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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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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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 ...
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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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1answer
51 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 ...
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2answers
74 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. ...
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35 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 ...
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50 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 ...
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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% ...
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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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4answers
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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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17 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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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 ...
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1answer
26 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 - ...
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1answer
47 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
588 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
51 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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67 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
61 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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86 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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25 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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39 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
55 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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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-...
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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
122 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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49 views

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
39 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
328 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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59 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
212 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
34 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
44 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
55 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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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
99 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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1answer
181 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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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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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
80 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
464 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 ...