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Forum: Regression Analysis

Linear regression, linear models, nonlinear regression

  1. Methodology design: "Which stocks fall first" & "Which stocks fall the most"

    Hi guys, I'm looking at an event study of 500 stocks. The event is a financial crisis, where I expect most stocks to fall over the window. I have...

    Started by derksheng‎, 07-25-2012 11:01 AM
    • Replies: 0
    • Views: 1,395
    07-25-2012, 11:01 AM Go to last post
  2. Finding complex relationships with multiple independent variables

    Howdy. Question - how can I find complex relationships when there are multiple independent variables. Specifically, I am looking at a situation where...

    Started by dwl‎, 07-25-2012 09:29 AM
    • Replies: 1
    • Views: 2,112
    07-25-2012, 10:45 AM Go to last post
  3. logistic regression, problems with missing values

    Hi all, I am new to logistic regression, so please forgive me if this question sounds stupid... I am doing an logistic regression on a Likert item...

    Started by moomin101‎, 07-25-2012 08:15 AM
    • Replies: 1
    • Views: 1,725
    07-25-2012, 09:12 AM Go to last post
  4. Testing arbitrary contrasts based on summary statistics

    Following the discussion in this recent thread (Getting F statistic from multiple t-statistics?) and spunky's request therein, here is a neat trick...

    Started by Jake‎, 07-24-2012 03:20 AM
    • Replies: 3
    • Views: 3,323
    07-24-2012, 07:55 PM Go to last post
  5. Poynomial Regression through the origin

    I am trying to program in SQL a polynomial regression of degree two with a zero intercept. I can't seem to find the appropriate literature on this...

    Started by coling‎, 07-24-2012 03:43 PM
    • Replies: 8
    • Views: 4,218
    07-24-2012, 05:50 PM Go to last post
  6. Holt-Winter forecasting for many future events

    Hello, I have been investigating and testing forecasting methods for incoming call volumes. I have many months of data. The data exhibits a...

    Started by youshouldneverthrowacat‎, 07-24-2012 10:25 AM
    forecasting, holt, triple exponential, winter
    • Replies: 0
    • Views: 2,383
    07-24-2012, 10:25 AM Go to last post
  7. Autocorrelation Remedy Help

    For my bachelor thesis I need to regress historical stock price with earning per share. My data consist of eleven years period with yearly...

    Started by ardinea‎, 07-21-2012 11:12 AM
    • Replies: 1
    • Views: 1,942
    07-24-2012, 07:30 AM Go to last post
  8. logistic regression - model selection

    I am a bit confused in model selection for logistic regression using SPSS I have done univariant tests (Chi square etc) and selected variables...

    Started by vl80‎, 07-24-2012 04:28 AM
    • Replies: 0
    • Views: 1,484
    07-24-2012, 04:28 AM Go to last post
  9. Getting F statistic from multiple t-statistics?

    If I have Y = a + b1*X1 + b2*X2 + b3*X3 + error, and I have calculated sample t-statistics for b1 and b2, from this information (along with...

    Started by derksheng‎, 07-23-2012 12:23 PM
    • Replies: 7
    • Views: 2,824
    07-24-2012, 03:24 AM Go to last post
  10. How do I apply the bonferroni correction in hierarchical regression?

    I am conducting a hierarchical multiple regression with 6 predictor variables (2 dichotomous, 1 continuous, 3 2-way interactions) entered over 4...

    Started by mle80‎, 07-23-2012 11:42 PM
    bonferroni correction, hierarchical
    • Replies: 0
    • Views: 3,089
    07-23-2012, 11:42 PM Go to last post
  11. Multiple regression- kurtosis in DV

    Hey all, This may be a really stupid question. But I'm really stupid when it comes to statistics, so bear with me! My dependent variable has...

    Started by kk89‎, 07-20-2012 11:57 PM
    • Replies: 4
    • Views: 2,451
    07-23-2012, 09:44 PM Go to last post
  12. CARs from small sample(26): Which Regression is the best to perform?

    Dear All, I am new to this forum, but I am trying to become more and more specified in statistics for my Master Thesis (Erasmus University...

    Started by Bart Lips‎, 07-17-2012 08:12 AM
    event study, regression analysis, small sample size
    • Replies: 5
    • Views: 3,422
    07-23-2012, 02:13 PM Go to last post
  13. A big problem: Portfolio OLS t-statistic calculation and other P-OLS issues.


    Started by derksheng‎, 07-23-2012 12:52 PM
    • Replies: 0
    • Views: 1,629
    07-23-2012, 12:52 PM Go to last post
  14. Question calculating sample size needed by future studies having got my Logistic Regression

    Help anyone? I have downloaded Gpower 3, and seemingly found the option: under test family: z tests statistical test: logistic regression ...

    Started by Freya_77‎, 07-18-2012 01:13 PM
    logistic regression, sample size
    • Replies: 11
    • Views: 6,183
    07-23-2012, 08:59 AM Go to last post
  15. Sample size of Categorical Variables

    Hi, I'm running a binary logistic model that includes categorical variables. One of my main covariates has 8 categories and some of the sample...

    Started by li_mee‎, 07-09-2012 10:21 AM
    categorical variable, dummy variables, logistic regression, sample
    • Replies: 6
    • Views: 8,031
    07-23-2012, 08:17 AM Go to last post
  16. Z-scores in Neg. Binomial Regression

    Hi I'm running a negative binomial regression model for some count data and did a Tukey's HSD range test to compare the different factors. When I...

    Started by nebulus‎, 07-18-2012 05:27 PM
    • Replies: 2
    • Views: 2,580
    07-23-2012, 02:25 AM Go to last post
  17. Fixed effects versus random effects problem

    Hello everybody, I have a panel, and for simplicity lets say I want to find the correlation between x and y. Unfortunately, the x and the y for...

    Started by Salohcin‎, 07-22-2012 06:37 AM
    • Replies: 2
    • Views: 1,689
    07-22-2012, 09:28 AM Go to last post
  18. Calculating R^2: to use or not use the least-squares line

    Dear Stats Forum, I am a grad student with an introductory stats background. For my research, I'm conducting an experiment to compare two types of...

    Started by hollywas‎, 07-21-2012 01:57 PM
    • Replies: 8
    • Views: 1,597
    07-21-2012, 05:37 PM Go to last post
  19. Logistic Regression Question

    Hi everyone, I have just found this forum (via google) and I wish I had known about it earlier, it seems great! My knowledge of statistics is sadly...

    Started by kdm‎, 07-21-2012 10:03 AM
    • Replies: 4
    • Views: 1,456
    07-21-2012, 04:49 PM Go to last post
  20. need to convert back from log transformation?

    I'm a beginner and would appreciate any help. I've made a multivariate regression model which predicts the natural log of energy consumption. I'm...

    Started by hollywas‎, 07-21-2012 02:31 PM
    • Replies: 1
    • Views: 1,565
    07-21-2012, 02:40 PM Go to last post
  21. Multiple Groups Regression

    Hello to all who view my thread. And thank you in advance for any assistance. I am trying to compare changes in the associations between multiple...

    Started by adzzz‎, 02-13-2009 11:11 AM
    2 Pages
    1 2
    • Replies: 15
    • Views: 12,270
    07-20-2012, 04:22 PM Go to last post
  22. Cook's Distance on WLS?

    I am working with clustered data in R and am running a weighted least squares regression, weighting based on the number of elementary units in the...

    Started by new123‎, 07-20-2012 03:11 PM
    • Replies: 0
    • Views: 1,480
    07-20-2012, 03:11 PM Go to last post
  23. How2interpret inconsistent Beta values in different steps of hierarchical regression?

    I did hierarchical regression analysis on my data due to having moderation effects in my research model. R2 increased from .695 in model1 (main...

    Started by Cyrs‎, 07-20-2012 03:57 AM
    • Replies: 3
    • Views: 6,780
    07-20-2012, 02:50 PM Go to last post
  24. too many dummy variables

    Hello I have a categorical independent variable, with 11 levels...so I need 10 dummy variables. I wanted to ask how can I analyze 10 dummy...

    Started by NN_STAT‎, 07-19-2012 12:15 PM
    • Replies: 10
    • Views: 7,478
    07-20-2012, 02:55 AM Go to last post
  25. reporting descriptive Stats when using gender in multiple regression.

    Hi, I am relatively new to research methods and using SPSS. I wanted to perform multiple regression analysis using categorical and continuous...

    Started by caoimhe‎, 07-18-2012 05:50 PM
    • Replies: 6
    • Views: 4,369
    07-19-2012, 02:39 PM Go to last post
  26. regression analysis fro x>0 and values close to 0

    Hi there, I am performing multilinear regression analysis of a response variable that: - takes only positive or zero values - comprises...

    Started by TM957‎, 07-19-2012 09:18 AM
    • Replies: 3
    • Views: 1,369
    07-19-2012, 11:30 AM Go to last post
  27. moderated multiple regression with dummy variables

    Hello, As part of final revisions for my dissertation, I need to resolve an issue in my analyses. I am running a moderated multiple...

    Started by Susanmarkunas‎, 07-17-2012 09:06 PM
    • Replies: 3
    • Views: 4,633
    07-18-2012, 07:11 PM Go to last post
  28. Parameter estimation - which method?

    I am new to parameter estimation. It is not clear for me which method is the best to use to estimate parameter of my model: my statistical model has...

    Started by hase‎, 06-11-2012 11:01 AM
    • Replies: 14
    • Views: 4,172
    07-18-2012, 04:06 AM Go to last post
  29. [Violation] Hosmer & Lemeshow - Binary Logistics Regression

    I want to analyze some factors which contribute to smoking behavior in teenager and young adult. These are my variables: y = smoking status...

    Started by sg2kilo‎, 07-16-2012 09:14 AM
    hosmer and lemeshow
    • Replies: 5
    • Views: 2,616
    07-17-2012, 07:05 PM Go to last post
  30. Comparing regression coefficients - dependent samples

    Hi, I used two methods (A and B) to obtain measurements in a group of subjects. The methods (ways of measuring) are different, but they should...

    Started by confusedscientist‎, 07-16-2012 04:51 AM
    comparing coefficients, dependent samples, linear regression, regression coefficients
    • Replies: 2
    • Views: 1,926
    07-17-2012, 07:07 AM Go to last post
  31. Question Outcome variable representing a high and low range

    Hi everyone, In my research project my outcome variable is whether or not variable X falls outside a certain range of values. To better understand...

    Started by Peri-op‎, 07-16-2012 08:52 PM
    • Replies: 0
    • Views: 1,393
    07-16-2012, 08:52 PM Go to last post
  32. (OLS) How to get sample variance-covariance matrix of residuals?

    Consider the OLS: (1) y = a + b*x + e Where e is the error term. I understand that the population variance-covariance matrix for the residuals...

    Started by derksheng‎, 07-16-2012 07:00 AM
    • Replies: 6
    • Views: 4,976
    07-16-2012, 10:02 AM Go to last post
  33. Do these dummy variables cancel clustered heteroscedasticity?

    Hi, I have the cross-sectional: Stock returns_i = a_i + b_i * X_i + error. Here, X_i is an independent variable and "Stock returns" is, say,...

    Started by derksheng‎, 07-15-2012 08:15 AM
    • Replies: 0
    • Views: 1,499
    07-15-2012, 08:15 AM Go to last post
  34. What do I use here? Pooled OLS??

    Hi, say I have 10 vectors of stock returns (so a matrix with dimensions Tx10), and I have the return on the market as the independent variable (so a...

    Started by derksheng‎, 07-14-2012 02:11 AM
    • Replies: 2
    • Views: 2,812
    07-14-2012, 10:42 PM Go to last post
  35. Transformation of variables

    Hello, I have a regression problem I do not know how to approach. I have a regression line: y=4+5x a linear transformation is being done: ...

    Started by Yankel‎, 07-11-2012 03:36 PM
    • Replies: 5
    • Views: 1,605
    07-14-2012, 03:17 PM Go to last post
  36. Where is the problem with my model? Please help!

    Hi, Im trying to run a series of regressions using Gretl. I will use OLS, 2SLS and system-GMM dynamic panel estimator. However there is something...

    Started by yuuhaa‎, 07-13-2012 05:59 AM
    • Replies: 3
    • Views: 2,853
    07-13-2012, 05:01 PM Go to last post
  37. moving average term in autocorrelation

    Can anyone say whether it is appropriate to add a moving average term when dealing with auto correlation? Is it a good practice?

    Started by Susi‎, 07-13-2012 04:20 AM
    • Replies: 1
    • Views: 1,471
    07-13-2012, 03:25 PM Go to last post
  38. Simple regression but still I have a question

    Dear all, If I perform a simple regression in which I regress a dependent variable on time (to look at the effect of a year on the dependent...

    Started by thomas1978‎, 07-13-2012 08:27 AM
    • Replies: 1
    • Views: 1,556
    07-13-2012, 09:31 AM Go to last post
  39. Problem with forecasting/data transformation

    Hi, I am looking to forecast ticket sales (the distribution is U shaped with big tails, i.e. a lot of sales happens during the first few days and...

    Started by lulumohca‎, 07-10-2012 10:57 PM
    • Replies: 4
    • Views: 1,715
    07-13-2012, 08:06 AM Go to last post
  40. principle component

    Dear All, Below is an output from a research that analyse human characteristics for the sale representitatives x's are properties of characteristics...

    Started by masarimk‎, 07-13-2012 07:41 AM
    • Replies: 0
    • Views: 1,346
    07-13-2012, 07:41 AM Go to last post
  41. Help with Regression Analysis problem and time delay

    Good morning all! I am presently working on a paper, and am grappling with a statistical problem that is outside of my area of expertise (I am...

    Started by caltech27‎, 07-08-2012 11:09 AM
    • Replies: 3
    • Views: 2,495
    07-13-2012, 04:45 AM Go to last post
  42. Regression analysis sample size problem

    Hi there, Could anybody offer any advice on a linear regression sample size problem? I am using regression to predict the energy consumption...

    Started by bradyj2‎, 07-09-2012 02:03 PM
    • Replies: 1
    • Views: 4,055
    07-13-2012, 02:52 AM Go to last post
  43. What is wrong with my reg calc ?

    Hello, this is my data X | Y -1.41421 | 1.55662 -0.70711 | 0.07412 0.00000 | 0.44475 0.00000 | -0.29650 0.70711 | -0.29650...

    Started by Yankel‎, 07-12-2012 03:50 PM
    • Replies: 3
    • Views: 2,055
    07-12-2012, 04:13 PM Go to last post
  44. Effect test and ordinal regression in SPSS

    I am having problems with doing an ordinal regression analysis that I hope you can help me with. I have one ordinal variable (dependent) and want...

    Started by Kasperat‎, 07-12-2012 03:29 AM
    • Replies: 0
    • Views: 1,746
    07-12-2012, 03:29 AM Go to last post
  45. zero-inflated count data

    I want to do a regression where both the response and an explanatory variable are zero-inflated counts. It's fairly straightforward to do a ZIP...

    Started by erz‎, 07-11-2012 04:30 PM
    • Replies: 1
    • Views: 1,736
    07-11-2012, 05:35 PM Go to last post
  46. Multivariate Regression - Percent Contribution to R^2

    I'm running a multivariate regression in Stata 12 SE that regresses six different groups of independent variables onto my dependent. Each group has a...

    Started by Colin‎, 07-07-2012 05:26 PM
    multivariate regression, r squared
    • Replies: 1
    • Views: 2,083
    07-10-2012, 02:30 PM Go to last post
  47. Deleting unhelpful observations from model?

    Hi, I'm using panel data on the sales of various products to estimate price elasticities, which basically means running a regression model that...

    Started by Statzor‎, 07-10-2012 11:28 AM
    • Replies: 0
    • Views: 1,232
    07-10-2012, 11:28 AM Go to last post
  48. Thumbs down multi group SEM regression coefficient/t-value interpretation

    Hello, I have a small interpretation issue. A chi-square difference test between unconstrained vs constrained multi group sem indicated...

    Started by Buraczku‎, 07-10-2012 05:46 AM
    • Replies: 1
    • Views: 2,634
    07-10-2012, 06:58 AM Go to last post
  49. Regression Hypothesis

    I am not good at statistics that is why I am seeking help in this forum. Thanks for any help in advance. My research hypothesis is Student will...

    Started by Mark121‎, 07-09-2012 03:30 PM
    regression, statistical analysis
    • Replies: 1
    • Views: 1,472
    07-09-2012, 07:26 PM Go to last post
  50. Assessing model fit

    I have built two logistric regression models: one forced entry model that features some highly insignificant variables, and a stepwise one that,...

    Started by daniel_ev‎, 07-09-2012 11:37 AM
    logistic regression
    • Replies: 1
    • Views: 1,567
    07-09-2012, 12:48 PM Go to last post
  51. Comparing regression slope intercepts in SPSS

    Hello, my name is Robert Hall and I have got myself in a bit of a pickle with my 3rd year research project. For my project I am looking at the...

    Started by rh241‎, 04-07-2012 02:43 PM
    • Replies: 4
    • Views: 16,065
    07-09-2012, 11:39 AM Go to last post
  52. Distribution of error term in lognormal maximum likelihood estimation

    Hi I have performed a maximum likelihood estimation of a linear function y=B0+B1X+E, where Y is a lognormally-distributed dependent variable, B0 and...

    Started by gjdoole‎, 07-09-2012 12:49 AM
    • Replies: 1
    • Views: 2,147
    07-09-2012, 08:47 AM Go to last post
  53. Problem in Correlation Significant

    Hi lads, I'm a newcomer here and this is my first post at this forum. As the title says, I have a problem in correlation significant. I am working...

    Started by sitanggang.josh‎, 07-09-2012 04:26 AM
    • Replies: 0
    • Views: 1,178
    07-09-2012, 04:26 AM Go to last post
  54. regression with categorical and scale IVs

    Hey, guys, i need some help on this project im working on. I am trying to perform a regression where the dependent variable is scale, while the IVs...

    Started by jurgen57‎, 07-06-2012 06:45 AM
    • Replies: 2
    • Views: 1,626
    07-07-2012, 06:55 AM Go to last post
  55. which type of GLM Poisson or Negative Binomial or am I way off?

    With some gracious nudges and encouragement from CowboyBear and GretaGarbo I am doing my best to learn GLM regression. As I noted in an earlier...

    Started by xpropatroller‎, 07-06-2012 04:15 PM
    • Replies: 0
    • Views: 1,091
    07-06-2012, 04:15 PM Go to last post
  56. missing price datas before launched

    HI, I have the price and volume data from own product and competitor's product: Year_Month Volume own product's price Volume ...

    Started by conglan‎, 07-06-2012 04:56 AM
    • Replies: 1
    • Views: 1,549
    07-06-2012, 11:10 AM Go to last post
  57. natural log of DV [or not?] in OLS regression? and collinearity questions for IVs

    First I want to thank anyone who responds in advance. I'm grateful for any teaching I can get. Secondly, I'm math challenged. And my stats...

    Started by xpropatroller‎, 06-28-2012 09:06 PM
    • Replies: 7
    • Views: 4,646
    07-05-2012, 10:26 PM Go to last post
  58. Hierarchical Regression for Interactions - WHY? (theory question)

    Hi all, I have a theoretical question about hierarchical regression for interactions. Simply, why is it better to use hierarchical regression...

    Started by statsgirl08‎, 07-05-2012 08:58 AM
    • Replies: 0
    • Views: 2,882
    07-05-2012, 08:58 AM Go to last post
  59. parametric and non parametric data

    Hi I am new to stats, so maybe a silly question. Does regression analysis have assumptions of normality? Can I use regression for both normally...

    Started by andrilnc‎, 07-04-2012 05:31 PM
    • Replies: 2
    • Views: 1,901
    07-05-2012, 12:28 AM Go to last post
  60. Regression on coordinates

    Hello everyone, I plan to include coordinates as covariates in the regression equation in order to adjust for the spatial trend that exists in the...

    Started by bekkiee‎, 07-04-2012 08:01 PM
    • Replies: 0
    • Views: 2,354
    07-04-2012, 08:01 PM Go to last post

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