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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Using Chi-Square probability correctly

Just wondering if the following is correct : $$\mathbb P\left(c_1\leqslant\chi^2_{n-p}\leqslant c_2\right)=1-\alpha\\\iff \left\{c_1=\chi^2_{n-p}(1-\alpha/2)\right\}\land\left\{c_2=\chi^2_{n-p}(\alpha/2)\right\}$$ $\text{Edit}$ : A bilateral…
user534846
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Linear vs Non-linear regression model

I have a model like this: $$ Y=B_0 + B_1x_1^2 + B_2x_2e^{B_3x_2} + B_4x_3+B_5x_3^2+c $$ Is it a linear model? How can I understand the linear and non-linear model of regression? Sometimes I found some model as a linear which contains non-linear…
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If average salary is correlated with number of men and women in a company , should it be correlated with ratio of men/women?

I study a large set of data (200 companies in the same sector) A = average salary in the company , B = number of men in the company , C = number of women in the company I find a very high correlation(0.75) with a multiple linear regression A ~ B +…
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What is the parameter estimated for the eqn $y = \theta * x$ using OLS

I have tried to estimate value for the $\theta$ parameter in equation $y = \theta * x$ using OLS. What I obtained is $$\theta = \sum_i(y*x)/\sum_i(x^2)$$ Am I correct in the formulation. PLease suggest.
Devi
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Convert log model to linear model

I have a log-log model as follows: ln quality = ln price + predictor_2 + predictor_3 I ran a regression and using the coefficient values obtained, I predicted log quality values and then I plotted a curve of predicted log quality (y-axis) vs. log…
Rnovice
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line of regression

I am taking an introductory level statistics class, and I need help interpreting the equation of the regression line, which is: Predicted audience rating =-33 + 0.482 critics rating According to the regression line, is it true that, on average,…
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How would I solve a linear regression with SD on intercept and slope

I am sure that this is an easy question, but I am not able to figure it out. Given an equation, with ($SD$=standard deviation): $y=a(+/-SD)*x+b(+/- SD)$. Given a specific value for $y$, how would I solve for $x$? Thanks so much (I tried to google…
Stylize
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problem with Simple linear regression

I am solving a question with $$x_i = \{1.14, 2.23, 3.01, 4.55\}$$ $$y_i = \{10.77, 7.23, 5.31, 2.84\}$$ and to find out the best fit line of it. mean of $x_i = 2.73$ mean of $y_i = 6.54$ and the $s_{xx}$ of it is $6.174$ after calculating but…
Jack
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Basic question on linear regression

I am trying to understand linear regression. The typical model takes form $$y_{i}=ax_{i} +b + \epsilon_{i}, \ \ \ i=1..N$$ where $\epsilon_{i}$, is an i.i.d Gaussian random variable. The objective is to minimize $$\sum_{i=1}^{N} (y_{i} - ax_{i} –…
R. Ho
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Back-transforming results of multiple linear regression

I transformed dependent variable by raising to a power of $0.4$. When the original data is plotted on the back-transformed $y^{1/0.4}$ predicted results, the intercept is substantially larger than zero & gradient lower than $1$. Even by adding…
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Understanding probabilistic interpretation of linear regression

I want to fully understand the probabilistic interpretation. As in, I know once we have a probabilistic model, we differentiate for maximum likelihood and find the weights/regressors but what i really find difficult to grasp is how exactly are we…
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Mean of residuals in OLS is 0

Assume $Y=X\beta_0+\epsilon$ where $\epsilon$ is zero mean and $X$ is fixed. I know that under certain conditions on the design matrix $X$ in OLS, the sample mean of the residuals $\bar{e}$ is $0.$ Can we say the same for the true population mean of…
Kashif
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