# Questions tagged [regression]

Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

18,205 questions
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### conditonal / segmented regression

I have a general question regarding the methodology of "conditional" or "segmented" regression. I have a data set of values (x,y) and I am interested in defining a model for y as a function of x at ...
2answers
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### regression tree vs linear regression

I'm using one explanatory variable in a regression tree and in a linear regression. The tree finds a split (with variance reduction splitting rule), though R2 is pretty small (0.2). On the validation ...
0answers
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### Partial Collinearity in Regression

I had a doubt about the effect of multi-colinearity in regression analysis. I understand if two variables are co-related we cannot disentangle the effects of one from the other on the target variable ...
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### Help with saving stats in rms bootcov [migrated]

I'm trying to save the distribution of R2 values as I bootstrap a model, using the ols and bootcov functions in the rms package. ...
2answers
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### Can I use regression to analyze relationship between rating and choose-all-that-apply data?

If I sent all of my customers a product to try, let's say it is a laundry detergent product. I then ask them to rank their liking of this product, from 1 to 9. then I ask them 'which words do they ...
1answer
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### Is the difference between the residual and error term in a regression just the ability to observe it?

According to what I read online, the error term and the residual are often interchangeable. Please let me know if my understanding below is correct: However, the difference is that the error term is ...
0answers
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### law of iterated expectations doubt

Is it correct to do so: $E(X^{-1} Y) = E_x(E(X^{-1} Y \vert X) = E_x(X^{-1} E(Y \vert X))$ Are we allowed to use LIE in case of non linear functions like $X^{-1}$
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### The least squares estimator for beta in matrix notation in connection to normal equations and orthogonal projection in linear algebra [duplicate]

Somebody posted this link here about DERIVATION OF THE LEAST SQUARES ESTIMATOR FOR BETA IN MATRIX NOTATION-(https://economictheoryblog.com/2015/02/19/ols_estimator/). My question is 'How does THE ...
1answer
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### How do you use panel data to isolate the relationship of interest for a particular individual within your panel?

I have a panel data set where Canadian provinces are the individuals. (I have annual data from 1997-2017). I am using a random effects model to see the impact of an explanatory variable $X_{it}$ on ...
1answer
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### regression basic doubt

If have a simple bivariate regression model: $Y_i= x_i \beta + \epsilon_i$ where $i$ are the number of observations. How do I test for the hypothesis that the OLS coefficient $\beta$ does not ...
0answers
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### When is the sum of model predictions the prediction of the sum?

The response variable in a regression problem, $Y$, is modeled using a data matrix $X$. In notation, this means: $Y$ ~ $X$ However, $Y$ can be separated out into different components that can be ...
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### What is most important in building a regression model? [duplicate]

When I build a regression model, which is considered most important: removing insignificant variables, checking jfor multicollinearity and removing those variables that contribute to it, multiple R-...
1answer
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### Variables measured on two different scales

I am dealing with three continuous predictor variables (corolla tube width, corolla tubedepth, corolla inclination) and a discontinuous response variable (counts of bee visits). I am confused on how ...
1answer
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### Intuitively, how does the wild bootstrap work?

I am trying to understand the intuition behind the wild-bootstrap. What is it actually doing? I need to be able to understand what it is trying to do compared to a conventional regression. My data ...
0answers
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### Cross validation for time series prediction: How to choose the best model from different neural networks?

I want to choose the best model from a list of neural network models. My problem is a multivariate time series forecast (regression) problem, in which I forecast a parameter using other parameters, up ...
3answers
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### How can I find maximum source of variation in a linear relationship?

Probably very basic for most of you, but I am just starting out in statistics so please pardon my ignorance. I have a significant positive relationship between body mass (Y) and elevation (X). I ...
0answers
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### Statistical significant difference between two regressed models with use of confidence intervals

I wonder how to decide if two regression models are significantly different at a location X. Here is an artificial example, $\hat{Y}=a+b\cdot X+c\cdot X^2$. The graph shows the (artificial) measured ...
1answer
32 views

### Testing whether two categorical variables have identical coefficients

I am currently doing an exercise question asking me to construct a model to test whether the coefficients of two categorical variables ($X_2$ and $X_3$) are same in R. Specifically, these two ...
0answers
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### Is it useful to use sparse regression (e.g. Lasso) when the number of observations is significantly larger than the number of covariates?

I'm learning about penalized/sparse regression and I noticed that the examples used for penalized/sparse regression, e.g. Lasso, are usually cases where the number of observations is significantly ...
1answer
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### Repeated measures correlation as mixed model

I'm writing this question to better understand how to set up a mixed model to estimate a linear relationship between two variables from repeated observations. Suppose the variables $X$ and $Y$ are ...
0answers
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### Representing a dataset with non-normal errors

I have looked at several sources and cannot find any guidance, but perhaps I'm using the wrong terminology. I want to represent a dataset by regression line and variation similar to the way you would ...
0answers
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### Correlation and Regression analysis

I have two theoretical questions: 1) In a correlation analysis for example sales x price, if I have monthly sales data with a very large variability and with a non-normal distribution, do I need to ...
1answer
26 views

### How to use features in regression model with 2 of them in linear relation with the value to be predicted?

I am relative newbie to data science so please excuse me if its a trivial question. I have 6 features and want to predict the 'y'. These features are related to y in the training data-set as follows; (...
0answers
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### Endogeneity and Consistency

So I learned about the endogeneity problem of linear regression in class today, where E[XU] and Cov[X,U] isn't equal to zero but some random constant c times a standard basis k-element vector with 1 ...
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### transform X to predict Y

I have (x,y) data where x takes on the integers from 2 to 100 and y is a continuous variable. I want to smooth the data with a polynomial regression of y on x, but I know that varying x from 2 to 3 ...
0answers
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### Regression model for difference-in-differences analysis with two post-periods

I'm attempting a difference-in-differences analysis with one pre-treatment time point (0), and two post-treatment time points (1, 2). I'd like to know, firstly, whether there's a significant ...
0answers
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### Goodness of Fit in linear regression - to me this is not a [duplicate]

The link that is supposed to answer my question neither mentions $R^{2}$ nor GoF. At least I do not see it. What is the name and the formula to calculate the GoF in that link? Both should exist for a ...
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2answers
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### Suggestions on Modeling Approach to Model Percent Complete of a Task

I am trying to predict what percentage (or proportion) of a task is completed by various workers, given the time left until the deadline to complete the task and I'm looking for help on how to ...
0answers
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### Which algorithm should I use to predict the winner/loser of a competition, among 5 competitors?

I hope I posted in the correct session. I need to solve this "simple" problem. PROBLEM EXPLANATION I need to predict who is more likely to win a car race, among 5 drivers. I have a database that ...
1answer
23 views

### Residual vs fitted values (large outlier in predicted value?)

I have attached a plot of residuals vs predicted values for a model i ran. I see 1 large predicted value (extremely large compared to the others) is this a problem for my model? and if so, what can ...