# Questions tagged [multiple-regression]

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

1,907 questions with no upvoted or accepted answers
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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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### Identifying non-linearities in relationship between variables

Logistic regression is often used to identify the effect of $x$ on a binary variable $y$ after adjusting for potential confounders $x_1,...,x_n$. In the medical literature, I will sometimes encounter ...
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### What are the differences between HC estimators and their small sample properties?

I am currently using R to run regression with the following code: ...
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### Overfitting a neural network to a single batch as a sanity check - how small a loss value is small enough and long to run for?

I'm currently developing a neural network for a regression task. Following on from the advice given in places like here, here, and here I'm attempting to overfit my model to a single batch of 5 ...
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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 ...
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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 ...
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### Why do we need to model lower-order effects in models with interactions?

I recently saw a paper with a four-way interaction. That already is difficult to interpret (maybe if you have 1 or more categorical variables but definitely near impossible to interpret if all ...
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### How to train Prediction model for longitudinal data, with large number of time points?

Given a longitudinal data, that has date (in month-year format) as one of the independent variables and other independent variables being Gross metric tonnes, Tensile strength(UTS), weight per unit ...
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### Equivalence of ANCOVA and repeated measures model

Consider an RCT with individuals i in 2 arms (group, with 0 = control and 1 = treatment) in which one metric outcome (score) is collected at baseline (pre) and after some treatment (post). In an ...
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### 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 ...
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### 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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### Covariance matrix of multivariate multiple regression coefficients

I would like to perform a regression analysis on a dataset comprising one independent variable (X) and two dependent variables (Y1 and Y2) which may be affected by correlated errors. R's stats::lm ...
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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, ...
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### Testing differences between slopes by examining proportions rather than interactions

In a recent article published in Nature Genetics, Francioli et al. argue that the relationship between paternal age and mutation rate depends on what part of the genome you're looking at (intergenic ...
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### Why would I need both a validation set & a test set if I'm not selecting a model?

I have a dataset with two features and one outcome. I was asked to separate the data into three parts such that 70% of the data is a training set, 20% is for validation and 10% for testing. The model ...
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### VAR model for price forecasting in multiple time-series context. How to get "real figures" as forecasts?

Sorry for the rather long introduction, but since I was (legitimately) critizised for not explaining my cause and questions enough, I will do so now. I would like to conduct a (price)-forecast based ...
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### 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

I am investigating whether a medical treatment has an effect on cognitive measures (aside from curing the medical problem). I have been looking for a statistically sound method to approach the ...
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### 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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### 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: ...
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### Adjustment in a regression for community level aggregation of individual level data

In a cross-sectional study based on geographical multilevel regression, the authors used both individual-level data AND features generated by aggregating the same individual data in the community and ...
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### What is the ideal approach to determine relationship between candidate predictors and a dependent variable in a data driven way?

I have asked several related questions (1, 2, 3), but now I would like to ask the most basic questions and hope to get a very solid answer. I have 40 treatment variables, and I am interested to find ...
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### Ill-behaved, nonnormal residuals of multiple regression: should I be concerned?

I have data on waist circumference (cm) (waist), gender, age and physical activity (vigorous MET minutes per week) (PA). I was trying to run linear regression in R on the model waist ~ gender + age + ...
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### Continuous distributions as independent variable in regression

Problem: My research issue concerns logistic regression where each observation is an area, not a simple point. As such, each independent variable ($x_i$ of $\boldsymbol{X}$) is a distribution of ...
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### Connecting Poisson and multinomial models

Let's say we have multinomial counts $y_{jp}$ (corresponding to observations $j$ over categories $p=1,...P$) that are arranged in a table of $n$ rows and $P$ columns. Then say we have the log-linear ...
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### What's the difference between a random intercept and a dummy variable?

I usually work in SAS or R, so when I code a GLM with a random intercept, it's usually pretty easy. However, I've been running into a few problems (too complicated to get into here) where it might be ...
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### Coefficients of dummy variables in multiple regression

I am struggling with interpreting coefficients from a multiple regression analysis with multiple categorical (dummy) variables. I am running a linear mixed model with biodiversity (...
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### Analysis of Multiple Time Series Data with Exogenous Shocks

Real Life ProblemThis one is a tough one and some crowd sourcing seems like a good way to get some feedback. I am trying to determine the effect of Non-Farm Payroll surprises on a subsector of the ...
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### Longitudinal data analysis where meaning and metric of response variable varies over time

Determining what factors predict change over time is a topic of investigation in many fields and there are a variety of readily implemented methods for analysing repeated measures in the same metric. ...
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### What is the best way to simulate data for a linear regression model?

I am concerned with simulating data for a linear regression model. I need to control the means, variances, and correlations (covariances) between the predictors and the criterion variable. In addition,...
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### Standardize continuous predictor variables on [0, 1] scale?

I'm working on a health care regression model predicting # of inpatient visits. My analysis dataset includes a number of hybrid continuous/categorical predictor variables which can hold values on a 0 ...
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### Assumption violations with heteroscedastic data and OLS regression

I'm trying to model the typical performance of an experimental approach I've developed. I have a total of 3000 observations for 72 different case studies. My observations consist of a reading for <...
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### Estimating covariate effects on Likert-type response variable

I am working on a problem where we elicit medical residents perceptions regarding the importance of specific core medical competencies (professionalism, collaboration, medical expertise, etc.) on a 5 ...
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### Fitting a zero-inflated negative binomial regression with R

In this thread, I laid out a problem involving fitting a model that attempts to use minor league baseball statistics to predict success at the major league level (explained in full in the thread). ...
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### How to do a multiple regression with ARIMA using R?

I am analyzing some tree physiology data (transpiration) in relation to a number of environmental variables (many of which are predictors such as temperature, PAR and vapour pressure deficit). I ...
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