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Thread: Multiple Regression Analysis - Two independent variables, one w/same values

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    Multiple Regression Analysis - Two independent variables, one w/same values




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    Last edited by ablong; 06-14-2016 at 03:07 AM.

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    Re: Multiple Regression Analysis - Two independent variables, one w/same values

    Conceptually you can't estimate the effect of a variable if it isn't... a variable. More concretely the intercept term and the "slope" for X1 cannot be uniquely identified from the data because they're perfectly collinear.
    Matt aka CB | twitter.com/matthewmatix

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    Re: Multiple Regression Analysis - Two independent variables, one w/same values

    An interesting starting point for you for you to mull over. Effectively if you run OLS and want an estimate of the intercept, that's exactly what you have. The data matrix has x_0 with all the values = 1.

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    Re: Multiple Regression Analysis - Two independent variables, one w/same values

    From perspective of G-M assumptions, this is likely to violate the collinearity assumption. Here is an amazing read for anyone looking into OLS assumptions: Berry, W. D. (1993). Understanding regression assumptions (Vol. 92). Sage Publications.

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    Re: Multiple Regression Analysis - Two independent variables, one w/same values


    ablong,


    Is your issue just that your sample is too small to represent the true variability of the population of interest?
    Stop cowardice, ban guns!

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