# Questions tagged [regression]

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

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### Is there any value in models that have a larger out of sample RMSE than a standard deviation?

I am predicting y values from x values using various regression models, elastic net and partial least squares regression (PLSR). To quantify performance of models we utilize root mean squared error (...
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### Recreate lm Categorical Regression

Consider the code, which contains regression using lm of two categorical and one continuous variables without interaction using data from the correct model: ...
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### Is differential follow up periods in survival analysis a problem?

I'm looking to compare mortality post-operatively following two different surgical techniques. due to technological advances, one of these surgical techniques was only performed around five years ...
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### Predict change in dependent variable over three time points using independent variable at baseline

I want to predict the change in my dependent variable (DV) over time using an independent variable (measured only at baseline). My DV was measured at three points in time. The easiest way would be to ...
1 vote
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### Is covariance estimation via the inverse hessian method generalizable (or possible) for loss functions other than least squares?

I know from other resources such as here that the scaled inverse hessian of your least squares loss can be used to estimate your model's parameter uncertainty (specifcally, covariance), but I can't ...
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### Why is the threshold term incorporated into the weight vector in linear classifiers?

In the context of linear classifiers, such as the perceptron or logistic regression, I understand that the decision boundary is defined by a linear combination of input features and weights, plus a ...
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### Standard negative binomial regression when counts are mainly zeros?

This question must have been asked many times before but I can't find an answer. I'm getting very confused about when to use a zero-inflated negative binomial regression vs standard negative binomial ...
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### Bayesian Mediation Analysis

I have: 1 binary outcome (0, 1) 1 continuous quantitative mediator 1 continuous quantitative predictor I would like to compute Bayesian mediation analysis with Liu et al. (2023) method. The formula ...
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### Optimal sequence analyses and hypothesis testing

I am working with data in R using the TraMineR package. I am fairly new to this type of analysis, so please bear with me. I have a list of unique states (Ex: "NN", "s2s", "...
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### How to choose a feature as an offset in GLM Binary Regression

Is there any statistical test to determine that Feature A should be an offset instead of Feature B and Feature C. From what I understand, if in insurance modelling, usually, offset has a connection ...
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### Dealing with categorical variables on cox regression

I am trying to fit a Cox regression model to my time-to event data and have a categorical variable with 5 different levels. If I don't leave one of the levels out, then I will have multicollinearity, ...
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### Effects Contrast Matrix for Interaction with Multiple Grand Means

I want to include an interaction between two factors: area and house_type, in my GAM (MGCV), I hope to make a sum-to-zero ...
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### I am confused about the formula SST = SSE + SSR [duplicate]

I dont know why in this case this formula does not hold.. Can someone explain?
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### Why residual term $\epsilon$ is not included in logistic regression specification? [duplicate]

I have a simple question, which bothers me. In the logistic regression context, the odds are defined as: $$\frac{p(X)}{1-p(X)} = e^{\beta_{0}+\beta_{1}X}.$$ I was wondering, why in the literature the ...
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### Multivariate t-test equivalent - control versus intervention

Suppose there were two groups characterised by the same dependent and independent variables. Dependent variable = time to treatment initiation - continuous. Independent variable = point of care test -...
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### Regression with dependent observations of only one individual

Last week, I received a task to plan an analysis that my team wishes to perform. My objective is to measure if one physician agrees with the outputs that a certain tool generates for a set of N ...
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### Can I include a variable related to the outcome variable into statistical analysis?

My research question is about the contact patterns during the pandemic and what characteristics of people who contacted more person during the national lock down. The outcome variable is a variable ...
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### Date as random effect in mixed model strongly changes coefficient estimates

I am struggling with the structure of a mixed model that I run with lme4. I have measured a behaviour (let's say reaction time) and another variable that might impact it (let's call it "mood, ...
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### Subjective confidence as weights in regression models

I have data where subjects rate a quantity on a certain scale ($y$) but also add their subjective confidence as to how sure they are in their choice ($w$). My initial thought was to add $w$ as weights ...
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### When the direction of causation can plausiblely run in either direction, is there a good stat approach to distinguishing relative strength?

I am interested in an instance where it is plausible that ideology influences economic outcome, and also that economic outcomes influence ideology. Assuming that I have good and relavent measures of ...
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1 vote
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### Is it reasonable to split the data and then perform the regression?

There's a store that sells ballpoint pens. I have obtained data on each transaction from this store, including transaction IDs, colors, sell number per transaction, total prices, etc. By dividing the ...
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### AR(p) model in R not fitting data [closed]

I have a set of data that I am trying to model with a simple AR(p) model. I've run a Dickey Fuller test on unit root stationarity and reject the null. However, when I run a simple ar command in R I ...
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### Measuring treatment heterogeneity

This follows on a first question posted here I am looking at the effect of information on local prices and choices to move to certain cities. I think that this information will have a positive effect ...
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### Interpreting interaction term

Suppose I am interested in estimating the effect of a treatment (vs a control), fully and conditional on different levels (say, 3) of a baseline caracteristic (say, income level). I would have a ...
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