# 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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### Interpreting interaction effect with ln(time) in Cox regression

I am fitting a Cox proportional hazards model with the interaction effect dummy:ln(time). How would you interpret the result? Is it a simple exp(x)-1)*100 to receive the percentage increase in y? Coef:...
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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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1 vote
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### Transforming ordinal logistic regression coefficients to beta weights

Ordinal logistic regression analysis result in coefficients which are log odds, and not b or beta weights, like in a linear regression. For example: How can I compare the log odds of the DVs? Is it ...
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### Partial effect of numerical variable for a fixed level of categorical variable in regression

I have a regression model (in R) as follows: lm(price ~ time + color + brand) where, price be the second hand price of sth (numerical), time be number of years ...
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### Help with Excel's Regression Output

I'm a junior engineer at a small biotech company and have some (real) data from a fractional factorial DoE (3 factors, 2 levels, 4 test conditions with six replicates each). Currently, we use excel to ...
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### What could cause regression linear models to predict exactly the mean of train set while random forests perform worse?

Data set: I'm working on a linear regression problem where my train set $X$ is of shape $(703 557, 53)$. Each row is a client's features, which could be its age, its gender, how many calls we received ...
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### Back-transformation of confidence intervals

I have read that I can simply back-transform my confidence intervals from my (mixed) linear models, which seems very handy for model interpretation. What I don't understand is why log-transforming the ...
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### Lspline and bs produce very different coefficients for linear splines - which is preferred?

In the vignette for the lspline package in R it says that the package computes Linear splines with convenient parametrisations ...
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### Test for equal parameters of two regression models: compare coefficients directly or check if interactions are zero?

I have two data sets and obtain regression models with coefficient vectors $\beta_1$ and $\beta_2$. I want to test $$H_0: \beta_1 = \beta_2$$ against the alternative that the two vectors are not equal....
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### Difference In Differences with Daily Numbers

I ran a DID regression and found my estimate on the DID coefficient to be .022. The units of time I am using are days, and at a certain day around halfway through my data, the treatment group was ...
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1 vote
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### Regression coefficients do not match conditional means

In a nutshell, I want the regression coefficients of a model to match several differences in conditional means. You can download the data from this repo. I have a data set that has a dependent ...
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1 vote
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### why the sum of two variables is insignificant while each of them are?

When I regress stock returns of period $t$ on stock ownership of period $t-1$, the coefficient on this lagged stock ownership is insignificant. However, when I disaggregate the lagged stock ownership ...
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### Regression - fitting with linear combination [duplicate]

Consider a linear regression model with two regressors x1 and x2. Suppose, I fit a new model with regressors x1+x2 and x1-x2. Are these two models equivalent? What is the relationship between the ...
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### Why are the estimates of three mixed models so different from each other?

so I conducted an experiment in which I am trying to model the relationship between my response yield [dt/ha] and the predictors soil moisture [%] + weed coverage [%]+ treatment + distance + date and ...
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### How to obtain the standard errors in Mean Group (Pesaran, 1995) estimator for panel data?

My question is very specific. I want to know how to obtain the standard errors of the Mean Group coefficients obtained by the Mean Group estimator developed in "Estimating long-run relationships ...
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### How to compare two methods using regression

In the above question, I am supposed to compare method 1 (pre-use current) to method 2 (post-use current), using linear regression, I know you can use hypotheses testing to check if the difference ...
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### Regressing on a variable, and then regressing the residuals on another variable

Consider observations on three variables $X1, X2,$ and $X3$. Suppose that $X1$ is regressed on $X2$. When the residual of the above regression is regressed on $X3$, the regression coefficient of $X3$ ...
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### p-values of standardized vs non-standardized regression model coefficients - are they the same?

I made the following simple regression model and used stargazer to output a table that plots the standardized vs non-standardized regression model coefficients. ...
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### Why can't OLS estimates be used to obtain regression parameters when dealing with high dimensional data?

Suppose I have a data set consisting of $n$ observations: ${\displaystyle \left\{\mathbf {x} _{i},y_{i}\right\}_{i=1}^{n}}$. If I apply linear regression :\${\displaystyle \mathbf {y} =\mathrm {X} {\...
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### X intercept of a log-log linear model in R using lm ()

A linear regression on dependent and predictor variable was run on simulated data after log transformation. ...
396 views

### Propensity score matching in difference-in-differences

I have a data set in which I have treatment, event, and treatment*event vectors, along with other variable vectors that I have computed. I ran my regressions and find my coefficients and their ...
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