# 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.

1,703 questions
Filter by
Sorted by
Tagged with
16 views

### Reporting non-significant regression analysis?

As a result of attached regression analysis I found non-significant results and I was wondering how to interpret and report this. I am a self-learner and checked Google but unfortunately almost all of ...
16 views

### Removing NAs from multiple logistic regression coefficients in R (tidymodels)

I am running a logistic regression with about 60 variables. And some of my variables have NAs in their coefficients. There are no NAs in data though. I read this question and it makes sense for me, ...
20 views

### Include or discard non-significant coefficients in the total Y estimate/calculation?

In Y= b0 + b1x1 + b2x2 + b3 x1 * x2 where e.g. b1 is not significant. What is the correct estimate (calculation) for Y? Since b1 is not significantly different from 0, wouldn't a correct ...
29 views

### Where does this formula for the OLS estimate as a function of the true parameters come from?

Suppose that in the population: $$y = \alpha + \beta_1 x_1 + \epsilon$$ We now estimate the model: $$\hat{y} = \hat{\alpha} + \hat{\beta_1} x_1$$ I have seen the following formula which writes the ...
10 views

### Writing OLS estimates as a function of real parameters in case of multivariate regression

Suppose that in the population: $$y = \alpha + \beta_1 x_1 + \epsilon$$ We now estimate the model: $$\hat{y} = \hat{\alpha} + \hat{\beta_1} x_1$$ If we try to estimate $\beta$ using OLS, we have ...
14 views

### Variance of regression coefficients difference - approximating covariance

I have a following question. Let’s assume that we have a following linear model: $y = b_1x_1 + b_2x_2 + … + b_nx_n + b_m$ I would like to find a difference between coefficients with its accompanying ...
29 views

### If X^2 is not significant but X is significant, do I have to remove X^2 and run again the regression analysis?

Model DV ~ W+PDSR+Corr+(FAGDP1+FAGDP2)+log(PCGDP)+Exp+Pop+Health FAGDP2=FAGDP1^2 Result: After removing FAGDP2(FAGDP1^2) from the model, FAGDP1 turns to be insignificant Am I right in removing FAGDP^...
46 views

### Why T-test used in linear regression doesn't consider sample size

In case of hypothesis test we usually use z-test for larger sample size and t-test for smaller sample. but in linear regression analysis why do we always use t-test for individual coefficient even if ...
36 views

### Adding a constant to predictors for Log transformation

I have a dataset to predict customers' Churn that contains categorical and numeric variables. I intend to perform a Logistic regression. I want to apply log transformation to some of the numeric ...
32 views

### Explained variance score vs $R^2$ score

I came across explained variance score and $R^2$ score in scikit learn docs. Docs defines exaplained variance score as: $\text{explained variance} (y,\hat{y})=1-\frac{Var\{y-\bar{y}\}}{Var\{y\}}$ ...
13 views

### Directional derivative in regression (coefficients, after all, are partial derivatives)

The coefficients in a (let's stick with linear for now) regression are the partial derivatives. A regression equation is a function of several variables, so all of the multivariable calculus tricks ...
9 views

### The Frisch-Waugh-Lovell Theorem and a Regression Coefficient

I am wondering how the following statement holds. There is a two-way fixed effects model: $$y_{it}=\alpha_i + \gamma_t + \beta D_{it}+e_{it}$$ where $\alpha_i$: individual-fixed effects, $\gamma_t$: ...
64 views

### Combining two slopes of linear regression

Let's say we have two linear regression results Y = a + bX + error X = c + dZ + error Why can't we just use 1) and 2) to deduce that slope of Y~Z = bd without having to do actual regression between ...
9 views

### Could a nomogram be built from meta-regression coefficients?

I'm trying to build a nomogram from meta-regression co-efficients. The meta-regression model is done using the metafor package. However, I would like to represent the results into a nomogram. The RMS ...
19 views

### Linear Regression: Multiplying the coefficient by the mean

I have a coefficient that represents per minute of watching videos. I am measuring against the dependent variable of exam scores. I also have the mean of the minutes of watching videos from ...
106 views

### (Why) Are stepwise regression coefficients biased?

Issues with stepwise regression are known to statisticians. It yields R-squared values that are badly biased to be high. The F and chi-squared tests quoted next to each variable on the printout do ...
15 views

### fit-coefficient for non-linear function

I have a sigmoid (growth) function, in python: def sigmoid(x, centroid, k, amplitude = 1): y = amplitude / (1 + np.exp(k*(centroid-x))) return y It is ...
30 views

### Coef and Polynomial equation

I have a problem about the coef of polynomial, from machine learning. ...
44 views

### Logistic Regression - Feature Interpretation [duplicate]

I have fit a logistic regression to predict a given binary outcome, and the estimated coefficient associated with one of the features, feature $x$ let's say, has a value $\theta$. The interpretation ...
14 views

### Transform regression model with all logged terms to 'unlogged' form [duplicate]

I have two independent variables to predict my independent variable. For both theoretical and practical reasons, it made sense to log all of the three variables. In R formula: ...
16 views

### Trouble with obtaining constant matrix to find variance-covariance matrix of regression parameters

I have been working on an exercise from Applied Linear Statistical Models - 5th edition- by Kutner. The question is asking me to obtain the variance-covariance matrix for a polynomial regression of ...
34 views

### Meta-analysis effect size conversion: regression coefficient to correlation coefficient (r)

I am trying to extract data from an article for a meta-analysis. I would like to convert the following information into a correlation coefficient (r): Pre-covid period: Nov 19 2019 - March 2 2020 (...