# 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.

435 questions
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### 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 ...
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### Are these negative binomial regression results reasonable?

I did a negative binomial regression on a data set with 4 covariables. The count outcome has values up to 600. I did a mixture model with 2 components, also called a latent class model. However, I am ...
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### R bayesglm: Estimates depends on order of variable

I did a logistic regression with bayesglm from package arm. I got different results depending on the order of the variables in the model: ...
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### Getting spline coefficients in R

I'm fitting a natural basis spline on a data set of the form: splineModel=lm(dist~bs(speed, df=3), data=cars) using bs ...
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### 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 ...
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### How do you interpret “explained” coefficients in Blinder-Oaxaca decomposition with considerable negative values?

For illustrative purposes, consider the example given on p. 473 of Jann (2008). However, instead of the difference and coefficients noted, let's assume the difference and coefficients were the ...
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### Proving that $(\hat{\beta} - \beta)' (X' X) (\hat{\beta} - \beta)$ is independent with SSE

Exercise: Prove that $\mathbf{(\hat{\beta} - \beta)' (X' X) (\hat{\beta} - \beta)}$ and SSE are independent for a Least Squares Regression Model. Attempt: Note that by $'$ I denote the transpose ...
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### Validity of Comparison of regression coefficient over time

Recently came across a study which related weight loss (DV) with number of IVs using OLS and suggested some IV might have decreasing effect over time. Sample of 50 patient, who were given different ...
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### How to compare coefficients of multivariate multiple regression models, possibly using SUR

I am trying to compare the model parameters among three multivariate multiple regressions. All three models incorporate date from the same 97 individuals and share the same 4 independent variables (...
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### How do you test persistence in an AR(p) regression?

An AR(p) process is defined as the regression of a variable against its p lags- $Y_t=c+\sum_{i=1}^p\phi_iY_{t-i}+\epsilon_t$. Persistence in an AR process can be defined as a measure of how much the ...
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### Interpretation of Multivariate Adaptive Regression Splines (MARS) with Multiple Predictors

When it comes to multiple predictors, I've seen conflicting interpretations of MARS models and hoping for some clarification. Some fake results, let's say it's predicting household income via years ...
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### Bootstrapping: resampling cases vs resampling residuals

I have this relatively small dataset (41 observations, 5 independent and 1 dependent variable) and built a linear regression model with interaction terms. Now I want to put confidence intervals around ...
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### Logit Transformation: Interpreting the Coefficients

I'm currently doing an empirical project in econometrics. I examine the effect of globalisation and some other control variables on poverty, doing OLS cross section given a sample of 74 countries (...
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### Bootstrapping from population to test regression coefficient equality

I have a multiple regression (e.g. $y_i = \beta_1 x_{i1} + \beta_2 x_{i2} + \cdots + \beta_p x_{ip} + \varepsilon_i$), in which I want to demonstrate that $\beta_1 > \beta_2$. I have the full ...
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### Reported Coefficients for Glmnet using Caret

I understand GLMnet standardizes the predictor variables by default before fitting the model. After fitting, the computed regression coefficients are then destandardized to allow reporting in their ...
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### Low variation in the explanatory variable: scale of the predictor

As explained in this post - > There are low variations in the explanatory variables, low variation of your explanatory variable might affect your results. The way I used to find that intuitive was ...
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### Ratios, differences, and link functions?

I recently learned that with Poisson regression, you can model rate difference by using an identity link function, or rate ratio by using a log link function. Does that work the same way with other ...
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### glmnet returning lambda that gives all-zero coefficients as optimal lambda

Before I start, I have already looked at the answers for related questions: How to interpret all zero coefficients in the results of cv.glmnet? Why is cv.glmnet giving a lambda.min that is ...
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### What is the 'observed value' when we are talking about the error term

I understand that the error term is supposed to be the difference between the value produced by the population regression model / function and the actual observed value, but what is this 'actual ...
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### Are regression estimates still reliable despite heteroscedasticity and non-normality

I am performing a simple linear regression with the lm() function to make statements about the association between the two variables. But I am not sure if my ...
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### Combining Estimates from Conditional Quantile Regression : Meta-analysis?

Suppose i have several studies (e.g 5) and i use conditional quantile regression (e.g using the package quantreg in R) to obtain conditional quantile estimates at ...
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### Fama-Macbeth cross-sectional regression interpretation

I have applied Fama-Macbeth cross-sectional regression on Fama and French five-factor model (2014). On the left-hand side are the portfolio returns for sixteen size - B/M portfolios. On the right-hand-...
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### How do I generate appropriate group-level coefficients and standard errors for my regression?

I ran a mixed logistic model testing the influence of group (two-level) on a binary outcome, and I want to report the group estimates and their SEs in graph. However, I can think of two ways of doing ...
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### Interpreting results from lasso regression?

I have a time series data set with about 2million observations and 31 variables, which I break to a few thousand using threshold value for my dependent variable. I am using lasso regression in R to ...
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### Using repeated measures change/trend as a predictor variable

I have repeated measures of happiness for a sample of participants, and a single measure of satisfaction for each of the ...
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### The effect of Measurement error on a Beta Coefficient

I am trying to show the bias of the slope coefficient that occurs when there is measurement error in the regressor. $$Y = a + B* x_{i} + e_{i}$$ To find the beta coefficient, we can use the ...
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### If all components of a hierarchical model have not converged, can we say that any parameters have truly converged?

I'm working with a hierarchical regression model of the following form similar to that presented in Peter D. Hoff's book, A First Course in Bayesian Statistical Methods: \$\boldsymbol{Y}_j \sim \text{...
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### A question on Multinomial Regression

Assume an experiment with 6 outcomes, dubbed A, B, C, D and E. For outcome A, there are Na subject, for B there are Nb subject and so on. Now assume we fit a multinomial regression using a Bayesian ...