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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39 views

How to fit the intercept

I'm practising using R and I'd like to do this task: So I fitted the model: ...
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How to interpret the intercept of a multiple regression analysis after accounting for continuous and categorical variables

I'm attempting to run a regression analysis on a continuous outcome variable y, using a primary predictor variable that represents a treatment (...
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28 views

How to interpret an insignificant intercept in a model with significant coefficients?

Imagine a regression with one dependent variable (y) and two explanatory variables (x1 and x2). Both coefficients of x1 and x2 are significant. But the intercept is around 0.1 is not significant. How ...
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40 views

The definition of a constant term in a fixed effects model

Is it considered necessary to include a constant term in the definition of a panel data model which. among other regressors, includes a variable representing fixed effects?
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How do we explain together the results of paired t-tests and simple linear regression?

Description of my experiment: I have 2000 samples. For each sample I am measuring a metric Mi using four different methods A,B,C and D. These methods of measurement are completely independent. Ideally,...
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Does mean centering help with intercept estimation?

Suppose a model is built to model the sales of 20 beer brands for thousands of stores across the U.S. The response variable is sales and the independent variables include marketing activity and ...
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Effect of treatment in a model with random effects

I am working with Eyes (volume), each person has two eyes and I am using random effects to account for this in my model. (linear mixed effects model) The problem with nlme is that the output needs ...
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How if the coefficient constant Insignificant when Estimate ARMA?

I'm doing my thesis about estimate Volatility where I use ARMA for Mean Equation. when I'm trying to estimate the ARMA, I get Insignificant for coefficient constant but the AR and MA both are ...
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51 views

Extremely high intercept from Elastic Net

I am using the ElasticNet library from sklearn. I am using one predictor which takes values in the range [827.559, 827.5625]. When I fit the model using this ...
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Why are the intercept values of my QR non-monotonic?

I was led to believe that when conducting quantile regression you would expect intercept values to increase as you go up quantiles. However, I have run a quantile regression and the intercepts are as ...
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52 views

Back calculate intercept from multivariable COVID-19 logistic regression model

I am interested in creating a web tool to predict the absolute risk of in-hospital death from a published risk model of COVID-19 patients. Is it possible to estimate the intercept from the ...
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I don't understand RidgeCV's fit_intercept, and how to use it for my data

Alright, I have an assignment that makes me calculate weights for a function with different terms. At first, I thought I might just leave the weight for the term $1$ out, and instead use the intercept....
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Is the random slope for a binary, categorical variable in a mixed model also reported in reference to one of the categories?

I'm wondering if I should be interpreting an estimated random slope for a binary categorical variable in the same way that I should be interpreting it if it were a fixed effect. That is, is it ...
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Meta-analysis using mixed-effects model with moderators where response variable is effect size - is it appropriate to remove the y-intercept?

Greetings fellow statisticians, We're working on a meta-analysis looking at the effect of mindfulness based interventions [MBI] on self-compassion. We've computed Hedges' ...
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Calculate/understand the total sample mean of a binary dependent variable from the fixed effect estimates of a model?

was hoping you could help me to understand the model that I have just fit; in particular, I'm interested in the calculus of how the fixed estimates fit back together to make estimates for total sample ...
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22 views

Test if intercepts in ancova model are significantly different in R

I ran a model explaining the weight of some plant as a function of time and trying to incorporate the treatment effect. weight ~time + treatment The model looks ...
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Why does using the pnorm function on the intercept estimate of a binomial regression recover the mean of the dependent variable?

I've fit a series of mixed effect models with the lme4 package in r on a set of binomial outcome variables (1: the event happened, 2: it did not). The fixed effect specification is intercept only, and ...
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42 views

Linear regression when a non-zero intercept is theoretically implausible

How should I think of a linear model with a positive intercept when, theoretically, the intercept has to be zero? Think of the following example: we are modeling how many birds does a feral cat hunt ...
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How to obtain a distribution of the unobserved time-invariant fixed effects in a fixed-effects regression?

I am running a fixed-effects unbalanced panel regression using the plm package: ...
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1answer
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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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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. ...
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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 ...
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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 ...
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227 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?
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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. ...
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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 ...
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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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1answer
71 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 ...
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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 ...
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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 <...
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1answer
84 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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60 views

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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392 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 ...
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2answers
204 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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1answer
154 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 ...
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1answer
237 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 ...
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1answer
63 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 ...
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56 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 ...
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1answer
26 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
229 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
194 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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1answer
80 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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1answer
122 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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50 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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1answer
37 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
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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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67 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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