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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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Is it appropriate to use 3 linear regressions to assess the impact of one common independent variable?

I need to assess the impact of cultures on urban economies. The hypothesis is that more entrepreneurship oriented culture will better facilitate the local economy, controlling for other factors (that ...
17 views

Glmnet() returns different coefficients [on hold]

I want to get the regression weights from glmnet(). However, I get different coefficients with different methods. ...
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Interpretation of higher coefficient for group with smaller mean

I am running a fixed effects poisson model with robust standard errors in STATA (xtpqml). The model I run it on has my count data as dependent variable and then as my independent variable I have a ...
6k views

Testing a regression coefficient against 1 rather than 0

Brief caveat- I haven't dusted off my stats knowledge since some university courses a few years ago, and I'm struggling with cobwebs. I have a model where a linear 1 to 1 relationship has been ...
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relation between regression models [closed]

For the regression model $y_i =\beta_0 + \beta_1 x_i + \epsilon_i$, several times the change of variable $z_i =x_i -\bar{x}$ is done and the regression model $y_i=\phi_0 + \phi_1 z_i$ facilitates it. ...
131 views

Heteroskedasticity Question

I have a model that's affected by Heteroskedasticity: bptest(m1) studentized Breusch-Pagan test data: m1 BP = 65.055, ...
82 views

Coefficient marginal to interactions in linear regression

Consider this model: $$y = \beta_0 +\beta_1x_1 + \beta_2x_2 + \beta_3x_1x_2 + \varepsilon$$ Somebody told me today that the coefficient for the main effect of $x_1$ (i.e., $\beta_1$) will be '...
61 views

In linear regression, any intuitive explanation why duplicating samples will reduce coefficients' std-dev? [duplicate]

I read the explanation by Ocram here about how to calculate the stddev of coefficients in linear regression. I also run experiment with my sample data. I have test1 which contains 1000 samples; I ...
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Interpreting Logistic Regression Categorical Coefficients

So I have this question: If we fit a logistic regression with categorical predictor X with categories A, B and C, and have the estimated coefficients β0=−2.5 and βB=0.5 and βA=−0.2. (a) Interprete ...
48 views

how to interpret/report estimated spatial lag coefficients

I estimated a spatial lag model with pysal. I want to know how to correctly interpret and report the resulting parameter estimates (given that spatial spillover exists). R's ...
808 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 ...
166 views

Does the high coefficient of determination in this graph predict a huge spike in global warming? [closed]

I have had three semesters of college statistics as part of my BSBA degree. From what I recall from regression analysis the graph seems to show a very high coefficient of determination between CO2 ...
143 views

Why doesn't standardization work in the linear regression?

I have a matrix containing the attributes of the item and their corresponding rating. All of the attributes are in the range of (0,1) and the rating is in [1,5]. I transform the range of rating to (0,...
139 views

Why is the intercept in multiple regression changing when including/excluding regressors?

I have a seemingly naive question regarding the interpretation of the intercept in multiple regression. What I found several times is something like this: The constant/intercept is defined as the ...
202 views

F-statistics and coefficient p-value of model with only one variable

F-test tests the null hypothesis that all coefficient of variables in the model equal to zero. P-value in a hypothesis test shows the probability of having observed results if null hypothesis is ...
12 views

Converting coefficient of slope to autoregressive factor

I realize this is very fundamental. I apologize. Is there any way to convert the coefficients from a linear model into the decay factor if i want to express it as an autoregressive model? For a ...
1k views

Unscaling Principal Components Regression Coefficients to Match Linear Regression

I am working with a dataset. We can call it dataset. ...
15 views

Interpretation of a quadratic term on a log transformed target variable

I've done some searching and found several posts related to this, e.g.: In linear regression, when is it appropriate to use the log of an independent variable instead of the actual values? Suppose I ...
38 views

Interpreting statistical significance

Suppose I repeatedly run the same regression model for a set of individuals and I am interested in determining whether a given independent variable has a statistically significant impact on the ...
30 views

Get odds ratios with confidence intervals from a lasso regression model

I try to understand lasso regression. So far, I do understand that it can be used to shrink regression coefficients in case of few events. The coefficients of some covariates are even shrunk to zero. ...