# Questions tagged [regression]

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

29,356 questions
Filter by
Sorted by
Tagged with
14 views

### Standardizing OR from logistic regressions with log-transformed variables for meta-analysis?

I´m trying to meta-analyze odds ratios from logistic regressions; some of which log-transformed the independent variable first. (i.e. some studies present an OR per +1 in the independent variable, ...
32 views

### Why isn't X treated as a random variable in linear regression MLE? [duplicate]

I am very confused by this because when I watch videos or read about MLE with linear regression it seems to be commonly assumed that $X$ is fixed or that if it is random we don't care for the purposes ...
1 vote
7 views

### Relationship between the t-statistic of a coefficient in an OLS multivariate regression and Ridge shrinkage?

If I'm running a multivariate OLS regression and look at the t-stats of coefficients, is it the case that the coefficients with smaller t-stats are shrunk relatively more if I were to run the same ...
11 views

### Is it possible to have better results by PCA PCs in compare to Laplacian eigenmap

Suppouse I have a data set of the form $p = 200$ and $N = 35$. I am interesting in the multiple linear regression model train, for this reason I need somehow simplify my data. I decided to use two ...
17 views

### Semi-parameteric estimation

I am interested in the effect of certain interventions $T$ on my value of interest $Y$, my model is, $$Y = \tau f(T, X, Z) + g(X, Z),$$ where $f(T, X, Z) = T \times X + T \times Z$ , that is all the ...
18 views

### pls with constant variable

I am using Partial Least Squares (PLS) to predict the outcome variable Y. Prior to running the PLS, I included a column of 1 in the independent variable dataset X as a constant variable. However, I ...
1 vote
57 views

### Cox Regression: handling a time interval of drug administration when only given once

I would like to investigate the effect of a drug on survival with Cox regression. The drug can be administered either once or twice. In the univariate Cox regression, I see that a shorter time ...
43 views

1 vote
61 views

### Why extrapolating a linear model breaks the regression line

When extrapolating a regression line a bit further from the observed range of predictors, I get values way over what seems expected from the fitted model. If the intercept and the slope create a line ...
65 views

### Why aren't OLS standard errors becoming smaller in the presence of serial correlation?

I am conducting a Monte Carlo simulation to assess how OLS homoskedastic standard errors (i.e., based on $\sigma^2(X^\prime X)^{-1}$) change as serial correlation changes in a bivariate linear ...
1 vote
80 views

### Correspondence between SAS proc surveyreg and R svyglm [closed]

I am trying to model my proc surveyreg from SAS in R, because their survey package provides an IV option that I intend to use. <...
14 views

### Using Maximum Likelihood function to find near-optimal solution

For the context, I was writing my BSc thesis on the topic of Linear Regression through the Origin (RTO). My goal is to analyze RTO, and find the appropriate use cases for it. In the case of simple ...
310 views

### Mixed model with nested and crossed random effects

I'm new to mixed effects models and am trying to use the lmer() function from the lme4 R package to specify a random effects ...
1 vote
28 views

### Specifing random effects in LMM (LME4) for a "beyond optimal model" in a top down driver approach

I'm struggling to set random effects for my linear mixed effect model. I've been trying to go about it using a top down approach in accordance to Zuur et al. (2009), but due to the fact that you have ...
60 views

### Fixed Effects causes Multicollinearity

I have a question regarding my regression model and would be grateful for any help. I have a dataset that contains every tranche of a Deal (a Deal may contain multiple Tranches) and its Variables like ...
57 views

### Using a variable as a fixed effect and random effects grouping variable in linear mixed effects model

I am trying to decide what is the right random effects structure for my given experimental design. I've read quite a few of the other posts regarding linear mixed effects models and have come across ...
65 views

### Should I remove the intercept when I have one dummy variable that covers all the categories in a categorical variable?

I have a categorical variable that has $4$ categories, and I have two dummy variables, $x_1$ and $x_2$, that cover this categorical variable. The $x_1$ variable has values of only $1$ without any ...
8 views

### Interpretation of coefficients in HAR model

I'm performing the HAR model by Corsi. However, I don't quite understand what Corsi means by this in the original paper. He writes: It is worth noticing that if we accept the interpretation that ...
57 views

### Stata and R giving different results for zero-inflated negative binomial regression [closed]

I know this has technically already been asked here, but it doesn't look like the previous question had a reproducible example. I am having the same problem: Very simple, running a zero-inflated ...
24 views

### Multinominal Regression Test

If I have 3 IVs that are categorical/nominal and 1 DV that is categorical/nominal not rank or order, can I run a multinominal regression?
32 views

### Interpreation - Log tranformed dependant variable and model with square term of predictor (inverted U)

I am estimating a model of the following form: log(y) = b1 x + b2 x^2 + b3 log(z1) + b4 z2 This is an econometric model with a focus on the impact of ...
1 vote
46 views

### Mixture of two Poisson distributions

I would like to determine the mixing between two Poisson distribution means. I have $N$ observations that are drawn from two Poisson distributions. Each observation is drawn from one of the two ...
179 views

### Regression coefficient before vs. after demeaning X

It is well known that $\beta = (X^{T}X)^{-1}X^{T}Y$ for linear regression. While experimenting with this, I found that $\beta$ (excluding the intercept term) remained the same before and after ...
6 views

### Statistical analysis to interpret beta effect size for two different elastic net model

I have two elastic net model and I want to compare their coefficient to say if they have any significant beta effect changes across these two models. I thought of using Anova but realized since we don'...
43 views

### My "lagged consumption" variable accounts for all the variation in my dependent variable

I chose the topic of consumption for my assignment in econometrics. My explanatory variables are interest rate, consumer credit, oil price, disposable income and lagged consumption by 1 year. Using ...
45 views

### Methods for fitting a distribution to regression data

I'm hoping to find a method/algorithm/approach for fitting to a distribution to regression data. Essentially I have a problem where I have survival data with independent variables, but only cases that ...
65 views

### Bonferroni Post-hoc after normality test following a glm()

Experiment Design Mice belonging to knock-out ($n=7$) and wild-type ($n=6$) had their food intake recorded per hour across a 24 hour period. Within this 24 hour period, the first 12 hours is labelled ...
1 vote
I have the following model: $X = \alpha_1 + aZ + \epsilon_1 \\ Y = \alpha_2 + bZ + cX + \epsilon_2$ Suppose that $Z$ is randomly assigned but $X$ is correlated with the error term $\epsilon_2$, in ...