# regression-coefficients's questions - Chinese 1answer

1.012 regression-coefficients questions.

### 6 Prior for the coefficients of a linear regression model

I have a linear regression model $\bf Y=\bf{X}\bf{\beta}+\epsilon$. I want to assign a prior on $\bf\beta$ in order to derive the posterior predictive model $p(y_{predictive}|\bf{y},\bf{X},\beta)$. ...

### How to calculate unstandardized estimate to quantify effect on dependent variable in percentage

Based on the path estimate from Structural Equation Modeling in a scholarly text, I would like to state that an x% increase of Variable1 leads to y% increase in Variable2 - I know that this is not ...

### 2 How to deal with various sample sizes in the calculation of a predictor variable?

1 answers, 54 views regression regression-coefficients
Let's say one of the predictor variables in a regression model is 3-point shooting percentage. However, some of the observations (players) only have one or two attempts while others have several more. ...

### Ratio estimation vs. regression analysis

I would like to know under which assumptions you would prefer one concept to the other. I would like to conduct an analysis of the relation between sales and expenditures in a sample of financial ...

### 2 Negative intercept in negative binomial regression , what is wrong with my model/data?

I am running a negative binomial regression using statsmodels on Python. My DV is count data and zero-inflated. The one IV in my model is categorical and I have no constant term, and my understanding ...

### 1 Determining the uncertainty in regression parameters

I want to regress crop yield against total rainfall collected over many years. For each year, rainfall could be computed for different time periods i.e. total rainfall can be calculated between 1st ...

### 1 Interpret coefficients from logit/probit models with inverse definition of dependent or independent variable

I have a couple of empirical studies examining the determinants of credit ratings. Here, the dependent variable is a binary variable indicating whether a firm has a credit rating or not ($rating$). ...

### 1 Price Elasticity Estimation with a non-linear price schedule

How do I estimate price elasticity in a non-linear price setting? Non-linear prices are seen in utilities (electricity, water etc.) where the price per unit is determined by quantity purchased. So a ...

### 2 Linear Regression: Why do the coefficients change on the original IVs when you interact them, and add that new interacted-variable to the model?

Basically I want to know how the 'constant' value differs in each of the following models: Model 1: DV=income; IV1=gender (0=male, 1=female); IV2=location (0=east, 1=west) Here, I understand the ...

### Interpreting distance between coefficient drop out in regularization path

In regularized least squares regression, we have the following loss function: $\sum_i(\beta x_i - y_i)^2 + \lambda L(\beta)$ If we compute the magnitude of coefficients at varying $L(\beta)$, we ...

### Discrepancy between coefficients generated by cv.glmnet() and glmnet()?

I noticed small differences between the coefficients generated by cv.glmnet() and glmnet() when the same lambda was applied. I am wondering why this happens. Codes below will reproduce the phenomenon ...

### 1 lm() coefficients don't match lmer() fixed effects

I'm new to hierarchical models and am learning to use the lme4 package. My understanding is that the fixed effects generated from the lmer() function are suppose to match the coefficients from lm(). ...

### 17 How to compute the standard errors of a logistic regression's coefficients

I am using Python's scikit-learn to train and test a logistic regression. scikit-learn returns the regression's coefficients of the independent variables, but it does not provide the coefficients' ...

### 10 Interpretation of LASSO regression coefficients

I'm currently working on building a predictive model for a binary outcome on a dataset with ~300 variables and 800 observations. I've read much on this site about the problems associated with stepwise ...

### -1 How can I interpret my log linear regression (OLS) when my regressor is a non-zero ratio? [duplicate]

My model is a log linear when my dependent variable is log GDP, and my predictor is not log transformed. One of my regressor is ratio between consumption and income. I understand that to interpret log ...

### How to report negative binomial regression results from R

I have fit a negative binomial model in R, and would like to report the findings, but I'm unsure how (or if) I should convert the estimates to reportable coefficients. Here is my output: ...

### 1 Relation between coefficient of determination, $R^2$, and significance in a regression

I have performed a simple regression of the following form: $y_t$ = $\beta_1x_{1,t}$ + $\beta_2x_{2,t}$ + $\beta_3x_{3,t}$ the $R^2$ turns out to be 38%. $\hat\beta_1$ = 0.7 (significant at the 1%-...

### Derivation of t-statistic and p value of Regression coefficient

I had this question at the back of my mind for a while. Consider any data for linear regression problem. Optimization algorithm calculates the coefficients of each feature and stops when cost function ...

### testing Betas in different steps of the same regression analysis

I am looking for a procedure to test for a significant difference in the beta coefficient for a given predictor at one step of a regression model versus another step. That is: if, say, at step 1 ...

### How to express the estimation result

1 answers, 28 views regression regression-coefficients
I would like to ask you how to express the following regression analysis. $Y=a+bX+cZ+u$ I want to mention that $b$ is significant. In this case, which sentence in the following correct? (1) The ...

### 3 Standardization and explanatory variables of different domains in Multiple Regression

There's many questions on related topics but I have been unable to find one that precisely answers my question. Let's say I'm performing a regression on multiple predictor variables $x_1...x_n$ for ...

### Comparison of nested regression models vs predictor's significance within model

I am building regression models to evaluate the effect of several characteristics of genetic variants (my predictors) on a handful of phenotypic parameters (continuous and binary - hence I am building ...

### 1 In what instance would r, R, and β be the same? [closed]

I understand that r tells us the strength of the linear relationship between two variables, R shows how closely two variables, and β shows which dependent variables would change if we change the ...

### 1 Interpreting linear regression results in SPSS

I am using linear regression to look at the relationship between some variables using SPSS but I'm having trouble understanding the results: In the table of coefficients, I know most of the rows ...

### 14 Standard errors for multiple regression coefficients?

1 answers, 38.766 views standard-error regression-coefficients
I realize that this is a very basic question, but I can't find an answer anywhere. I'm computing regression coefficients using either the normal equations or QR decomposition. How can I compute ...

### Inconsistent signs of coefficients in regression models

Background: Our thesis explores the relationship between Corporate Social Responsibility (CSR) and Return on Assets (ROA). ROA is computed by multiplying the firm's Profit Margin with Asset Turnover ...

### Quantify the uncertainties around the regression parameters

I need some advise of how to quantify the uncertainties around the regression estimates. I have collected crop yield data across multiple locations and multiple years. The crop broader cultivation ...

### Interpreting the Evaluation Model for Decision Forest Tree

I am working on a project to find Productivity of a person in near future and i am using Decision Forest Tree in Azure Machine Learning studio. I have a good amount of sample data (5459 rows) & 9 ...

### 9 Can I ignore coefficients for non-significant levels of factors in a linear model?

After seeking clarification about linear model coefficients over here I have a follow up question concerning non-signficant (high p value) for coefficients of factor levels. Example: If my linear ...

### 1 How to conduct a moderated multiple regression with two (or more) moderators?

I've been trying for a while to understand how to perform this type of analysis, but I can't seem to find any literature or even forum posts about it, so any help or guidance anybody can offer would ...

### Anti-logging coefficients of a regression with log-transformed outcome variable yields confusing estimates

I am testing whether self-reported days' use of illicit cannabis in the previous 28-day period predicts levels of a cannabis metabolite measured in participants' urine. There are four 4-week periods, ...

### 1 how can I obtain a beta value for three way interaction term in a logistic regression

I am using the RMS package in R to conduct a logistic regression that contains a three-way interaction. As part of my modelling approach, I have conducted chunk tests of the interaction (using Wald ...

### Likert Scale for Linear Regression vs Ordinal Logistic Regression - R Square Interpretation

I'm fitting a response variable that assume values between 1 (Very Dissatisfied), 2 ,3 ,4 and 5 (Very Satisfied). My explanatory variable assumes also values between 1 and 5, in other words, dependent ...

### 4 What is the difference between least square and pseudo-inverse techniques for Linear Regression?

I am wondering the difference between them. Basically they do the same job at the end finding coefficients of parameters, but they look just different the way we find the coefficients. To me, Least ...

### 2 How can I look for correlations between variables with large deviations?

I'm researching the correlation between the magnitude (a measure of brightness) and redshift ($z$ - a measure of distance) for a variety of galaxies called quasars. Plotting the magnitude against \$log(...