# 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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### Is it possible in R (or in general) to force regression coefficients to be a certain sign?

I'm working with some real world data and the regression models are yielding some counterintuitive results. Normally I trust the statistics but in reality some of these things can not be true. The ...
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### How to interpret standardized regression coefficients and p-values in multiple regression?

I've been using R to analyze my data (as shown in example below) and lm.beta from the QuantPsyc package to get the standardized ...
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### How are partial regression slopes calculated in multiple regression?

I'm trying to understand how multiple regression statistically controls for the effects of other predictor variables when calculating partial regression slopes. In a multiple regression of Y~X1+X2, ...
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### Significance of individual coefficients vs Significance of both

This was a question I read from google quantitative analyst interview on glassdoor: If each of the two coefficient estimates in a regression model is statistically significant, do you expect the test ...
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### Cohen's d from regression coefficient?

Is it appropriate to calculate Cohen's d (effect size) from the regression coefficient of an independent categorical variable? My coefficient represents participation in an intervention (treatment ...
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### Which random effects to include in this GLMM?

In my study growth of plants was measured in different years on different plots (all plants were measured in all years). The question I'd like to answer with my model is: Which factors influence ...
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### Why is functional form so important when specifying models? [duplicate]

Variables: lprice = log(price of house) ldist = log(distance from incinerator) lintst = log(distance from interstate) 1st regression 2nd regression: In the 2nd ...
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### How to manually calculate dfbetas

I am trying to replicate what the function dfbetas() does in R. dfbeta() is not an issue... Here is a set of vectors: ...
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### Relationship between regressing Y on X, and X on Y in logistic regression

Correlation and linear regression are sometimes distinguished in statistics books by saying that the former is symmetric and the latter is asymmetric in the following sense: in the case of correlation,...
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### Why don't the results of testing $H_0 : \beta = 0$ and $H_0 : {\rm cor}(X,Y)=0$ agree?

I have 4 IVs in my model that directly effect the DV. The results of the correlation & regression analyses showed that: IV1&DV: Pearson Correlation Coefficient: insignificant Regression ...
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### Standard deviation of the sum of regression coefficients

I'm doing OLS estimation with an independent variable lagged as t-1, t-2, t-3, and t-4 (four beta coefficients). I would like to have the sum of these coefficients for interpreting the net impact of ...
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### Clarification: The covariance of intercept and slope in simple linear regression?

Help me understand this relatively simple (I think) concept: The covariance of the intercept ($\beta_0$) and the slope ($\beta_1$) in simple linear regression. Furthermore, what range of values ...
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### 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-...
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### Positive Poisson regression: what is the effect on the model of shifting vs truncating?

Let's say that you were wanting to model how many times someone had to take a certain test before passing (depending on a range of predictors like practice, mock tests taken, classes attended, etc.). ...
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### SARIMA, coefficients check

I would appreciate if someone could check the mathematical equation for the seasonal ARIMA (4,1,4) x (1,1,1) period 12 that I wrote. I have done it this way, but I am not really sure if it correct is. ...
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### Why signs of coefficients change when doing multivariate vs. univariate logit regression? [duplicate]

Excuse my dumb question, but I did an univariate logistic regression where the sign of the coefficient of my variable was negative (and it was significant). Once I have input it into a multivariate ...
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### Regression when response variable is a function

I have a set of data $(X_i,Y_i)$, $i=1,\ldots,n$ where $X$ and $Y$ are supposed to satisfy the following equation $$y = \beta_0(1+x^2)^{\beta_1},\quad x>0, \quad\quad (1)$$ I am interested in ...
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### Should the final R glm include only significant levels of factors

I am running a glm in R on data with quite many predictors (~50), both initially continuous and factors. The response is binary and the volume of the data is OK (~100K rows), in order to model non-...
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### Changing units of measurement in a simple regression model

Assume a simple regression model, $y = \beta_0 + x\beta_1 + u$. I decide to change the units of measurement for the explanatory variable and the response variable. Do the $\beta_0$ and $\beta_1$ ...
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### How to interpret regression coefficients for a variable with takes positive and negative values?

I am running a GEE negative binomial regression to see how predictors affect the onset of violence through time. I have an $X$ variable (vegetation cover) which is calculated as whether an ...
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### If a variable is found with p-value greater than 0.05, why is it also taken for calculation in the regression equation Y=a+b1*X1+b2*X2?

Suppose, I have performed multiple regression analysis on the following data set where X1 and X2 are independent variables and Y is the dependent variable. And achieved the following multiple ...
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### Using the normal equations to calculate coefficients in multiple linear regression

I am trying to understand how to get the coefficient of a multiple linear regression. The formula is: $b = (X'X)^{-1}(X')Y$ I try to calculate $b$ without package and with the ...
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### Feature Importance for Breast Cancer: Random Forests vs Logistic Regression

Assume I'm a doctor and I want to know which variables are most important to predict breast cancer (binary classification). Two different scientists each present me with a different feature importance ...
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### How to interpret Quadratic Terms

I'm answering a practice exam questions, and having trouble with one on quadratic terms. Could someone give me a quick summery of 1) why they are sometimes included? 2) How to interpret them? In ...
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### Describing Results from Logistic Regression with Restricted Cubic Splines Using rms in R

Updated I have been developing a logistic regression model based on retrospective data from a national trauma database of head injury in the UK. The key outcome is 30 day mortality (denoted as "...
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### Interpreting logistic regression coefficients with a regularization term

I understand the coefficients of a logistic equation can be interpreted as odd ratio. If a regularization term is added to control for over-fitting, how does this change the interpretation of the ...
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### How to interpret coefficients of $x$ and $x^2$ in same regression

If I have the below functional form for an OLS regression, how do I interpret the $x$ and $x^2$? I cannot interpret them separately, correct? Do I interpret them as a summation of the two coefficients,...
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### Postive correlation but negative coefficient in regression [duplicate]

I'm trying to understand the effects of the explanatory variables of my logit regression. ...