# 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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### The inclusion of a random intercept is really affecting beta values — why?

I'm running a mixed-effect logistic regression in Stata 16.0. I can't say much about the data because it's confidential. Nevertheless, here is a fictional example: If we sample students within schools,...
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### Interpreting constant in regression with an interaction term

In a regression model with a single categorical exposure and no interaction term of the form: $y = \beta_0+\beta_1x_1$ the $\beta_0$ can be interpreted as the result in the reference group. So for a ...
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### Confidence interval x-intercept

The x-intercept of a linear regression is -y.intercept/slope. If I wanted to obtain a confidence interval (CI) for a x-intercept of a linear regression, coud it be wrong to find the CI of y-intercept ...
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### In R there is a problem of intercept and without intercept ,Pearson's Correlation does not follow! Why? (see the bolded resuls)

Xvec <- rnorm(200) Yvec <- 2.6*Xvec + rnorm(200) lmodxy <- lm(Xvec ~ Yvec) lmodyx <- lm(Yvec ~ Xvec) summary(lmodxy) Output ...
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### What is the role of an intercept in an I-Spline basis?

I have the following data to which I want to fit a monotone non-decreasing spline. ...
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### Test for comparing x-intercepts of two linear regression

I would like to know how to compare, and then calculate significant differences, if any, between the x-intercepts of two regression lines. Practially, I shoud compare the values of x when y=0. I know ...
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### Uncovering the make up of the intercept in a generalized linear mixed model

I could use some help Finding the make up of the intercept in a generalized linear mixed model. FYI, I use a 2013 Macbook Pro with a 2.4 GHz dual-core intel chip, 8 GB of ram, macOS big sur 11.2.2, ...
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### Why the does the intercept of my null model not equal the mean when I log transform the outcome variable? How do I interpret it?

I have an outcome variable that is right skewed, so I log transformed it. I made a null model with only the log-transformed outcome variable, but when I exponentiate the estimate, it does not equal ...
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### Different usage of the term “Bias” in stats/machine learning

I think I've seen about 4 different usages of the word "bias" in stats/ML, and all these usages seem to be non-related. I just wanted to get clarification that the usages are indeed non-...
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### Logit model intercept use

I want to estimate a Logit model where the independent variables are binary and one of them is categorical, so the whole data set consists of dummy variables. First of all, I am puzzled whether I ...
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### Using LIME without intercept term?

I'm playing with LIME to explain the prediction of a machine learning model. LIME trains a (locally weighted) linear surrogate model around a point of interest. The weights of that surrogate model are ...
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### Ordinal regression model in R - multiple coefficients appearing for only one dependent variable. Can someone help me analyze?

I am running an ordinal logistic regression model in R (with an ordinal dependent variable). For my model I am also only including one primary independent variable (which is also ordinal). However, ...
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### What does c refer to in AR(p) and MA(q) model mathematical definitions?

What exactly does c represent in these formulas defining AR(p) and MA(q) models? MA(q): (https://otexts.com/fpp2/MA.html) AR(p): https://otexts.com/fpp2/AR.html
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### 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 ...
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### 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/...
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### Random effect coefficient: actual coefficient or deviation from main fixed effect?

This is a very simple question, but I'm starting to doubt myself: I have a mixed model which I estimate in Matlab with fitglm ...
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### 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 ...
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### Why does removing the constant term prevent the dummy variable trap? [duplicate]

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 ...
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### Adding drift to an ARIMA(0,1,1) (0,1,1) model in R

I'm trying to add drift to my ARIMA(0,1,1)(0,1,1) model in R, however R is giving me the error message, Warning message: In Arima(insample, order = c(0, 1, 1), seasonal = c(0, 1, 1), include.drift = ...
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### Why is the intercept different from the mean of Y when X=0?

I was hoping to find here a solution to some aspects of linear regression I had trouble understanding. Let's take an example of regression with the following variables: $y:\:$ depression (continuous)...
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### 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: <...
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### 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+...
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### When forcing intercept to zero, how R-squared is changed? [duplicate]

I have some questions. In a linear model, I want to force intercept to zero. The program (I used JMP) does not provide R-squared when intercept becomes zero. So, I calculated R-squared by myself by ...
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### 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 ...
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### 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 ...
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### Is the intercept fit differently for each regressor in Multiple Linear Regression?

is the intercept B0 in y = B0 + B1X1 + .... fit differently for every feature x1. Is it different for every feature coefficient or the same for all feature coefficients and why so?
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### 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/...
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### Why does level means coding only work for one (dummy) variable? [duplicate]

Consider the following reproducible example: ...
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### Ability of neural network for regression to learn to predict input 0 where functional form doesn't hold for the data at input 0

Hopefully the title to this question wasn't too confusing. I have a feed-forward neural network with $tanh$ activation functions on each of the (four) hidden layers. I'm performing a one-dimensional ...
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### Alternative to R$^2$ in linear regression without intercept

It has been extensively described in this website the reason why one cannot properly calculate the $R^2$ - neither the Adjusted $R^2$ - in regression models fitted without an intercept. What is a good ...
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### 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 ...
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### Count Time Series Following Generalized Linear Models - Questionable Intercept

I am attempting to appropriately examine the relationship between a count time series variable (outcome) and a continuous, mean-centered time series variable (predictor). ...
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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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### 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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### 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?