Questions tagged [intercept]

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

Filter by
Sorted by
Tagged with
1
vote
1answer
21 views

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. ...
0
votes
0answers
37 views

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 ...
1
vote
1answer
25 views

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. ...
0
votes
0answers
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 ...
2
votes
1answer
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 ...
1
vote
2answers
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?
3
votes
2answers
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 (...
0
votes
0answers
18 views

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. ...
2
votes
1answer
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 ...
0
votes
1answer
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 ...
0
votes
1answer
45 views

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 ...
0
votes
0answers
27 views

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 ...
1
vote
0answers
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 <...
2
votes
1answer
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 ...
0
votes
1answer
45 views

Linear Regression - with or without intercept [duplicate]

Difference between linear regression with or without intercept? Why and when to use which one?
7
votes
3answers
192 views

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 ...
2
votes
2answers
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). ...
0
votes
1answer
75 views

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 ...
0
votes
0answers
75 views

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 ...
0
votes
1answer
39 views

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 ...
0
votes
0answers
16 views

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 ...
0
votes
1answer
24 views

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 ...
2
votes
0answers
46 views

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 ...
1
vote
1answer
112 views

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 ...
4
votes
2answers
99 views

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. ...
0
votes
1answer
52 views

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 ...
0
votes
1answer
71 views

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 ...
0
votes
0answers
35 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% ...
0
votes
0answers
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 ...
0
votes
1answer
29 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 ...
1
vote
4answers
87 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 ...
0
votes
0answers
26 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, <...
0
votes
0answers
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 ...
1
vote
0answers
22 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 = ~...
0
votes
0answers
32 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 ...
0
votes
1answer
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 ...
0
votes
0answers
34 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 - ...
2
votes
1answer
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 ...
7
votes
1answer
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 ...
2
votes
1answer
58 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) ...
0
votes
1answer
85 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 ...
0
votes
1answer
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 ...
1
vote
1answer
108 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: <...
0
votes
0answers
23 views

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 ...
2
votes
1answer
29 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 ...
0
votes
0answers
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: ...
2
votes
0answers
40 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 ...
0
votes
1answer
73 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 ...
0
votes
0answers
14 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-...
1
vote
1answer
644 views

Combining Results of Simulation Replications (Random-Intercept Logit Models under Confounding)

I've written some simulation code in R to learn about the behavior of a random-intercepts logit model under varying degrees of confounding. The simulated scenario is three points in time, two groups, ...