# Questions tagged [regression-coefficients]

The parameters of a regression model. Most commonly, the values by which the independent variables will be multiplied to get the predicted value of the dependent variable.

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### Conceptualizing the difference between sigma, sigma "hat", and standard error for estimated beta coefficients

I've been struggling to comprehend the difference between σ (true standard deviation), σ"hat" (estimated standard deviation), and standard error of the estimated beta (for example, slope) ...
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### Is it acceptable to create a dummy variable out of a quantitative variable?

I have a variable that takes the value of 5% or 10% throughout the data set. Is it okay to transform this variable into a dummy variable such that 10% (high) = 1 and 5% (low) = 0. I am running a ...
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### Simulated data for logistic regression

I used the code below to create the random variable x1 and binary variable y, and fit the regression with y and x1. My questions are: Why regression coefficient estimates are not close to 2 and 10 (...
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### Estimating heritability from twin studies--How to get it?

I was learning the concept of heritability, and come to the Falconer's formula: $h^2=2(r_{MZ}-r_{DZ})$                               (1) Where $r_{MZ}$ and $r_{DZ}$ are correlation coefficients of ...
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### Ridge and Lasso regression coefficient change when we change the scales of the variables

I am interested in the following question: suppose we run a ridge of a lasso model on a bunch of variables. Now if we multiple one of the variables $x_1$ by 2, what happens to the coefficients. Some ...
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### felm R function doesn't kick out time-invariant variable despite fixed effect

I noticed that the felm-function doesn't kick out time-invariant variables, despite controlling for fixed effects. My data: I am using individual-level data with a monthly panel over four years. In ...
1 vote
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### R: Multiple regression continuous independent variable interpretation [closed]

I have mental health score as my dependent variable, the relationship with people as one of my independent variables, which has 7 scores representing the mood from the most happy to the most bad. ...
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### means of centered variables not exactly 0 (and negative) and then product interaction term is negative, messing with beta coefficients in regression?

When centering continuous predictor variables for a hierarchical multiple regression, the means of the centered variables come out near zero but as a negative number. As a result, the product ...
1 vote
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### Best way of modelling date of month seasonality/cyclical patterns in daily timeseries data, an bayesian approach is proposed!

I have several datasets which exhibits clear seasonality/cyclical patterns w.r.t date of month. The days after the 25th seem to be clearly correlated between months suggesting that in this case ...
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### R and Stata show different results when I run zero-inflated Poisson in each program. Why does this occur? [closed]

I ran zero-inflated Poisson in both R and Stata using the same dataset and the same variables and found out the coefficients of the results are different. I found out that Poisson is set as a default ...
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### Ensuring the correct coefficient sign in the BACE method

My question is related to the Bayesian Averaging of Classical Estimates (BACE) method, introduced in Xavier Sala-i-Martin, Doppelhofer, G., & Miller, R. I. (2004). The gist of the article is that ...
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### What does it say about the data if ridge regression is not reducing multicollinearity?

I am predicting the salary to be offered to a new candidate for which I am concentrating on just continuous (9 in number) variables. Variables are as attached. When I ran OLS the coefficient for total ...
1 vote
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### How can I estimate the sum of coefficients

I am trying to estimate the cumulative effect. When I have an ols regression with many dummies as explanatory variables, can I sum the coefficients to find the cumulative effect? If yes, how do I find ...
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### Confidence bounds for coefficients of a fit of data set obtained with another fit

I fitted an equation to a set of data points. Then I substracted the fit previously obtained to another set of data points. After that, I fitted another equation to this new data (result of the ...
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### On two-stage-least-squares regression

My professor has just covered the concept of two-stage-least-squares (TSLS) regression today. In particular, we explored the over-identified case where we have a single endogenous regressor, $X$, with ...
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### How to understand the significance and effect of each term in a non-linear model with interaction terms?

Let's say we have a model as given below: $Y_1 = \beta_0 + \beta_1 X_1 + \beta_2 X_2+ \beta_3 \frac{X_2}{X_1} + \beta_4\frac{X_2^2}{X_1}$, $R^2= 0.98$ Here, $X_1$ & $X_2$ are positive integers. ...
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### Help determining model and interpreting coefficients of log-linear relationship

I am trying to determine if the hospital I work at should open a new unit for admissions. I intend to do this by correlating patient assigned unit and length of stay in days. So far, I have determined ...
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### How do I fit a constrained logistic regression model via quadratic programming in R?

I trying to find $\pi_{1}, \pi_{2}, \pi_{3}$ for model: $$Y = \pi_{1}X_{1} + \pi_{2}X_{2} + \pi_{3}X_{3} + \epsilon,$$ with constraints: $\Sigma_{k}\pi_{k}=1$ and $\pi_{k}\geq0$. (All $\pi$ are ...
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### What can OLS with a Box-Cox transformed dependent variable tell me?

Just to ellaborate: I’m doing an OLS-test to determine the following things: Do my independent variables have a significant effect on the dependent variable? What’s the direction of the effect of my ...
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### Interpretation of coefficients in GLM: coefficients associated to continuous covariates interpreted as MD's or OR's

I was having a discussion with someone regarding OR’s estimated trough a logistic regression and then he claims that OR’s for continuous variables can only be estimated trough a logistic regression. ...
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### understanding coefficients in negative binomial regression (glm.nb)

Hi CrossValidated Community, I have a very simple question about the interpretation of coefficients produced by fitting a negative binomial to some toy data. I generate the toy data by sampling from a ...
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### Calculate variance of estimates in logistic regression

I was wondering if there exist formulas or reliable approximations (but not simulation or bootstrap based) to calculate the variance of the parameter estimates in logistic regression? If my model is \$...
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### Which coefficient is correct for assessing effect size of a regression interaction, standardized or unstandardized?

My team is conducting a healthcare regression analysis and is interested in both the p-value and the magnitude of an interaction coefficient (i.e., effect size). For our project we want p-value < ....
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