
Regression with multiple dependent variables? - Cross Validated
Is it possible to have a (multiple) regression equation with two or more dependent variables? Sure, you could run two separate regression equations, one for each DV, but that doesn't …
regression - When is R squared negative? - Cross Validated
Also, for OLS regression, R^2 is the squared correlation between the predicted and the observed values. Hence, it must be non-negative. For simple OLS regression with one predictor, this is …
regression - When should I use lasso vs ridge? - Cross Validated
Ridge regression is useful as a general shrinking of all coefficients together. It is shrinking to reduce the variance and over fitting. It relates to the prior believe that coefficient values …
regression - Trying to understand the fitted vs residual plot?
Dec 23, 2016 · A good residual vs fitted plot has three characteristics: The residuals "bounce randomly" around the 0 line. This suggests that the assumption that the relationship is linear is …
correlation - What is the difference between linear regression on y ...
The Pearson correlation coefficient of x and y is the same, whether you compute pearson(x, y) or pearson(y, x). This suggests that doing a linear regression of y given x or x given y should be …
regression - Interpreting the residuals vs. fitted values plot for ...
Consider the following figure from Faraway's Linear Models with R (2005, p. 59). The first plot seems to indicate that the residuals and the fitted values are uncorrelated, as they should be in a
When conducting multiple regression, when should you center …
Jun 5, 2012 · In some literature, I have read that a regression with multiple explanatory variables, if in different units, needed to be standardized. (Standardizing consists in subtracting the mean …
How to derive the standard error of linear regression coefficient
another way of thinking about the n-2 df is that it's because we use 2 means to estimate the slope coefficient (the mean of Y and X) df from Wikipedia: "...In general, the degrees of freedom of …
regression - Linear model with both additive and multiplicative …
Sep 23, 2020 · In a log-level regression, the independent variables have an additive effect on the log-transformed response and a multiplicative effect on the original untransformed response:
How should outliers be dealt with in linear regression analysis ...
What statistical tests or rules of thumb can be used as a basis for excluding outliers in linear regression analysis? Are there any special considerations for multilinear regression?