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Questions tagged [regression]

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

65
votes
9answers
129k views

How should outliers be dealt with in linear regression analysis?

Often times a statistical analyst is handed a set dataset and asked to fit a model using a technique such as linear regression. Very frequently the dataset is accompanied with a disclaimer similar to ...
3
votes
1answer
257 views

How to get to a t variable from linear regression

I know this must be standard material, but I had difficulty in finding a proof in this form. Let $e$ be a standard white Gaussian vector of size $N$. Let all the other matrices in the following be ...
14
votes
5answers
12k views

Can one use multiple regression to predict one principal component (PC) from several other PCs?

A while ago a user on R-help mailing list asked about the soundness of using PCA scores in a regression. The user is trying to use some PC scores to explain variation in another PC (see full ...