# Questions tagged [regression]

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

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### Is it enough to check residuals versus predicted values when assessing linearity assumption in multiple regression?

Is it enough to check residuals versus predicted values to see if the linearity assumption in multiple linear regression is satisfied? Because for many predictors, you can't visualize the plot with ...
2k views

### Computing Mallows' Cp with SAS

I have a question about SAS: How do you get the parameter estimate for Mallows' Cp procedure in SAS?
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### Assumptions needed for multiple linear regression [duplicate]

Are assumptions for multiple linear regression basically the same as simple linear regression? One has to check for linearity for each of the continuous predictors versus the outcome variable? If ...
153 views

### How to model the size of a trade area?

I would like to model the dimensions of the trade areas for a group of stores. I have geocoded sales data for each store, which I used to construct a convex hull using a GIS program. Essentially, I ...
78k views

### Choosing the best model from among different “best” models

How do you choose a model from among different models chosen by different methods (e.g. backwards or forwards selection)? Also what is a parsimonious model?
1k views

### Normalizing error variance scale

Imagine we have two sets of data m1 and m2. m1 components have the dimension of [m^2/s] and m2 components are measured in [cm^2/s]. e.g. ...
1k views

### Putting limits on estimated coefficient values

I recently came across an example of using eviews to put non-linear/convex limits on estimated coeficients on OLS. I could track down a link to a forum describing how this is done (here)... But I don'...
8k views

### Proper use and interpretation of zero-inflated gamma models

Background: I am a biostatistician presently wrestling with a dataset of cellular expression rates. The study exposed a host of cells, collected in groups from various donors, to certain peptides. ...
691 views

### Calculating linear regression from limited information

Disclaimer: this is directly related to a homework problem. The example I am giving is based off the homework problem (because I am more interested in how to solve it than in what the answer is). ...
501 views

### Mismatch between significant variables from logistic regression and tree splits in R

I'm studying a data set in R using both regression trees (tree and rpart functions) and logistic regression. I'm finding explanatory variables in the regression which are significant, but when I fit a ...
654 views

### Circular/elliptical tests for datasets with magnitude and direction

I am trying to analyse (using R) a set of r(theta) data to see if the magnitude (r) is dependent on direction (theta). I have looked at circular statistics but these only seem to deal with the ...
216 views

### How to know which variables are more important in a process? [closed]

I have a process with 15 effective variables. I could record 9 variables to study its effect on process. I am looking for an appropriate factor to estimate the value of effectiveness of each factor. I ...
218k views

### How exactly does one “control for other variables”?

Here is the article that motivated this question: Does impatience make us fat? I liked this article, and it nicely demonstrates the concept of “controlling for other variables” (IQ, career, income, ...
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### What statistical test to use to examine effect of condition on states over time?

I need to know the types of tests I need to be thinking about for this stats project. I will then go and look up the specific tests you recommend. The data is from all 50 states for the years 1960-...
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### How do you plot interaction effects in SAS? [closed]

I want to plot interaction between two variables in SAS. One is continuous and the other is binary.
157 views

### Differences in coefficients

Suppose I want to see whether $z$ is a confounder for a model with $y$ the outcome variable and $x$ the predictor. If I adjust for $z$, and the adjusted coefficient of $x$ changes versus the ...
83k views

### What is the lasso in regression analysis?

I'm looking for a non-technical definition of the lasso and what it is used for.
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### How to develop intuition about parameter estimation in AR-GARCH model?

consider a typical ar-garch model: y = sum( bi*xi ) + epsilon, epsilon~garch(p,q) In such case a typical textbook says that we should first estimate all bi's ...
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### How to explain linear mixed models to laypeople?

I need to explain the concept of linear mixed models in an article targeted at a mainstream audience. Is there a way of communicating the gist of the concept in a sentence or two?
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### L1 regression versus L2 regression

I am trying to develop an intuition for why L1 regression is more expensive than L2 regression. Can somebody point me to some material that explains why this is the case
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### General linear hypothesis test statistic: equivalence of two expressions

Assume a general linear model $y = X \beta + \epsilon$ with observations in an $n$-vector $y$, a $(n \times p)$-design matrix $X$ of rank $p$ for $p$ parameters in a $p$-vector $\beta$. A general ...
162 views

### Testing endogeneity against decision probability

I am working with a model where the literature suggests there is potential endogeneity between the dependent variable and the primary independent variable of interest (a binary treatment). However, ...
2k views

### Classic linear model - model selection

I have a classic linear model, with 5 possible regressors. They are uncorrelated with one another, and have quite low correlation with the response. I have arrived at a model where 3 of the regressors ...
5k views

### Should I run separate regressions for every community, or can community simply be a controlling variable in an aggregated model?

I am running an OLS model with a continuous asset index variable as the DV. My data is aggregated from three similar communities in close geographic proximity to one another. Despite this, I thought ...
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### Equivalence of Poisson and Weibull PH regression in a survival setting

Suppose we have the following dataset that records individual survival times (dur) and a covariate z: ...
29k views

### How to test a logistic regression model developed on a training sample on the data left out using R?

I have the summary of a logistic regression output in R. I used training data to make the model. How do I test the logistic regression model developed on the training data on the data left out? My ...
2k views

### Difference between bias-variance dilemma and overfitting

I'm wondering what difference it makes whether we talk about bias-variance dilemma where fitting a regression line to the given dataset reduces bias and increases variance or whether we talk about ...
29k views

### Interpretation of incidence-rate ratios

So, I want to fit a random effects negative-binomial model. For such a model STATA can produce exponentiated coefficients. According to the help file such coefficients can be interpreted as incidence-...
3k views

### When can I suppress the intercept using treatreg?

Can I suppress the intercept if I know the treatment will be zero if the independent variables are zero. Also, can I suppress the intercept if I know the right hand side of the primary regression ...
6k views

### How to specify Bayesian mixed effects model in BUGS

I posted this earlier in the week then retracted the question when I found a good source, not wanting to waste people's time. I haven't made much progress I'm afraid. In trying to be a good citizen ...
10k views

### Difference between t-test and ANOVA in linear regression

I wonder what differences are between t-test and ANOVA in linear regression? Is a t-test to test whether any one of the slopes and intercept has mean zero, while ANOVA to test whether all slopes have ...
172 views

### How do I transform a data generation specification in R into a BUGS/JAGS specification

I am at a loss about what the BUGS/JAGS specification of the following should look like. The background is that one person has four measurements taken by four different instruments. Each instrument ...
5k views

### Which link function for a regression when Y is continuous between 0 and 1?

I've always used logistic regression when Y was categorical data 0 or 1. Now I have this dependent variable that is really a ratio/probability. That means it can be any number between 0 and 1. I ...
2k views

### Why would significance of F-value change in linear regression if you change the reference group?

For categorical predictors with k levels, it doesnt matter what you choose as your reference group. So why would the F-value significance change in the linear regression if you change the reference ...
3k views

### What distributions are for the slope and for the intercept in linear regression?

In linear regression from a dataset $\{ (x_i, y_i), i=1,\cdots,N \}$, I wonder what distributions are for the slope and for the intercept? In Excel output, t-tests are used to tell whether the slope ...
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### Multiple linear regression on a data set with Python?

I'll preface my question with the fact that I'm just learning about linear regression so I may be thinking about this wrong. I have a set of data. In this set I have one dependent variable and about ...
538 views

### How to interpret basic output from a regression analysis?

I have been trying to interpret the results below, but I am finding it difficult. I wonder if someone could help me. All answers highly appreciated. Number of obs = 30 F( 2, 27) = 19.73 Prob > ...