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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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560 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
40 views

Fitting model without the intercept [on hold]

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
33 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
15 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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1answer
23 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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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
34 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
46 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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0answers
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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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
51 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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0answers
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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
27 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
154 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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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
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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
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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
38 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
51 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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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
55 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
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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
87 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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0answers
13 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
41 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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R | SE of intercept | contr.sum DM

So, I am trying to estimate the 'global mean' over a set of 'treatments' (say), using a DM with a constrast structure specified by const.sum. So, for example, if there are 6 levels of said treatment ...
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1answer
55 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
277 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
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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
341 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
33 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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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
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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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37 views

Plotting observed vs predicted values for all the combinations of the predictor variables in logistic regression

I have a logistic (glmer) model with a binary response variable, two binary, two continuous predictors and two random intercepts. In trying to see the fit of the model to the data, I am trying to make ...
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0answers
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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
53 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
657 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 ...
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0answers
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Linear mixed model with three groups, alternative non-linear approachin R?

first thank you for your help. I'm quite new to to R, but specially in mixed models. Shortly i have three experimental settings from 31 subjects, i.e 3 repeated measurements from same subjects ( also ...
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0answers
27 views

Panel regression hypotheses

I want to test the difference in regression intercepts between three groups. For that I use this regression (including dummy variables) $Y_{it}=\alpha_{t}+\beta_{1}x_{1}+\beta_{2}x_{2}+\beta_{4}x_{4}+...
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1answer
412 views

Intercept increases in regression when adding explanatory variables

I am conducting an analysis, where I examine the size of the intercepts of three regression models (time-series). The models look something like this: $y_1=\alpha+\beta_1x_1+\varepsilon$ $y_2=\alpha+...
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1answer
523 views

Is it ok to remove the intercept in a linear regression model (OLS) if the results are really good? [duplicate]

So I've gone through this SE question and all the answers where the general consensus is that you should never remove the intercept of the linear regression model. The most upvoted answer says: The ...
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0answers
61 views

Permutation test on the intercept in MANLY(1997) framework?

We assume to have the following regression model: $Y=β_0+β_1X_1+β_2X_2+ϵ$ I recall here the Manly procedure (from another post here :How to do permutation test on model coefficients when including an ...
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0answers
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When does it make sense, if ever, to remove the intercept from a logistic regression [duplicate]

I normally work with linear regression, but came across a need to use logistic regression. I started with glm(y ~ x1 + ..., data, family = binomial()). Almost none ...
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1answer
39 views

How to visualise a tiny neural network as a function

Say you have the simplest possible neural network with 1 input, 1 output and 1 hidden variable as depicted below. In this case, the activation function is logistic. I assume between x and y, the ...
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0answers
338 views

Hypothesis at 5% significant for slope and intercept coefficient

"Conduct hypotheses tests at a 5% significance level on the intercept and slope coefficient to see if the intercept is significantly different from zero and the slope coefficient is significantly ...
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0answers
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Mapping R ARIMA parameters to coefficient symbols [duplicate]

I'm trying to map the information R prints for an ARIMA model to the coefficients in the formulas that I'm familiar with. Here's what I have so far ar1 = $\varphi_1$, ar2 = $\varphi_2$, ... intercept ...
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0answers
104 views

Are HAC robust standard errors robust against autoregressive conditional heteroskedasticity?

Suppose I have a GARCH(p,q) model with constant conditional mean, \begin{aligned} y_t &= \mu + u_t, \\ u_t &= \sigma_t \varepsilon_t, \\ \sigma_t^2 &= \omega + \alpha_1 u_{t-1}^2 + \dotsc +...