# Questions tagged [multiple-regression]

Regression that includes two or more non-constant independent variables. Also known as multivariable regression.

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### Z-scores and comparisons of means

I am interested in comparing mean protein levels (dependent variable) across four groups (independent variable), while controlling for covariates/ confounders. I will perform this (essentially ANCOVA) ...
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### Calculate P values for regression models(Linear,Lasso Ridge,Elasticnet) manually [closed]

I want to calculate P value manually from the Multivariate Regression models(Lasso,ridge,Linear and Elasticnet) and i had tried to use the following code as shown below as one person suggested using ...
1 vote
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### Comparing constants multiple regressions

My objective is to compare the returns of several portfolios. In short, I have multiple independent variables (4) that benchmark returns of different market portfolios (Carhart 4-factor), where the ...
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### Appropriate test for categorical independent variables with sub-level

I am stuck on how to analyse my data. I have one dependent variable and a number of indepen dent variables which are divided into further sub-categories. Some of the options for the value of an ...
271 views

### How to assess normality under the OLS assumptions?

When we have a multivariate regression function, which assumption has to hold so that the OLS assumptions are not violated: ...
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### How to choose between one-way, two-anova and multliple regression?

I am working on the data set that consists of Patients' id (after stroke), Time (they can walk after going through the program), the Program they follow and the Visit number when the Time was measured....
1 vote
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### Find a linear scale factor and offset that minimizes total variance between two observed data sets

I have two discontinuous observational datasets that should roughly match up after linear scaling is applied to one and its offset is adjusted. They will not follow any kind of trendline, so ...
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### Calculating global and local effects in a multiple regression using Cohen's d

I am calculating the effect size Cohen's d using linear regression. I am looking at the effect of disease on memory, and have also added age, education and sex as confounds to the regression. Cohen's ...
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1 vote
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### Permutation testing: Which variable should be shuffled?

When conducting a permutation test, which variable should be shuffled? Let's say I have two variables X and Y, and my test statistic is the correlation coefficient between the two variables. To test ...
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### QQ Plot help meaning [duplicate]

How can I interpret the following QQ Plot? Can you explain it for example for the point 20 and 12?
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### Difference between the siginificance in the summary table and the ANOVA table in R [duplicate]

In R when I am evaluating a linear model I have created, I often use the summary table and the ANOVA table. The first image below is the output from my summary table, the image below that is the ...
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### How to interpret output of a moderation with 2 moderators (1 Dichotomous, 1 continuous) and a dichotomous predictor?

I have conducted a moderation analysis with two independent moderators. (Using Hayes Process model 2). I have attached the output for your reference. I am looking for the impact that financial ...
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1 vote
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### How to check confounding and mediation in large dataset?

Given a large dataset, one cannot possibly check every model. In particular, it does not seem clear to me that one can check confounding or mediation in either cases. How does one check confounding/...
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### Why is the value of SE for the transformed regression model higher than the initial model with autocorrelation?

Is it right that with positive autocorrelation in the errors, the model underestimates the SE? Hence, using generalized differencing (such as Cochrane-Orcutt), the transformed model has a higher value ...
1 vote
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### Question about deciding whether something is a moderator or covariate

Based on what I know, a moderation analysis is simply looking at an interaction between an IV and a moderator. However, people often refer to moderators when they talk about ANCOVA (analysis of ...
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### What does it mean if my confidence interval includes zero with a significant p value in linear regression analysis?

I performed linear regression analysis to assess the associations between continuous variables. I found a significant p-value but my confidence interval includes zero. What does it mean? Here are the ...
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### how to measure the effect of a recurring event?

I have multiple cities with data on theatre visitors and an event as the mentioning of the theatre in the local news. I want to estimate whether the event of a mentioning lead to more visitors for the ...
10 views

### Adjusting for multiple testing: unsure about number of tests to correct for

I am interested in comparing mean protein levels between 4 groups (Control, Stages 1-3), after controlling for age, gender and a genetic risk factor. My pre-specified comparisons are : Control vs ...
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1 vote
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### What's WRONG with my multiple regression model

I am working on a regression model, more precisely, multiple regression model for predicting one single value. I have a dataset of cars and some technical data. For example, I have the following ...
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### Most marketing channel have negative coefficient in econometrics model for sales?

This is the first time I am working on an econometrics model (Market Mix Modelling) for sales. I have weekly sales data and the number of impressions from various marketing channels like FB, Twitter, ...
22 views

### How to interpret fitted coefficients in a multiple regression model: binary, continuous, and interaction terms

Suppose I have a multiple regression model: $y = \beta_0 + \beta_1x_1 + \beta_2x_2 + \beta_3x_1x_2 + \epsilon$ where $y$ is continuous $x_1$ is dichotomous (0 or 1) $x_2$ is continuous If $x_1 = 0$, ...
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### How to compare return percentages of products in different lifecycles?

For my project, I am trying to predict return ( when a product in ecommerce sale is returned) rate of products. For the same of simplicity, assume I have 3 static features (dont change in time) and ...
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### What is the intercept in a regression model with demeaned dependent variable?

Suppose you have a regression model $\tilde{y}$ = $X\beta$ + $\varepsilon$, where $\tilde{y}$ = $y$ - $\bar{y}$ and $X$ contains a constant. If you estimate the model by OLS, does the estimated ...
39 views

### Multiple linear regression: Do all independent variables need to have good adjusted R-squared independently?

I'm very sorry if this should be obvious, I'm just feeling a little lost with this assignment.. I have four independent variables X1,X2,X3,X4 plus a constant, modelled against Y. I know X4 to be ...