Questions tagged [multiple-regression]
Regression that includes two or more non-constant independent variables.
5,714 questions
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In Stepwise regression, should one use R² or adjusted R² to describe the change in explained variance contributed by each variable?
I have a question. In stepwise regression in SPSS, should one use R² or adjusted R² to describe the change in explained variance contributed by each variable?
Would you use: variable 1 explains 0,246, ...
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Control function model with different IV’s and different samples
i’m trying to run a control function approach to account for the endogenous explanatory variable ‘household income’ on the dependent variable ‘youth life satisfaction’, and i have two different IV’s, ...
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Intercept in a detrended time series regression
I have been reading on running regressions on a time series. In the section for using detrended data (running regression of explanatory and explained variables on time alone first, and then regressing ...
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How to plot AIC, BIC of all possible models?
Suppose I was given a data set, say, golf, in the form of an MLR model. Given that best subset selection is choosing the top 5 best models of each size, how would ...
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Large differences in correlation and regression results
I am working on my dissertation and my supervisor is on a trip, so I am trying to sort this on my own.
I am studying the relationship between GDP and life satisfaction (Gallup Reports) for the period ...
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Change to Change Regression Analysis? Help!
Imagine a study where I collected data on forgiveness twice (T1 and T2), and I also measured depression twice (T1 and T2). I am interested in knowing if a change in forgiveness could predict a change ...
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Selecting the number of K-means clusters during the feature selection
I'm using longitudinal data to answer many questions, some of them which aren't fitted for longitudinal data: I just wish I could use a single observation of each of them. My variables are mostly ...
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Bias in standard error of regression slope with not-independent data and effective sample size
Consider a sample of $N/2$ pairs of individuals. Each pair belongs to a group $j$.
For each individual $i$ from the $N$ sample, I measure two variables ($y_{i}$ and $x_{i}$) and the average per group $...
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What happens to regression coefficients under perfect collinearity (e.g. $x_1 = x_2$)? [duplicate]
Suppose the true model is
$$
y = x_1 + x_3.
$$
I generalize this to
$$
y = \alpha_1 x_1 + \alpha_3 x_3,
$$
but then fit a regression of the form
$$
y = \beta_1 x_1 + \beta_2 x_2 + \beta_3 x_3,
$$
and ...
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Why can a model with higher MSE still have a higher R² than another model
Two mdoels trained on different training datasets (related but not exactly the same) and tested on the exact same datasets, the model that has higher MSE, still has a higher R², is that possible?
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Sum of Squares and partial $R^2$ in robust multiple regression
I would like to obtain estimates of the variance explained by each predictor in multiple regression using robust linear regression (for instance with the R function ...
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Question on simple causal modeling
My causal graph looks like this: $A\to B$, $B \to C$ and $A \to C$. I want to model the direct influence of $B$ on $C$, i.e. changing $B$ by one unit, how much does $C$ change?
I think the correct ...
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Interpretation of slope coefficient when a variable appears in multiple powers
In a multiple regression, how do you interpret the slope coefficient of a variable if some other power of the variable, say, the variable squared also appears as an explanatory variable, i.e., suppose ...
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What are the pros and cons of a latent multivariate model vs a non-latent multivariate model
From what I understand, the advantage of a multivariate regression model - by which I mean two or more outcomes variables regressed on the same predictor - over several simple regressions is that the ...
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Multiple comparisons correction for MRI region-of-interest analysis
I am investigating associations between four predictors and grey matter volume (GMV) in 16 different regions of interest. To do that, I have performed 16 multiple linear regressions:
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