# 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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233 views

### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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 ...
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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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 ...