Questions tagged [linear-regression]

For questions about linear regressions, an approach for modeling the relationship between a scalar dependent variable y and one or more explanatory variables.

In statistics, linear regression is an approach for modeling the relationship between a scalar dependent variable y and one or more explanatory variables (or independent variables) denoted X. The case of one explanatory variable (independent variable) is called simple linear regression. For more than one explanatory variable (independent variable), the process is called multiple linear regression.

In linear regression, the relationships are modeled using linear predictor functions whose unknown model parameters are estimated from the data. Such models are called linear models. Most commonly, the conditional mean of y given the value of X is assumed to be an affine function of X; less commonly, the median or some other quantile of the conditional distribution of y given X is expressed as a linear function of X. Like all forms of regression analysis, linear regression focuses on the conditional probability distribution of y given X, rather than on the joint probability distribution of y and X, which is the domain of multivariate analysis.

Source: https://en.wikipedia.org/wiki/Linear_regression

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Finding the Mathematical Equation that shows the data in the graph

I want to find the mathematical equation that would give me the blue data points in the graph below. enter image description here I know the equation that would give me equation for the line will be something similar to y=a|m-x|+b but I don't know…
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linear regression mathematical equation and matrix-vector form from graph

I want to write the mathematical equation that represents these data points in the given graph below. Knowing that this is not a linear regression, I want to continue the solution with $y = ax^2 + bx + c$, but I need to create a matrix-vector form…
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Why is $\hat y = y$ for me?

Assume a linear regression model $y=X\beta + \epsilon$ with $\epsilon \sim N(0,\sigma^2I)$ and $\hat y=Xb$ where $b=(X'X)^{-1}X'y$. Besides $H=X(X'X)^{-1}X'$ is the linear projection from the response space to the span of $X$, i.e., $\hat y=Hy$. Now…
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Is this model a linear regression model?

We have, $$Y_i = log_{10}(\beta_1X_{i1}) + \beta_2X_{i2} + \epsilon_i$$ So, $$Y_i = log_{10}(\beta_1) + log_{10}(X_{i1}) + \beta_2X_{i2} + \epsilon_i$$ I don't think this is a general linear regression model because of the term $log_{10}(\beta_1)$…
ecbiz1
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Why is linear regression considered an ill-posed problem?

Could someone please explain to me why exactly linear regression is considered ill-posed?
Susan
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Proof that R-squared can be negative

I'm trying to figure out why when $ {\hat{\beta}}_0 = 0 $ then $ {\sum_{i=1}^n}{[(y_i-{\hat{y}}_i)({\hat{y}}_i-\bar{y})]} \neq 0 $ At least it is not necessarily true that it is 0. I tried reading other stackexchange posts on this, and I'm using the…
Memiya
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Proof that expected value of estimators for Ordinary Least Squares estimators equals the optimal solution?

I'm doing a linear regression master's course right now and the prof wrote "Properties of OLS estimators is that they are unbiased…
user8714896
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Coefficient Estimators of $\frac{1}{x^{2}}$ Weighted Least Squares Linear Regression

I have a feeling there should be a mathematical formular for determining the estimators of the coefficients of a $\frac{1}{x^{2}}$ Weighted Linear Regression. I was able to derive the estimators ($a$ and $b$) for the non-weighted linear regression…
Obinoscopy
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Best practice for pairing samples for linear regression

I am building linear regression models in R where the two distributions do not have ground truth or any obvious method for pairing samples from each. What is the best practice for this scenario? The most obvious method would be to just sort both…
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simple linear regression problem / estimating T value

enter image description here which formula is used for this problem?
hwan
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Solution Form of a Ridge Regression Problem

The linear ridge regression loss function: $$ J(\beta)=\Sigma_{i=1}^n(x_i^T\beta-y_i)^2+\lambda\Sigma_{j=1}^p\beta_j^2= \Vert X\beta-Y \Vert^2 + \lambda\beta^TI\beta \text{ (matrix form)} $$ where $x_i$'s are the input vectors, $y_i$'s are the…
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Error in linear regression

In linear regression we have $Ax=b$. Since the equality is an approximate equality, an error vector is used, that is, $Ax+e=b$. We know that using the least square method (to minimize the squared sum of the elements of $e$) the best $x$ is given…
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What are the properties of data we have to have in order to do least square regression with just matrix multiplication?

In the problem of linear regression, we are given $n$ observations $\{ (x_1, y_1),\dots,(x_n, y_n)\}$, where each input $x_i$ is a $d$-dimensional vector. Our goal is to estimate a linear predictor $f(.)$ which predicts $y$ given $x$ according to…
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Least squares estimator for different model

I have learned in my class that for the usual simple linear regression model $Y_i=\beta_0 + \beta_1x_i+\epsilon_i$, the estimators are $b_1 = \frac{S_{xy}}{S_{xx}}$ and $b_0 = \bar{y}-b_1\bar{x}$. Now I am asked to find the estimator for $\beta_0$…
mXdX
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How to compare variable importance between continuous var and categorical var in linear regression?

I know the concept of standardized coefficients, which should be applied to continuous variable only and it is used for comparing variable importance among continuous variables. But what about comparison between continuous var and categorical…
wwj123
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