# 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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### 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 ...
120 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....
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### 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 ...
360 views

### Intercept is in the error term (dropping?)

The model is $$y_{it} = \delta_0d2_t + \delta_1 crm_{it} + (\alpha_i+u_{it})$$ Here the intercept is placed in the error term. Therefore if $\alpha_i$ is correlated with an independent variable would ...
221 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?
305 views

### Modeling intercept in ridge regression in a leave-one-out cross-validation test

In a leave-one-out cross validation test, I am calling a ridge regression model for the training samples, and predict the response for the test samples. And my metric for the accuracy is whether the ...
5k views

### The difference between with or without intercept model in logistic regression

I like to understand the difference between with or without intercept model in logistic regression Is there any difference between them except that with the intercept the coefficients regard the log(...
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### Convert 'intercept/drift' term to 'constant' term in arima/auto.arima functions, in case of higher orders - R

suppose for a time series, the auto.arima output is: ...
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### High t-stat for intercept?

I have built a multivariate distributed lag model (two regressors) which produces p-values that are significant just below the one percent level. However, my constant has a t-stat of like 26. Should I ...
531 views

### Is Bias term required for RBF with Gaussian kernel?

For standard logistic regression, we add a bias term (1) in the features. Is it required when RBF is used with Gaussian Kernel?
1k views

### a regression through the origin

Why do a pair of variables with no significant correlation and no significant regression intercept and slope, have a highly significant regression with high adjusted $R^2$ when the regression is ...
148 views

### Lmer() R function does not return random but fixed intercepts

I'm using the lmer() function to run a random (intercept) mixed effect model as follow: memC1 <- lmer(dev ~ tempW + tempB + sex + ls + (1|id), data = finalInfo) ...
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### 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 ...
1k views

### What to do with an insignificant intercept in a GARCH model? [duplicate]

I have fitted model to my data and estimated parameters both using R and Matlab. Here are my results: ...
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### Bias imbalance in learning algorithm

I have the following model: $$q^\star = argmin\{\sum_{i=1}^n 𝓁(y_i q^T x_i)+ λ\|q\|^2_2\}$$ where each $x_i$ is a sample of a $p$ dimensional feature vector. As it is common to do, I have encoded ...
1k views

### Fitting simple linear regression with no intercept

Say we fit a simple linear regression without the intercept term. I know this is inadvisable for the most part, unless there are some situations where it is reasonable to assume that when $x=0$, $y$ ...
600 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 ...
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### VAR models in R: Constant, Trend, Constant+Trend, None

I currently apply a VAR models with the vars package in R. There are the options to select "both", "none", ...
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### High chi-square of the intercept in logistic regression

I run logistic regression models where the event rate is generally very low. In my models I get a large intercept term. What bothers me is the exceptionally high chi-square of the intercept term. How ...
128 views

### Two interpretations of significant negative intercept: which is correct?

I applied a linear mixed model on binomial data. In short, I have 2 binomial independent variables: Prime (DO or PO) and Language (English L1 and English L2), and my dependent variable is DO use (DO ...
4k views

### How to know where to put bias terms in neural nets? [duplicate]

I've read different places that talk about bias terms in neural nets like this Importance of the bias node in neural networks But I still have trouble understanding what it is used for and how it ...