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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 ...
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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 ...
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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 ...
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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. ...
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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 ...
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 ...
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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 ...
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 ...
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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 ...
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Ordinal Logistic Regression in R - Understanding coefficients

I am creating an OLR model using R with the polr function in the MASS package. All of my predictors are also ordinal data, all of the data is the integers from 1 to 5 coming from a customer survey. I ...
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Incorporate continuous group level variable in a hierarchical model?

I aim to assess the effects of difficulty (continuous variable) and trial type (0/1) on whether a subject has been correct in a logistic regression model. However, I have also measured subjects ...
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R-squared and sample size

I was wondering if R-squared is affected by the sample size? Is adjusted R-squared also affected? The reason behind this though is, that i have run a multiple linear regression on two samples. The R^...
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Dynamic regression, models with coefficients = 0 chosen as top models

I am running auto.arima on part of a time series (training data) using all possible combinations for several external regressors. I then choose the top 5 models according to fit to testing data using ...
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Interpretation of functional regression models for scalar response

I have an application scenario in which I want to determine a single outcome from the course of a series of measurements. I decided to give functional regression a try, so I read and ran the example ...
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Incorporating rank-ordered logit results from different samples

I would like to create rank-ordered logit models to predict the outcome (winner in this case) of variants of a multi-player game. For the most part, the predictors for each variant differ. However, in ...
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Shapley value vs ridge regression

My goal is to get the feature importance for multiple regression. I have a data set with some multicollinearity. I found two methods to solve this problem. The first one is the Shapley value. ...
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Testing the difference between two independent regression coefficients

I would like to test the difference between two independent regression coefficients. David C. Howell's book 'Statistical Methods for Psychology' (Chapter 9.11) suggests that there is a t-test for ...
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Results of a survival analysis change when converting the data to counting process format

Consider the following simple example: ...
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How to calculate coverage rates for 95% confidence intervals for estimands (like regression coefficients)?

I'm working on a Synthetic Data Generation model, and I'm confused about a metric mentioned in a seminal paper (details of paper added below) Context: Synthetic Data Generation involves sampling from ...
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OLS reinterpretation (?)

I have read on a book written by a professor something similar to the following and want to check this statement on the forum, since it is the first time I have heard it. I have read that the OLS ...
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Determining Intercept for Regularized Logistic Regression

Going off of the standard set up, we have $N$ observations and $P$ predictors stored in the data matrix $\mathbf{X} = \{ x_{i,j} \}$ for $i = 1, \ldots, N$ and $j = 1, \ldots, P$. The response is ...
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How do I compute a Cohen's d from b weight and standard error?

From Table 3 and the paragraph below, you have a good deal of the information I have available. N's for taser and non-taser conditions are 339 each. My initial inclination is to take the raw B weight ...
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How to get this coefficient in multiple linear regression?

I'm reading a paper in epidemiology. https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2744485/ While I'm reading this article, there is a formula about multiple linear regression.(in this paper, (2) is ...
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addressing the effect of the independent variable on the dependent variable for 2 different types of individuals

I am estimating the effect of a continous treatment X (that goes from 0 to 1) on a dependent variable y (data is taken through an experiment). I have around 250 Individuals in my dataset that can be ...