# Questions tagged [regression]

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

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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: ...
738 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 ...
114k 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: ...
6k views

### Evaluating effect sizes of interactions in multiple regression

I have been running 3-level multilevel models with HLM, and my main interest is in some cross-level interaction effects that I am finding. My concern is that the effect sizes of these interactions ... 82k views

### How do I interpret Exp(B) in Cox regression?

I'm a medical student trying to understand statistics(!) - so please be gentle! ;) I'm writing an essay containing a fair amount of statistical analysis including survival analysis (Kaplan-Meier, Log-...
194 views

### Effectively fitting this kind of model: $y = c_1 (x_3 - x_4) + c_2 (x_1 - x_9)$

Given observations of $\{y, x_1, x_2, \cdots, x_n\}$, we can always do a linear regression and get all the coefficients $\{c_i\}$ for the model $$y = c_0 + c_1 x_1 + \cdots + c_n x_n.$$ However, ... 26k views

### Estimating a distribution based on three percentiles

What methods can I use to infer a distribution if I know only three percentiles? For example, I know that in a certain data set, the fifth percentile is 8,135, the 50th percentile is 11,259, and the ...
1k views

### Regression with an unknown dependent variable - estimating "likelihood" to do something

This probably seems like a really strange question, but let me try to explain what I want to do; hopefully it will make sense. I have a data set with a couple dozen variables, such as age, level of ...
2k views

### Can you use heteroskedastic time series variables within a regression model?

We are working on a multivariate linear regression model. Our objective is to forecast the quarterly % growth in mortgage loans outstanding. The independent variables are: 1) Dow Jones level. 2) % ...
1k views

### Understanding regressions - the role of the model

How can a regression model be any use if you don't know the function you are trying to get the parameters for? I saw a piece of research that said that mothers who breast fed their children were less ...
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### Plotting a piecewise regression line

Is there a way of plotting the regression line of a piecewise model like this, other than using lines to plot each segment separately, or using ...
6k views

### Understanding SVM regression: objective function and "flatness"

SVMs for classification make intuitive sense to me: I understand how minimizing $||\theta||^2$ yields the maximum margin. However, I don't understand that objective in the context of regression. ...
7k views

### Confidence intervals for regression parameters: Bayesian vs. classical

Given two arrays x and y, both of length n, I fit a model y = a + b*x and want to calculate a 95% confidence interval for the slope. This is (b - delta, b + delta) where b is found in the usual way ...
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### Knot selection for cubic regression splines [duplicate]

I was wondering if anybody had experience in how to set the knot points when using cubic regression splines. Some background: I have a response and predictor variable, and I want to determine the ...
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### Leave-one-out cross validation and boosted regression trees

Colleagues of mine recently presented a work where they calibrate boosted regression trees (BRT) models on small data sets ($n= 30$). They validated the models using leave-one-out cross validation (...
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### How to tell if the slope of a line is 0 or there is just no relationship?

I am attempting to examine the change in slope between a predictor and response over two years. In year 1, it is definitely positive. (Linear regression, the 95% CI of the slope doesn't overlap 0). ...
179 views

### When is it better to average observations at the same abscissa?

If you want to regress y on x, where multiple y's are observed at each x, is it ever better to instead take the mean at each x, and the use those means for the regression? Does it depend on the ... 13k views

### Partialling or regressing out a categorical variable?

Occasionally I see in literature that a categorical variable such as sex is “partialled” or “regressed” out in (fixed-effects or mixed-effects) regression analysis. I'm troubled with the following ...
11k views

### Finding the change point in data from a piecewise linear function

Greetings, I'm performing research that will help determine the size of observed space and the time elapsed since the big bang. Hopefully you can help! I have data conforming to a piecewise linear ...
982 views

### Confidence interval of slope in linear regression

When computing a confidence interval of slope in linear regression, should you use the z- or t-statistic?
3k views

1 vote
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### Which test to find out best concentration (the one having maximum effect)?

Hi my apologies first, I'm a biologist and not so good in statistics. In my study I'm studying the effect of concentration of feed on growth of a certain specimen. I have with me the different ... 26k views

### What are the assumptions for applying a Tobit regression model?

My (very basic) knowledge of the Tobit regression model isn't from a class, like I would prefer. Instead, I have picked up pieces of information here and there through several Internet searches. My ...
34k views

### Why is there a difference between manually calculating a logistic regression 95% confidence interval, and using the confint() function in R?

Dear everyone - I've noticed something strange that I can't explain, can you? In summary: the manual approach to calculating a confidence interval in a logistic regression model, and the R function <...
92k views

### What is the expected correlation between residual and the dependent variable?

In multiple linear regression, I can understand the correlations between residual and predictors are zero, but what is the expected correlation between residual and the criterion variable? Should it ...
7k views

### How to do meta-regression analysis with SPSS?

I have done a meta analysis and heterogeneity is too high. I am working with (even/Total) for experimental and control groups to calculate the Odds Ratio. I have done fixed-effect and random-effect ... 293 views

### Discerning between two different linear regression models in one sample

Suppose I observe a sample $(y_i,x_i)$, $i=1,...,n$. Suppose that I know the following: $y_i=\alpha_0+\alpha_1x_i+\varepsilon_i$, $i \in J\subset\{1,...,n\}$ $y_i=\beta_0+\beta_1x_i+\varepsilon_i$, ...
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### What type of statistical analysis solves this problem?

I have database of 78706 resident incidents in aged care facilities (5 years of data). I want to to learn and implement a tool allowing analyzing these data using following attributes: Resident Date/... 2k views

### Resources for learning about spurious time series regression

"Spurious regression" (in the context of time series) and associated terms like unit root tests are something I've heard a lot about, but never understood. Why/when, intuitively, does it occur? (I ...
4k views

### Determining trend significance in a time series

I have some time series data and want to test for the existence of and estimate the parameters of a linear trend in a dependent variable w.r.t. time, i.e. time is my independent variable. The time ...
214k views

### Interpretation of R's lm() output

The help pages in R assume I know what those numbers mean, but I don't. I'm trying to really intuitively understand every number here. I will just post the output and comment on what I found out. ...
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### How can I find the best linear combination of a set of matrices to approximate a target matrix?

I want to find $\theta$ such that $\theta = argmin_{\theta} \left( \left|\left| Y - \sum_{i=1}^k \theta_i X_i \right|\right| \right)$ where $X_i$ and $Y$ are N x N matrices and $\theta$ is a ...