# Questions tagged [regression]

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

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### Relationships between two variables

Comparing two variables, I came up with the following chart. the x, y pairs represent independent observations of data on the field. I've doen Pearson correlation on it and have found one of 0.6. ...
143k views

### When should I use lasso vs ridge?

Say I want to estimate a large number of parameters, and I want to penalize some of them because I believe they should have little effect compared to the others. How do I decide what penalization ...
521 views

### Regression output and Fisher-Snedecor distribution

I'm working on regression models in STATISTICA application and I need to know what is Fisher-Snedecor distribution for and how to analyze my regression model in this distribution. What the ...
727 views

### Why prediction of a predicted variable from a discriminant analysis is imperfect

I am puzzled by something I found using Linear Discriminant Analysis. Here is the problem - I first ran the Discriminant analysis using 20 or so independent variables to predict 5 segments. Among the ...
92k views

### What is difference-in-differences?

Difference in differences has long been popular as a non-experimental tool, especially in economics. Can somebody please provide a clear and non-technical answer to the following questions about ...
14k views

### What is an instrumental variable?

Instrumental variables are becoming increasingly common in applied economics and statistics. For the uninitiated, can we have some non-technical answers to the following questions: What is an ...
14k views

### Why is ANOVA taught / used as if it is a different research methodology compared to linear regression?

ANOVA is equivalent to linear regression with the use of suitable dummy variables. The conclusions remain the same irrespective of whether you use ANOVA or linear regression. In light of their ...
648 views

### When can you use data-based criteria to specify a regression model?

I've heard that when many regression model specifications (say, in OLS) are considered as possibilities for a dataset, this causes multiple comparison problems and the p-values and confidence ...
57k views

### Always Report Robust (White) Standard Errors?

It has been suggested by Angrist and Pischke that Robust (i.e. robust to heteroskedasticity or unequal variances) Standard Errors are reported as a matter of course rather than testing for it. Two ...
393k views

### In linear regression, when is it appropriate to use the log of an independent variable instead of the actual values?

Am I looking for a better behaved distribution for the independent variable in question, or to reduce the effect of outliers, or something else?
80k views

### What is a “saturated” model?

What is meant when we say we have a saturated model?
173k views

### How should outliers be dealt with in linear regression analysis?

Often times a statistical analyst is handed a set dataset and asked to fit a model using a technique such as linear regression. Very frequently the dataset is accompanied with a disclaimer similar to ...
I know this must be standard material, but I had difficulty in finding a proof in this form. Let $e$ be a standard white Gaussian vector of size $N$. Let all the other matrices in the following be ...