10
votes
Accepted
Interaction term switching sign of main effect
When the interaction (product term) is in the model, the coefficient for the "main effect" (lower-order term) of grid size (0.00774) gives you the expected slope when the number of ...
- 1,821
7
votes
Accepted
Variable selection in logistic regression
The problem with your proposed approach is that every predictor in itself may not correlate with the outcome, but interactions between them might. Or you might have a curvilinear relationship between ...
- 118k
4
votes
Variable selection in logistic regression
Adding to Stephen's excellent answer, there are lots of reasons not to do automatic variable selection. He covers some of them. But there are others:
A variable could be a mediator without being ...
- 110k
3
votes
Poisson regression for rare events?
Welcome to CV. Poisson regression is fine for rare events. In fact, it got started with modeling the number of soldiers kicked to death by the horses --- not common, even in the days of large cavalry ...
- 110k
2
votes
Accepted
Prove that OLS estimated coefficients are independent from other variables
In matrix notation you have $Y=X\beta + U$ and OLS provides $$\widehat{\beta} = \left(X'X\right)^{-1}X'Y = \beta + \left(X'X\right)^{-1}X'U. $$ As long as $X$ and $U$ are the same, $\widehat{\beta}-\...
- 405
1
vote
Prove that OLS estimated coefficients are independent from other variables
You formula for $\beta_2$ is wrong. Suppose you would have two independent variables, then you can see in this link that the estimates $\beta_1$ and $\beta_2$ depend on both $x_1$ and $x_2$.
Only when ...
- 318
1
vote
How to model this dataset?
I want to estimate the individual contributions to the group scores, considering the characteristics provided.
It seems that you’re looking for the posterior probability $\Pr(S=s|\boldsymbol X = \...
- 205
1
vote
Mediation analysis with interaction effect
Maybe the SE for the AB equation is wrong?
It looks like the so-called "Sobel test", which is a first-order Taylor series approximation of the product terms sampling distributions, called ...
- 1,793
1
vote
Accepted
Pros and cons of different methods for comparing betas in regression
Acknowledging that I provided the linked answer to #4 prior to providing a response.
In your opinion, which of these methods conceptually most closely aligns with the verbal hypothesis that "...
- 937
1
vote
How to determine number of independent variables in regression?
You write
I have heard that having more than one independent variable is useful
when predicting human behaviour since it can be influenced by a
combination of several factors!
That is correct. It's ...
- 110k
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