The Stack Overflow podcast is back! Listen to an interview with our new CEO.

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.

186 questions
Filter by
Sorted by
Tagged with
5k views

lmer: standardized regression coefficients

I have analyzed some data (the exact nature of which, I assume, is irrelevant for this question) using linear mixed effects models with the lmer() function from lme4. There has been at least one ...
5k views

Are t tests of coefficients in multiple regression post hoc tests?

In multiple regression, if a global F test is significant, then are t tests (or Wald tests) for the coefficients considered to be multiple comparisons and post hoc tests and should they be adjusted?
3k views

4k views

Standard error for the sum of regression coefficients when the covariance is negative

I have a question about appropriately calculation the standard error for the sum of two coefficients in a linear regression model. My question is similar to this and this, but I can't seem to solve ...
809 views

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 ...
366 views

Model stability and variability

I am using polynomial regression to predict mean occupancy in a hospital unit using average length of stay (LOS) and arrival rate to the unit. I am using different percentages of training sets to ...
2k views

If the f-test is insignificant but coefficients are significant, can I use it?

If the linear regression's f-test is insignificant but its coefficients are significant in t-test, can I use this regression and its coefficients? In academic journals, I find people use linear ...
240 views

Interpreting ordinal GEE coefficients

I have a dataset with an ordinal dependent variable (iws_w) with a range of -3 to +1. I placed it, with two independent variables in an Ordinal Generalized ...
39 views

Is it valid to solve an equation for multiple coefficients, then average them to obtain overall effect?

I have a regression model, the setup for which is as follows: I am using manyglm, a multivariate general linear model approach to determine the difference in several invertebrate species between two ...
103 views

687 views

Coefficient Significance in Regression with Arima Errors

In the R package forecast, when you run dynamic regression (regression with arima errors), the coefficients and their standard error are output, but there is no significance test available for the ...
3k views

How do I interpret interaction effects in a log-log regression model?

I have the following model: $\log(y)=\beta_0 + \beta_1 x_1 + \beta_2 \log(x_2) + \beta_3 x_1 \log(x_2)$ In interpreting the % change of $y$ that corresponds with a 1% increase in $x_2$ at a ...
57 views

Coefficient of multiple correlation for multiple linear regression with degree > 2 and interaction terms

I want to calculate the Coefficient of Multiple Correlation $R^2$ for a multiple linear regression with polynomial features of degree >= 2 (with interaction terms). Let's say I want to obtain the ...
142 views

Regression coefficients significance

What are theoretical reasons to keep variables which coefficients are not significant? I have several coefficients with p > 0.05. What's causing large p values?
2k views

What is the formula for the beta coefficients in logistic regression?

I am doing a study about logistic regression. I have to write a program for the admission process of the school. The result is passed or failed. ...
148 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 ...
781 views

Time varying coefficient in Cox model

I have a model for survival after an injury that is borderline passing the Schoenfeld test for the proportional hazards assumption (cox.zph() in R). However, ...
1k views

How to do permutation test on model coefficients when including an interaction term?

Given the following model as an example: $$Y=\beta_0+\beta_A\cdot A+\beta_B\cdot B+\beta_{AB}\cdot A \cdot B+\epsilon$$ In alternative notation: $$Y\sim A + B + A: B$$ The main question: When ...
407 views

Comparing coefficients of time series models

How do I test if two time series' coefficients differ significantly from one another? I feel like this should be pretty simple... should I just use the estimates/standard errors and calculate a Z-...
544 views

Can I calculate Cohen's $d$ from multiple regression coefficient?

Question: Is it appropriate to calculate Cohen's $d$ (effect size) from the regression coefficient of an independent categorical variable? Background: My regression coefficient represents ...
3k views

Interpretation of coefficients in logistic regression output

I am doing logistic regression in R on a binary dependent variable with only one independent variable. I found the odd ratio as 0.99 for an outcomes. This can be shown in following. Odds ratio is ...