# Questions tagged [regression]

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

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### Inverse logistic regression vs. repeated-measures vs. latent class?

As the title suggests, I'm pretty well befuddled about which approach makes the most sense for my data. Let me try to succinctly explain the problem. I have binary choice data representing whether a ...
3k views

### Change point analysis using R's nls()

I'm trying to implement a "change point" analysis, or a multiphase regression using nls() in R. Here's some fake data I've made. The formula I want to use to fit ...
96k views

### How to use weights in function lm in R?

Could anyone offer some pointers on how to use the weights argument in R's lm function? Say, for instance you were trying to ...
1k views

### How to test for statistical significance of regression coefficients in multivariate multiple regression?

How can I test the statistical significance of regression coefficients in multivariate multiple regression?
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### Root mean square vs average absolute deviation?

Both Root Mean Square and Average absolute deviation seem like the measures of the magnitude of variability (especially when the variates are both +ve and -ve). What are the rules of thumb to choose ...
9k views

### How to calculate margin of error in linear regression?

As a basic question in Regression Analysis, I wanted to ask how can I calculate Margin of Error when I fit a straight line to a set of data. Assume that I have variation of parameter $A$ as a function ...
10k views

### Is automatic linear modelling in SPSS a good or bad thing?

In SPSS Version 19 there seems to be a new feature called Automatic Linear Modelling. It creates a 'Model' (which is new to me) and the function seems to combine a number of the functions that is ...
15k views

### How to graphically compare predicted and actual values from multivariate regression in R?

I'm trying to write a function to graphically display predicted vs. actual relationships in a linear regression. What I have so far works well for linear models, but I'd like to extend it in a few ...
1k views

### What does plotting residuals from one regression against the residuals from another regression give us?

I am working with the dataset of some heights and weights at different ages. My professor wants me to plot the residuals from regression of soma.WT9 against the ...
10k views

### Estimating R-squared and statistical significance from penalized regression model

I am using the R package penalized to obtain shrunken estimates of coefficients for a dataset where I have lots of predictors and little knowledge of which ones are important. After I've picked tuning ...
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### GLM after model selection or regularization

I would like to pose this question in two parts. Both deal with a generalized linear model, but the first deals with model selection and the other deals with regularization. Background: I utilize ...
7k views

### Regression with Pooled data in SPSS

Context: I have "pooled data" with time and cross section dimensions. It is unbalanced data without a full range of time observations for each cross section of observations. It is kind of like ...
5k views

### Multiple regression with small data sets

I have a dataset of project case studies for a new type of research method for Government agencies to support decision making activities. My task is to develop an estimation method based on past ...
44k views

### When and how to use standardized explanatory variables in linear regression

I have 2 simple questions about linear regression: When is it advised to standardize the explanatory variables? Once estimation is carried out with standardized values, how can one predict with new ...
3k views

### Bayesian additive regression trees (BART) for classification analysis of gene expression data

I am interested in applying Bayesian additive regression trees (BART) for classification analysis of gene expression data. I am relatively new to R (and Bioconductor packages) and I am unable to find ...
9k views

### GLMNET or LARS for computing LASSO solutions?

I would like to get the coefficients for the LASSO problem $$||Y-X\beta||+\lambda ||\beta||_1.$$ The problem is that glmnet and lars functions give different answers. For the glmnet function I ask ...
12k views

### Using poisson regression for continuous data?

Can the poisson distribution be used to analyze continuous data as well as discrete data? I have a few data sets where response variables are continuous, but resemble a poisson distribution rather ...
2k views

### Effect of missing data and outliers on least square estimation

Why is it that "missing data" and "outliers" can affect the performance of least square estimation?
596 views

### Logarithmic regression with individual errors

If I have a dataset of $N$ pairs ($x_i$,$y_i$) where each $y_i$ has an individual error $\sigma_{y_i}$, I can incorporate this into regression by using the inverse of this as weights. If I now do ...
766 views

### Aggregating results from Arima runs R

/edit: To clarify: The mtable function from the memisc package does exactly what I need, but unfortunately does not work with arima models. Similar to this question: I have multiple Arima models, ...
16k views

### Efficient online linear regression

I'm analysing some data where I would like to perform ordinary linear regression, however this is not possible as I am dealing with an on-line setting with a continuous stream of input data (which ...
4k views

### Displaying regression results in MATLAB

Along the same lines as this question, is there a nice way to display regression results in MATLAB from a single or many regressions in table or graph form?
8k views

### Aggregating results from linear model runs R

Since regression modeling is often more "art" than science, I often find myself testing many iterations of a regression structure. What are some efficient ways to summarize the information from these ...
2k views

### Least angle regression keeps the correlations monotonically decreasing and tied?

I'm trying to solve a problem for least angle regression (LAR). This is a problem 3.23 on page 97 of Hastie et al., Elements of Statistical Learning, 2nd. ed. (5th printing). Consider a regression ...
242 views

### Assessing conditional independence of genes in Trans-eQTL cluster

I've identified a Single Nucleotide Polymorphism (SNP) that is associated with a variable of interest (lets just call it height) using a Genome Wide Association Study (GWAS). The SNP can be of the ...
4k views

### Using Singular Value Decomposition to Compute Variance Covariance Matrix from linear regression model

I have a design matrix of p regressors, n observations, and I am trying to compute the sample variance-covariance matrix of the parameters. I am trying to directly calculate it using svd. I am using ...
8k views

### Regression selection using all possible subsets selection and automatic selection techniques

Given the dataset cars.txt, we want to formulate a good regression model for the Midrange Price using the variables Horsepower, Length, Luggage, Uturn, Wheelbase, and Width. Both: using all possible ...
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### Sane stepwise regression?

Suppose I want to build a binary classifier. I have several thousand features and only a few 10s of samples. From domain knowledge, I have a good reason to believe that the class label can be ...
17k views

### How can one use the predict function on a lm object where the IVs have been dynamically scaled?

Note: I've updated the example case code, there were some errors in the previous version Cross posted to R-help, because I half suspect this is 'unexpected behaviour'. I want to predict values from ...
2k views

### Composite dependent variable

I have been running a linear regression where my dependent variable is a composite. By this I mean that it is built up of components that are added and multiplied together. Specifically, for the ...