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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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oaxaca decomposition: how to treat error term and do intercrossing intercepts matter

I am just wondering if I can decompose a difference in earnings let's say between year 1999 and 2002 into the difference due to a higher education level of labour market participants and due to higher ...
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60 views

What to make of countervailing spatial regression coefficients?

I am running regressions across a country's counties (N about 300). I divide the country in two regions A and B to control for potential unobservables. My explanatory variable varies at the county ...
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568 views

Standardized Coefficient (beta)

I am doing research on advanced manufacturing technologies such as Computer Aided Design, Computer Numerical Machines and Computer Aided Engineering. When I found their Standardized Coefficient (beta)...
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44 views

Comparing effects of different methods when each method has multiple levels

I'm working in retail and we are trying to determine the effect (on units sold) of reducing an expense for a set of products within a product group. We have two methods of reaching this goal. One is ...
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141 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?
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How can I create a linear regression model with some negative coefficients in R? [duplicate]

What I'm trying to do is to construct a linear model in a form like $$ Y = \beta_0X_0-\beta_1X_1+\beta_2X_2 + \beta_3 $$ where $\beta_0$, $\beta_1$ and $\beta_2$ are coefficient of predictors $X_0$, ...
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ARIMA, p and q identification. Please help [duplicate]

I am very new to SARIMA and I am really facing a poblem which p,q,P,Q to use. Here is ACF and PACF of first-difference, two first plots (stationary) and ACF and PACF of first-seasonal difference (two ...
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71 views

why is there a huge difference existed in coefficient of determination obtained from 10-fold cross validation?

I'm using gradient boosting regression model (GBRT). To evaluate this model, I use 10-fold cross validation, in each of which I set same param and compute the coefficient of determination as a ...
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633 views

How to set up the initial data in the nls model

I am struggling with nls model given below. I have a blur idea how to set up the initial values in it. Shall I use "try and error" method or is there any other way to make it more systematic. ...
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2answers
56 views

Model regression of means different size and variance

I want to explain the relation between getting a reply and posting in a e-commerce. I want to know how much a reply increases postings. I know I could do a regression of postings=f(replies) but the ...
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86 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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54 views

Understanding Regression vs. Means/Median Results

I am having a little difficulty understanding my results - could someone help me understand how to interpret, and if my process is sensible? Here is an example of what I am doing I am trying to ...
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Interpretation of two indexes Interaction Term

Respected Fellows. I will thankful if someone help me to explain my model results.my model is as follows. Yit=αPFit+βPSit+δ (PF*PS) it+εit Where Y is GDP per capita PF=Political Freedom Index ranges ...
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151 views

Interpretation of Linear SVM Coefficients [duplicate]

I’m building a model using Linear SVM from the Scikit-learn package in Python. I have found that Linear SVM performs much better on my training set than Logistic Regression. My question is, is there ...
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280 views

Compare regression coefficients within one sample

I run two univariate linear regressions within one sample (same subjects, two different conditions). Now I would like to know how to compare the regression coefficients in order to find out whether ...
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108 views

Discrepancy between coefficient and mean difference in predicted values of logistic regression

I'm using a poisson-binominal logsitic regression model to analyze a list experiment (item count technique) where the outcome variable is a binary response of the respondent to a sensitive item (e.g., ...
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1answer
167 views

Interpreting percentage units regressions

I am using a panel of 2249 schools with data from 2002-2008. Some of the schools are single sex schools whilst others are mixed sex. Some background on my regression: Consider the determinants of ...
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607 views

Alternative to Chow test for equality of estimates, when the data for the 1st group is not available

My goal is to compare published regression weights estimated from a sample in another country, with those of the same model established on our data.There is ample evidence on the web that a Chow test ...
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201 views

How to interpret this binomial logistic regression output in R

I have run my logistic regression model to find out whether the gender of a test name is a predictor of the gender of the word assigned to the test name. ...
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183 views

Coefficients and Standard Errors

We have a last assignment for my poli sci stat class and these two have really got me stumped. We really didn't go over multiple regression very well so if anybody can help, I appreciate it! Your ...
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1k views

Larger coefficients (economically) or flipped sign when using fixed effects instead of OLS?

Is it possible to get a larger coefficient (either a larger negative or a larger positive) when moving from OLS to a fixed effects regression? Furthermore, is it possible/likely for a coefficient ...
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129 views

How to calculate Beta and coefficient of determination ($R^2$) from unstandardized coefficients in OLS regression? [duplicate]

I have a table in which the multiple linear regression results is provided. If I have unstandardized coefficients and standard error for each independent variable, is it possible to calculate ...
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1answer
2k views

Multiplicative regression coefficient

The expected model is: $$ Y = X1*X2*X3 $$ Taking logs we should get a coefficient of $1$ on all three when we regress. That is: $$ \ln (Y) = b + b1 \ln(X1) + b2 \ln(X2) + b3 \ln(X3), \\ \text{gives: ...
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How do I interpret a coefficient on a normalized sum of dummy variables?

I've got several dummy variables that I'm combining into two factors, so FACT1 = DUM1 + DUM2 + DUM3 FACT2 = DUM4 + DUM5 Because there's a different number of ...
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Significant lineal model (p value) but no significant parameters [duplicate]

I´m interested to know if it´s possible (and what it means) to obtain a significant linear model regression (p value=0.008) with coefficients fitted are not significant (p>0.05)?
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Whats the biggest difference in calculating a simple regression model with/without a constant term?

I have calulated an OLS with and without a constant term. However, besides that the values are different I haven`t really found anything valueable? Therefore my question is: Whats the biggest ...
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106 views

Fundamental question on significance in linear regression

In a standard multi-variate linear regression, the distribution of the regression coefficients is a multivariate normal. We still manage to build statistical significance tests for single coefficients,...
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232 views

How can all-positive coefficients be chosen in 2nd order linear regression to minimize the number of coefficients?

(this question addresses an expanded case of How can factor-levels be automatically chosen in R to maximize the number of positive coefficients in a regression model?) I am performing linear ...
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30 views

unstandardized coefficients where mean-centered X variables have +/- values from 0 [duplicate]

Possible Duplicate: How to interpret regression coefficients for a variable with takes positive and negative values? I'm performing negative binomial regression and one of my centered-mean X ...
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1answer
71 views

Regressing regression coefficients

I'm looking for advice/opinion on whether the co-efficient(s) resulting from a geographically weighted regression analysis can subsequently be entered into an OLS regression as the dependent variable (...
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1answer
697 views

How to explain change of sign on regression coefficient when another variable is added to OLS model? [duplicate]

I am trying to run an OLS regression, with log of per capita calorie as my dependent variable and age and years of education of household head, log per capita expenditure as my independent variables (...
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2answers
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. ...
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1answer
58 views

How to achieve r value 1.0 with Linear slope angle 10° in R [closed]

I have been reading about the r value and its purpose, however the below image has altered my understanding(that r value represents Direction and Strength and also ...
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1answer
87 views

Hypothesis testing for marginal effect

I have a quadratic linear regression of the form: y = B0 + B1x^2 I need to do a hypothesis test that the marginal effect of an additional unit of x at a specific level of x is greater than 100. I ...
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1answer
111 views

variance-covariance matrix of a “zeroinfl” object [closed]

There is a command in R to derive the variance-covariance matrix of a glm (model) objects. Does any one know if there is a command which one can derive variance-covariance matrix of a Zero inflated ...
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1answer
85 views

How to calculate the impact on dependent variable with two independent variables with different sample sizes

I am researching a framework using regression analysis. With the beta coefficients I now want to calculate the correlation between my variables with the influence of another. So I have the beta of 0,...
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1answer
2k views

Adding new variables makes regression coefficients individually insignificant [duplicate]

I have a multiple regression where all my coefficients are significant. When I add new variables my initial variables become insignificant. Furthermore, my new variables (that in a simple regression ...
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1answer
442 views

Why can certain variables in a multiple regression not be included in logarithmic form? [closed]

I have a multiple regression equation where log(salary) = b0 + b1(ceotenure). What is the purpose of putting the dependent variable in logarithmic form? How would you interpret the change in y for a 1 ...