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# 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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### Dealing with oversized effects in Linear Regression

I'm learning about GLMs and interpreting regression coefficients and so I'm experimenting with simulated data and pymc3. I've synthesised a dataset where X is an array of 5 normally distributed ...
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### Interpreting Median Absolute Deviation score [on hold]

I am Playing around with walmart recruitment dataset. I am getting Median Absolute Deviation score as 9457 and the random model score as 12456. I know that the model is a pathetic model just wanted to ...
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### In linear regression, are the regressors correlated with coefficient estimates?

Consider a gaussian linear model with random regressors $X_i \sim N(\mu_X,\sigma_X^2), 1 \leq i \leq n$, i.i.d. $Y_i | X_i \sim N(\beta_0+\beta_1 X_i,\sigma_\varepsilon^2)$ Are either of the ...
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### Is it appropriate to use 3 linear regressions to assess the impact of one common independent variable?

I need to assess the impact of cultures on urban economies. The hypothesis is that more entrepreneurship oriented culture will better facilitate the local economy, controlling for other factors (that ...
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### Interpretation of higher coefficient for group with smaller mean

I am running a fixed effects poisson model with robust standard errors in STATA (xtpqml). The model I run it on has my count data as dependent variable and then as my independent variable I have a ...
6k views

### Testing a regression coefficient against 1 rather than 0

Brief caveat- I haven't dusted off my stats knowledge since some university courses a few years ago, and I'm struggling with cobwebs. I have a model where a linear 1 to 1 relationship has been ...
131 views

### Heteroskedasticity Question

I have a model that's affected by Heteroskedasticity: bptest(m1) studentized Breusch-Pagan test data: m1 BP = 65.055, ...
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### Coefficient marginal to interactions in linear regression

Consider this model: $$y = \beta_0 +\beta_1x_1 + \beta_2x_2 + \beta_3x_1x_2 + \varepsilon$$ Somebody told me today that the coefficient for the main effect of $x_1$ (i.e., $\beta_1$) will be '...
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### In linear regression, any intuitive explanation why duplicating samples will reduce coefficients' std-dev? [duplicate]

I read the explanation by Ocram here about how to calculate the stddev of coefficients in linear regression. I also run experiment with my sample data. I have test1 which contains 1000 samples; I ...
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### Interpreting Logistic Regression Categorical Coefficients

So I have this question: If we fit a logistic regression with categorical predictor X with categories A, B and C, and have the estimated coefficients β0=−2.5 and βB=0.5 and βA=−0.2. (a) Interprete ...
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### how to interpret/report estimated spatial lag coefficients

I estimated a spatial lag model with pysal. I want to know how to correctly interpret and report the resulting parameter estimates (given that spatial spillover exists). R's ...
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### Why may results from model with interaction term and stratified model be different?

Suppose I wanted to explore the relationship between smoking (X; yes/no) and an disease outcome (Y; eg. visual analogue scale of depression from 0 to 10). But, I know that irrespective of X, Y is ...
166 views

### Does the high coefficient of determination in this graph predict a huge spike in global warming? [closed]

I have had three semesters of college statistics as part of my BSBA degree. From what I recall from regression analysis the graph seems to show a very high coefficient of determination between CO2 ...
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### Why doesn't standardization work in the linear regression?

I have a matrix containing the attributes of the item and their corresponding rating. All of the attributes are in the range of (0,1) and the rating is in [1,5]. I transform the range of rating to (0,...
141 views

### Why is the intercept in multiple regression changing when including/excluding regressors?

I have a seemingly naive question regarding the interpretation of the intercept in multiple regression. What I found several times is something like this: The constant/intercept is defined as the ...
204 views

### F-statistics and coefficient p-value of model with only one variable

F-test tests the null hypothesis that all coefficient of variables in the model equal to zero. P-value in a hypothesis test shows the probability of having observed results if null hypothesis is ...
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### Converting coefficient of slope to autoregressive factor

I realize this is very fundamental. I apologize. Is there any way to convert the coefficients from a linear model into the decay factor if i want to express it as an autoregressive model? For a ...
1k views

### Unscaling Principal Components Regression Coefficients to Match Linear Regression

I am working with a dataset. We can call it dataset. ...
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### Interpretation of a quadratic term on a log transformed target variable

I've done some searching and found several posts related to this, e.g.: In linear regression, when is it appropriate to use the log of an independent variable instead of the actual values? Suppose I ...
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### Interpreting statistical significance

Suppose I repeatedly run the same regression model for a set of individuals and I am interested in determining whether a given independent variable has a statistically significant impact on the ...
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### Get odds ratios with confidence intervals from a lasso regression model

I try to understand lasso regression. So far, I do understand that it can be used to shrink regression coefficients in case of few events. The coefficients of some covariates are even shrunk to zero. ...
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### How to interpret the resulting negative regression coefficient? [duplicate]

How to interpret the resulting negative Poisson's regression coefficient? I am investigating the effects of environmental factors on mortality. A negative regression coefficient means feedback (proves ...