# 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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### What is a reason that in Lasso Regression we can force all coefficients positive & intercept =0?

I have a regression problem where I need all coefficents to be positive and the intercept to be zero. I can do this in sklearn but i don't understand how the algoritm can force this conditions through ...
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### How to interpret coefficients of parametric terms in comp.risk?

I am trying to fit a flexible competing risks semiparametric regression model with the timereg package. My primary goal is to estimate the effect of Z on the cumulative incidence of the event of ...
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### Interpreting the Odds Ratio of a logistic regression model

I'm currently working on building a logistic regression model with the aim of predicting whether a given stock index will go up or down the following day. The table below shows the 3 models I've ran ...
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### Using the autohotencoder in PySpark for a linear regression but no reference category

I created dummy variables using the autohotencoder and as I have learned dummy variables you also need to have a reference category. However I have 7 dummy variables for the weekdays for example, so I ...
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### Regression coefficient problem

The question asks that when the case is $X_1 = 1$ (when I am an asian instead of other ethnicity, a dummy variable), then what is the value of $Y$? As the $b_1$ has a P-value much larger than $0.05$, ...
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### Insignificant coefficient in a regression

To simplify the question, for example, the interception, which is Beta 0, is +500 and the predictor X1 being 1, Beta1 being negative 100 and other predictors Xi are all 0. i.e. Y = 500 -100 X1. The ...
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### fitting suitable regression model to identify predictors from contingency table

so a study was conducted for some game and the probability of success of the game was noted in a contingency table. I have a 5x5 contingency table which is age group by task difficulty(split into ...
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### multiple regression coefficients - Standard error of intercept

I am implementing an R-type summary() function in python with the restriction to exclude use of scientific libraries. (assignment) I found this https://www.nd.edu/~rwilliam/stats1/x91.pdf material ...
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### Significance of fixed effect coefficients in multinomial logistic regression

I am trying to do a multinomial logit regression, and I understand that the fixed effects coefficients are a bit difficult to interpret and that they can in some cases be 0 or negative but actually ...
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### Slope estimator for the regression line through the origin

For a regression line through the origin with the equation: $$\tilde{y}=\tilde{\beta_1}x$$ How did we use OLS to get the below equation? I know it is by minimising the SSR but I can't seem to work ...
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### main effect significant while interaction insignificant in moderation analysis?

Please help with the following output. I have two IVs Example: (happiness IV1) (genderIV2) say on performance (Dv). question 1- I ran simple regression for happiness and performance as well as gender ...
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### Impact of individual features under multi-collinearity

Assume the following scenario: I have four features: $x_1$, $x_2$, $x_3$, and $x_4$ There are non-negligible multi-collinearity among the features. I want to predict $y$ (response variable) with ...
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### Removing multi-collinearity with PCA for regression analysis

I'm interested in studying the impact or importance of each feature on the response variable. I'm thinking running multiple linear regression with multiple features, and running regression analysis ...
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### R quadprog for coefficient constraints

I have the model that I need to estimate, Q = B0 + B1*Q1 + B2*Q2 + B3*Q3 + B4*Q4 + B5*Q5 with the coefficients constrained to: B2 * B5 - B3 * B4 = 0; I believe I can use the quadprog package to ...
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### simulate data for multiple regression based on standardized coefficients and covariance among predictors

I want to simulate data for multiple regression based on standardized coefficients (denoted $\beta^{'}$) and covariance structure among predictors. My problem is that I don't know how to determine the ...
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### SpatioTemporal regression

I have a data-set containing rain value for 6 stations and station coordinates (lat,lon). I used lm function taking lat,lon,day, their interaction and rain as below: ...
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### Identifying most significant variables in multiple regression

Imagine that the total cost for 100 patients undergoing the same procedure in a hospital, is further broken down into 10 cost categories (such as the surgery fees, room charges, consumables cost etc). ...
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### Dealing with oversized effects in Linear Regression

I'm learning about GLMs and interpreting regression coefficients and so I'm experimenting with simulated data and pymc3. I've synthesised a dataset where X is an array of 5 normally distributed ...
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### Interpretation of higher coefficient for group with smaller mean

I am running a fixed effects poisson model with robust standard errors in STATA (xtpqml). The model I run it on has my count data as dependent variable and then as my independent variable I have a ...
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### Interpreting Logistic Regression Categorical Coefficients

So I have this question: If we fit a logistic regression with categorical predictor X with categories A, B and C, and have the estimated coefficients Ī²0=ā2.5 and Ī²B=0.5 and Ī²A=ā0.2. (a) Interprete ...
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### Converting coefficient of slope to autoregressive factor

I realize this is very fundamental. I apologize. Is there any way to convert the coefficients from a linear model into the decay factor if i want to express it as an autoregressive model? For a ...
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### Corroborating a differnce in differences identification strategy

I read in Mostly harmless econometrics that a good way of testing whether a difference in differences is a good identification strategy is running this equation: where the first sums are post-...
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### Validity assessment of multiple regression marketing mix model

My employer has engaged a consultancy firm to carry out marketing mix modeling in order to quantify the impact of various marketing activities and promotional campaigns on overall sales and also for ...
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### the constant coefficients are penalized in the ridge logit conditional model?

I am estimating a conditional ridge logit model, there is very little bibliography about it, and I do not know if the constant coefficients are penalized. My model has 2 variables and 3 alternatives, ...
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### Correlation formula for a Quadratic

I have used quadratic regression on a dataset to find the graph of best fit, that is, finding the coefficients a, b and c in the general formula of y = ax^2 + bx + c. Having done that I would now ...
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### Regression coefficient signs different for log/asinh and level versions of same variable

I ran two regressions. First, say, y=Ī²x, and the second one, asinh(y)=Ī²x, which I read is asymptotically equivalent to log(y)=Ī²x, where x and y are the same variables with same data set for these two ...