." However, I've ...
27 views

### glm with two interactive factors

I've run a glm (gaussian family) with a*b as independent variables. At first, I run two separate models (like glm(y~a) and ...
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### multiple regression coefficients - Standard error of intercept

I am implementing an R-type summary() function in python with the restriction to exclude use of scientific libraries. (assignment) I found this https://www.nd.edu/~rwilliam/stats1/x91.pdf material ...
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### Comparing two populations with high dropout, best tests and interpretation of intercept significance

I am analyzing some single cell data and was trying to pick the best test. I first tried logits and found that all three genes of interest were significantly across populations. I also found that the ...
19 views

### Interaction term btw. binary and continuous variable - dropping the intercept?

I run a linear regression with many dummy variables (in total 10). Thus to avoid the dummy variable trap, I dropped the intercept and included all dummy variables. Now I'd like to have a look at the <...
64 views

### What is the relationship between average of a rolling intercept and the intercept from a regression over the entire period?

If i calculate rolling (e.g. 3 periods back) intercepts for a time series using OLS, is the average of these rolling intercepts then in some way related to the intercept from an OLS of the entire ...
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### Linear Regression - with or without intercept [duplicate]

Difference between linear regression with or without intercept? Why and when to use which one?
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### Why is the intercept in multiple regression changing when including/excluding regressors?

I have a seemingly naive question regarding the interpretation of the intercept in multiple regression. What I found several times is something like this: The constant/intercept is defined as the ...
52 views

### What test can I use to compare intercepts from two or more regression models when slopes might differ?

I wish to test whether intercepts in linear regression models differ between two or more groups, when group-specific slopes might themselves differ (i.e., an interaction term may be present). ...
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### Significance of intercept only in Logistic Regression analysis

Having performanced a logistic regression in R with the glm function, I'm not sure how to interpret the results for the Intercept (as shown below). So I found that my intercept is significant but all ...
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### How to interptet Jensen Alpha statistical significance?

When you regress portfolio excess returns against relative benchmark excess return you get a model in which the beta (slope) could be interpreted as the one you get from the CAPM, that is systemic ...
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### Regression in different regimes

I am interested in studying the intercept of a multivariate linear regression model such as: $y_t = a + b_1x_{1,t} + b_2x_{2,t} + ... + b_mx_{m,t} + u_t$ with $t = 1, 2, ..., n$ Under two possible ...
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### Intercept meaning in group lasso

I have a database with categorical and continuous variable. My response variable is dichotomous and the indipendent variables are 4 factors (2 of them with roughly 10 levels and 2 dichotomous) and 20 ...
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### logistic regression with conflicting results, so to speak

I was trying to duplicate values by running the same set of data, and my coefficients were different. there is one 0-1 dependent variable, and there are four 0-1 independent variables. I found out ...
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### Formula for type III sum of squares of the intercept term in linear multiple regression

assume we have the regression model: $$Y = b_0 + b_1 x_1 + \dots + b_k x_k + \varepsilon$$ I know the formulas for all type III sum of squares for the regression terms except the formula for SS of ...
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### Intercept in a Bayesian model with categorical predictors (with brms)

I have a Bayesian logistic model fitted in R with brms. The predicted variable is binomial, the predictors are categorical. The model uses bernoulli family and a ...
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### Calculate the intercept from lm

I would like to understand how I can compute by hand the intercept from lm. The following example is a fractional factorial design (3^3) and the variables are factors. ...
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### Adjusted r-squared and regression without an intercept

I am using R^2 and then computing the adjusted R^2 in cases like linear regression that use an intercept and the regression line does not necessarily passes through the origin. Lately, I've been ...
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### How to report variance components of random intercept model?

I have used: model1 <- glmer(binary~ X1 + X2 +(1|MAINCATEGORY/YEAR), data = mydata, family = binomial(link = 'logit') To get the variance components of the ...
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### My intercept is negative for a logit prob regression and I can't interpret

This is my first time building a model outside of school. I cleaned the data and ran Cohen's Kappa and cutoffs/ROC as well as did random forest. The accuracy of predicting the 1 outcome is about 37% ...
49 views

### Running model without intercept term? [duplicate]

I have the true model set as $y = b_0+b_1 x+u$. Now supposing that I'm running the model without the intercept term, Under what circumstances would the coefficient term in the model (without the ...
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### Why is my regression intercept too low ? (General question)

Im currently trying to solve the following regression problem. Since my results for the first column are correct, im sure im on the right way but: For the second column i tried the realized variance ...
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### Should I remove the intercept when regressing against one variable (country income)?

I understand that one should not remove the intercept, unless there is a very special circumstance. (see: When is it ok to remove the intercept in a linear regression model?) However, if I am running ...
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### What's the difference between drift, intercept, and mean? [duplicate]

In R, stats::arima has a parameter named include.mean, and its result can contain a component named "intercept". For example, <...
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### Interpretation of the intercept in a multiple logistic regression? [duplicate]

I have fitted a model by means of a multiple logistic regression, but it turns out that the only significant parameter is the intercept. Therefore, I decided to model only taking this parameter into ...
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### Comparing fixed intercepts of different mixed models R

Given 3 variables: y is continuous, x is continuous, z is a repeated measures factor, nested within subjects. I have two models from different data sets a and b: fitm1 <- lme(y ~ x + z, random = ~...
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### Data normalization in ridge regression when there is no intercept

I would like to have a linear model without an intercept and also without the target being centered. How should my data then be normalized when using ridge regression? If I standardized the variables ...
33 views

### glmm (poisson or negative binomial) which explain the significance of each single level [closed]

I'm using the function glmer.nb of the library MASS to analyse the effects of two fixed factors (temperature: 2 levels and salinity:3 levels) and nested random factor (Individual ID/room) on parasite ...
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### Why shifted predictor value would not change OLS estimator except intercept term?

This question comes from MånsT's answer of question The least squares estimators of $β_1$,$β_2$,… are not affected by shifting. The reason is that these are the slopes of the fitting surface - ...
127 views

### Does dummy code a variable affect the intercept in a linear regression model

My colleague and I were both using R to fit a linear regression with the same dataset and same variables. The outcome variable is test grade while the independent variables are gender, age, and times ...
589 views

### Why is the intercept typed in as a 1 in stats packages (R, python)

When using statistics software, When defining your linear models, why is the intercept typed in as a 1, rather than "const" or "intercept" or something. What significance does 1 have? Is there some ...
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### Fitting model without the intercept [closed]

Suppose I collected data of crop yield at a location for mutliple years and constrcut a model of the form lm(yield ~ drought_index + solar_radiation + heat_stress) ...
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### How important is a statistically significant intercept?

I've created the following model: log(consumption) = a + b*log(GDP) + c*log(GDP(-1)) + d*log(consumption(-1)) The slope coefficients are all statistically ...
152 views

### Re-calibrating Intercept on logistic regression models for unbalance data

I have data-set that I’m modelling using logistic regression as land.cover~H1+H2+H3+H4+H6+H8+H14. My response and categorical variables are binary. However the number of 0 and 1 in my response ...
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### OLS estimation of intercept in AR($p$) in R

I investigate the performance of the OLS estimator of an AR($3$) model given by $$X_t=\mu+\phi_1X_{t-1}+\phi_2X_{t-2}+\phi_3X_{t-3}+\varepsilon_t$$ for $t\in\mathbb Z$ using the following code: <...
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### Implement an Intercept T-Test in NumPy

Quick statistical question from an university econ student. In Stata, when you run a linear regression, they perform a t-test of the intercept coefficient to see if it is statistically different from ...
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### plot between two predictors X1 and X2: [closed]

Given the following scatter plot between two predictors $X_1$ and $X_2$: Is there a way to get the number of parameters of a linear model like that? model ...
30 views

### Can I split the intercept in a glm into the contributions by two dummy variables?

I have a multivariate glm, with several response variables (in this case, as species matrix). As an example, the coefficients for one response variable (one species) are: ...
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### Is it valid to solve an equation for multiple coefficients, then average them to obtain overall effect?

I have a regression model, the setup for which is as follows: I am using manyglm, a multivariate general linear model approach to determine the difference in several invertebrate species between two ...
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### Interpreting intercept in multivariate linear regression when excluding some factors

This question may have already been asked, but I cannot find anything quite like what I am asking. Background and model I am using manyglm with a negative binomial distribution (from the package ...