# Questions tagged [regression]

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

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### Software package to solve L-infinity norm linear regression

Is there any software package to solve the linear regression with the objective of minimizing the L-infinity norm.
984 views

### Perform simple regression without raw data

I have a dataset that I can collect some quantities from, eg. sum,mean,variance... I want to perform a simple regression on column(x,y). According to Wikipedia, the closed form for $\alpha,\beta$ is \...
17k views

### Constrained linear regression through a specified point

I have a point (x,y) that I need a linear regressor to pass through given a data set (X,Y). How do I implement this in R?
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### How to obtain the variance of my dependent variable in a linear regression with R? [closed]

How can I obtained the estimated variance of a linear model when using R, i.e. $$\widehat{var(y)}.$$
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### How to do prediction from a linear regression?

I am not very good in statistics (ok, I'm really bad), I guess this is a very simple question but I dont understand much of the literature. I have a dataset that is arranged in 2 columns (...
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### Why is R plotting standardized residuals against theoretical quantiles in a Q-Q plot?

In R, why do the default settings of qqplot(linear model) use the standardized residuals on the y-axis? Why doesn't R use the "regular" residuals?
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### Error using rfe in caret package in R

I am doing some exploratory data analysis in the Heritage Health Prize , and have come across a weird error using R's caret package. In the dataset, I've created a dataframe counting how many times a ...
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### How to correctly use the GPML Matlab code for an actual (non-demo) problem?

I have downloaded the most recent GPML Matlab code GPML Matlab code and I have read the documentation and ran the regression demo without any problems. However, I am having difficulty understanding ...
230 views

### How do I determine which set of measurements is better?

I am measuring protein in humans using two different types of measurement techniques, X and Y (measured on different scales). I have two replications for type X and four for type Y. I average the ...
66 views

### Combining heterogeneous measurements to improve inference

I have two separate and heterogeneous measurements of the same object. I wish to make predictions about the object state using both sets of measurements. What ways can the measurements be combined ...
30k views

### What are average partial effects?

Does anybody know the meaning of average partial effects? What exactly is it and how can I calculate them? Here is a reference that might help.
38k views

### What if residuals are normally distributed, but y is not?

I've got a weird question. Assume that you have a small sample where the dependent variable that you're going to analyze with a simple linear model is highly left skewed. Thus you assume that $u$ is ...
411 views

### Viewing kernel regression in a Bayesian framework

If one wanted to use Kernel Regression in a Bayesian Framework, any ideas on how one would go about it? Kernel Regression
35k views

### Expected Value and Variance of Estimation of Slope Parameter $\beta_1$ in Simple Linear Regression

I am reading a text, "Probability and Statistics" by Devore. I am looking at 2 items on page 740: the expected value and variance of the estimation of $\beta_1$, which is the slope parameter in the ...
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### Refining a linear regression model for condominium prices

I'm hoping someone here is able to help me refine a linear regression model I'm working on at work. I am in no way a statistician, but I guess I have the most experience (basic stats course and ...
12k views

### Linear regression terminology question — Beta (β)

I was a bit confused with the meaning of $\beta$, and thought its usage was rather loose. In fact, it seems that $\beta$ is used to express two distinct concepts: The generalisation of the sample "b ...
1k views

### Measuring predictive accuracy for multiple dependent variables

In machine learning and in statistics there exist plenty of measures which estimate the performance of a predictive model. For example, classification accuracy, area under ROC curve ... for ...
2k views

### Multivariate orthogonal polynomial regression?

As a means of motivating the question, consider a regresison problem where we seek to estimate $Y$ using observed variables $\{ a, b \}$ When doing multivariate polynomial regresison, I try to find ...
6k views

### Dissecting three-way interactions

I'm trying to interpret a significant three-way interaction. Basically, I've used hierarchical regression to analyse my data, and I have come up with a significant three-way interaction. My DV is ...
2k views

### Curve fitting and max slope calculation

I have a dataset: X variable is date (from April to October) Y variable is vegetation biomass data In my study area, growing season starts around April when vegetation biomass is low and peaks ...
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### What kind of residuals and Cook's distance are used for GLM?

Does anybody know what the formula for Cook's distance is? The original Cook's distance formula uses studentized residuals, but why is R using std. Pearson residuals when computing the Cook's distance ...