+ Reply to Thread
Results 1 to 5 of 5

Thread: general linear model

  1. #1
    Points: 7,541, Level: 57
    Level completed: 96%, Points required for next Level: 9

    Posts
    185
    Thanks
    30
    Thanked 2 Times in 2 Posts

    general linear model



    I'm struggling to get my head round the attached general linear model output - see attached.

    The figures in the value column (circled in red) are apparently slopes (in the cases of continuous variables therefore time) or fixed parameter values (in the cases of factor variables therefore age, month, origin).

    What is a fixed parameter value and how is it calculated?

    Many thanks in advance
    Attached Images  

  2. #2
    TS Contributor
    Points: 4,629, Level: 43
    Level completed: 40%, Points required for next Level: 121
    jpkelley's Avatar
    Location
    Vancouver, BC, Canada
    Posts
    439
    Thanks
    17
    Thanked 88 Times in 83 Posts

    Re: general linear model

    Could you clarify what you need here? Are you asking about how to interpret the beta parameters?

  3. #3
    Points: 7,541, Level: 57
    Level completed: 96%, Points required for next Level: 9

    Posts
    185
    Thanks
    30
    Thanked 2 Times in 2 Posts

    Re: general linear model

    Yes interpretation of the beta parameters

  4. #4
    TS Contributor
    Points: 4,629, Level: 43
    Level completed: 40%, Points required for next Level: 121
    jpkelley's Avatar
    Location
    Vancouver, BC, Canada
    Posts
    439
    Thanks
    17
    Thanked 88 Times in 83 Posts

    Re: general linear model

    We can start with a simple example. For categorical variables (like "month" in your model), the mean value for month 1 is equal to your intercept (-72.9). The mean of month 2 is the beta parameter added to this intercept. Just think in terms of the actual equation that you're dealing with. Thus, month 2 is -72.9+(-2.64). Each factor level is coded internally as 0 or 1. So, for month3, the beta parameter for all months except month 3 would be multiplied by zero. Month3 beta would be multiplied by 1. For continuous variables (like age), you would multiply the beta parameter by the age you want to predict a value for. Of course, you need to specify some value (0,1, or an age, etc.) for all 14 terms in your model. You can convince yourself of everything by hand calculating a predicted value and then checking it by using the predict function.

    The way you have it now, you can only see the significant differences between month 1 and months 2-12. You'll have to judge this via p-values. There are a number of ways to get this. As you know, the t-value is simply the beta divided by its standard error. Then, you can get the p-value by:
    Code: 
    2*pnorm(-abs(tvalue))
    Is this what you were wondering?

  5. #5
    Points: 7,541, Level: 57
    Level completed: 96%, Points required for next Level: 9

    Posts
    185
    Thanks
    30
    Thanked 2 Times in 2 Posts

    Re: general linear model


    Ok have done as you suggested and calculated everything by hand, and managed to get same predicted values.

    However, still unclear as to what difference is between a slope (for continuous variables) and a fixed parameter value (for categorical variables)?
    Last edited by Layo909; 01-22-2012 at 05:51 AM.

+ Reply to Thread

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts








Advertise on Talk Stats