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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129 views

common trend test-coefficient plot

I'm doing the common trend test for DID, and want to use "coefplot" to make a coefficient plot, but I don't know how to show the last pre-treatment period(coefficient is zero) on the plot, since this ...
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43 views

General formula for standard error of the regression coefficients

Can this formula be used for calculating standard error of the regression coefficients? $$ SE(\hat{\beta}_{j})^{2} = (1 / (1 - R_{j}^{2})) * (\sigma^{2} / \sum_{i=1}^{n}(x_{ij} - \overline{x_{j}})^{2}...
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66 views

How to calculate the multinomial logistic regression's intercept and coefficients manually?

I have a trouble on calculating the multinomial logistic regression's intercept and coefficients manually. Although I managed to get the coefficients from SPSS but I don't understand how to get them ...
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33 views

How to express the estimation result

I would like to ask you how to express the following regression analysis. $Y=a+bX+cZ+u$ I want to mention that $b$ is significant. In this case, which sentence in the following correct? (1) The ...
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57 views

Comparison of nested regression models vs predictor's significance within model

I am building regression models to evaluate the effect of several characteristics of genetic variants (my predictors) on a handful of phenotypic parameters (continuous and binary - hence I am building ...
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102 views

Likert Scale for Linear Regression vs Ordinal Logistic Regression - R Square Interpretation

I'm fitting a response variable that assume values between 1 (Very Dissatisfied), 2 ,3 ,4 and 5 (Very Satisfied). My explanatory variable assumes also values between 1 and 5, in other words, dependent ...
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26 views

Derive p value from t distribution [duplicate]

I have difficulty of understanding p-value from An Introduction to Statistical Learning by Gareth James • Daniela Witten • Trevor Hastie Robert Tibshirani (2015) : 67 Consider simple linear ...
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108 views

How to interpret a VAR model without significant coefficients?

I am trying to investigate the relationship between some Google Trends Data and Stock Prices. I performed the augmented ADF Test and KPSS test to make sure that both time series are integrated of the ...
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141 views

Attempting to interpret both Beta Regression and transformed DV model results

After reading a good amount of the answered questions on interpreting Beta Regression results (Best explanation here) and reading through the Betareg vignette, I still feel a lack of confidence ...
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488 views

Why are the coefficients in a multinomial logistic regression a matrix?

I am conducting an analysis in which I have 3 different groups and a set of 80 continuous variables that I think can discriminate between the 3 groups. I want to: see if indeed I can discriminate the ...
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34 views

Non significant intercept in linear model [duplicate]

I am a beginner in statistics so I would like some help with literature. I have a linear model $Y= b_0 + b_1 X^2$ Intercept $b_0$ is not significant (sig: 0,09 > 0,05) but $b_1$ is very significant. I ...
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49 views

Can I compare coefficient values from different models?

I'm modeling conversions with a logistic regression. Each conversion can have up to 3 events (page visit, fill questionnaire, and call). I have 3 domains let's call them A,B, and C. Rather than using ...
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93 views

Comparing logistic regression coefficients across similar models

I have a bunch of control demographic variables (collectively termed D) and a dependent variable of interest (y). I also have quite a few independent variables of interest (xi). Goal: I want to ...
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23 views

Translate linear model to logistic model

I have a linear model Success rate = 0.4019201025 + Match( :X1, -1, -0.14838901625, 1, 0.14838901625, . ) + Match( :X2, -1, -0.247752255, 1, 0.247752255, . ) I want to translate it into logistic ...
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612 views

Interpretation of regression coefficient, which is dlog-log variable? [duplicate]

Can anyone suss out the interpretation of beta here: D.log(gdp) = alpha + beta(log(military expenditure %) Where D.log(gdp) = growth of GDP (first difference of log(GDP) Would it be: A 1% point ...
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56 views

Correlation of variable to squared variable

If I have a certain variable, let's say Age. Then why if I square this variable, is the correlation between $age$ and $age^2$ not equal to 1. e.g. I get a correlation coefficient of 0.983. is this ...
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573 views

Multiple regression: determining unstandardized coefficients from standardized coefficients

As you can see in the picture, I have to determine what the unstandardized coefficients (B) are, but I don't know how and which formula I have to use. I thought about using the standardized ...
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109 views

Regression with percentage dependent, log and linear independent

I have read a lot of questions and answers but I am still confused for my case. My dependent variable (employment growth) is measured : $$ \frac{((number\ of\ employees \ in \ year\ t) - (number \ of ...
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122 views

parameter estimate vs post-hoc in linear mixed effects models

I am fitting a linear mixed model with lme4 in R. The model has a single factor (des_days) with 4 levels (-1,1,14,48), and I am using random intercept and slopes. The model fit looks like this: ...
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279 views

Panel and time fixed effects interpretation

I am trying to interpret coefficients in a fixed effects regression. When including panel fixed effects I obtain: depvar=23+0.51indepvar +e When including both panel and time fixed effects I get: ...
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702 views

If I have significant linear and quadratic terms, can I interpret both of these results?

I would have thought there'd be an answer to this question on here already, but I've been unable to find it, so I apologize if this is a repost. If I have a regression model of the form ...
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621 views

Dummy Variable Interpretation

I'm new to econometrics,but for my university project I have to interpret the results of this equation: \begin{align} \ln(bil.export)= b_0 + b_1 \ln(Dist)+ b_2 ln(pop)+b_3 ln(per.cap.GDP)+ b_4(...
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How to select a proper model for my problem?

I need to calculate coefficients of a regression model using sklearn: X = ...
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1answer
233 views

Monotonic constraints in regression model with interaction

I'm trying to figure out what constraints I need to use to have monotonicity (both on $x$ and $z$) on the regression model with interaction. My model is: $$\mathbb{E}[Y|x,z]= \beta_0+\beta_1x+\...
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23 views

Continuous variable for logistic regression [duplicate]

I'm new in machine learning and have a question regarding a continuous variable which I want to use in my logistic regression. On the first view the variable seems to increase the probability of the ...
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53 views

How do I interpret a loss of significance when adding another term to a model? [duplicate]

I have several regressions in my bachelor's thesis about macro economics. In the first regression one particular coefficient was significant on the 5% level. Let's call the significant coefficient C1, ...
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25 views

Are logistic model coefficients estimated from two different populations significantly different?

This might be a really naiive question but I couldn't find an answer anyway. Say we have two populations, test and training. We apply a logistic model of interest to the training data and get a bunch ...
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15 views

Is this a sensible way to examine the effects of x on y for two different groups?

Let's say I have data from a number of brain regions in both teenagers and adults. I want to know if brain regions b1, b2, etc (selected based on theory) differ in their effect on a normally ...
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22 views

Choice of model for different proxy of explanatory variables?

Let's suppose the true regression model is: $$Y = \alpha + \beta X + \epsilon$$ where, $Y$ is dependent variable, $X$ is independent variable, and $\epsilon$ is residuals. My objective is to ...
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351 views

How can I impose such constraints on regression coefficients in practice?

I am estimating a linear regression model with the dependent variable $y$ and $k$ explanatory variables $x_1, \ldots, x_k$: $$y=\beta_0+x_1\beta_1+ \ldots+ x_k\beta_k + \epsilon.$$ In the estimation ...
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322 views

How to interpret coefficients of nominal independent variables in Weka?

I'm struggling a bit with interpreting the output of a linear regression in Weka. This is my model: ...
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91 views

Relating coefficients: partial derivative of ratio vs. ratio of partial derivatives, with logs

Consider the following regression: $$y_{ij}=\beta_a \times \log(A_{ij}) + \beta_b \times \log(B_{j}) + \tau_j + \mu_{ij}$$ where y, A and B are variables that vary at the $ij$ and $j$ levels ...
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109 views

Linear regression with over 15 million datapoints with several factors

I want to use linear regression on a very large dataset with costs corresponding to about 15 million entries. For each of the 15 million entries I have several independent categorical variables. I ...
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1answer
97 views

Interaction between Binary Predictors in Multiple Linear Regression?

I have made a model with continuous and categorical(binary) predictors, with the dependent variable being continuous. Can I create an interaction variable between 2 binary predictors and add it to ...
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1answer
96 views

Comparing the correlation coefficients of two groups

In the study I am conducting, (Group A) the correlation coefficient between black & white imagery and retention is given by R1 and is significant. And (Group B) the correlation coefficient between ...
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112 views

What is the intuition behind loss functions in regression? Can I create one? What rules should I follow?

My question arises after reading this link, which presents 7 methods of regression, we know that each of these methods is determined by a loss function, my question is What is the intuition behind ...
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31 views

How to make illumination patterns?

I am performing illumination correction using regression methods, let's say polynomial method. If we use 3rd order polynomial in 2D we will have 10 coefficients to estimate. I manually chose these ...
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1answer
901 views

Effect of scaling the dependent variable

I was wondering about this problem while I was running a normal regression. Assume that we have the standard regression setup with one dependent variable $Y$ and an independent variable $X$, and the ...
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34 views

Converting from log-standardized units to ordinary units - challenge with interpreting correctly

I have a variable X that I first log (base e)-transformed say log_X and then standardized i.e., log_X_s = (log_X - mean(log_X))/sd(log_X). I'm trying to use log_X_s in a logistic regression model and ...
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118 views

Why do we Compare Correlation Coefficient?

In the study I am conducting, (Group A) the correlation coefficient between black & white imagery and retention is given by R1 and is significant. And (Group B) the correlation coefficient between ...
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1answer
754 views

How can I find a specific variable coefficient for an individual in a fixed effects model?

I have specified the following model in R using the plm package. ...
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34 views

ANOVA vs regression output: what is the difference in interpretation of main effects and interaction terms [duplicate]

Could someone please clarify for me the difference in how interaction and main effects terms should be interpreted in ANOVA and regression? I understand that in regression, the coefficients for the ...
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110 views

significance test of a coefficient of a log-log regression

let's say I have the following model log(y) ~ log(x1) + log(x2) and I want to test the if an increase of 1% in x1 will will ...
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121 views

In regression, what is the limit for correlation between the dependent variable and those being regressed on it?

At what point does the correlation coefficient between two variables rule out the inclusion of one of those variables as a regressor on the other in multiple regression? Is between .6-.7 too high? ...
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1answer
67 views

Multiple regression question

$H_0: B_0=B_1=B_2=B_3 ... =0$ $H_1: \text{ at least one is not equal to zero}$ I am doing a research project and I am lost trying to figure out this problem. I have negative coefficient, I have ...
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2answers
193 views

rstan: Diagnostics of regression

I ran a simple normal regression in rstan with some informative priors. My data has heteroskedasticity and would like to fix the same. However, am new to bayesian regression and rstan. My questions ...
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60 views

Computing R^2 given cov matrix and R^2 from regression on another parameter

Consider the linear regression model with design matrix $X = [x_1 \mid x_2 \mid \cdots\mid x_p] \in\mathbb R^{n\times p}$. Assume that $x^T_j 1_n = 0$, for $j = 1, \ldots , p$, that is, the columns of ...
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38 views

Decrease in BIC value despite very low beta-coefficient

I used the Bayesian Information Criterion (BIC) to aide in multiple model selection. I want to predict the amount of phosphorus which is extracted by P-test A (DL-P) based on the amount that is ...
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171 views

Presenting binomial glmer with both continuous and binary factor variables

I have binomial outcome data with predictors that are binary factors (presence/absence) and predictors that are continuous variables. I know to scale continuous variables, but what is proper way to ...
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1answer
113 views

Do demographic variables need to be standardized when population size is included as a covariate?

I am doing a fixed effects regression where the dependent variable is number of people in an treatment facility in a given state/year. We are also including a population size control variable. I am ...