# Questions tagged [regression]

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

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### How to accurately quantify forecast uncertainty in a special case of robust linear regression?

If I'm using OLS linear regression, and I want to know the uncertainty of my forecasts I can quantify it using residuals (MSE, median absolute deviation, etc). But if I'm using robust linear ...
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### Sampling from a posterior distribution in SAS

Lets say I have a dataset where I want to estimate the relative risk of outcome X based on a binary treatment level Y, using PROC GENMOD to fit a logistic regression model. I can use the BAYES ...
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### A doubt about the cointegration tests

I'm doing Phillips-Ouliaris Cointegration test with po.test function inside tseries library. I have a simple question about the "cointegration". When i do PO test I get the p-value result but I don'...
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### When should one use multiple regression with dummy coding vs. ANCOVA?

I recently analyzed an experiment that manipulated 2 categorical variables and one continuous variable using ANCOVA. However, a reviewer suggested that multiple regression with the categorical ...
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### Normalisation for regression

First off, I know little about statistics, so some of this question may seem naive. I'm trying to perform linear regression to model the relationship between x and y where: -x is a company's daily ...
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### Zero regression coefficient when correlations are not zero

I don't really have a motivation for this - but I was thinking about this and couldn't work it out. Suppose I have a random variables $X$ and $Y$ which are correlated. Is it possible that the ...
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### Simple linear regression — through a specific point

In follow up to a question posted here: Constrained linear regression through a specified point What are some ways that we can tell if a simple linear regression model is "good" when we constrain it ...
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### R package for smooth transition regression models

Is there a R package that I can use to specify Smooth Transition Models. I'm looking specifically for something that allows me to specify a TAR model for a given time series. In 2008, a package, ...
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### When to use Student's or Normal distribution in linear regression?

I am looking at some problems, and in some, to test the coefficients, sometimes I see people using Student's distribution, and sometimes I see Normal distribution. What is the rule?
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I have read that PP unit root is often used in economy. Is it sensible to do both tests (PP & ADF) or is PP test enough?
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### What can you do with 'crazy' data?

This question is more about an approach to a complicated data situation rather than particular statistical methods. I'm modeling our organization's electricity bills, and I have monthly billing data ...
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### Linear regression with factors in R

I'm trying to understand how exactly factors work in R. Let's say I want to run a regression using some sample data in R: ...
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### Why two series are cointegrated but not mean-reverting?

I'm checking a timeserie with: ADF (unitroot) KPSS (unitroot) Phillips-Ouliaris (cointegration) the results are: Phillips-Ouliaris ...
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### Can we compare correlations between groups by comparing regression slopes?

In this question they ask how to compare Pearson r for two independent groups (such as males vs females). Reply and comments suggested two ways: Use Fisher's well-known formula using "z-...
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### Is there an R implementation to some mixed models quantile regression statistical procedure?

I would like to find some solution for performing a mixed effect model of quantile regression. From my google searching, I was not able to find an R implementation for such a procedure (only warnings ...
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### Correct use of partial derivatives? (Example: polynomial regression)

[update] It seems I had my question's original title misfocused a bit; concerning the use of partial derivatives I found some explanation/confirmation in wikipedia's partial derivative There it is ...
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### Finding overall p-value for GLS model

Does anyone know how I can find/calculate an overall p-value for a GLS multiple regression model (made with nlme)?
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### How to apply Mahalanobis weighted regression in R?

Some research has shown that in linear regression applications the Mahalanobis distance approach can be used to perform regressions that lower the influence of outliers. The idea is that in the ...
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### Modelling worst, average and best case capacity of a system

A system has an incoming request rate of N requests per second. The system hosts a pool of x workers where x >= N. Each worker can complete a single request in approximately t seconds. The maximum ...
for the general case : data is normal-gamma (mean normal and sd is gamma) and I want to estimate the $b$ and $a$ distribution ( they assumed to be normal) in $y=bx+a$ using Bayesian regression. I know ...