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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1answer
6k views

There are low variations in the explanatory variables

I am running a regression and find coefficients of my explanatory variables very interesting (they are dummy variables). When I informed that to my lecturer, he told me that there are not much ...
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2answers
170 views

Regression with log transformation of dependent variable that has negative values

I am working with a dataset that contains: a dependent variable (DV) taking both positive and negative values a binary independent variable (IV). And I'm interested in the following specification: ...
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131 views

Angles expressed in degrees of arc as regression variables

I have binary count data as a response variable in my logistic regression. The independent variables include, among others, two variables of inclination and orientation measurements, annotated in ...
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2answers
329 views

continuous vs categorical logistic regression for marks and admission

I have a list of marks scored by students in Science (X, between 0 to 100%) and whether they went to college to or not (Y). High marks in science showed a higher concentration of college admits and ...
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2answers
831 views

Prove Estimated Regression Coefficients are the same with or without an intercept term

I am mostly having trouble with this question in that I don't think I know where to start and I am not confident in my answer that I have at the moment. The answer I have currently is mostly just ...
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1answer
3k views

Standard errors of regression coefficients in a Dummy Variable regression model

A dummy variable regression is equivalent to an ANOVA, and the beta coeffns are equal to the means of particular category with respect to the base category. However, I am unable to interpret the "...
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1answer
10k views

Compare coefficients from two separate panel regressions in Stata

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following: ...
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2answers
796 views

Interpreting main effect coefficient in different models

My interest lies in finding the "right" correlation between a continuous IV ($x$) and a continuous DV ($y$). At first I ran a simple linear regression: $$ y=a+b_1 x $$ However, lots of other factors ...
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198 views

Interpreting regression coefficients of log(y+1) transformed responses

I have measurements $y_1$,...,$y_i$,...,$y_n$ taken from a set of replicates in a factorial designed experiment. In order to use a linear regression I define my response $z_i = log(y_i + 1)$. The ...
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2answers
2k views

The variance of linear regression estimator $\beta_1$

Can we say $$\text{Var}(\beta_1) = \text{Var}\left(\frac{\sum (x_i-\bar x)y_i}{\sum (x_i- \bar x)^2}\right) = \left(\frac{\sum (x_i-\bar x)}{\sum (x_i- \bar x)^2}\right)^2 \text{Var}(y_i) \;\;??$$ ...
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2answers
2k views

Positive correlations to dependent variable, but negative coefficients

First of all, sorry for the huge pictures, but I'm in desperate need of some input and help on the results following a study. I'm trying to interpret the results from my study, but I can't quite ...
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1answer
68 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 ...
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1answer
75 views

How to interpret log-linear regression?

If we have the following general regression: $$ln(Y)=\beta_0+\beta_1 X_1$$ Then it can be interpreted as an increase of 1 unit in $X_1$ will increase $Y$ by $100 \times \beta_1\%$. But what if the ...
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138 views

How to test if regression coefficient = 1 [duplicate]

I’m attempting to run a regression and test whether the slope is equal to 1. Most statistical packages only test of it's equal to zero. Is there a way to bypass this ? I’ve SPSS and minitab and can ...
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1answer
544 views

Interpretation of coefficient on categorical variable when all categories are included in the regression

I am familiar with how to interpret the regression coefficients on dummy categorical variables when one chooses a reference category by dropping it. However, how does one interpret the regression ...
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1answer
351 views

Interpreting this regression coefficient

Quick background: I am working on a political science project that involves analyzing the impact of different variables on the extent to which a candidate mentions other users when he or she tweets. ...
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1answer
2k views

Coefficient interpretation in multinomial logistic regression [closed]

I am not really good in statistics so please bear with me here :) I was reading an article regarding financial advisors in mergers and acquisition deals and couldn't quite understand how the authors ...
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1answer
489 views

How to check for linear constraints of coefficients in logistic regression in R?

I have a logistic regression model with several variables. I want to test the hypothesis of, say $a \beta_i = b \beta_j$ for constants $a,b$. I know that this can be theoretically done with an $F$-...
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1answer
574 views

How to interpret logistic regression with days of the week and months of the year as predictors together with continuous and binary predictors?

I am using logistic regression to predict electricity spike prices (price that exceeds a certain threshold). I directly use the following variables as my independent variables together: (a) demand/...
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1answer
1k views

Coefficients for regression in levels from estimated first difference coefficients

I would like to know if there a simple way to compute coefficients for a regression in levels after having estimated a regression in first differences. Having estimated $$ y_t - y_{t-1} = a + b(...
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1answer
277 views

Looking for help with interpreting my OLS models

I have been busy building an explainatory regression model for a companies' social behavior. In the table below you find the variables, ordered by theme. The English...
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0answers
170 views

How to interpret an insignificant main effect that became significant at the presence of interaction effects in moderated regression analysis? [duplicate]

Possible Duplicate: What if interaction wipes out my direct effects in regression? I did hierarchical regression analysis on my data due to having interaction effects in my research model. All ...
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2k views

How to deal with negative coefficients in logistic regression

I have 5 single factor regression models. Each has intuitive (positive) coefficients which is good. If I run multiple logistic regression one of the coefficients turns negative. If I run stepwise ...
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1answer
222 views

How to determine if a (binary) variable has a statistically significant effect on a response variable?

To be more specific, assume the following scenario: A customer advertising for a job on your site wants to know whether buying an extra ad-product or not will increase the number of applicants. You ...
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3answers
2k views

How to report negative binomial regression results from R

I have fit a negative binomial model in R, and would like to report the findings, but I'm unsure how (or if) I should convert the estimates to reportable coefficients. Here is my output: ...
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315 views

Why do different negative binomial regression functions produce different coefficients, p-values

I have a dataset consisting of number of mutations per person. Covariates I think may be related are age and source of the DNA sample. I want to determine whether the disease the person has ...
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1answer
1k views

getting rid of negative predictions in linear regression

I'm working on a linear regression formula for a forecasting model. My model requires non-negative predictions. The model works well when predictors have big values; however, I get negative ...
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1answer
63 views

Interpreting intercept in multivariate linear regression when excluding some factors

This question may have already been asked, but I cannot find anything quite like what I am asking. Background and model I am using manyglm with a negative binomial distribution (from the package ...
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4answers
18k views

How do you interpret a low coefficient yet statistically significant with a high R-squared?

Consider the data below. (Dependent Variable: Human Development Index (HDI)) ...
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3answers
2k views

“Wrong Sign” On Regression Coefficients - Hierarchical Multiple Linear Regression

I am analyzing my data on the relationship between spirituality and negative emotional states (depression, anxiety, and stress) using a hierarchical multiple linear regression. Everything seemed to be ...
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1answer
147 views

Interest rate control variable GARCH

I'm building a GARCH model which looks if analysts' reports affect the volatility of certain stocks. I was wondering if it would be logical to include the interest rate in my GARCH model as a sort of ...
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2answers
8k views

Definitions of coefficients from Arima {forecast}

I'm trying to explain in detail step by step what my code does and I am stuck at explaining what the coefficients are in an Arima model and where they are from/what relevance they have. Could someone ...
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0answers
89 views

Estimate linear regression using items randomly selected from an item pool

I am asking this question against the background of a linear regression with single predicted variable $Y$ and multiple predictors $X$. $X$ comes from a survey using an "item pool" which suggests that ...
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2answers
5k views

Compare regression coefficient for different dependent variables

I am currently reviewing a paper in which the authors perform the following analysis. They use the same set of independent variables to explain 3 different variables. The hypotheses are of the form: X ...
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1answer
102 views

Illogical probabilities from logistic regression: with example

I have nine variables, age, bmi, duration of disease, fasting blood glucose, diastolic blood pressure, systolic blood pressure, cholesterol, triglyceride, and HbA1c. Using these variables I want to ...