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.
0
votes
1answer
34 views
Why descriptive statistics contradicts with regression coefficents?
I am estimating a binary logistic regression with L1 norm. According to the regression coefficients, the sign of x1's ...
0
votes
0answers
3 views
Interpretation and presentation of coefficients for continuous variables in poLCA
I am analysing data on symptoms, signs, and autopsy findings (a set of binary Y/N variables), viral serology, for several viruses, and a few other covariates (Age, gender, site) in pigs. After some ...
1
vote
0answers
11 views
Cluster points in regression
I am trying to cluster data for a regression problem and wonder if I am way off in my approach or if there is something in it.
Problem: make a model of impact of variable L1 and L2 in Output. Output ...
3
votes
1answer
38 views
How can a variable have a positive association through logistic regression, yet a negative association through Cox regression?
I am undertaking some medical research using R.
My outcome of interest is mortality in the intensive care unit.
Data
My data looks like this (there are ~15,000 rows).
...
0
votes
0answers
7 views
Checking for change in significance of regression coefficient after adding covariate
I'm wondering whether there is a way to check whether a coefficient in a linear mixed effects model changed significantly after introducing a new variable. I have two models:
...
0
votes
0answers
9 views
Why do some attributes show null outcomes in multiple linear regression [duplicate]
I am trying to analyze this data by linear regression and found experimental outcomes given below:
...
1
vote
1answer
41 views
What explains a sudden change in the magnitude of logistic regression coefficients when increasing the sample size
Last week my team and I discovered a strange phenomenon with the coefficients of a logistic regression (LR). As we included more samples from a static dataset, the magnitude of the coefficients of the ...
2
votes
1answer
30 views
Interpretation of regression coefficients with different subsets of independent variables
I have a multiple regression problem. Let's say there is a physical system with a true model:
$$
y = b_0x_0 + b_1x_1 + b_2x_2 \;\;\;\;\;\;\;\;\;\; (1)
$$
Now, imagine I only have access to a ...
2
votes
1answer
25 views
How can I look for correlations between variables with large deviations?
I'm researching the correlation between the magnitude (a measure of brightness) and redshift ($z$ - a measure of distance) for a variety of galaxies called quasars. Plotting the magnitude against $log(...
1
vote
0answers
11 views
How to quantify SKU growth by removing the effect of price?
I am having Price ($/litre) and volume (litres) sold information at a Brand and also at a SKU level by weeks. I am looking to find out the SKU brand trajectory/growth by removing the effect of price.
...
1
vote
1answer
20 views
How to test the equality of coefficients in a quantile regression?
I run this model on the 95th percentile (Stata 14)
...
0
votes
0answers
4 views
testing the null hypothesis that two coefficients are equivalent (LR)
I'm running a replication study on Livingston's (2005) examination of reputational effect on online auctions. sellers are divided into dummy quartiles based on their feedback scores. I have run a ...
1
vote
1answer
164 views
Different regression coefficients in R and Excel
Asking a separate question because whilst this has been answered for polynomial regression the solution doesn't work for me.
I'm performing a simple linear regression. Both R and Excel give the same ...
0
votes
0answers
8 views
Scaling of Sentiment Scores (SentiStrength) for Panel Regression
I have a dataset of comment texts with 96k observations, each with individual positive and negative Sentiment Scores based on the SentiStrength algorithm. The positive scores are scaled from 1-5, and ...
2
votes
1answer
29 views
Relationship between correlations and model coefficients
I have done a machine learning regression task. I am confused by the correlations and regression coefficient. The correlations of the datasets are depicted using seaborn library heatmap:
...
0
votes
0answers
10 views
How to interpret regression results when there are categorical independent variables? (statsmodels | python) [duplicate]
I'm using a toy dataset from sklearn and adapted it for a linear regression framework. In this example, I'm constructing a ...
5
votes
2answers
329 views
What is the intuition behind getting a slope distribution in linear regression?
If I understand it correctly, linear regression finds one best fitting line for the given data. It can do it either by using calculus and solving for intercept and slope equations or it can solve it ...
0
votes
1answer
26 views
The meaning of coefficients in Multiple Linear Regression
So I am learning about linear regression. The coefficient is the slope of the function, which means how much the dependent variable change due to change of the independent variable. So I make an ...
0
votes
1answer
21 views
Large coefficients of covariates in Arima
I got some clue here Large coefficients and std. errors
Without scaling the dependent variable (online_unit_sale) my output is as below.
Flag1 and Flag2 are the covariates and their coefficients are ...
0
votes
1answer
15 views
How to display probabilities instead of log-odds in stata
I understand that logistic regression coefficients are to be interpreted as log-odds. i need coefficients to represent probabilities so i can say something like:
"the effect of [some dummy variable] ...
0
votes
1answer
42 views
Interest rate control variable GARCH
I'm building a GARCH model which looks if analysts' reports affect the volatility of certain stocks. I was wondering if it would be logical to include the interest rate in my GARCH model as a sort of ...
1
vote
1answer
24 views
Log-log specified regression coefficients don't agree with level-level specification
I've got a bunch of data on charities and I'm doing a study on the effectiveness of fundraising in the sector. I've got two regressions. The first is
$$\text{revenue} = \beta_0 + \beta_1\text{...
0
votes
1answer
56 views
How do Lasso coefficients change as lambda approaches infinity [closed]
I have encountered such a problem. I think 2, 3 and 4 pictures are true, but no.
Can anyone help?
0
votes
0answers
20 views
Linear OLS regression with aggregates and components
A linear OLS regression is specified as Y = a + b*∑(O+R) + c*R + e, i.e. ∑(O+R) is an aggregate and one of the components, R, is added separately. Results for the regression show that both b and c are ...
0
votes
1answer
29 views
How to interpret these R regression coefficient results? [closed]
I'm really super new to R and am doing the most basic stuff for a beginner's statistics class. I've been staring at this question for a while and can't work out what I'm meant to do.
Here's the ...
0
votes
0answers
10 views
Should I report parameter estimates from model with paths constrained to be equal or unconstrained model?
I have conducted a path analysis in AMOS in which I have constrained two paths to be equal to assess whether they are significantly different from one another. The constrained model was not a ...
0
votes
0answers
22 views
How to interpret a VAR model without significant coefficients?
I am trying to investigate the relationship between some Google Trends Data and Stock Prices.
I performed the augmented ADF Test and KPSS test to make sure that both time series are integrated of the ...
1
vote
0answers
24 views
Numeric Functional Regression coefficients
I'm working on some data where I have thousands of curves in the defined as: $P(t)$ that basically represent eluition profiles of some proteins.
My aim is to represent each of this $P(t)$ curves ...
1
vote
0answers
39 views
In regression, when partitioning SS among predictors, what determines which predictors get the SS that can be attributed to more than one predictor?
In regression analysis, predictors sometimes correlate (and in my field, psychology, they always do; often because they are simply measurements of the same aspects of human psychology).
If predictors ...
0
votes
1answer
50 views
Attempting to interpret both Beta Regression and transformed DV model results
After reading a good amount of the answered questions on interpreting Beta Regression results (Best explanation here) and reading through the Betareg vignette, I still feel a lack of confidence ...
3
votes
2answers
65 views
Why do coefficients in a binary logistic regression model differ according to the number of predictor variables?
I fit a binary logistic regression model with a single categorical variable, for which I received a coefficient. When I added further categorical predictor variables, the coefficient of the original ...
0
votes
0answers
36 views
Unscaling Principal Components Regression Coefficients to Match Linear Regression
I am working with a dataset. We can call it dataset.
...
1
vote
0answers
29 views
What are the errors of the coefficients of a quadratic regression?
I have performed a quadratic regression in order to determine
$y = a\cdot x^2 + b \cdot x + c$ by following the steps depicted in the section 'Find by Hand' in http://www.statisticshowto.com/...
0
votes
0answers
5 views
Should I calculate RSS using regression of identity line instead of Estimated values?
I have two paired datasets, one of them has linearly increasing ground-truth fat values (let's call it Ftrue) and the other has fat estimation values trying to guess the first ones (call it Fest), ...
0
votes
0answers
21 views
How to deal with various sample sizes in the calculation of a predictor variable?
Let's say one of the predictor variables in a regression model is 3-point shooting percentage. However, some of the observations (players) only have one or two attempts while others have several more. ...
0
votes
0answers
10 views
How to compare beta coefficients estimated by negative binomial GLM?
I have run two negative binomial regression models on different sets of counts data, and have two beta coefficient estimates and their standard errors for a variable of interest. I would like to use ...
1
vote
0answers
22 views
Hypothesis testing - OLS v M-estimation
I am trying to determine if two regression estimates are different. The first is obtained by ordinary least squares (OLS) and the second is obtained by M-estimation.
As a minimum example, fits for ...
0
votes
0answers
13 views
Interpretation of coefficient of an index whose value lies between 0 and 1
I am running a simple ordinary least squares regression to understand the effect of parental attitude ($PA$) on Math scores of children.
$Math Score_{i}= \beta_{0} + PA_{i}\beta_{1} + Controls + \...
0
votes
0answers
67 views
Why are the coefficients in a multinomial logistic regression a matrix?
I am conducting an analysis in which I have 3 different groups and a set of 80 continuous variables that I think can discriminate between the 3 groups. I want to:
see if indeed I can discriminate the ...
7
votes
3answers
64 views
Converting the beta coefficient from matrix to scalar notation in OLS regression
I've found for my econometrics exams that if I forget the scalar notation, I can often save myself by remembering the matrix notation and working backwards. However, the following confused me.
Given ...
3
votes
1answer
53 views
Interpreting glmnet Lasso coefficients on dummy variables (multiple levels) [duplicate]
I am trying to apply glmnet's lasso to a set of features in which there are multiple categorical variables with multiple levels. My intention is to let lasso reduce ...
4
votes
1answer
65 views
Standardized and unstandardized variables yield different results for mixed regression model
I have created two mixed regression models, one with raw unstandardized variables and the same model with standardized variables. When I convert the coefficients from the standardized variables I get ...
5
votes
2answers
176 views
Regularized parameter overfitting the data (example)
Possible duplicate of
(Why) do overfitted models tend to have large coefficients?
How does regularization reduce overfitting?
In the Coursera's machine learning course by Andrew Ng, I came across ...
1
vote
2answers
29 views
Compare models using residuals
Is it statistically correct to compare two models using their residuals? For example, I have two dose-response models, then am comparing their residuals and concluding they are not statistically ...
2
votes
1answer
43 views
Multiple regression with a factor variable in R
I'm trying to run a multiple regression on a dataset in R.
The structure of the data that I want to use for the regression is as followed (only showing the variables I want to use):
...
0
votes
0answers
18 views
Covariance calculations for slope effect size in meta-analysis?
Goal
Calculate covariance between effect sizes in a meta-analysis of relative stability, or the b1 slope coefficient of a regression of
$$
x_{T_{k_y}}-x_{C_{k_y}}
$$
on
$$
x_{T_{k_y}}+x_{C_{k_y}} \...
0
votes
0answers
26 views
Non significant intercept in linear model [duplicate]
I am a beginner in statistics so I would like some help with literature.
I have a linear model $Y= b_0 + b_1 X^2$
Intercept $b_0$ is not significant (sig: 0,09 > 0,05) but $b_1$ is very significant.
I ...
0
votes
0answers
40 views
Can I compare coefficient values from different models?
I'm modeling conversions with a logistic regression. Each conversion can have up to 3 events (page visit, fill questionnaire, and call). I have 3 domains let's call them A,B, and C.
Rather than using ...
0
votes
0answers
13 views
Random Effects for a Reference Group in Mixed Effects Models
I want to check my understanding of random effects with regards to the reference group in a regression. Let's say I want to predict earnings for a population on the basis of individual ...
0
votes
1answer
25 views
Relationship between coefficient of dispersion and percent of data points above the median?
If I know the coefficient of dispersion and the median of a data set, is it possible for me to then calculate the percent of data points that are above the median?
For example, what if the median is ...
