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9 votes
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Comparing coefficients and confidence intervals when some categories have very few observations (logistic regression)

It's a good question, and you already have most of an answer: in a set-up like yours it is essential to look at the confidence intervals, not just the coefficient estimates. The machinery is intended ...
Nick Cox's user avatar
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0 votes

Lspline and bs produce very different coefficients for linear splines - which is preferred?

I think the issue is that when bs creates the basis it standardizes the data, whereas lspline does not. to see that run bs() and lsplines function and you'll see the difference in the values. so the ...
earnestatistics's user avatar
1 vote
Accepted

What is the connection between lift and logistic regression?

The lift is a combination of the difference in the odds (related to the coefficient $b$), and the probability for the cases $x=0$ and $x=1$. We can write $$P(Y) = logistic(a) P(\lnot X) + logistic(a+b)...
Sextus Empiricus's user avatar
1 vote

Apartment Price dataset: Why are the coefficient signs different but not when conditioned on other values?

For your question 1, bathrooms is not "correcting for errors". It is simply that, at a given size, having more bathrooms is associated with a lower price.PCA with only two variables seems ...
Peter Flom's user avatar
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0 votes

What is the best model for this case?

Multi-Collinearity Problem A major problem you have here, and what I assume the collinearity problem arises from, is that you have two dummy variables that essentially are the same thing. Throwing ...
Shawn Hemelstrand's user avatar
2 votes
Accepted

Event study regression specification: interacting covariates with leads and lags

As indicated in the comments, $p_t$ is time-varying but exhibits the same pattern across the $j$ units. If you're estimating the standard difference-in-differences equation, adjusting for time effects,...
Thomas Bilach's user avatar
1 vote

Binary logistic regression: why do these two coefficients have opposing signs when they are indicators of the same outcome?

Illustrating Peter Flom's answer, once we know whether we're on the top or bottom of this plot (var2), whether we're on the left or right (var1) tells us nothing we didn't already know.
jdonland's user avatar
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3 votes
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Binary logistic regression: why do these two coefficients have opposing signs when they are indicators of the same outcome?

When you have more than one independent variable in a regression equation, the coefficient for each is after controlling for the other. In your example Var 1 and var 2 are very strongly related to ...
Peter Flom's user avatar
  • 122k
1 vote

Understanding linear regression output for ordinal independent variable

The numbers here indicate how much the conditional mean of the dependent variable increases/decreases as a result of being in Education 2, Education 3, etc., where the intercept is the conditional ...
Shawn Hemelstrand's user avatar

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