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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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Is ATE = 1/2 ATT + 1/2 ATC?

Is this statement true or false? Please provide justification. The following identity generally holds: ATE = 1/2 ATT + 1/2 ATC, where ATE is the average treatment effect, ATT is the average treatment ...
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Regression with two sinusoidal variables

I'm interested in using two sinusoidal signals to get a linear transformation to an angle. Basically, I want to create an atan2-like functionality with a small window of two signals that are scaled ...
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Finding dependence of output variables on input variables

I want to perform a regression using neural networks. My input has 5 parameters [a, b, c, d, e] and the output is 4 variables [x, y, z, w]. Total number of observations I have is 1000. I wanted to ...
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F test, Model selection test

How to compare which of the following two models is a better fit: M1 $y$ = $\alpha$$X$ + $\epsilon$ M2 $ln(y)$ = $\alpha$$X$ + $\epsilon$ Can we run a test statistic to compare the two models? ...
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Convergence warning when using mixed effect model

I carried out field observations where I counted the number of birds in a plot, I repeated the observation 4 times for different months. The objective of this is to see if land-use influences the ...
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Accounting for autocorrelation in a lme mixed model

I am trying to create a lme mixed model in R that accounts for autocorrelation. Here is my starter model: ...
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I have two groups of data with (the same) two variables each, how can I plot these groups against eachother?

Please bare with me, I am very new to statistics. I have two data groups (Location A and Location B), at both locations I recorded two variables (Noise and Activity), I am trying to find out how I ...
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19 views

Confusing generalized linear mixed effects model

I am working on a clinical trial where the key question is “does treatment 1 work better than treatment 2 on Eyes”. In this study 90% of patients received treatment on both eyes and 10% only on one ...
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Tweak Model or Process to Focus More on Category Values for Regression

I have built a machine learning model using Catboost and I noticed something as I examine the results. When I am looking at the results there is a big fluctuation in the errors between my test set and ...
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Logistic Regression with a Time Factor for Forecasting

I have a general question with regards to modelling the chance that domestic flights within the U.S. are cancelled or not using logistic regression (which I'm relatively new to). I have used 'R' to ...
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21 views

Huge Exp(B) value in categorical binary logistic regression

If I run a binary logistic regression with a categorical explanatory variable my results are as below. When I set the variable to last Variables in the Equation the values for line I are $B= 17....
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Testing moderation hypothesis in regression discontinuity analysis

I am doing a regression discontinuity analysis in R (using the rdd package) and I am interested in testing a moderation hypothesis. I think that the effect of the treatment will depend on a third ...
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Feature engineering suggestion

I've to forecast the revenue generated by a company on a monthly basis. The dataset looks like this: ...
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1answer
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Prove that the direction in Least Angle Regression makes equal angle with all predictors [on hold]

Least Angle Regression iteralively adds predictors according to the procedure described here : Writing by hand first steps in Least Angle Regression (LARS) We note $A_{k}$ the active set of variables ...
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is R output for lm showing beta or b weight

I searched the questions and have not found a clear answer. I am doing regression in R using the lm function. When the summary is returned, it has regression coefficients, but I can't figure out if ...
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Methodology help for ordinal time series regression with time intervals

I have an ordinal outcome variable (with four categories, $1-4$) in $N$ number of discrete time intervals $[T_1, T_1+h]$. The number of outcomes varies between the time intervals. I want to model ...
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Writing by hand first steps in Least Angle Regression (LARS)

How do we write the first steps of Least Angle Regression ? What is the rationale behind this method ? What limitations of other methods is it overcoming ? Why is it called Least Angle Regression ?
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Validity assessment of multiple regression marketing mix model

My employer has engaged a consultancy firm to carry out marketing mix modeling in order to quantify the impact of various marketing activities and promotional campaigns on overall sales and also for ...
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1answer
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Imbalanced data-set : rare class v.s. rare events

I am currently working on an imbalanced data-set (1% of 1). However I am a bit concerned by the underlying model. I treated the problem as a classification problem, making some hypotheses on the ...
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Can a coefficient technically operate as a test statistic?

This is somewhat pedantic, but a debate I've had is whether a regression coefficient can technically operate as a test statistic. It's not being claimed that this is the normal setup or a better way ...
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Code for creating a Bayesian linear regression model [on hold]

I need codes in either C++, Java or python to create a Bayesian linear regression from the scratch, not implementation in form of already created package, but something I can use to create a package, ...
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Get estimates about 'variable importance' across a large number of variables and their permutations

My client would like to know which, of many different kinds of product dimensions, are most important for perceived quality. Some of the dimensions are as follows: price, material, country of origin, ...
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Using random forest to generate interaction terms for linear regression

What I want to do is: Setting random forest's each tree to be very shallow, probably 2 levels, or 3. Then I will create 100 trees. After that, I will use each tree's result as a predictor, and then ...
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Two group clustering in residuals - not sure how to fix

My only really significant finding in this study has strange residuals - two clusters. It's a study of the treatment effect of education on psychological capital pre vs. post-test, so I'm assuming the ...
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Formating input for LSTM (using Keras) [on hold]

I am working on a problem that predicts temperature and velocity profile along the length of a chamber based on its input values. I want to build a model which works as follows: Feed to network: <...
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partial plots or added variable plots

Suppose we have the following regression model: y = b0 + b1*X1 + b2*X2 + error1 (1) The partial regression plot or added variable plot of x1 is (i.m.h.o.) constructed as follows: regress y on ...
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How to create a ROC curve for a model which has log of odds as response? [on hold]

I have a question on plotting ROC curve for my model which has log of odds as the response. For example: model<-lm((ln(y/1-y)~Temp+RH+DmaxT, data=fit) #'y' is a proportion Predicted response was ...
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Intercept in demeaned and rescaled regression model

Suppose I have a linear model; $Y=X\beta+\epsilon$ Where $X$ is $(n \times p)$, with the first column of $X$ being an intercept column (consisting only of ones). Now suppose I construct $\tilde{X}$ ...
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F-test equivalent for residuals from robust regression

I'd like to compare fits for two datasets that have clearly non-normal errors. Is there a way to compare nested models fit with robust regression?
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Comparison of paired count data between two treatment periods with different length of follow-up

I am currently using SAS 9.4 to carry out a retrospective analysis of patients who switched from drug A to drug B. I am interested in assessing the hospitalization counts before and after switch to ...
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13 views

Multiple linear regression with dummy variables. Assumptions of t-test

I am running a regression model with multiple variables. One of the variables is a dummy and the rest are continuous. When i get the regression output (t value and P>t) i am wondering what the ...
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37 views

Why doesn't my regression line go through the point cloud?

I created a scatterplot from my data set. ...
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Is the resulting function of plotting two variables imply that all other factors are being held constant?

Say, for instance, I plot two relationships (separately): (a) Share of income spent on food vs. household income; and (b) No. of houses in a unit vs. population of a city Then, for both (a) and (b),...
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Finding a beta of a regression from two regressions on distinct samples

I have a lot off observations for 10 years for the same variables but the computer can not run a regression with all observations appended. Is there a way to find the final beta using each beta ...
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1answer
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Multiple Linear Regressions with Identical Slopes

Is it possible to impose an identical slope during a multiple linear regression? See below I have 3 sets of data with a linear fit y=ax+b. I would like to simultaneously impose the same a (while ...
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1answer
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Regression for multinomial distribution (negative and positive correlation coefficients)

I have a dependent variable, which is a multinomial distribution resulting from positive and negative correlation coefficients. This is a study from the field of Dendrochronology. Those correlation ...
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1answer
21 views

What is the constrain in ridge regression?

My class started learning about ridge regression two weeks ago. Before that we learned about Lagrange multipliers and the connection between that and ridge penalty/constrain function. Ridge: ...
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Is there a simple way to conduct a significance test on the equality of coefficients from a logistic regression?

Elsewhere some have proposed a method for conducting a significance test on the equality of slope coefficients using the equation: $Z = \frac{\beta_1-\beta_2}{\sqrt{(SE\beta_1)^2+(SE\beta_2)^2}}$ ...
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Do OLS residuals tell us anything about the distribution of the error term? [duplicate]

I'd like some intuition on a question that has long confused me. Suppose we have a data-generating process $$y_i = x_i' \beta + \varepsilon_i $$ where $\mathbb{E}[\varepsilon_i] = 0$, $\varepsilon_i ...
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Online learning in Bayesian Linear Regression [on hold]

Bishop's machine learning textbook describes ways to conduct frequentist Linear Regression, and also examines sequential updating (online learning) in this context. The textbook also covers Bayesian ...
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Does the difference in difference techniques assumes the dependent variable has a normal distribution?

I'm trying to estimate the effect of an event. The data I have is number of sales in 7 different periods of time (3 periods before the event, the period that the event happens and 3 periods after the ...
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Regression model for matched retrospective cohort study with continuous response variable [on hold]

I have a retrospective cohort study with matching (1:3) done. The response variable is charity care which is a continuous variable and the primary independent variable is hospital ranking which is a ...
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parallel mediation with more than 2 mediators [on hold]

i am an absolute noob when it comes to R programming but, alas, I have a college course I have to attend (and pass) and i am really, coming from social sciences, struggling. we're doing this ...
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1answer
28 views

Regression when the independent variables are counts by age group

I want to run a regression where the independent variables are counts of number of people in different age buckets (size 10 e.g 25-34, 35-44 etc...) and the objective is to understand the effect of ...
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1answer
17 views

Linear model and generalized linear model

I have a low-level knowledge of statistics. Hoping there can be somebody who can answer my queries. So, I have these dataset and I want to run a multiple linear regression. Sadly my data and the ...
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1answer
29 views

Standardize betas in logistic regression

I want to compare beta weights across different logistic regression models (one per subject) and therefore standardize beta weights. I would use t-scores and then test t-scores from different models ...
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Make one Regression Table for different Regressions [on hold]

I could really use your help. Maybe this topic is explained in another thread, but I'm not completely sure how to call it so I could not find it. I'm doing OLS Regression with different independent ...
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Censoring linearly splined predictor in regression

I'm developing a logistic regression where one of the independent variables has a non-linear relationship to the probability of the event occurring. I have created linear splines based on this ...
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Difference between bivariate exponential family and bivariate elliptical family

I'm studying the elliptical family and I'd like to know the principal differences between the bivariate exponential and elliptical family.
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Regression analysis Interpretation [duplicate]

How do I interpret these results? Specifically, what does this regression analysis show us? How do we determine which values are statistically significant? I don't have problem with the coding. I just ...