Questions tagged [regression]

Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

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How to make a two-line mediator analysis in R?

How to make a two-line mediator analysis in R? Please tell me briefly how to do this. What function should I use? I don't know much about data analysis, but I really need to figure out how to do this ...
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How to handle independent variable in regression where no relationship exists between samples

I would like to use a multinomial logistic regression to get win probabilities for each of the 5 horses that participate in any given race using each horses previous average speed. ...
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How do I account for total effect of a variable in a regression?

Suppose I want to understand the influence of gender $X$ on wage $Y$, so I use the linear regression model $$ Y=\beta X + \varepsilon $$ We might want to be conscious of omitted variable bias, so we ...
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How to add categorical variable to continuous when doing Linear Regression in Python?

If I have independent cts variables [x1, x2, x3] and categorical variable [x4] which can be categorized into [x4_1, x4_2] for dummy variable 0/1 If I fit linear regression in sklearn it will give me ...
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Interpreting log-log regression with log(1+x) as independent variable

Is interpreting log-log regression with log(1+x) as independent variable the same as having log(x) as independent variable? 1% increase in x results in beta% change in y? What is x has both negative ...
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Testing for a common intersection of p linear regression lines

I'm trying to derive a test for testing if p regression lines have a common point of intersection. Let the p regression lines intersect at a point $(x_0,y_0)$. We are to test: $H_0: a_1+b_1*x_0 = a_2+...
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Question about Control charts and calculating the X-bar limits using the R and S

The following data originate from a standard sample used for monitoring the accuracy of an equipment that determines protein content at an analysis laboratory. The standard has a protein content of 3....
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Linear Regression Using QR Decomposition Intuition

I'm trying to understand part of the QR decomposition algorithm that uses the householder rotations to find Q and R. I am familiar with the concept of transformation matrices and their use in ...
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Is ln(y+Δy) == β0 + β1(X+ΔX) in log-linear/non-linear regression?

I came across the following in explaining the log-linear regression model. Given the model $\log(Y_i) = β_0 + β_1X_i + u_i$ The expected value of $\log(Y)$ given $X$ is $β_0 + β_1X$. So far, so good. ...
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Should I set the degrees of freedom manually when doing longitudinal analysis with GLS?

I have a study of 100 patients with 4 time points, where subjects were assessed: t0..t4; I want to analyse the repeated data with GLS model. When doing pairwise t-tests (separately for t0-t1, t0-t2, ...
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Quantify the proportion of data not explained by explanatory variables in linear regression

Say I'm in a classic linear regression situation: $Y = \beta_0X_0 + \beta_1X_1 + \dots + \beta_NX_N + \epsilon$ And that I know that my explanatory variables $X$ only explain some part of my ...
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What is the variance of the error term for the regression of the sample mean of $x$ on the sample mean of $y$ that is heteroskedastic?

I am having difficulty finding an appropriate expression for the variance of $\bar{e}_{k}$ in $$ \bar{y}_{k} = \tilde{\beta} \bar{x}_{k} + \bar{e}_{k} $$ where $i = 1, \dots, n $ individuals from a ...
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Ordinal Logistic Regression and standardization

I am running Ordinal Logistic Regression on a data with Ordered Dependent Variables (1 to 5). In my multiple linear regression analysis, I have standardise my dataset with scale() before running lm ...
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How to freeze the slope for the logistic regression decision boundary? [closed]

I built a simple binary classifier using logistic regression and then plot the decision boundary: ...
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Exact Logistic Regression with Dummy coding for predictor

I've been struggling to find a way to analyze my data. I have group number (group 1~4) as a predictor and a single dependent variable (A or B). Group 1 is "control" or "baseline" ...
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How to handle regressors that are interchangeable

I am trying to set up a multinomial logistic regression for which one of the 5 NBA players on the court at a given time end up taking a shot. ...
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Can I tell the significance of a treatment using linear regression?

I have 10 stores. 5 of the stores were given a new promotion that was meant to increase the number of units purchased in an order (for each order we look at the number of units). If being give the ...
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Robust regression after log-log transformation

I’m considering to do a robust regression after the dependent variable and two of the independent variables have undergone a log (ln) transformation. (Because of economic reasons.) The remainder of ...
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Interpreting the Explanatory Effect of Dropping Non-Significant Variables

I have a data set comprised of an overdispersed Poisson response variable, two standardized continuous features, and a categorical feature. I am using deviation coding on my categorical feature and I ...
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Rolling regression CAPM

Anyone has an idea how to compute the rolling CAPM? I know how to calculate rolling coefficients, but I do not know how can I compute one value of the cost of equity using rolling regression. to ...
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Best way to estimate fourier representation?

I have a time series $$x(t_n)$$ and I would like to fit the model $$A - A\cos(f t_n + \psi)$$, where the free parameters are $$A, f, \psi$$. I would expect that something with Fourier transforms could ...
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County-level fixed effect model - how to improve the predictive power

I'm doing a linear regression in the hopes of developing a predictive model for fatal drug overdoses at the county level. My data looks like this (note, pc=per-capita), there are 504 total ...
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Variance of Completely Pooled Regression Estimator on Two Different Distributions

I know that this question seems somewhat contrived, but I'm essentially trying to weigh the tradeoffs of completely pooling regression estimators when I have data from two "environments" vs. ...
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Is my R logistic regression model ok? (NOVICE)

I'm currently training a model for spam detection on a training set with 4757 observations with 3000 variables counting word frequencies. It is taking forever and I have a deadline coming up so I ...
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Imputed binary response outcome

I am currently working on a group project with COVID data. The response variable is a binary outcome (positive/negative) from swab test; and let's only consider age groups (0-18, 18-60, 60+) for ...
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Variance-stabilizing transformation on a simple linear regression

I am currently working with variance-stabilizer method and readed something about it from my textbook. I want to understand it better so I would like to consider a case where I for instance have a ...
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What means to report in longitudinal (repeated data) studies without covariates? Raw meand or model-based (GLS) means? They differ!

I have a study with a few repeated observations per subject, recorded at t0...t3. I want to assess the change from baseline at each time point and apply the Dunnett adjustment to get the corrected p-...
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Most suitable regression line

I have loaded the data set Animals2 from the package library (robustbase) and I have ploted three estimated regression lines (least-squares line, the LMS line, and the line of Siegel). I wanted to ...
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goodness of fit test for model

I did GLMM with negative binomial family. After checking goodness of fit using the equation "1-pchisq(summary(model4)$deviance,summary(model4)$df.residual)" it gives the value zero. what it ...
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Estimate at which point a linear model hits a certain value (including probabilities)

I have a simple 1D set of datapoints with a trend, I want to estimate at which point $X_t$ (i.e., at which point in the future) the model will hit a certain threshold $Y_t$: I can fit a trendline to ...
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Different Meanings of "Clusters" in Statistics

Typically, I have always come across the term "cluster" within statistics as reference to "clustering" - that is, for example the "K Means Clustering" algorithm. Recently,...
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GLS vs. OLS with sandwich (or GEE with sandwich?) - repeated data (no covariates!) [duplicate]

Let's assume I have a series of repeated observations at time t0..t3. I want to test the difference at each time point vs. t0. When doing a set of independent comparisons "vs. control" (...
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1 answer
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Linear regression's (OLS) coefficient interpretation with heteroscedasticity

To use OLS for inference, is it necessary in all cases that the premise of homoscedasticity is met? I need to check the influence of some features (eg age, income...) on a variable y (whether or not I ...
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Common Trend Assumption in Difference-in-differences

I'm running a DiD analysis on whether the introduction of a spinoff NFT (non-fungible token) collection affects the prices of the parent NFT collection. First thing that I did is to visually test ...
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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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Why does the IV estimator fail to attenuate the EIV bias in a two-stage FM regression?

In Jegadeesh et al. (2019), they proposed to use the instrumental variables (IVs) estimation approach to attenuate the errors-in-variables (EIV) bias, which is inherent to a two-stage Fama-MacBeth (FM,...
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QQ plot result doesn't correspond to normality test [duplicate]

I am considering an ANOVA model for such data: ...
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Literature on regression with constraints

What are some good books or other material that explains how we can do analysis (hypothesis testing, confidence intervals, consistency) of a regression with constrains. For example, $$y \sim \alpha ...
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Logistic regression and mediation

I have 2 IVs, Gender (Male, Female) and Relationship status (Married, Single). Then I have several DVs. The first DV is Stopping certain behaviour (Yes, No). Then there are Level of aggression ...
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What is the bias adjustment needed on k-folds CV? (made by cv.glm on R's boot package)

I'm trying to find the equation defined on the documentation of the cv.glm function in the boot package: "When $K$ is less ...
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Change in R squared

I am running a regression to test how different attributes affect house prices. These attributes have been separated into three categories that are: structural factors (number of room, size, square ...
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Can Bayesian credible intervals adjust for multiple testing? [duplicate]

I am doing some bayesian regression and need to compute credible intervals for pairwise comparisons. I am wondering if the techniques for multiple testing (e.g. Bonferroni/Tukey HSD) are still ...
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No gradient for one parameter on the first iteration of gradient descent

Say we have a dataset $D$ of 2-tuples $(x, y)$ where $y$ is the target variable and a function $f_\theta$: $$ D = \{(1, 3), (2, 5), (3, 8), (4, 6), (5, 9)\},\quad f_\theta(x) = \theta_0 + \theta_1 x. $...
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Importance of Simulating Survival Data? [closed]

I was watching this video on an R package designed for "Simulating Survival Times" (https://www.youtube.com/watch?v=fJTYsncvpvI). I decided to read more about this topic in the corresponding ...
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How to tell if data has homgenous variance?

I am checking the assumptions of ANOVA model and I want to see if the condition of homogeneity of variances is met in my model. I made such a plot, but I am not sure what to look at here and what ...
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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....
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2 votes
1 answer
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How to assess economic significance in a log-log OLS model?

I ran an OLS regression in log-log form and got statistical results (coefficients and their standard errors). How can I now assess whether these results are economically significant? I also calculated ...
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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....
user avatar
1 vote
1 answer
14 views

Why do we use sample mean in the total sum of squares (SST) calculation?

I am trying to understand why the sample mean is used in the Total Sum of Squares or Total Deviation calculation. In other words, what is so important or significant about the sample mean? A lot of ...
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Applications of "Dose Response" Outside of Biostatistics?

I was reading about a class of models called "Dose Response Models" (https://cran.r-project.org/web/packages/drda/vignettes/drda.pdf) - in the traditional sense, these are typically used to ...
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