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.

1,242 questions
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How to convert orthogonal polynomials from MULTIVARIATE regression to basic polynomial equation [duplicate]

I believe the link below converts the coefficients of one x from orthogonal to monomial form, but does someone know an edit to that code that can convert the coefficients of many x's in one regression ...
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Chow test results interpretation

I am analysing time series data right now using gretl, and want to test for a structural break, but I am not quite sure how I have to interpret the results. Let's say I have a wheat price and flour ...
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How to interpret the ratio between a coefficient on a dummy and the coefficient of a log income variable?

I was reading this paper by Kahneman & Deaton: Kahneman, D., & Deaton, A. (2010). High income improves evaluation of life but not emotional well-being. Proceedings of the national academy of ...
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Coefficient Interpretation when dependent and independent variables are percentages

I have built a linear mixed regression model with fund returns (measured in percentage ie. 0.01 denotes one percent) as the dependent variable. For the independent variables I have percentage level of ...
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What is the effect of balanced class weights on logistic regression coefficients?

I'm specifically using sklearn's LogisticRegression on my unbalanced dataset, which has around 97% negative responses and 3% ...
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How to test whether individual fits to regression line or not

I have a defined regression model for the healthy control (HC) group, with corresponding CIs of coefficients and of E(Y). I would like to test whether individuals belonging to another population (...
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Interpretation of removed continuous variables in regression due to linear dependence

I have created a standard OLS regression model to estimate the House Price and one group of variables describe the age group percentage of population in a particular neighborhood (ranging 0 to 100). ...
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Obtaining Mean Differences from DESeq2 Output

I have conducted some analyses using DESeq2 and obtained the output. However, instead of interpreting the effect sizes as log2FoldChanges, we would prefer to obtain a model-based mean difference. I ...
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Is the Coefficient of Variation valid for data which does not follow a normal distribution?

I am trying to compare the dispersion of several data vectors. As an example I have that via two methods produces one vector of data that fits a normal distribution and other one that follows an ...
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How to calculate the coefficient of a dummy variable reference category?

I am currently building a regression model with numerous continuous, categorical (employing dummies) and interaction variables. I understand we must use k-1 dummies with one variable becoming the ...
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interpretation of coefficients of independent variables in fractions

I am a bachelor student finishing my thesis and desperately need some help with the interpretation of regression coefficients. I am currently quite confused and my deadline is three days away. I have ...
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Interpretation of standardized (z-score rescaled) linear model coefficients

I have analyzed some data on vegetation change as a function of change in soil parameters. I compared a dataset from 2001 with a dataset from 2018 (fully balanced). To investigate the change in ...
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ANOVA is significant but coefficients aren't

My master thesis investigates the relation between stock raw returns and sentiment scores. To make a conclusion there is a multiple linear regression with the mean sentiment, the variance of the ...
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Multiple regression and multiple comparisons 3 groups

I'm trying to compare the effect of an IV on my DV, where my data are separated into 3 groups. Specifically, in one group there is a significant correlation between IV and DV, but in the other two ...
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regression with very low R2, metric coefficient interpretation

my regression model give extremely low R2. In this case can i still interpret my X variables with significant p-value in the way that x goes up by 1 unit, y goes up by coefficient unit (with others ...
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Log-linear difference-in-differences

I am estimating several linear models using a difference-in-differences (DiD) framework. The model interacts a treatment indicator (i.e., 1 for the treatment group, 0 for the control group) and a "...
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Elastic Net - number of non-zero variables

I have a question regarding the interpretation of the trace of coefficients when running Elastic net with the package glmnet in R. This is the plot I obtain with alpha = 0.5 My understanding is that ...
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Updating regression solutions for a new regressor without the original dependent variable

Note: This question is analagous to the question I asked here except instead of a removing column, I am adding it. I am interested in a linear regression on the model; $Y= X\beta + \epsilon$ And I ...
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how to report paired comparisons in linear basis function model?

I am struggling with correctly reporting the results of a linear (mixed) basis function model I ran. The model is specified in R as ...
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Ceteris Paribus interpretation if it isn't possible in reality

Does it make sense to include both respondent's age (in years) and respondent's partner's age (in years) in a simple linear regression with cross-sectional data? The outcome variable, for example, ...
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OLS loss function 3-d surface plot

I was trying to plot the OLS loss function as a function of coefficients $\beta_0$, $\beta_1$. As far as I know it should be a convex function with one local minimum which is also a global minimum. I'...
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Will LASSO choose variables that are highly correlated with the outcome variable?

Suppose we have access to an outcome variable $Y_i$ and a $p$-dimensional vector $X_i$ for $i=1,\ldots,N$. We run a LASSO regression of $Y$ on $X$ for every penalty/shrinkage parameter $\lambda$ in an ...
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Error estimates for coefficients of a non-negative quantile regression

I am looking for a way to provide an error estimate for coefficients obtained from a non-negative quantile regression. The complicated part aside from positivity constraints is that my observations ...
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Corroborating a differnce in differences identification strategy

I read in Mostly harmless econometrics that a good way of testing whether a difference in differences is a good identification strategy is running this equation: where the first sums are post-...
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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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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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Coefficient of variation and residual standard deviation

From my knowledge, coefficient of variation and residual standard deviation are highly correlated. Such that if we find a significant change in one, we will find a significant change in the other. In ...
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Interpretation of regression coefficients: second-order differencing

Main Question: How are the coefficients of the second-order differenced explanatory variables to be interpreted? (See the attached screenshot of my result.) Analysis framework: I examine the ...