New answers tagged regression-coefficients
2
votes
Interpreting slope for a categorical variable , outcome is continious
Can I say that
changing X from Level 1 (Reference level) to Level 2 will increase Y on an average by 0.406 units
changing X from Level 1 (Reference level) to Level 3 will increase Y on an average by ...
- 1,019
1
vote
Why does heteroskedasticity not affect $R^2$ and why does it make estimated regression more statistically significant?
As to 4, that is indeed, while empirically often the case, not necessarily true.
Consider as a tractable example the expressions for the standard and robust variance estimator (the correct one under ...
- 30.9k
3
votes
Why does heteroskedasticity not affect $R^2$ and why does it make estimated regression more statistically significant?
As to 5, $R^2$ will tend to
$$
1-\frac{Var(u)}{Var(y)}
$$
under homoskedasticity. Under heteroskedasticity (no detailed derivation here), the numerator will be related to some function of the average ...
- 30.9k
0
votes
Difference between multivariate regression and running multiple linear regression models for every dependent variable
It probably depends on the type of multivariate technique you use, but to answer some of your questions:
When we run multiple linear regression models for different dependent variables, each model ...
- 6,041
1
vote
How to do a pairwise test of each regression model coefficient over groups?
You can add the binary grouping variable (G) as a predictor to your model together with its product with each predictor variable X (moderated regression), for example, G*X. The regression slope ...
- 1,246
1
vote
How to deal with a summation term in a regression model?
I would include three dummies (D1, D2, D3) that are 1 if that kind of agreement is on for pair ij at time t and 0 otherwise.
You can then calculate the marginal effect as a finite difference for 1 vs ...
- 34.3k
1
vote
Shapley value vs ridge regression
There are several reasons why the two sets of values you computed are not the same:
$R_2$ contributions are not partial correlation or regression coefficients
The package you use to compute Shapley ...
- 2,082
0
votes
Same SE for all coefficients of a linear model
Thanks to the answer by Zhanxiong, despite orthogonal variables, there is another possible situation that makes the $\hat\sigma_{\hat\beta_j}$ the same. For example, variables j=1 and 2, when $\sum_{i=...
0
votes
How to compare linear regression coefficients with factors in R?
I am answering with relation to what I believe your main question is, that is the meaningful interpretation of factor variables in a linear regression. Recall that in a typical Gaussian linear ...
- 6,041
Top 50 recent answers are included