# Questions tagged [regression]

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

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### 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 ...
13k views

### 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 ...
2k views

### 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 (...
5k views

### 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). ...
182 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 ...
984 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
1k views

### 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 ... 27k 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 ...
35k 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: $y_i=\alpha_0+\alpha_1x_i+\varepsilon_i$, $i \in J\subset\{1,...,n\}$ $y_i=\beta_0+\beta_1x_i+\varepsilon_i$, ...
218 views

### 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 ...
215k 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. ...
2k views

### 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 ...
220 views

### In a linear regression whose components can also be broken down, is it better to do multi-layered regression, or flatten to final components?

Consider a series like CPI (inflation), which I know is composed of a series of component prices (e.g. meat prices, grain prices, non-food prices, etc.), which in turn are also composed of a series of ...