Questions tagged [regression]

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

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4
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1answer
227 views

How is it possible that these variances are equal?

I'm using the Fligner-Killen test to analyze the residuals of a linear regression. I subdivide those residuals in three groups and then I do the FK test to check the homogeneity of variances. The ...
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2answers
523 views

Which type of regression analysis should I use for consumption pattern data?

I conducted a survey asking people of various income groups about their annual expenditure under various consumption brackets such as food, clothing, housing etc. I then calculated the amount spent by ...
4
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1answer
2k views

Local polynomial (linear) regression of binary data — logit transformation?

I got a bit confused about how to fit a local polynomial to binary outcomes if I would rather approximate the underlying index (within a link function) instead. (Basically for the same reason why ...
3
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3answers
4k views

Is it reasonable to treat a three point Likert dependent variable as a continuous variable?

I have a three point Likert scale question: How happy are you? 1= low levels of happiness 2= medium levels 3= high levels I want to do multiple ...
3
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2answers
150 views

Determining the influential features for an outcome

I have a small table like this ...
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0answers
125 views

Regression in projective space?

Is there a method for (nonlinear? kernelized?) regression of functions with output in projective space? That is, given a series of examples $x_i\in\mathbb{R}^n$ (or $x_i\in\mathbb{P}^n$) and $y_i\in\...
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1answer
2k views

Distribution of betas in multiple linear regression

I have a question on the distribution of betas in a multiple linear regression scheme The estimated parameter vector is $\hat{\beta}=(X^′X)^{−1}X^′y$ where $X = [1 \; \;x]$ is the $n \times 2$ data ...
2
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2answers
2k views

Why don't my two-stage least squares results make sense?

I used SPSS 19's 2SLS procedure (which is very straightforward, with almost no optional specifications) to predict Y from X after X was predicted based on I, an instrumental variable. Then I tried to ...
1
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1answer
748 views

Is $SSE/(n−2)$ an estimator of the variance of the dependent variable for a fixed x-value?

For linear regression, is an estimator of the variance of the dependent variable for a fixed x-value $SSE/(n-2)$?
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1answer
5k views

How to test if the errors of a linear regression are constant? [duplicate]

Possible Duplicate: Kruskal-Wallis or Fligner test to check homogeneity of variances? Is there a test to check if the residuls of a linear regression are constant? Thanks
3
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2answers
168 views

How to analyse a study where measures are taken repeatedly from right and left legs in five walking conditions?

There are 13 subjects in this study, each subject was "repeatedly measured" right and left legs on five walking conditions. The variables of this data set is: ID, Y, Leg, Conditions. The research ...
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2answers
2k views

How do I test whether one predictor is significantly better than another? Is Hotelling's T the best option?

Overview: I want to test if "emotional numbing" is a significantly better predictor of "lower intimate relationship functioning" than "reexperiencing" or "hyperarousal" It was suggested to me to use ...
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2answers
2k views

Explicit formulation of predict() output of an orthogonal polynomial regression?

In R, I am trying to reproduce the predict() output value of the orthogonal polynomial regression below. Based on my understanding of polynomial regression, I get 0.03869436 which is different from 0....
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1answer
235 views

Computing regression coefficient values in OLS

I have a question on testing the hypothesis that a particular regression coefficient in a simple OLS scheme with all the good assumptions is zero or not. In particular eq 3.12, in the book by ...
43
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8answers
41k views

Is it valid to include a baseline measure as control variable when testing the effect of an independent variable on change scores?

I am attempting to run an OLS regression: DV: Change in weight over a year (initial weight - end weight) IV: Whether or not you exercise. However, it seems reasonable that heavier people will lose ...
5
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3answers
45k views

How to calculate linear regression with Libre Office? [closed]

Libre Office has an easy way to calculate and show trade line in a graphic (i.e. right-click on data series and insert trend line). Formatting the graphic this way however is not really easy because ...
1
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1answer
765 views

p-value for nonlinear equation

For example I have vectX and vectY, and I want to know: Which is the better model fitting for my data -- it can be linear, ...
1
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1answer
160 views

Subdividing a dataset

I know I can subdivide a dataset by socio-demographic factors such as gender, age, income level etc. and analyse the responses for each set separately and then compare the results. For example, I am ...
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2answers
1k views

Survey regression in R with singleton PSUs

I am completely new to R, just downloaded and installed it today. I am familiar with SAS and Stata; I am using R because I have found out that in survey regression analysis, R is capable of using data ...
10
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1answer
10k views

vcovHC, vcovHAC, NeweyWest – which function to use?

I am trying to update my lm() based model to get correct standard errors and tests. I am really confused which VC matrix to use. The sandwich package offers ...
2
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2answers
2k views

What is wrong with lagged regressor in time series regression?

I am trying to explain a time series with the help of other related series. I really get nice fits using a standard LM approach with NeweyWest VC matrix. The fit even increases drastically when I ...
4
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1answer
2k views

Volatility of x and y variables in linear regression?

I have a simple regression with price returns: $r_{t+1} = \alpha + \beta r_t + \epsilon$ My question is: do I need to do anything if $r_{t+1}$ and $r_t$ are over different horizons? Suppose the x-...
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2answers
1k views

What “more” does differencing (d>0) do in ARIMA than detrend?

I recently read a discussion about ARIMA models where someone said (referring to d as in ARIMA (p, d, q)): Its true that d=1 takes out deterministic trends when they are present (they would ...
7
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1answer
8k views

Estimating the intersection of two lines

I have two datasets, A and B, of weighted (x,y) pairs. I computed the best fit lines, L_A and L_B, respectively, of these datasets, and then computed the intersection of these two lines, (x*,y*). Now,...
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1answer
6k views

How do joint test, r-squared behave when using autocorrelation / heteroskedasticity robust std. errors?

Recently we discussed on SO how to update a standard linear regression summary with NeweyWest standard errors. I used coeftestfrom the ...
5
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2answers
6k views

Kruskal-Wallis or Fligner test to check homogeneity of variances?

I need to check the homogeneity of variances on the residuals of a linear regression. I read that Kruskal is also good without assuming a normal-distribution. But I don't know if it's good in my case. ...
23
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5answers
13k views

Whether to delete cases that are flagged as outliers by statistical software when performing multiple regression?

I am performing multiple regression analyses and I am not sure whether outliers in my data should be deleted. The data I am concerned about appear as "circles" on the SPSS boxplots, however there are ...
3
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1answer
20k views

How dummy variable can be analyzed in panel data using fixed effects in Stata?

I have problems regarding analyzing dummy variable using fixed effects in Stata. I am doing research on impact of climate change in food grain production. Much previous literature states that panel ...
4
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2answers
688 views

Calculating 90% confidence intervals in regression to identify outlying data

I have been searching for the answer for a problem with confidence intervals for a long time now, so I hope someone can help! The two psychological papers below performed the same analysis, ...
4
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3answers
9k views

Does the order of explanatory variables in logistic regression change the results?

I am curious about the consequences of changing the order of the explanatory variables in a binary logistic regression. In a recent series of logistic regressions I ran in SPSS, I found that changing ...
4
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3answers
2k views

Chi-square test for checking if values are close to zero?

I have a number of set of data points. For each set I have done linear regression to find the lines of best fit for the data. I hypothesise that the gradients of all the lines of best fit should be ...
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2answers
1k views

Testing regime change in SAS

I have two samples, A and B. I run the same model for A and B separately to obtain the estimates. I now want to test whether the parameters for models in A are the same with the parameters in B using ...
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0answers
39 views

Analysis of influence against weighted edges and attributes

I have network data of organisations and weighted links between these organisations, the weight indicates level of trade between these organisations. I have attribute files against each organisation ...
2
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2answers
149 views

Constraining linear regression to yield nonpositive residuals

Is there any literature on linear regression analysis where we require that our residuals are non-positive? That is, we are interested in minimising: $\sum_i \max(y_i - b x_i,0) $ EDIT: The ...
10
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1answer
5k views

Should the difference between control and treatment be modelled explicitly or implicitly?

Given the following experimental setup: Multiple samples are taken from a subject and each sample is treated multiple ways (including a control treatment). What is mainly interesting is the ...
3
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2answers
358 views

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 ...
9
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1answer
451 views

Inference in linear model with conditional heteroskedasticity

Suppose I observe independent variable vectors $\vec{x}$ and $\vec{z}$ and dependent variable $y$. I would like to fit a model of the form: $$y = \vec{x}^{\top}\vec{\beta_1} + \sigma g\left(\vec{z}^{\...
7
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2answers
4k views

The “sum” of prediction intervals

Suppose I have a regression model which yields a couple of predicted values with their respective prediction intervals and the random quantity that I am interested in is the sum of (some subset) of ...
2
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2answers
606 views

What is an analogue of PCA in the regression context?

I'm writing code to approximate a function $y=f(\vec{x})$ where $y\in\mathbb{R}$ and $\vec{x}\in\mathbb{R}^N$ for medium-sized $N$ ($N$ between 20 and 50, approx.). I have a ton of examples, however, ...
2
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0answers
141 views

How do I control for a confounding variable with this distribution?

The short version of my question is: How is it possible to control for a confounding variable that has a Dirichlet distribution? Suppose I have electoral and census data for a large set of cities. In ...
0
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1answer
3k views

Iterate through levels of different factors by means of regression

I am a newbie in R programming. I think for most of you my question is a rather simple one. My regression problem is as follows: I have a dataframe containing several numerical attributes and ...
27
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2answers
4k views

Meaning of p-values in regression

When I perform a linear regression in some software packages (for example Mathematica), I get p-values associated with the individual parameters in the model. For, instance the results of a linear ...
28
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4answers
102k views

How to test the autocorrelation of the residuals?

I have a matrix with two columns that have many prices (750). In the image below I plotted the residuals of the follow linear regression: ...
5
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1answer
264 views

How to test the effect of condition on change scores for a possibly ordinal dependent variable?

I have a categorical independent variable (two levels: condition 1; condition 2) and ordinal(?) dependent variables (numerical magnitude shifts (e.g. -3 if there was a decrease in number magnitude ...
5
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1answer
1k views

Poisson regression instead of log transformation of a continuous outcome variable? [duplicate]

Possible Duplicate: Poisson regression vs. log-count least-squares regression? This post got me to thinking about when it makes sense to use poisson regression instead of log transforming a ...
2
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0answers
284 views

Is it allowed to incorporate static covariates in Mixed effects models with time series data?

I was recently told that it is not allowed to include static covariates in mixed effect models. I can believe that this could be true, however, when I have time series data, and season is a grouping ...
3
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1answer
2k views

How do I interpret interaction coefficients in a temporally lagged regression model?

I am running a linear regression on daily price returns and I want to capture the interaction between subsequent returns: $r_{t+1} = \alpha + \beta_1 r_t + \beta_2 r_{t-1} + \beta_3 r_t \cdot r_{t-1} ...
2
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1answer
1k views

What does the dashed bounds mean when plotting a contour plot with R GAM?

At the moment I'm trying to interpret the green and red dashed lines in a contour plot when visualizing a generalized additive model (GAM) with R. These two lines seem to be something like confidence ...
0
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1answer
860 views

How do I deal with datasets that have many values out of range / over threshold?

I have a dataset of genomic information which I'm going to be comparing with various biochemical markers. Unfortunately a lot of the biochemical markers have limited ranges in their assays, so I have ...
4
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2answers
1k views

How can I compare the relative effects between values of a categorical IV?

I am a social science phd student trying to figure out a statistical test for small conference presentation I am working on. However, I realized I don't know how to run the model I want. Some ...

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