Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

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.

2
votes
0answers
25 views

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 (...
1
vote
1answer
30 views

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). ...
13
votes
1answer
17k views

What's the difference between regression coefficients and partial regression coefficients?

I've read in Abdi (2003) that When the independent variables are pairwise orthogonal, the effect of each of them in the regression is assessed by computing the slope of the regression between ...
5
votes
1answer
39 views

Ratio of Unbiased Estimators

If there is a linear regression model as follows: $$y = \beta_0 + \beta_1x_1 + \beta_2x_2 + \beta_3x_3 + u$$ and we want to estimate the ratio of the slope coefficients: $$\theta = \frac{\beta_1}{\...
3
votes
1answer
71 views

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 ...
0
votes
0answers
7 views

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 ...
1
vote
0answers
32 views

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 ...
0
votes
2answers
193 views

statsmodels logistic regression with binned variables has large coefficients and standard error for some variables

I'm fitting a logistic regression (binary) using Python's statsmodels, and here's a snippet of summary from the model: I have noticed that the large coefficients ...
1
vote
1answer
35 views

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 ...
0
votes
0answers
19 views

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 ...
1
vote
1answer
468 views

Help interpreting direct vs. indirect effects?

After adding several potential mediators to a regression model, I've found that the coefficient on my main explanatory variable has decreased by over 100% (and is no longer significant). How am I to ...
0
votes
1answer
39 views

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 ...
2
votes
1answer
195 views

CUSUM test for regression model

I guess my question is rather basis. Unfortunately, I still did not manage solve it, although searching for hours. I have a linear regression model and need to do a CUSUM test for parameter stability....
0
votes
0answers
8 views

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 ...
0
votes
1answer
18 views

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 ...
0
votes
1answer
183 views

Mixed effect model - Coefficient interpretation

I'm trying to fit a linear mixed effect model with random intercept using a predictor that ranges between 0 and 1. My response variable is the number of animal species in a plot and follows a negative ...
0
votes
1answer
41 views

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 "...
0
votes
2answers
51 views

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 ...
3
votes
1answer
60 views

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 $\tilde{X}$ ...
0
votes
0answers
20 views

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 ...
0
votes
0answers
12 views

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 ...
3
votes
2answers
2k views

How to perform a meta-analysis of regression coefficients?

I want to perform a meta-analysis but the included studies use different models to analyze the data. There are Pearson correlation (3 studies), Spearman correlation (1 study) and several studies (~7-...
2
votes
1answer
61 views

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 ...
1
vote
1answer
629 views

Interpret coefficients from logit/probit models with inverse definition of dependent or independent variable

I have a couple of empirical studies examining the determinants of credit ratings. Here, the dependent variable is a binary variable indicating whether a firm has a credit rating or not ($rating$). ...
1
vote
1answer
17 views

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, ...
4
votes
1answer
249 views

Poisson Regression and Negative Binomial regression results interpretation

I'm using Poisson Regression and Negative Binomial regression to estimate temporal trends. My understanding is that the coefficients are in log scale and they have to be translated to data-unit (count ...
0
votes
0answers
29 views

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 ...
1
vote
1answer
31 views

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'...
0
votes
1answer
15 views

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-...
1
vote
2answers
558 views

Interaction terms in level-log regression

I have the following regression: $y=\alpha + \beta_{1}\text{ln}x_{1} + \beta_{2}(\text{ln} x_{1}\cdot \text{ln}x_{2})$ How do I interpret the marginal effect of $x_{1}$ on $y$? I haven't find anything ...
0
votes
0answers
8 views

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 ...
0
votes
0answers
13 views

Coefficient interpretation after binary encoding

I am performing logistic regression using certain features and binary target variable. One of the features has 6 categories, and I opted for binary encoding (reducing to 3 features). Let's say I have ...
42
votes
3answers
45k views

Interpretation of log transformed predictor and/or response

I'm wondering if it makes a difference in interpretation whether only the dependent, both the dependent and independent, or only the independent variables are log transformed. Consider the case of <...
1
vote
1answer
451 views

Omitted Variable Bias and Significant Regressors

I'm doing a critique of an Economics paper, and I want to have my critique about omitted variable bias. I have found a variable that was not included that is both correlated with my regressor of ...
0
votes
1answer
322 views

How do I interpret a negative binomial regression with categorical predictor?

I am trying to interpret R output for a negative binomial regression. Below is my output. I'm trying to infer how much my predictor (socfrend_bin) affects my ...
0
votes
0answers
8 views

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 ...
0
votes
0answers
14 views

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 ...
1
vote
2answers
25 views

Estimating effect of linear regression coefficients with multicollinearity

As I didn't find a satisfying for that questions I try it here: I have a multivariate Lineare Regression model with some correlated predictor variables. The "simple" question I want to answer is: "If ...
0
votes
0answers
20 views

How to determine predictor importance at each level of an HLM model

I am working with a Hierarchical Linear Model (HLM). I want to determine which predictors are important at each level of the data. Across different hierarchical levels the fixed effects along with the ...
3
votes
1answer
70 views

Linear regression with error dispersion dependent on the independent variable

Suppose $y=ax+z$ where $x, y, z$ are random variables with range in $\mathbf R$, $\mathbf E[x]=0$, the probability distribution $p(z|x)$ is 1) normal distribution $N(0,\sigma(x)^2)$ with mean $0$ ...
2
votes
2answers
40 views

Interpreting regression coefficients when the dependent variable is in percentages?

I have a dependent variable that is % of students graduating, but the explanatory variables are all absolute numbers, such as number of applicants and college fees. How would I interpret a coefficient ...
1
vote
0answers
38 views

Logistic Regression with categorical predictors - how to report?

Hello Stack Exchange. I need to run a logistic regression to determine the significance of the effect of 5 categories of one variable on my dependent variable. I just can't find online anywhere how ...
2
votes
1answer
47 views

REGRESSION :A log-linear interaction term

How do I interpret a log-linear interaction term, is it possible? My model: $Y= B_1 + B_2\log X_1 + B_3X_2 + B_4(\log X_1 X_2) + u $
1
vote
0answers
21 views

Calculating standard error of coefficients in segmented regression

I know this is kinda stupid question to ask here but just to make sure that I am doing this correctly, here it is anyway: Consider the following equation resulted from segmented regression: $$\hat ...
0
votes
0answers
17 views

Comparing independent MRDM models (multiple regression on distance matrices)

I am conducting Multiple Regressions on Distance Matrices (MRM or MRDM) to estimate the influence of 3 independent variables (IVs) on intraspecific $\beta$-diversity (my response variable DV) between ...
2
votes
1answer
50 views

Interpreting coefficients and understanding logistic lasso

In lasso regression, increasing the regularisation strength/shrinkage penalty eventually forces all of the regression coefficients to zero. In this instance the regression is logistic. The plot shows ...
2
votes
1answer
235 views

Comparing importance of predictors in different datasets in GLM

I want to compare the importance or 'predictive power' of the same feature/covariate in 2 different datasets. Specifically let $[\bf{y}_1,\bf{V}_1]$ be my output & design matrix of dataset 1 & ...
2
votes
1answer
27 views

Does dummy code a variable affect the intercept in a linear regression model

My colleague and I were both using R to fit a linear regression with the same dataset and same variables. The outcome variable is test grade while the independent variables are gender, age, and times ...
1
vote
1answer
182 views

How do I interpret a betareg coefficient of 6.6970 for a categorical variable with only two categories, given that the response is a proportion?

I cannot seem to find an exact answer to my question online. I used the betareg package in R to run a glm with a response variable that is a proportion, so it is between 0 and 1. One of my predictor ...