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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Least square estimators for "no slope" and "no intercept" models.

I'm trying to understand simple linear regression. Here is a problem I'm working on, and I'm trying to understand the answers conceptually. I want to find the least square estimators $b_1$ and $b_0$ for the following: (a) The "no slope" model $Y_i =…
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Finding a regression function

I began studying regression analysis today: A problem in my textbook asks me to find the estimated regression function for the following data. For the previous problems, I've just used the formulas involving $\overline{X}$ and $\overline{Y}$. How…
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linear regression and fitting points in 2D space

I am using simple linear regression to fit a line trough a set of points in 2D space. With linear regression (in my interpretation) points $(x_i, y_i)$ are fit using a model functon $y=f(x)=\alpha+\beta x$ where $\alpha$ and $\beta$ are selected to…
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How do I remove points to subtract the $b$ term in a linear regression fit?

I have a scatterplot of points with a fit of $y = mx + b$. I would like to only keep the points such that the linear fit would be: $y = mx$. How do I subtract out the points contributing to the $b$ term in the linear regression fit?
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Correlation between Least Square Parameters obtained in Linear Regression

I am trying to solve Q 22 below: Upon minimizing the squared errors I get the following values of the parameters: $$\hat{\alpha} = \overline{y}$$ $$\hat{\beta} = \frac{\sum x_i y_i - \overline{x}\sum y_i}{\sum (x_i - \overline{x})^2}$$ How should…
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Effect on $R^2$ squared of an additional regressor

I'm currently dealing with the simple linear regression model and the book I'm studying with says that, any time you add a regressor to your model, even if irrelevant, the coefficient of determination $$R^2 = \frac{ESS}{TSS}$$ Increases necessarily.…
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Standard error of $\hat{\beta_1}$ in regression analysis

In the earlier chapters of my notes, the formula for $\hat{\beta_1}$ in simple linear regression was given as $$\frac{\hat{\sigma}}{\sqrt{\sum_{i=1}^{n}(x_i - \bar{x})^2}}$$. However, in some later chapters, namely in discussion of the no-intercept…
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Will the diagnostics show autocorrelation in the residuals?

Suppose there is a Quadratic relationship between a predictor, which exhibits a trend over time, and the response but we included only a linear term for that predictor in the linear regression model. Which of the following will happen if we use…
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Independence between error and regressor

Let the following classical linear regression: $$y_i = x_i \theta + u_i, \quad E(u_i|x_i) \sim N(0, \sigma^2)$$ Can I conclude that $x$ and $u$ are independent? I would like this because I want to prove that: $y_i|x_i \sim N(\theta x , \sigma^2)$.…
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What does this absolute value notation mean?

In a regression model function, What does this absolute value notation mean?
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Linear regression model when intercept is known

I was given linear model: $$Y_i = \beta_0 + \beta_1X_i + u_i$$ I know that $\beta_0 = 2$. Now I should find out the unbiased estimate $\bar{β_1}$. I know that $\beta_0 = 2$ represents the intercept on this linear model but I am not sure how to find…
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What method should I use for prediction of NUMBER_OF_ORDERS(TIME, LAT, LNG)?

I'm running a pizza service and would like to predict a number of orders for every hour interval during a day per location (basically where we should deliver the pizza) in future. And I've got a small data set of past orders: pairs of [timestamp,…
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Least Squares Regression of multiple outputs

I'm not sure how to search for this. I have 3 sensors measuring accelerations in different orientations in a flat plane, each 45 degrees apart, but with a small orientation error The measurement equation could be written as: $z =…
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Why do the coefficients disappear in the basic simple linear regression equations?

I am trying to learn simple linear regression and I understand everything up to the final step. After taking the two partial derivatives, you have this: $\displaystyle \frac{\partial T}{\partial a} = \sum_{i = 1}^n \bigl [2a + 2bx_{i} -…
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Finding linear regression equation with unequal sample sizes

The data samples $x$ and $y$ for question $2$ are unequal. Here, we have more $y$ points than $x$ points. How do I go about solving that? I just need help with the calculations. Once I know how to do the calculations I can just translate that into…