# Questions tagged [regression]

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

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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
13k 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?
606 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 ...
773 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, ...
17k 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 ...
243 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 ...
2k views

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### R-squared result in linear regression and “unexplained variance”

I did a linear regression in R and got the following result: ...
2k views

### Interpretation of log likelihood and covariate significance in Cox regression

Another newbie question here (probably piece of cake for you guys). When I run a Cox Regression and one of my covariates come out as significant: ...
734 views

### How to handle age at measure-start in Cox regression?

I'm a statistics newbie (medical student) trying my luck with a Cox regression for a survival analysis on the outcome of a specific type of operation. And I'm trying to determine which variables to ...
101k views

### Does an unbalanced sample matter when doing logistic regression?

Okay, so I think I have a decent enough sample, taking into account the 20:1 rule of thumb: a fairly large sample (N=374) for a total of 7 candidate predictor variables. My problem is the following: ...