# Questions tagged [multiple-regression]

Regression that includes two or more non-constant independent variables.

1,501 questions with no upvoted or accepted answers
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700 views

### Bound for Arithmetic Harmonic mean inequality for matrices?

NOTE: This question has originally been posted in MSE, but it did not generate any interest. It was first posted there, because the question itself is a pure matrix-algebra question. Nevertheless, ...
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### How to determine weights for WLS regression in R?

I am trying to predict age as a function of a set of DNA methylation markers. These predictors are continuous between 0 and 100. When performing OLS regression, I can see that variance increases with ...
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### Calculate goodness-of-fit (with deviance) to compare averaged models?

I need to compare the goodness of fit of several averaged logistic regression models by calculating the deviance explained. I'm using the MuMIn package in R to ...
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### What are the consequences of not including random effects in a linear model when they should be added?

I am dealing with repeated measures data in which there is clearly reason to incorporate random effects to account for each subject having multiple measurements. A mixed effects model using random ...
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### Squeezing the juice from a large data set

I may soon have temporary access to a large and interesting data set, where the data is sensitive and raises privacy and confidentiality concerns. Number of records in the low hundred thousands, ...
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### Is it possible to do a time series analysis with more than one explanatory variable?

I am working on a project, and I am absolutely new to forecasting and not so strong in statistics. I have an employee data for the last 7 years, along with the other variables like economic growth, ...
216 views

### Variance partitioning - why be cautious?

I'm about to use variance partitioning to interpret my results of a given model and across models and have come across various criticisms of it most notably by Pedhazur (1982, 1997). Also, the ...
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### Comparing observed and predicted values across several measurements

As a neuropsychology graduate student with some experience in statistics (I'm usually the guy other psychologists come to with statistics problems after trying it themselves but before seeing a ...
2k views

### Why is correlation between y and $\hat{y}$ in a model with and without intercept equal?

I consider a very simple example with two models like this; ...
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### Before using CV-selected Regression model for Inference, shouldn't model performance be evaluated on unused test set?

I just came across a biokinesiology paper that used some Machine Learning methods, but I think there is a flaw in their methodology. The authors had data on stroke patients and used Lasso regression ...
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### using lmer to fit the linear mixed effects models

Edit: I know some people vote this question is off-topic since it is more like a Cross Validated question. However, I am not here to ask about the coding thing (but I might word in the wrong way). I ...
129 views

### Predicted R squared

When calculating the predicted $R^2$ value for a linear model using the equation $R^2 = 1 - \frac{PRESS}{TSS}$ should the currently left out sample also be excluded when working out the mean value ...
142 views

### Why shouldn't I standardize my predictors when putting them into a regression model?

There are multiple reasons for applying standardisation/mean centre for predictors before putting them into a regression model. However, in the literature, some people do not do so or even argue ...
360 views

### How to visualize models after multiple imputations by chained equations

I'm starting to prefer visualizations of my regression models as opposed to tabular output (OR's, beta-coefficients, 95%CIs). However, I struggle to find a good way to do this when I am undertaking ...
188 views

### How can I find and categorise the effect size of a single coefficient in a multiple regression?

Question How do I find the effect size for the different hierarchical multiple-level regressions used by papers in my review? And how do I categorise their effect size? Detail I’m publishing a ...
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### Hierarchical regression with dummy variables

I need to perform hierarchical regression with dummy variables. I also need to check moderation by introducing in the model interactions of these dummy variables and the moderator. My questions are: ...
458 views

### Fitting a particular Gaussian model

Using R or SAS, I want to fit the following Gaussian model:  \begin{pmatrix} y_{1j1} \\ y_{1j2} \\ y_{1j3} \\ y_{2j1} \\ y_{2j2} \\ y_{2j3} \end{pmatrix} \sim_{\text{i.i.d.}} {\cal N} \left(...
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### Why do my (coefficients, standard errors & CIs, p-values & significance) change when I add a term to my regression model?

Lots of people seem to be asking this. They often seem to get shallow answers that merely assert what is true, instead of drawing or explaining the mechanism. They also seem to not find each other -- ...
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### How to account for error in measurement of dependent variable in prediction interval (in multiple regression)?

I am trying to figure out the best way to take into account known measurement error in the Y (dependent) variable when producing prediction intervals from a multiple regression. I have the standard ...
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### How to prove an OLS estimator is inconsistent

I have two equations $Y_i = \beta_0 + \beta_1X_i + \epsilon_i$ $X_i = Y_i + Z_i$ and additional information that $cov(\epsilon_i, Z_i) = 0$ And I need to prove that using the OLS in the first ...
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### Multiple regression for left-censored independent and dependent variables

I am interested in developing a predictive multiple regression model which predicts a concentration of one compound based on the measured concentrations of several other compounds. Both the dependent ...
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### Importance of regressors in time series data

Could anyone recommend bibliography or name some useful methods to analyze which (exogenous) variables are most important in determining the value of a time series? For context, I have a random time ...