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Questions tagged [regression]

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

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Statistics / Regression Question

So I am writing an econ paper and will be using regressions. I have written my intro / lit review / collected relevant data. I have Swiss quarterly and yearly export data by industry from 2009-2018. ...
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6 views

Directly Comparing Regression Beta-Weights

I have a model where my dependent variable and 3 independent variables are standardized so that they are beta-coefficients. I would like to use these coefficients to predict a new point WITHOUT the ...
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1answer
12 views

How can I use polynomial distributed lag models for longitudinal categorical exposure?

I have SHS data from 13 time points and i want to describe the relationship between this cumulative exposure and health outcome after the 13th time point. It seems the ...
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7 views

How to obtain original coefficients from normalised coefficients?

I am reading data from a file using pandas which looks like this: ...
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12 views

Does heteroskedasticity matter when estimating a regression using the entire population?

The F-statistic, t-statistics, p-values and standard errors of the estimated coefficients will all be incorrect in the presence of heteroskedasticity. However, does this even matter if I am working ...
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How to fix this error p<0! while optimizing SVM using PSO?

I am trying to optimize SVM paramters for a regression problem using PSO in R. I am getting this weird error. Any suggestion on how to fix this error would be greatly appreciated. Error in svm....
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1answer
19 views

Is margins simply a probability? (STATA)

I've run a logistic regression on two binary 0,1 variables. One is "seizure yes, no" the other is "sex, male, female". Now if I run a margins command on these variables, I get a number as a result. I ...
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18 views

Logistic regression with ordinal independent variable

I want to see whether patients have a higher risk of seizures, the bigger their brain tumor. My dependent variable is therefore "seizure (yes, no)" and my independent variable is "tumor size" ranging ...
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11 views

Unbiased Estimator of the Error Third and Fourth Central Moment in Regression Analysis

In linear regression an unbiased estimator of the error ($\epsilon$) variance is given by: $$MS = \dfrac{1}{n-p-1}\sum_{i=1}^{n}\left(y_{i}-\hat{y}_{i}\right)^{2}$$ which is the sum of squares of ...
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38 views

Wrong fitted parameters in multivariate linear regression?

I am implementing multivariate linear regression using numpy, pandas and matplotlib. I then ...
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1answer
24 views

Regression with ancestor and descendant

Suppose that \begin{align*} Y | X_1 & \sim \mathcal{N}(\beta X_1, \sigma^2) \\ X_2 | Y & \sim \mathcal{N}(\alpha Y, \tau^2), \end{align*} where the covariate $X_1$ follows some distribution. ...
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1answer
10 views

Using predict() on a multiple regression object with specific values set for some of the predictors

final.reg1<-lm(formula=medv~.,data=Bostondat) Here's the Multiple regression model I'm running on the Boston data set. I would like to predict the medv for the case when crim=0.05,rm=8,tax=279,...
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1answer
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Can I create a composite variable for my two dependent variables?

I am working with two dependent variables that are both measuring a country's level of nuclear security. The first variable is a country's nuclear security index rating (range 1-100). The second ...
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1answer
11 views

How to calculate correlation for 2 time series where the tick times do not line up

I'm looking to compute intraday correlation for 2 tick by tick intraday commodity price time series. The tick times do not line up across the 2 time series. I'm thinking of converting the time ...
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0answers
16 views

What is function of Holm-Bonferroni? [duplicate]

I am confused about Holm-Bonferroni. Suppose we want to compare age of female and male students using t tset. We also want to compare length of arm and elbow between male and female students. I ...
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0answers
12 views

What is the risk of not oversampling randomly?

Random Oversampling involves supplementing the training data with multiple copies of some of the minority classes.Instead of duplicating every sample in the minority class, some of them may be ...
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optimism error rate calculation

As posted here in the book Elements of Statistical Learning we drive to the following: $$ w = \frac{2}{N}\sum_1^Ncov(y_i, \hat{y_i}) $$ The derivation is based on the following properties $E_y E_{Y^...
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2answers
30 views

How to perform a regression for a multi-function?

How would one perform a regression analysis with a multi-function? That is, where a single X-value can correspond to a number of Y-values? Here is an example: Note that in this example, it is not ...
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1answer
234 views

Statistical analysis applied to methods coming out of Machine Learning [on hold]

Most of the recent famous methods coming out of the machine learning, are supervised learning methods like Decision Trees, Random Forests, Deep Learning, SVMs. The more traditional supervised ...
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1answer
23 views

Inconsistency between multivariate logistic regression and independent t test [on hold]

I have data in which there are 1 dependent continuous variable ($Y$) and 20 independent continuous variables ($X$s). I discretized $Y$ into two categories ($low$ and $high$). Then, I applied ...
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12 views

How to prove the estimator is consistent when there's a multiple regression without intercept? [on hold]

yi=B1*x1i+B2*x2i+ui I've tried many ways to prove B1 is consistent when we know x2i is observable and is uncorrelated with x1i.
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1answer
28 views

What type of regression for two groups of data?

I have data from 500 school children who took a test. 250 of the children have a certain type of disability (group A). Each child in group A was matched to a child on the basis of age, gender to a ...
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14 views

How would you see a trend a sales in years even there are fluctuations? [on hold]

How would you see a trend a sales in years even there are fluctuations? Please provide answer with details.
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15 views

Logistic Regression: How to Detect Complete AND Quasi-Separation of Data Points

I have written a logistic regression routine using the Newton-Ralphson algorithm in VBA for use in a class that I teach which uses primarily EXCEL. I want the algorithm to test for complete and quasi-...
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14 views

Calculating predicted value from polynomial regression by hand

I have the following output from from R. I know we can calculate predicted values using the predict() function. How can we calculate the predicted value by hand if X=2 or 3? I'm using the below ...
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6 views

Correlations and Hierachical Regression

For my dissertation I've carried out a hierarchical regression. My results have shown: -correlations. Neuroticism is correlated non significantly .000 on SPSS to my dependent variable. Mood is non ...
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25 views

How to interpret the Z Value in probit regression summary

I am running a Probit model in R and find trouble interpreting the Z Value of -9.974. Obviously, it is not the same as the Z-score. So how do I interpret it and is t the same as the t-statistic on my ...
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1answer
17 views

Effect size for linear models

I´m running simple linear models in R y~x but always got a really small R², although the p-Value always shows significance!. Now I wanted to calculate an effect size because I want to know whether ...
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0answers
11 views

Random effect VS Pooled OLS

I am a second year MSc ACFN student at Addis Ababa University, Ethiopia. Now, I am conducting my research on the "effect of leverage on profitability and I use a panel data". When I was trying to ...
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0answers
7 views

Proof for multicollinearity consequence

I came across this statment "Even extreme multicollinearity (so long as it is not perfect) does not violate OLS assumptions. OLS estimates are still unbiased and BLUE (Best Linear Unbiased Estimators)"...
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2answers
30 views

Can censored data act as the dependent variable for a logistic regression?

I need to do the research about the risk factors that contribute to heart failure. The data I have just the censored data with some risk factors of heart failure. And I need to use logistic ...
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0answers
32 views

Model evaluation metric when interested only on class distribution on sets of samples

I need to evaluate a sentiment classifier applied on posts gathered from some blogs. I am not interested on which post gets which sentiment value (positive/negative) but solely on the percentage of ...
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0answers
23 views

Logistic Regression - Coefficients not defined because of singularities

I am running a regression model to predict dropout from an online program. People have to take 5 classes but some people dropped before taking the 5 courses. So I am using a dummy variables that is 1 ...
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3answers
34 views

How to detect Heteroscedasticity in a residual plot?

In this residual plot, both the increase and the decrease in the y variables are observed. In this case, how do you conclude whether heteroscedasticity exist or not? I am not sure if I can just simply ...
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23 views

Regression percentage versus absolute levels

I regressed interest rates using the percentage changes for each respective rate. The r^2 was significantly lower, .5, versus .85 for regression pure rate values--not transforming them into ...
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1answer
24 views

How to estimate the “effect of an effect” identified through regression?

Suppose I estimate the effect of some variable $X_t$ on $Y_t$. Let's say that $X_t$ is some firm variable (age of CEO in year $t$ or something like that), and $Y_t$ is a firm's change in investment in ...
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4answers
112 views

Why we try to capture variability?

I am new to Statistics and I have a Mathematics background. In Statistics, particularly in Linear Regression and Principal Component Analysis (PCA) so far what I have understood is that the main idea ...
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0answers
18 views

Estimation of covariance over a range of independent variable

I have a set of data that comprise 2 dependent variables (let's call them $x_1$ and $x_2$) evaluated at different temperatures, T. There is an assumption that for a range of T ($T_0<T<T_1$) ...
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+50

Bounding residual variance with distance from mean

For a linear regression $Y = X\beta + \varepsilon$ with $\varepsilon \sim \mathcal N(0,\sigma^2 I)$, we have $\hat Y = H Y$ for $H = X(X^TX)^{-1}X^T$. This means that $Var(Y - \hat Y) = \sigma^2(I-H)$ ...
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1answer
26 views

Building a Logistic regression with multiple dummies

I am building a model that has 10 dummy variables for a category called operator. The operator values are string, so I created binary variables to make sure each operator is within the model. I am ...
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0answers
34 views

Bias Variance Decomposition 2.7 in Elements of Statistical Inference

I try to derive 2.7 from the book. I expose my demonstration $E_\tau[(y_0-\hat{y}_0)^2]=E_\tau[y_0^2]-2E_{\tau}[y_{0}\hat{y_{0}}]+E_{\tau}[\hat{y_{0}}^{2}]$ $= y_{...
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1answer
41 views

How do I implement stochastic gradient descent correctly?

I'm trying to implement stochastic gradient descent in MATLAB however I am not seeing any convergence. Mini-batch gradient descent worked as expected so I think that the cost function and gradient ...
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0answers
5 views

How to compute measures of dispersion and statistical significance of the impacts of a panel Spatial Durbin model (SDM)?

I ran a panel Spatial Durbin model (SDM) and computed the summary measures of impacts (direct, indirect and total). Now, I would like to get measures of dispersion for the impacts estimates as well as ...
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1answer
12 views

Finding Average Treatment Effects through R

I am trying to determine the average treatment effect of a data set. The data set already has the outcome for each unit both under treatment and under control. How can we find the effect through ...
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1answer
13 views

Analysis crossover clinical trial

I have data from a six-sequence 3-drug 3-phase crossover trial that had a 7-day baseline period pre-study (used to generate mean baseline value). My outcome is a non-parametric continuous variable ...
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0answers
16 views

OLS estimator - caculating mean and variance [duplicate]

Yi = a + Xi + ui (i=1,2,...,n) In this regression model(there is no b(Coefficient of Xi)), I calculated the estimator of a. a hat = ΣYi/ΣXi And then I tried to calculate E(a hat) and Var(a hat) ...
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0answers
10 views

Variable importance when performing zero-inflated Poisson regression in R?

In short, I need to get the importance of the variables after a zero-inflated regression, with all my predictors being dichotomous factors. I tried something like this: ...
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1answer
21 views

Difference between using a propensity score for matching vs. regression analysis

So I am confused on what the difference is if I match patients based on propensity scores vs. using the propensity score and then applying that into a multivariate regression analysis? Is there a ...
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0answers
23 views

Thin Plate Regression Splines mgcv

I am struggling on the understanding of thin plate regression splines. I already found a very helpful answer here in cross-validated: smoothing methods for gam in mgcv package but I still have some ...
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0answers
29 views

How should I deal with continuous independent variables in a regression for ordinal dependent variables?

I am doing a research for which I will perform a data-analysis in SPSS. My dependent variable is 'father involvement'. I have four different questions that have measured different forms of 'father ...