Questions tagged [linear-model]

Refers to any model where a random variable is related to one or more random variables by a function that is linear in a finite number of parameters.

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How to assess linearity in multiple linear regression?

I have a question about how to check if the relationship between the independent variable, yt , and the explanatory variables t and t^2 is linear? I fitted the linear regression with the AUTO-...
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Multiple linear regression: observations with 2 or more values per factor / categories - a problem?

Is it a problem for linear regression (lm in R) to have observations that have multiple values for a given factor? For example, I have the weekly average sales <...
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Independence between error and regressor

Let the following classical linear regression: $$y_i = x_i \theta + u_i, \quad E(u_i|x_i) \sim N(0, \sigma^2)$$ Can I conclude that $x$ and $u$ are independent? I would like this because I want to ...
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What model(s) are appropriate for unbounded species abundance data with 0's and environmental response variables in R?

I am conducting a research project on the vegetation composition of an abandoned mine site to determine the environmental factors that influence species abundance (cover) and composition. Study ...
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Simple Linear Regression and Transformation

Can someone help me out on which transformation might be ideal for the data below? And how do I find the confidence interval for the mean brain activity using SAS?
285 views

Multiple regression with dummy variables and interaction term

We have done a multiple regression analysis to see how gender and experience affect salary. We used a dummy variable for gender and then we also added the interaction variable (female work experience)....
59 views

Models and standard scores

I'd like to use standard scores to describe a variable $y$. If I always measured $y$ in a particular place and time, I'd just take the mean and standard deviation of $y$ and then calculate the ...
47 views

Would machine learning techniques help if the linear and nonlinear relationships is so weak?

I have a cross sectional data set at hand contains four predictors to predict one outcome, I employed bivariate analyses to check whether the relationship between the dependent and independent ...
39 views

Cook's distance - problem with understanding

I have a problem with calculating Cook Distance (I'm trying to understand it). Ok so here is the task and my 'solution'. I'm asking for comment, is it ok, or what do I wrong. We have simple linear ...
56 views

How can I interpret relative and absolute income of both partners in one regression?

Suppose you want to examine the effect of income on the amount of housework for women. Does it make sense to include both relative income (compared to partners income) and absolute income of BOTH ...
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In linear regression, are the noise terms independent of the coefficient estimators?

In the Wikipedia article on the bias-variance tradeoff, the independence of the estimator $\hat f(x)$ and the noise term $\epsilon$ is used in a crucial way in the proof of the decomposition of the ...
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Comparing linear sets of data

I'm trying to validate the use of different sample tubes in a pharma environment. We have an established method with a linear calibration curve and QCs at three concentrations within the curve range. ...
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Logarithmic or square root transformation for econometric modeling

I am doing econometric research on firm financial ratios. Using linear panel data modeling, I am going to transform some predictors in order to reduce variance. At this regard, I am uncertain about ...
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Sigma interpretation in Bayesian Linear Model?

I have two question concerning my output of my bayesian linear regression. 1) I have all beta posterior and obviously, having used a prior for Sigma, i have a posterior for Sigma too, but what can i ...
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Solving correlation between explanatory variables using instrumental variables

I am currently stuck on a task where I am interested in estimating the production function for agricultural output as follows: \begin{equation} y_{i} = x_{i}\beta + \alpha_i + \epsilon_{i} \end{...
153 views

Assumptions of linear mixed model not met

I have a repeated measures dataset with which I'm testing if individuals are consistent in their boldness scores (continuous variable) over time (trials). Towards this, I generated linear mixed ...
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GLM standardisation with quadratic terms

I had understood that using linear transformations, such as centering and scaling, of predictor variables in GLMs does not affect the t/z-values, and thus nor the p-values (except for the intercept). ...