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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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34 views

I did ridge regression and i am confused with coefficients

ridd=lm.ridge(mariner~o1+o2+o3,q,lambda=0.001) ridd o1 o2 o3 34.7597607381 0.0001989008 0.0393011905 -1....
33 views

How to test that two covariates have the same impact on dependent variable?

Given the model $y =\beta_0 + \beta_1 x_1 + \beta_2 x_2 + u$ where $x_1$ and $x_2$ have completely different scales and units, is it possible to test whether their impact on $y$ is the same? i.e. ...
111 views

Inconsistent Performance of PCA Results from SPSS

I've completed PCA with my dataset (16 variables) and extracted 3 factors. I then created an Excel spreadsheet where I can enter in user provided data and calculate the scores for each of the three ...
36 views

Is the constant value ignorable? [duplicate]

I am running a linear regression on SPSS. Basically I have 2 independent and 1 dependent variables; and I would like to understand which of my independent variable is more effective on the dependent ...
187 views

Counter intuitive result from logistic regression

I am looking at how well test scores can predict disease status (case/control). There are 6 tests total, A, B, C, D, E, F. And for tests A-E, a higher score is worse (i.e, a higher score is associated ...
63 views

Standardized Coefficients and Partial r

Ive looked over a few of the posts here on regression coefficients and partial regression coefficients but haven't seen an answer to this question, which maybe easily inferred from the other answers ...
265 views

Worryingly Huge Coefficients with Regression Discontinuity Design

I am running a regression discontinuity design for a project in the early stages. I'm unable to share the data or printouts at this point, for which I apologize, but hopefully the general issue I'm ...
65 views

Different coefficients of linear discriminants with the same raw data

I have just tried two ways to perform a linear discriminant analysis. Mode 1 This is the data, divided in two tables (printed from screen using R commander): They belong respectively to the two ...
1k views

Percent change interpretation in log-transformed regression: Percent change from what?

I am dealing with a regression model where both the DV and IV are log-transformed. I have found this explanation of how to interpret the effects (both in the Cross-Validated hyperlink and in ...
148 views

oaxaca decomposition: how to treat error term and do intercrossing intercepts matter

I am just wondering if I can decompose a difference in earnings let's say between year 1999 and 2002 into the difference due to a higher education level of labour market participants and due to higher ...
61 views

What to make of countervailing spatial regression coefficients?

I am running regressions across a country's counties (N about 300). I divide the country in two regions A and B to control for potential unobservables. My explanatory variable varies at the county ...
581 views

Standardized Coefficient (beta)

I am doing research on advanced manufacturing technologies such as Computer Aided Design, Computer Numerical Machines and Computer Aided Engineering. When I found their Standardized Coefficient (beta)...
44 views

Comparing effects of different methods when each method has multiple levels

I'm working in retail and we are trying to determine the effect (on units sold) of reducing an expense for a set of products within a product group. We have two methods of reaching this goal. One is ...
142 views

Regression coefficients significance

What are theoretical reasons to keep variables which coefficients are not significant? I have several coefficients with p > 0.05. What's causing large p values?
62 views

How can I create a linear regression model with some negative coefficients in R? [duplicate]

What I'm trying to do is to construct a linear model in a form like $$Y = \beta_0X_0-\beta_1X_1+\beta_2X_2 + \beta_3$$ where $\beta_0$, $\beta_1$ and $\beta_2$ are coefficient of predictors $X_0$, ...
31 views

I am very new to SARIMA and I am really facing a poblem which p,q,P,Q to use. Here is ACF and PACF of first-difference, two first plots (stationary) and ACF and PACF of first-seasonal difference (two ...
75 views

why is there a huge difference existed in coefficient of determination obtained from 10-fold cross validation?

I'm using gradient boosting regression model (GBRT). To evaluate this model, I use 10-fold cross validation, in each of which I set same param and compute the coefficient of determination as a ...
673 views

How to set up the initial data in the nls model

I am struggling with nls model given below. I have a blur idea how to set up the initial values in it. Shall I use "try and error" method or is there any other way to make it more systematic. ...
56 views

Model regression of means different size and variance

I want to explain the relation between getting a reply and posting in a e-commerce. I want to know how much a reply increases postings. I know I could do a regression of postings=f(replies) but the ...
89 views

Estimate linear regression using items randomly selected from an item pool

I am asking this question against the background of a linear regression with single predicted variable $Y$ and multiple predictors $X$. $X$ comes from a survey using an "item pool" which suggests that ...
54 views

Understanding Regression vs. Means/Median Results

I am having a little difficulty understanding my results - could someone help me understand how to interpret, and if my process is sensible? Here is an example of what I am doing I am trying to ...
71 views

Interpretation of two indexes Interaction Term

Respected Fellows. I will thankful if someone help me to explain my model results.my model is as follows. Yit=αPFit+βPSit+δ (PF*PS) it+εit Where Y is GDP per capita PF=Political Freedom Index ranges ...
166 views

Interpretation of Linear SVM Coefficients [duplicate]

I’m building a model using Linear SVM from the Scikit-learn package in Python. I have found that Linear SVM performs much better on my training set than Logistic Regression. My question is, is there ...
290 views

Compare regression coefficients within one sample

I run two univariate linear regressions within one sample (same subjects, two different conditions). Now I would like to know how to compare the regression coefficients in order to find out whether ...
111 views

Discrepancy between coefficient and mean difference in predicted values of logistic regression

I'm using a poisson-binominal logsitic regression model to analyze a list experiment (item count technique) where the outcome variable is a binary response of the respondent to a sensitive item (e.g., ...
182 views

Interpreting percentage units regressions

I am using a panel of 2249 schools with data from 2002-2008. Some of the schools are single sex schools whilst others are mixed sex. Some background on my regression: Consider the determinants of ...
625 views

Alternative to Chow test for equality of estimates, when the data for the 1st group is not available

My goal is to compare published regression weights estimated from a sample in another country, with those of the same model established on our data.There is ample evidence on the web that a Chow test ...
201 views

How to interpret this binomial logistic regression output in R

I have run my logistic regression model to find out whether the gender of a test name is a predictor of the gender of the word assigned to the test name. ...
184 views

Coefficients and Standard Errors

We have a last assignment for my poli sci stat class and these two have really got me stumped. We really didn't go over multiple regression very well so if anybody can help, I appreciate it! Your ...
1k views

Larger coefficients (economically) or flipped sign when using fixed effects instead of OLS?

Is it possible to get a larger coefficient (either a larger negative or a larger positive) when moving from OLS to a fixed effects regression? Furthermore, is it possible/likely for a coefficient ...
174 views

How to calculate Beta and coefficient of determination ($R^2$) from unstandardized coefficients in OLS regression? [duplicate]

I have a table in which the multiple linear regression results is provided. If I have unstandardized coefficients and standard error for each independent variable, is it possible to calculate ...
600 views

How do I interpret a coefficient on a normalized sum of dummy variables?

I've got several dummy variables that I'm combining into two factors, so FACT1 = DUM1 + DUM2 + DUM3 FACT2 = DUM4 + DUM5 Because there's a different number of ...
40 views

Significant lineal model (p value) but no significant parameters [duplicate]

I´m interested to know if it´s possible (and what it means) to obtain a significant linear model regression (p value=0.008) with coefficients fitted are not significant (p>0.05)?
63 views

Whats the biggest difference in calculating a simple regression model with/without a constant term?

I have calulated an OLS with and without a constant term. However, besides that the values are different I haven`t really found anything valueable? Therefore my question is: Whats the biggest ...
107 views

Fundamental question on significance in linear regression

In a standard multi-variate linear regression, the distribution of the regression coefficients is a multivariate normal. We still manage to build statistical significance tests for single coefficients,...
239 views

How can all-positive coefficients be chosen in 2nd order linear regression to minimize the number of coefficients?

(this question addresses an expanded case of How can factor-levels be automatically chosen in R to maximize the number of positive coefficients in a regression model?) I am performing linear ...
31 views

unstandardized coefficients where mean-centered X variables have +/- values from 0 [duplicate]

Possible Duplicate: How to interpret regression coefficients for a variable with takes positive and negative values? I'm performing negative binomial regression and one of my centered-mean X ...
78 views

Regressing regression coefficients

I'm looking for advice/opinion on whether the co-efficient(s) resulting from a geographically weighted regression analysis can subsequently be entered into an OLS regression as the dependent variable (...
723 views

How to explain change of sign on regression coefficient when another variable is added to OLS model? [duplicate]

I am trying to run an OLS regression, with log of per capita calorie as my dependent variable and age and years of education of household head, log per capita expenditure as my independent variables (...
60 views

How to achieve r value 1.0 with Linear slope angle 10° in R [closed]

I have been reading about the r value and its purpose, however the below image has altered my understanding(that r value represents Direction and Strength and also ...
100 views

Hypothesis testing for marginal effect

I have a quadratic linear regression of the form: y = B0 + B1x^2 I need to do a hypothesis test that the marginal effect of an additional unit of x at a specific level of x is greater than 100. I ...
116 views

variance-covariance matrix of a “zeroinfl” object [closed]

There is a command in R to derive the variance-covariance matrix of a glm (model) objects. Does any one know if there is a command which one can derive variance-covariance matrix of a Zero inflated ...
110 views

How to calculate the impact on dependent variable with two independent variables with different sample sizes

I am researching a framework using regression analysis. With the beta coefficients I now want to calculate the correlation between my variables with the influence of another. So I have the beta of 0,...