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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How do you force lm() intercept to be 0 but not remove the intercept term from coefficients? [on hold]

I need the intercept of my linear model to be 0, but I do not want the intercept term removed from the model, or the output of the model. I am using the output later in a simulation. Both methods of ...
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13 views

How can I estimate anoverall intercept in a cumulative link mixed model? [on hold]

I am testing a cumulative link mixed model, and I want to estimate an overall intercept for the model. The outcome of interest has 4 categories, so the model has 3 logits each with a unique intercept ...
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23 views

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% ...
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1answer
26 views

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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4answers
81 views

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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15 views

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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17 views

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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13 views

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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11 views

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 ...
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1answer
24 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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26 views

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 - ...
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1answer
32 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 ...
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1answer
587 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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1answer
49 views

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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1answer
60 views

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 ...
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1answer
45 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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1answer
78 views

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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1answer
26 views

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 ...
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0answers
24 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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0answers
37 views

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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1answer
52 views

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 ...
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13 views

How should I interpret a non significant intercept in a GARCH model? [duplicate]

I am currently building a model based on a GARCH process. You can find a quick description of how the variance is modelled below. $\sigma_t^2 = \alpha_0 + \sum\limits_{i=1}^{n} \alpha_i \epsilon_{t-...
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53 views

R Repeated measures with fixed intercept at 0

I am trying to run a repeated measures glmm with a fixed intercept at 0 for a longitudinal study calculating the spread of a parasite within different genotypes of Daphnia hosts, and testing for a gxg ...
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2answers
98 views

The correct random slope model for nested data

I'm trying to see how personalities of individuals change with time. The variables in my data are: 1. latency to emerge (response variable in continuous scale) measured for 204 individuals from 14 ...
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Can I average out a constant (intercept) in OLS regression?

I have a OLS regression in the form: $$Y_t=\alpha +\beta X_{t-1}+\varepsilon_{t}$$ Can I average out the constant during the OLS estimation/derivation and report, $$y_t=\beta X_{t-1}+\varepsilon_{...
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2answers
31 views

Random intercept in mixed model w/ post baseline measurements

I'm running a LMM analysis for a clinical trial (two treatment conditions, five visits) and I can't understand the exact role of a random intercept. The baseline score is not included in the outcome (...
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1answer
280 views

Regression: Insignificant Intercept [duplicate]

I ran a regression and the intercept is statistically insignificant (the p-value is greater than 0.05). I tried to look in some textbooks as to how to handle this scenario but I am still unsure. One ...
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58 views

Removing the intercept term for penalized logistic regression

I am working on lasso logistic regression and am trying to remove the intercept term from the penalty function. I have tried to use the mean centering theory but for logistic regression it can not be ...
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1answer
174 views

Penalize the intercept in lasso (L1) penalized logistic regression or not?

In logistic regression: $log(\frac{p(x)}{1-p(x)}) = \beta_0 + \beta_1x$, let $x' = \frac{x-\bar{x}}{\sigma_x}$, then in terms of the centered and scaled varaible $x'$ , $$ log(\frac{p(x')}{1-p(x')}) ...
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1answer
30 views

Adjusting the long-run expected value of a variable in a VAR model through the constant term

I am currently trying to fit a VAR model to, amongst other variables, inflation data and want the long run limit of inflation to be 2%, i.e. the ECB target. Say my VAR looks like this: $$ X_t = c + \...
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1answer
43 views

Constant and fixed effects in all sample versus subsamples

I have a panel regression for countries. There are two groups of countries, rich ($k=1$) and poor ($k=0$). The equation is: $$ Y_{ikt} = c_k + \lambda_{kt} + X_{it}\beta{k} + e_{ikt} $$ $\lambda_{kt}...
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1answer
53 views

Can I recover the level of a dummy in the constant?

In the following country-level panel data equation $$ Y_{it} = c + \lambda_t + X_{it}\beta + e_{it} $$ I use time dummies to capture the year-fixed effects, $\lambda_t$. Obviously, one dummy must be ...
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4answers
1k views

Linear regression with negative estimated value for intercept

Does a negative value of intercept suggest that the regression line provides poor fit to the data? why? and why not?
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1answer
32 views

Clarification on “intercept”?

I'm currently reading "Competition-Based Dynamic Pricing in Online Retailing: A Methodology Validated" by Fisher, Gallino, and Li. In the paper they mentioned that variables $\alpha_j$ and $\alpha_r$ ...
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1answer
77 views

suppress intercept in regression when having more than one categorical variable coded in dummy variables

friends: according to the following link https://stats.stackexchange.com/a/11068/196391 and what I saw in some papers, we can supress the intercept and consider ALL the dummy variables (which have ...
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0answers
108 views

When is it OK to calculate the AUC for a mixed-effects logistic regression model without the random intercept?

I fit a mixed-effects logistic regression model in R with glmer. There is one dependent variable, one dichotomous predictor variable, and one random intercept. The ...
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1answer
150 views

I computed ARMA equation from R manually but never got the same result with predict() or forecast() provided by R

I've got a little problem here. I've been doing analysis with time series data using ARMA, and it always turns out that the parameters I get from R didn't fit to my computation when I do it manually. ...
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14 views

How to fit a model that forces all points through zero while allowing for interaction effects

I'm trying to build a model to predict the percentage of a target audience reached as a function of the amount spent on several media channels (e.g. TV and radio) and the type of campaign. The fitted ...
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0answers
60 views

Coefficients in a Randomized Block Design

If, for example, I am running a GLM with Poisson distribution (it could be any distribution) and I have a Randomized Block Design (RBD) [Note: I dont wanna run a GLMM just to put the blocks as a ...
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1answer
73 views

AMOS: CFA testing invariance, but cannot name intercepts

I'm using AMOS to run a 2-factor model with 5 indicators each (10 in total). I'm assessing the invariance. So I'm assessing the invariance for sex. While the configural and metric invariance worked ...
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1answer
396 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 ...
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1answer
188 views

Calculating variance components and ICC of a random intercept model by hand

When I really want to understand a measure or parameter, I tend to do the calculation by hand with simplified data. Today I have attempted to do the same with the ICC, but somehow keep failing. I was ...
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1answer
615 views

Interpreting significance of the intercept in a regression analysis

For my thesis, I'm conducting several linear regression models. In total I have 15 dependent variables, so in my appendix I have 15 regression tables including 4 models. Example: I'm trying to ...
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1answer
40 views

Include intercept/error term in logistic regression model specification

Short question, When specifying a logistic regression model as below, does one also include B0? In other words, does the bottom part of the equation look like: A. 1 + exp(-(B1X1 + B2X2) B. 1 + exp(...
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2answers
1k views

What is the reason for not including an intercept term in AR and ARMA models?

In econometric literature it is usually argued that in case of estimating an equation, an intercept term must be always included regardless of its statistical importance because removing the constant ...
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1answer
41 views

intercept in manually weighed regression

Why does manually weighting a regression require the intercept term to be dropped? Consider a model $$y=b_0 + b_1x + \epsilon, $$ a simple linear regression. In classically weighted regression ...
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0answers
39 views

Is it necessary to include all levels as random intercepts in a multilevel model when they are perfectly nested?

I am running a mixed-effects model in R and I want to have random intercepts for two sampling levels, country and site. The ...
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1answer
66 views

Standard Error of the Intercept in ARIMAX model

I'm trying to estimate the standard error of the intercept in ARIMAX(1,0,2) model using R. Since the reported 'intercept' in regression output is actually some kind of mean value I applied this ...
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1answer
864 views

How to change a weight/bias with gradient

After watching 3Blue1Brown's tutorial series, and an array of others, I'm attempting to make my own neural network from scratch. So far, I'm able to calculate the gradient for each of the weights and ...