Skip to main content

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.

Filter by
Sorted by
Tagged with
0 votes
1 answer
29 views

Elasticity from differenced log-level regression

I have the regression $ \Delta \ln Y_i = \alpha + \beta \Delta X_i + \varepsilon_i $ where $\Delta \ln Y_i = \ln Y_{t,i} - \ln Y_{t-1,i}$ and $\Delta X_i = ((X_{t,i} - X_{t-1,i}) / T_{t-1,i} ) \cdot ...
Papayapap's user avatar
  • 363
0 votes
0 answers
31 views

Comparing Gaussian GLMM models for positive, slightly non-normal data: Interpreting conflicting model selection criteria

I'm analyzing data using glmmTMB in R with the following model structure: ...
Julius Bogomolovas's user avatar
0 votes
0 answers
12 views

Effect of Variable Disaggregation on Other Coefficients

Suppose that I do a multivariate regression of variable $Y$ on variables $X_1, X_2, \ldots X_k$ and find coefficients $\beta_1, \beta_2, \ldots \beta_k$. Consider that variable $X_n$ can be dis-...
Tarang Saluja's user avatar
0 votes
0 answers
15 views

Significance of the coefficients of a multinomial mixed regression built with npmlt function

I fitted (using npmlt function) a mixte multinomial regression model which ran without errors. I expected that the outputs of the model include p-values that I didn't find. My need now is that someone ...
Romaine TCHEDJI's user avatar
3 votes
1 answer
44 views

What should I back transform beta coefficients when my dependent variable is fractionally exponentiated in R

I have this mixed effects regression model. To create a normal distribution in continuous scale dependent variable, I fractionally exponentiated it: ...
Nim Goldshtrom's user avatar
0 votes
1 answer
47 views

why does LASSO regression return unstandardized coefficients [closed]

I have more general questions that does not refer to a coding issue. Why does LASSO regression require standardization of the predictors but return unstandardized coefficients (glmnet function - https:...
Simon's user avatar
  • 1
0 votes
0 answers
30 views

"Important" data points causing problems with nonlinear regression bootstrapping

I am trying to model radar backscatter of a planetary surface. The power which is scattered back to the instrument depends on the angle at which the it observes the surface. The shape of the resulting ...
ampny's user avatar
  • 1
1 vote
1 answer
28 views

Comparing odds ratios on same people but from different models

I have run two logistic regression models (two different versions of handling missing data( using the same sample and using the same predictors. I want to compare whether or not the odds ratios for ...
Jordank's user avatar
  • 11
0 votes
1 answer
66 views

Moderation coefficient in linear mixed models SPSS - interpretation

My model: IV: extroversion (5 point likert) Moderator: Comepetence (values 1-5) DV: Offer (values 5 to 15) Hypothesis: The negative relationship between Extroversion and offer is moderated by ...
breeks's user avatar
  • 21
1 vote
1 answer
42 views

Poisson regression given multiple predictors on a repeating ID variable

I was wondering how a poisson regression would work given my dataset which describes a series of zip codes stratified by age groups, gender and death counts. The regression would use death counts as ...
Seyong Chang's user avatar
5 votes
1 answer
179 views

Linear regression: interpret coefficient in terms of percentage change when the outcome variable is a count number

I have a linear regression, where Y is a count number. Y = a + b1X1 + b2X2 I know we can interpret b1 as: a unit increase in X1 will change Y by b1. But how can I ...
ycenycute's user avatar
  • 373
2 votes
1 answer
86 views

Why are my Hazard Ratio coefficients so large or small in Coxph regression?

I have some grade data for an institution I work at for a specific sub population and comparing it to retention over time. In the first table below are some hazard ratios from a coxph regression in R, ...
Tytalus's user avatar
  • 31
0 votes
0 answers
23 views

Is the intercept of a complex sum-coded regression basically useless for interpretation? Maybe even for some simple models?

In regression analysis, one may choose to code categorical variables differently depending on interpretability considerations. One such coding scheme known as sum coding (a kind of effect coding ...
nsa's user avatar
  • 272
0 votes
0 answers
57 views

Using Controls that are time-invariant with the difference-in-differences estimators

I ran an experiment in which there was 2 groups of participants performing the exact same task during a first period. In the second period, the two groups had to perform the same task a second time. ...
Zelda 's user avatar
0 votes
0 answers
17 views

Variance Component Estimation of Weighted Total Least Squares

Note: I'd like to make the cited document accessible to everyone but I am unsure how to do this. I am a bit confused by this 2014 article "Variance components in errors-in-variables models: ...
A Friendly Fish's user avatar
0 votes
0 answers
54 views

Logistic regression only cares about the $E[X|Y]$ for prediction

I was reading this blogpost about how logistic regression and Naive Bayes with gaussian features are equivalent This led me to think that at the end of the day, logistic regression only cares about ...
Alberto's user avatar
  • 1,217
1 vote
0 answers
25 views

Interpreting coefficients from regression model especially intercept and choice of reference with categorical factor

I could use some help with interpretation of coefficients from a regression model. I've seen many similar questions here, but I haven't found one that helped answer some of these specific questions. ...
NateC's user avatar
  • 11
0 votes
0 answers
25 views

OLS Coeff importance of variables

I am using and OLS model to determine the importance of independents on the dependant. All variables are scaled. I am currently using the coeff as follows : Independent 1 coeff = 0.04 Independent 2 ...
milo204's user avatar
0 votes
0 answers
23 views

Test of difference of Coefficients of a same regression [duplicate]

Sir I have run a regression, where I estimated effect of two independent variables A and B on an outcome variable C. How can I compare the regression coefficients of A and B to estimate whether the ...
adarshad's user avatar
3 votes
2 answers
76 views

Maximum liklihood estimators for simple linear regression with $\sigma^2$ unknown

Suppose that we have the simple linear regression model for the form: $$Y_i = \beta X_i +\varepsilon_i$$ With the following set of 'classical assumptions' holding: $E(\varepsilon_i)=0$ $Var(\...
hmmmm's user avatar
  • 539
0 votes
0 answers
17 views

Math behind the standardized effects from Minitab

I would like to understand the mathematics behind the Standardized effects (SE) as found in, e.g., Minitab. I'm far from an expert in statistics, but I found this page which treats the same question. ...
F. Heath's user avatar
10 votes
4 answers
532 views

Interpretation of logistic regression coefficient

Within logistic regression framework, odds are defined as: $$\frac{p(X)}{1-p(X)}=e^{\beta_0+\beta_{1}X}. $$ In the textbook "An introduction to Statistical Learning" (Gareth James, et al., ...
Sane's user avatar
  • 489
4 votes
1 answer
249 views

Comparing coefficients and confidence intervals when some categories have very few observations (logistic regression)

I'm fitting a logistic regression model (with multiple predictors) to data where the outcome is a success or failure. My data points are in the range of 100,000. Most of my variables are categorical, ...
Myungjin Hyun's user avatar
0 votes
0 answers
24 views

The distribution followed by the number obtained by dividing coefficient a1 by the other coefficients a2 in multiple regression

Given the following multiple regression model. $$ y\sim N(a_0+a_1x_1+a_2x_2,\sigma) $$ where $y$ is the response variable, $N(\mu,\sigma)$ is the normal distribution following the mean as $\mu$ and ...
SekiTake's user avatar
0 votes
0 answers
23 views

Variance ratio when including irrelevant variables in a regression model

I am interested to know if there is a general formula for the ratio of the variance of regression coefficient for a predictor in a correctly specified model and a misspecified model. Specifically, let'...
librus's user avatar
  • 1
0 votes
0 answers
10 views

Equality arising from coinciding of $R^2$ with slope of regression of predicted vs observed values

If I am able to interpret this correctly, then in the accepted answer to Does the slope of a regression between observed and predicted values always equal the $R^2$ of the original model? it is proven ...
Paulo The Cab Driver's user avatar
0 votes
0 answers
76 views

Handling the situation: (x ~ y) == (y ~ x)

If fitting the following two models, using linear regression, produces coefficients that are essentially the same, what is the appropriate modelling technique to use? ...
Derek Jones's user avatar
0 votes
0 answers
40 views

Is this an example of Simpsons Paradox in a regression with two independent variables?

I am doing the following regression: $$\text{home_price} \sim \alpha + \beta_1 \cdot \text{bathrooms} + \beta_1 \cdot \text{sqft_living}$$ I get the following results: $$\text{home_price}= -17581.822 ...
user2330624's user avatar
3 votes
1 answer
77 views

What is the connection between lift and logistic regression?

I have noticed that there is an interesting connection between two (apparently different) measures. I am under a market basket analysis framework (aka frequent itemset mining, both are common names) , ...
Oscar Flores's user avatar
2 votes
1 answer
37 views

Apartment Price dataset: Why are the coefficient signs different but not when conditioned on other values? [duplicate]

This question is similar to an open ended question a colleague asked... Given the following regression: $$\text{home_price} \sim \alpha + \beta_1 \cdot \text{sqft_living} + \beta_2 \cdot \text{...
user2330624's user avatar
1 vote
1 answer
38 views

What is the best model for this case?

I have the following problem: A data set, which is about the soft drink consumption of people, that covers 300 subjects are available to us. Using Excel tabulations and graphing capabilities only: ...
raffaello.sanzio's user avatar
0 votes
0 answers
83 views

What is the likelihood of a regression? [duplicate]

I understand linear regressions themselves have likelihoods. Is this simply the likelihood of the error? I thought it was the likelihood of the data for Y given X. In other words, $Lik(Y$~$X)=Lik(Y|...
A Friendly Fish's user avatar
2 votes
0 answers
26 views

logistic regression coefficient interpretation - with / without interaction [duplicate]

In this model: ...
user654345678's user avatar
0 votes
0 answers
21 views

Interpreting log transformed variables in a regression [duplicate]

I am very confused about the interpretation of log transformed variables in a regression. For example, I have a log-level model with a B0=4.95 and B1=-1.07. So my model would be log(y)=4.95 - 1.07X. ...
mblume's user avatar
  • 101
1 vote
0 answers
40 views

Can Multiple Regression Output (coefficients, ratios, etc.) Be Given a Predictive Interpretation?

Generally speaking, regression output can be given a causal interpretation for typically one variable in the model (that is under the assumption of no unobserved confounding and this is not to speak ...
Brian Lookabaugh's user avatar
0 votes
2 answers
32 views

Binary logistic regression: why do these two coefficients have opposing signs when they are indicators of the same outcome?

I hope someone can help me understand why this is happening. Reproducible example in R: ...
Reader 123's user avatar
0 votes
0 answers
26 views

what are the consequences of re-encoding with 0 or -1?

I have a dataset of information about students and the last column is the target variable which is the final note. My goal is to make logistic regression and ordinal regression models to see whether ...
Moez Daly's user avatar
1 vote
1 answer
36 views

Understanding linear regression output for ordinal independent variable

I'm running a linear regression on JASP with an ordinal independent variable (education level with levels 1, 2, 3) and I am wondering what is meant when the coefficient table includes different ...
elangston's user avatar
0 votes
1 answer
67 views

Coefficient in Regression Analysis

I am running regression on two variables (independent and dependent). If the results show p-value > 0.05, it is not statistically significant. Does this mean we reject the coefficient as well? If ...
Bestmiler's user avatar
2 votes
1 answer
95 views

Event study regression specification: interacting covariates with leads and lags

I want to create an event study regression specification for the following: $$ \ln(y_{ijt}) = \gamma \ln (x_{jt}) + \tau \ln(p_{t}) + \lambda \ln(x_{jt}) * \ln(\mbox{p}_{t}) + \epsilon_{ijt}. $$ I am ...
specfunctor's user avatar
1 vote
1 answer
56 views

Several regressions with different dependent variables

I'm working on a project where I want to compare two groups of participants based on several different metrics. Right now, I'm estimating separate regressions with different dependent variables (i.e. ...
John's user avatar
  • 277
1 vote
1 answer
44 views

Working out/Derivation of Standard Error of Coefficient in Logistic Regression

Let's keep it simple and just go with Simple Logistic Regression where there is only 1 continuous independent variable. I.e. Log(P/1-P)=B0 + B1X1 What is the working out to derive the standard error ...
Mandem's user avatar
  • 135
0 votes
0 answers
28 views

Mathematical formula for interaction term in multiple regression with two predictors [duplicate]

I am trying to understand the math behind the coefficients in a multiple regression with two predictors and their interaction. I know that this can be done in matrix notation OR directly in any ...
alice123456's user avatar
0 votes
1 answer
49 views

Manual specification of knots vs bs() for Piecewise regression

I am learning how to specify and plot piecewise regressions and have encountered a confusing situation. Namely, I have specified the knot for a piecewise regression using 2 methods: (1) manual and (2) ...
Yat-Hon's user avatar
  • 13
0 votes
0 answers
40 views

Is an interaction term essentially interpreted as just another independent variable?

I'm trying to understand if the linear regression model interprets an interaction term as just another independent variable? This is the formula for linear regression with 2 independent variables ...
Mandem's user avatar
  • 135
4 votes
3 answers
278 views

Cohen's d or Cohen's d-like effect size estimate for regression slope?

Can Cohen's d be calculated for the linear regression coefficient associated with a continuous predictor? If so, what is the formula? I found one question asking this already, with an answer ...
Evan's user avatar
  • 225
2 votes
1 answer
38 views

Simple Regression Coefficient Formula for Categorical Variable?

For an indepdent numerical variable X the B1 coefficient is COV(X,Y)/Var(X). Since Categorical Variables don't have things like Means(from which things like COV and VAR are derived) how would it work ...
Mandem's user avatar
  • 135
0 votes
1 answer
70 views

Comparing regression coefficients across non-nested SEM models (Lavaan)

I had question about SEM in Lavaan which I cannot seem to get a grip on through any google forums or my old lecture slides... I wish to explain cognition using several variables (CR1/CR2, which stand ...
SEMdummy's user avatar
1 vote
2 answers
108 views

Comparing two models from the "fish" dataset

Data I'm constructing linear models using the fish dataset from this data with the following variables: res_var: response ...
OzkanGelincik's user avatar
0 votes
1 answer
133 views

Multiple Regression Coefficient Derivation in Non-Matrix Form [duplicate]

I've come across some equations on regression coefficients for multiple linear regression(Fig.1 and Fig.2) with 2 independent variables and was wondering how they were derived. FIG.1 FIG.2 I'm aware ...
Mandem's user avatar
  • 135

1
2 3 4 5
43