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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Interpreting regression coefficients based on Andrew Gelman's re-scaling method

I have two predictors in a binary logistic regression model: One binary and one continuous. My primary goal is to compare the coefficients of the two predictors within the same model. I have come ...
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267 views

Cross model comparison of quantile regression coefficients

I am looking for a way to compare coefficients obtained from quantile regression. The two surveyed models are nested, estimated on the same sample and for the same quantile. $$ Y = \beta_1X+\epsilon_2\...
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559 views

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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1answer
78 views

regression - does R2 only apply to measure linear regression performance?

Background According to Wiki: https://en.wikipedia.org/wiki/Coefficient_of_determination, $R^2$ is coefficient of determinant. The definition is $$ R^2 = 1 - \dfrac{SSE}{SST} $$ Since $SSE$ is ...
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263 views

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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252 views

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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49 views

Confidence interval for the increase in P(Y=1) from moving between 2 levels of a factor in logistic regression

I have a logistic regression model fit with one categorical variable $x$ that takes value in $\{1,2,3,4,5\}$. In R I have obtained the estimate and standard error for $\beta_0$ and $\beta_1$. The ...
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58 views

Efficient ways to partition rows of augmented design matrix $[X|y]$ into subsets with similar regression results?

Imagine I have $n$ observations on a regression model; are there any reasonably efficient methods for partitioning that into two (or more) roughly equally sized groups which almost reproduce the ...
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830 views

SARIMA, coefficients check

I would appreciate if someone could check the mathematical equation for the seasonal ARIMA (4,1,4) x (1,1,1) period 12 that I wrote. I have done it this way, but I am not really sure if it correct is. ...
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621 views

Aggregating Standard Errors for Predicted Probability Estimates

I obtain predicted values from a logistic regression for a certain outcome (e.g., mortality) at the hospital level – the data is at the patient level – and need to compute the average across hospitals....
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215 views

Backing out the standard deviation from information on baseline mean/s.d., and coefficient mean/s.d

I am trying to run a power calculation for a randomized control trial. For this I need a mean and standard deviation for our 'baseline'. There are papers out there which would have a mean and standard ...
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63 views

Quantile regression and linear regression coefficient comparison

I am trying to understand the concept of quantile regression by modelling the monthly expenditure on insurance on several variables. The R package ...
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1answer
48 views

How to test whether individual fits to regression line or not

I have a defined regression model for the healthy control (HC) group, with corresponding CIs of coefficients and of E(Y). I would like to test whether individuals belonging to another population (...
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1answer
43 views

Importance of regressors in time series data

Could anyone recommend bibliography or name some useful methods to analyze which (exogenous) variables are most important in determining the value of a time series? For context, I have a random time ...
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686 views

Interpretation of Elastic Net Regression Coefficients

I would like to interprete the coefficients of a elastic net regression (i'm using function glmnet()$beta in R). The coefficients of the elastic net regularized ...
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191 views

Is Omitted Variable Bias Always Bad? What are the implications of omitting variables from a regression that aren't easily obtained in the real-world?

Say I'm using multiple logistic regression to help caterers in a large city predict the probability invited adults will come to a wedding. Say I have a proprietary dataset of likely relevant predictor ...
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61 views

Find Feature Weighting in Deep Learning

If I train a deep neural network on standard tabular data (csv file etc. with labeled features) is there a good way to gauge how important each feature is in a particular new instance's prediction ...
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446 views

Multinomial Logistic Regreesion with Lasso penalty in R

I am applying regularized logistic regression (in R) to the handwritten digits data set. I have fitted a logistic multinomial model with lasso penalty to the training data. I am asked to obtain the ...
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509 views

What is the covariance between estimated coefficient of a regression model?

Consider the simple linear regression model: \begin{align} Y_i &= \beta_1 + \beta_2X_i + u_i \\ \hat{Y}_i &= b_1 + b_2X_i \end{align} (a) Show that the regression line always passes ...
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495 views

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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763 views

Can autoregressive coefficient values be greater than 1?

I am using multivariate autoregressive (MAR) models to fit my long-term dataset of species abundances and environmental variables but when I use only the data from a specific period of the year (e.g.,...
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5k views

R2 SCORE. Scikit Learn vs StatsModels

I have the next code (and question): ...
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534 views

What explains the correlation between the slope and intercept?

If $R^2$ explains the variation explained by a model, what explains the correlation between the coefficients given for a slope parameter and an intercept? I have been thinking of it in two ways: If ...
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3k views

Obtaining significance for variables in a linear discriminant function analysis

I have run a linear discriminant function analysis using the lda() function in the MASS library to determine which of 6 ...
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3k views

How to determine the significance of an interaction?

My question is simple: How do you determine the overall significance of an interaction (i.e. the marginal effect of $X$ on $Y$ for different values of $Z$)? But the background is a bit long-winded,...
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459 views

Finding standard error of beta coefficients in ridge regression using lambda

I need to get the standard errors of coefficients with Ridge Regression, by calculating the SE of the beta estimates after I choose the right lambda. ...
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538 views

Normality violations in multiple regression - report bootstrapped CIs, p values & t values?

I have analysed some data for a research project using multiple linear regression. However, normality assumptions for this method were not met in my data (and could not be resolved using ...
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2k views

Comparing nonlinear regression coefficients from independent datasets

I performed enzyme kinetics experiments on a three independent preparations of an enzyme and produced the following three datasets which I separately fit to the Michaelis-Menten equation: $$ V= \frac{...
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241 views

Test regression parameter against a constant in SPSS

This is a pretty basic question, but I can't find an answer by searching for different statements of the same problem. Is there a straightforward way to test if a regression parameter is different ...
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1k views

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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74 views

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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1answer
76 views

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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36 views

R - Interpretation of coefficients and written form of fitted model in lm() linear regression when using poly()

I've tried reading several resources on poly(), I'm not able to see an answer to my question. My question pertains how I might present my fitted linear model in a way that the coefficients are ...
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1answer
40 views

Intuition of second order differencing dependent variable on non-differencing independent regressor regression?

I have two time series sequences. One is $y_t$, which is non-stationary, and the other is $x_t$, which is stationary. Suppose I would like to do a regression of $y_t$ on $x_t$ to forecast $y_t$. The ...
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39 views

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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258 views

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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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 ...
2
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1answer
37 views

Linear Regression: Why do the coefficients change on the original IVs when you interact them, and add that new interacted-variable to the model?

Basically I want to know how the 'constant' value differs in each of the following models: Model 1: DV=income; IV1=gender (0=male, 1=female); IV2=location (0=east, 1=west) Here, I understand the ...
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1answer
59 views

Multiple regression with a factor variable in R

I'm trying to run a multiple regression on a dataset in R. The structure of the data that I want to use for the regression is as followed (only showing the variables I want to use): ...
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72 views

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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230 views

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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784 views

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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986 views

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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1answer
236 views

CUSUM test for regression model

I guess my question is rather basis. Unfortunately, I still did not manage solve it, although searching for hours. I have a linear regression model and need to do a CUSUM test for parameter stability....
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511 views

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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56 views

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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258 views

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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687 views

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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375 views

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 ...