Questions tagged [intercept]

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

89 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
4
votes
0answers
529 views

Simulate event rate in logistic regression - Finding the intercept

I want to simulate a logistic regression (using a set of continous and binary confounders with known odds ratios) with a specified probability outcome (e.g. event rate = 0.2). This is actually a ...
2
votes
0answers
38 views

plot probabilities from mixed effect logistic regression with random intercept and fixed continuous and categorical covariate

I have created a mixed-effect logistic regression model with a random intercept, a ...
2
votes
0answers
128 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 ...
2
votes
0answers
49 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 ...
2
votes
0answers
60 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_{...
2
votes
0answers
45 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 ...
2
votes
0answers
190 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 +...
2
votes
0answers
127 views

Deming regression implementation: force intercept to 0

I implemented Deming Regression in a known programming language, using the algorithm from here: https://en.wikipedia.org/wiki/Deming_regression However, the algo does not specify what to do in case we ...
2
votes
0answers
478 views

Why is PCA “a regressional model without intercept”?

As stated in How does centering the data get rid of the intercept in regression and PCA?, PCA is a regressional model without intercept. Thus, principal components inevitably come through the ...
2
votes
0answers
417 views

Should the intercept be included when you check the condition index?

Many sources state that a condition index >30 constitutes a multicollinearity problem. When I've tried to implement this check in practice, I've realized that the condition index (and VIFs) change ...
2
votes
0answers
184 views

Is the intercept estimation affected by multicollinearity?

Suppose I am running a regression $$x_t = \alpha + b_1y_{1t} + \dots + b_m y_{mt} + \varepsilon_t$$ where the $y_{i}$ are potentially linearly correlated (Some have an IVF bigger than 4; generally ...
2
votes
0answers
89 views

Extreme estimated coefficients

Below is a part of my summary(lmfit). It shows a very extreme intercept. I can successfully calculate some fitted values based on the coefficients. However as ...
2
votes
0answers
132 views

What is the role of an intercept in testing the linear hypothesis b1 = -b2?

EDIT2: Possibly the short version of the question is just how would I test cat2 = cat3 in the STATA example in the link below I would like to test the hypothesis that $\beta_{typeprof} = -\beta_{...
2
votes
0answers
559 views

Is it possible to center orthogonal polynomials in multiple regression

I have a regression model that looks like the one below. $$ Y = \beta_0 + \beta_1T + \beta_2T^2 + \beta_3T^3 + \beta_4D + \beta_5D*T + \beta_6D*T^2 + \beta_7D*T^3 $$ Where ...
1
vote
2answers
47 views

Why does removing the constant term prevent the dummy variable trap?

I understand that if you have a dummy variable with $m$ categories that you should include $m-1$ categories in order to avoid perfect collinearity between regressors. However I don't understand why ...
1
vote
0answers
25 views

Components of the intercept within regression and colon interaction (:)

I'm trying to figure out which elements are part of the intercept within a regression model characterized by colon interaction (:). This is the model: Y ~ A*B + A:B:C The independent variables are: <...
1
vote
0answers
27 views

Understanding the intercept in an unadjusted logistic regression

I have performed an unadjusted logistic regression using weights (obtained via genetic matching) as below. I am using the survey package to make working with the ...
1
vote
0answers
22 views

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 ...
1
vote
0answers
20 views

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 ...
1
vote
0answers
36 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 <...
1
vote
1answer
596 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 ...
1
vote
0answers
41 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 = ~...
1
vote
0answers
88 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 ...
1
vote
1answer
58 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 ...
1
vote
0answers
91 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 don't wanna run a GLMM just to put the blocks as a ...
1
vote
0answers
101 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 ...
1
vote
0answers
547 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 ...
1
vote
0answers
40 views

Minimizing error of intercept estimate for a given N

Suppose you know that $y = a + bx + \epsilon$ is your generating process, where $\epsilon$ is $N(0, \sigma^2)$, but you don't know the parameters $a, b, \sigma$. You have a limited number of trials ...
1
vote
0answers
106 views

Calculate output nodes (consumer acceptance) of neutal network

To make it a bit easier I am using round numbers (integers) in this example. We have to calculate the value for consumer acceptance. Therefore we have the following input variables (fat = 3; salt = 2)...
1
vote
0answers
3k views

How to determine bias in simple neural network

I have built a very simple feed-forward neural network which given an input $x \in \{0, 1\}$, it is trained to learn $f(x) = x$, the identity function. Below is a model where on iteration $i$, $x_i$ ...
1
vote
0answers
720 views

Negative and not significant intercept in multilevel model

the objective of my work is to estimate whether policies can increase men's time investment in housework. In order to estimate whether the regulation of normal weekly working hours affects men's time ...
1
vote
0answers
32 views

Estimating intercept term in simulation study

I am working on a simulation study in which I have generated data to mimic a scenario with treated and untreated members of a population along with a number of baseline covariates. I am using those ...
1
vote
0answers
121 views

How to Interprete Constant Intercept in Log Models?

Even though this seems like an especially simple question, I am not 100% sure about what the constant in a log-log model, log-level, or level-log model means. For example, in log(weight) = 8.29 - 0....
1
vote
0answers
35 views

Unusually high intercept for one of the data sets

I’m running a regression to test the stock market in Sweden. In essence, I have made a categorization of two types of buys and two types of Sells. Then I have divided the sample containing all trades ...
1
vote
0answers
222 views

Should an ARMA model always include a constant term?

Should an ARMA model always include a constant term? And if not, when is it appropriate to drop the constant?
1
vote
0answers
604 views

Example for Time Series with Drift and one with Trend

after going through a few posts here on CrossValidated, StackOverflow and Google, I am still puzzled how I can detect whether a time series has a "drift" and how it differs from trend. Here are four ...
1
vote
0answers
38 views

When nature passes through (0;0): what are the consequences for a linear mixed model?

I'm analyzing the data for my master thesis; it's about photosynthetic efficiency for 10 different genotypes of a certain plant species (genotype=Accession in my dataset). For each Accession, I've ...
1
vote
0answers
160 views

GLM - compare the estimated model with the model with intercept-only

I have this glm output. How do the test to compare the estimated model with the model with intercept-only ? How can I comment on the result ?
1
vote
0answers
96 views

How to obtain OLS estimators of the slopes using the deviations from their means

In my econometric course we were given the exercise to show that the OLS estimators of the slopes can be derived by converting the data to deviations from their means. Furthermore, I'm also supposed ...
1
vote
1answer
55 views

How to adjust lm Estimates and SE relative to the Intercept

I have a question regarding the output from lm in this table below: ...
1
vote
0answers
59 views

Slope testing for regression lines between non-normal explanatory and response variables

I would like to estimate a regression line between my explanatory and response variables. The explanatory and the response variables are (paired) instrumental measures of the same thing under ...
1
vote
0answers
112 views

Interpretation of coefficient sign change and order of terms

I have a logistic regression with data that are kind of like this: ...
0
votes
0answers
6 views

Interpret significant intercept

I performed Wald tests on my GEE model (in fact, using anovas on nested models) and got no significant variables. Since I could not run a model without any independent variable I left distance in the ...
0
votes
0answers
19 views

Syntax for a random effect in an R regression - not sure if nested, and how to express?

I am running an ordinal regression for an experiment I have conducted, where the DV is ratings on a 5-point scale, and the predictors are the type of item, the type of participant (native speaker/L2/...
0
votes
0answers
9 views

Problems with multicollinearity tests of no intercept models

i have an $\mathrm{AR}(1)$ model in R, $y_t \sim y_{t-1} + X_{1,t}+ \cdots+ X_{n,t}$ with no intercept and i want calculate some individual multicolinearity tests for each variable in the model. The ...
0
votes
0answers
32 views

Independent variable is correlated with intercept, creating singularities

I am building a logistic model with about 20 variables. I have used the following code: `fullmod = glm(cancer ~ B_SEX+BLINE_AGE_AT_BASELINE+B_BMI+B_chro+B_fdrc+B_hrt+B_LMET+ B_MET+B_FV+B_EDU+B_INC+...
0
votes
0answers
14 views

Intercept in a dynamic panel model

I have been taught that including fixed/random effects in a dynamic panel model yields inconsistent estimates when using OLS and hence motivates the usage of other estimation methods. However, does ...
0
votes
0answers
30 views

Interpreting estimates in a Poisson regression

I know similar questions have already been answered but in this particular case I need some additional help. I am working with this data set: https://github.com/proback/BeyondMLR/blob/master/data/...
0
votes
0answers
26 views

Variance of intercept in multiple regression

I'm calculating a variance of coefficients in a multiple regression with three predictors. I have built matrices necessary for calculation of variance of independent variables, for example, for b1 I ...
0
votes
1answer
24 views

Weighted average, then adding an intercept term

I am working with a problem where we are calculating the weighted average of DNA modifications. Modified sites are placed into four different groups and the average weight is calculated from there. ...