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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1answer
807 views

Promotion analysis with regression, negative coefficients

I used multiple linear regression to model promotion effects on sales on sample retail store, but some coefficients becomes negative. As a business interpretation, should I consider these promotions ...
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865 views

Interpretation regression coefficients predictors and dummy variables

I have to run a regression predicting the DV (continuous) from an equation with: Y = X1(dichotomous factor, coded 0-1)+X2(dichotomous factor, coded 0-1)+X1X2+M1+M2+M3+...+Mn, where M1...Mn - ...
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378 views

Calculate coefficients in a ordinal logistic regression with R

Following the question about manually fitting logistic regression, can someone provide the same 'manual' way to fit a ordinal logistic regression with ordered categorical response?
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1k views

Comparing coefficients of two variables: one is significant, the other is not significant

I'm trying to test whether the coefficient for one independent variable ($X_1$) is larger than coefficient for another variable ($X_2$) in predicting the dependent variable ($Y$). For example, my ...
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1answer
307 views

Coefficient of Determination: For the perimeter and area of a square: Why different?

When calculating the coefficient of determination for a square, why is it that if you use the data set for the side length of as X= (1,2,3,4) and the perimeter as Y=(4,8,12,16) the Coefficient of ...
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2answers
156 views

Interaction variable in multiple regressions

I am running regressions of the sort: $$ y_{i}= \alpha + \beta T_{i} + \gamma G_{i} + \delta( T_{i} * G_{i}) + \rho X_{i} + \epsilon_{i} $$ where $T_{i}$ is binary treatment variable, $G_{i}$ is ...
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1answer
83 views

Coefficient marginal to interactions in linear regression

Consider this model: $$y = \beta_0 +\beta_1x_1 + \beta_2x_2 + \beta_3x_1x_2 + \varepsilon$$ Somebody told me today that the coefficient for the main effect of $x_1$ (i.e., $\beta_1$) will be '...
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1answer
45k views

Should I report the standardised or unstandardised coefficient in a regression?

When I run a multiple OLS regression, SPSS will give me a thing called a 'standardized coefficient' and another called an 'unstandardized coefficient'. I understand that, essentially, the ...
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1k views

SEM: Is there a way to constrain the standardized path coefficients to be equal in Mplus?

I read that in order to test whether 2 paths in a structural equation model significantly differ from each other, you have to compare one model in which both paths are allowed to differ with a second ...
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1answer
2k views

Analysing transformed data

Is it possible to carry out normal multiple linear regression when the dependent variable and one predictor variable have been transformed using square root transformation? (as they did not follow ...
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280 views

Independence of mutually exclusive dummies in same regression?

I have been wondering about this for a while. When I have mutually exclusive dummies in the same regression, are their coefficients independent? For example, suppose I have the following: $y_{i}=\...
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5k views

Comparing regression coefficient with same model but two distinct samples

I am currently completing my dissertation. My study is cross-cultural and looks at predictors and inhibitors to adoption of technology in two countries (Thailand and Australia). I have a hypothesised ...
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1answer
683 views

Dynamically generating regression coefficients and tracking their change over time

I'm running a generalized linear model (quasi-poisson regression) as a cron job in R that trains on data from an SQL query. The SQL query pulls data from the last 30 days. Depending on the sample of ...
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1answer
26 views

Need help with regression output

I am pretty confused right now. This is my homework, I need to find the missing values (coefficients, standard errors, r, and r squared) only using the regression result. I went over my textbook a ...
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1answer
43 views

Regression points and regression table on bayesian model

I used bas.lm() function to build a bayesian model in R, but when it comes to run the get_regression_table(model) and get_regression_points(model), it says "Only simple and multiple linear regression ...
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1answer
151 views

Interpreting coefficients and understanding logistic lasso

In lasso regression, increasing the regularisation strength/shrinkage penalty eventually forces all of the regression coefficients to zero. In this instance the regression is logistic. The plot shows ...
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1answer
106 views

Calculating regression coefficients from the covariance matrix involving categorical variables

Prelude Let us start by generating some data: ...
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1answer
103 views

Interpretation of regression coefficients with different subsets of independent variables

I have a multiple regression problem. Let's say there is a physical system with a true model: $$ y = b_0x_0 + b_1x_1 + b_2x_2 \;\;\;\;\;\;\;\;\;\; (1) $$ Now, imagine I only have access to a ...
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1answer
95 views

Averaging beta and slope from several regressions, spurious regression slopes by group

This question is partly a question from ignorance of the statistics, and part an R question. I've moved this question over from Stack Overflow since it's more about the theory. I have growth data ...
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1answer
623 views

Estimators of MultinomialNB classification

Does anyone knows how sklearn.naive_bayes.MultinomialNB estimates the model ? http://scikit-learn.org/stable/modules/generated/sklearn.naive_bayes.MultinomialNB.html And how can i know the ...
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2answers
531 views

Compare coefficients of two independent variable from two regressions models with the same dependent variable

I have the two following regression: $$y=X_1\beta_1+\varepsilon_1$$ and $$y=X_2\beta_2+\varepsilon_2$$ $x_1$ and $x_2$ are indicator variables and very similar. One expert claim that the two ...
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1answer
475 views

How to interpret regressors when the dependent variable is standardized?

How to interpret the regressors coefficients when the dependent variable is standardized?
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2answers
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How to test if the influence (coefficient) of a explanatory variable have changed over time?

I have data for five different elections and want to test if the influence of campaign spending on the electoral result has increased or decreased from one election to another. I am running a linear ...
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1answer
4k views

How do I interpret the slope coefficient of a variable expressed in percentage terms?

The regression is as follows: Y - Crime rate per 1,00,000 of the population X - Inequality : expressed as percentage of people living below the poverty line In the data values of Y are the numbers ...
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1answer
6k views

Changing units of measurement in a simple regression model

Assume a simple regression model, $y = \beta_0 + x\beta_1 + u$. I decide to change the units of measurement for the explanatory variable and the response variable. Do the $\beta_0$ and $\beta_1$ ...
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1answer
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Meaning of flexsurv's flexsurvreg res.t outputs

I am trying to understand the meaning of the coefficients estimates of the output of flexsurv's flexsurvreg function. For example, let us assume I want to perform the survival analysis and fit of a ...
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1answer
289 views

Comparing importance of predictors in different datasets in GLM

I want to compare the importance or 'predictive power' of the same feature/covariate in 2 different datasets. Specifically let $[\bf{y}_1,\bf{V}_1]$ be my output & design matrix of dataset 1 & ...
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2answers
1k views

Sample size of the levels of a categorical variables

Is there a generally acceptable sample size for the levels of a categorical variable included in a regression analysis? For example, if we have a variable color with 3 levels: 5 reds 140 blues 155 ...
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1answer
418 views

How to predict from glm created with average values?

I want to predict count data (example: people visiting a beach) based on some predictors (example: temperature, cloudiness). I have created a generalized linear model (with Poisson distribution and ...
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1answer
95 views

Regression specification consequences

Suppose a true model is $Y_i = βX_i +u_i$ , where $β$ is parameter and $u$ is the random error, and $i$ denotes the number of observations. But instead of fitting this regression through the origin, ...
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1answer
86 views

Different coefficient values from multiple vs. bivariate regression under orthogonality

I wonder how to generate such data, so that in single variable regression feature coefficient would be positive, and in multiple regression would be negative. So I read several related questions on ...
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1answer
657 views

Regression with multiple dummy variables and dummy interactions

I have a model measuring Click through rates using 3 dummy variables. Placement location (PL1 vs. PL2) Ad type (Text vs. RM) Device type (Mob vs. Desk) Additionally I want to measure the interaction ...
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1answer
106 views

Finding if the coefficients are significantly different from each other

I have a dataset which is segmented into two independent groups. I used multinomial logistic regression to estimate the coefficients corresponding to explanatory variables in both the groups. The ...
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1answer
108 views

Standardized coefficients to zero mean

I was reading in the literature that in order to compare linear regression results with independent variables & categorical (variables), it is recommended to standardize the coefficients to a zero ...
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1answer
113 views

How to check for confounding factors

I have been doing an analysis using a difference in difference setup. In my raw sample I use OLS and first difference (two time-periods) and I get the effect that I would expect. Namely that shocks in ...
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1answer
724 views

Testing the statistical significance of regression coefficients in a logistic regression

Are only the p-values relevant when testing the regression coefficients of a logistic regression? Does the z-value of a coefficient give any further information about the significance of the ...
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2answers
5k views

ARDL/Error Correction Model: long vs. short run, restricted vs. unrestricted

I have a few questions about unrestricted error correction models. The UECM for a model where $Y$ is the dependent variable and $x$ is the sole independent variable is given by $$ \Delta Y_{t}=\...
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1answer
57 views

Regression with related coefficients

I've worked out that some physical process has the form $y = ax_1 + (1-a)x_2$, and would like to perform regression to find $a$. I thought about multiple regression of $y$ on $x_1$ and $x_2$ and ...
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1answer
2k views

How to proof relationship between inverse covariance matrix and linear regression coefficients?

Edited: I would like to work out the above relationship, more precisely: Let $(Y_{1}, ..., Y_{m})$ be a zero-mean vector with covariance matrix $\Sigma$, and let $S \subset \{1, ..., m\}.$ The ...
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1answer
134 views

What is a measure of association that conveys actual similarity of values between two variables and not just correlation?

Background: I would like to offer readers a statistic that conveys the similarity of two sets of numbers. I thought that I had what I needed with correlation coefficient (indeed, I have a coefficient ...
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1answer
123 views

Is the statistical significance of a regression meaningful if it has poor out of sample performance?

I want to determine the significance of a particular variable, among many confounders. If I fit a model on the training set and observe a small p value, should I discard the model because it ...
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2answers
2k views

Positive correlations to dependent variable, but negative coefficients

First of all, sorry for the huge pictures, but I'm in desperate need of some input and help on the results following a study. I'm trying to interpret the results from my study, but I can't quite ...
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2answers
805 views

Interpreting main effect coefficient in different models

My interest lies in finding the "right" correlation between a continuous IV ($x$) and a continuous DV ($y$). At first I ran a simple linear regression: $$ y=a+b_1 x $$ However, lots of other factors ...
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73 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
72 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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0answers
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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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1answer
35 views

Substantive Interpretation of Negative Binomial

I am trying to interpret the output from a negative binomial regression. Online, I read that we can exponentiate the coefficients to get substantively significant values. However, I know that this ...
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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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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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0answers
250 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 ...