Regression Definition and 361 Threads

Hi, I've asked this question on another forum, but no response until now. Maybe I will have a little bit of luck here. So .. I have a problem. I have a set of 8 parameter and I use this parameters in order to compute a measure (I vary each parameter with a step of 50%). I would like to know...

Hi y'all, wondering if you could help me with this. I have a data set with a linear relationship between the independent and dependent variables. Both the depended and independent variables have error due to measurement and this error is not constant. For example, {x1, x2, x3, x4, x5}...

I've been trying to figure out how to do a linear regression on data with asymmetric x and y error bars (different for each data point). Any help would be much appreciated.

Hey everyone, Does anyone know the steps that minitab or any other stats software does to eliminate variables when doing forward selection, backward elimination, or standard(general) stepwise regression and best subsets regression on a set of data. I'm not sure if the correlation coefficients...

I have a very small set of data. Usually 3 points, sometimes 4. Best fit is a logarithmic equation y=m*Ln(x)+b How can I obtain m and b?

Homework Statement [PLAIN]http://img822.imageshack.us/img822/4421/statsii.jpg The Attempt at a Solution Done parts (a) and (b). How do I do parts (c) and (d)? Is the simple linear regression model just Y_i=\beta_0+\beta_1 X_i + \varepsilon_i where \varepsilon_i \stackrel...

Homework Statement Assume a one way variance analysis model on the form: Y_{ij} = \mu + \alpha_{i} + e_{ij} where e_{ij} independent with expectation 0 and constant variance z_{ijl} = \left\{ \begin{array}{rcl} 1 & \mbox{for} & 1 \\ 0 & \mbox{else} \end{array}\right show that: a)...

Homework Statement Assume a one way anova model: Y_{ij} =\my + \alpha_i + e_{ij} where e are independent, normal distributed with variance sigma and expectation = 0 Define: z_{ijl} = 1 if i = l, and 0 else Show that: Y_{ij} = \mu + \sum_{i=1}^I \alpha_l z_{ijl} + e_{ij} Homework...

I'm working through John Taylor's An Introduction to Error Analysis and so far this is the only problem I haven't been able to solve. I was hoping someone could lend me some insight. The problem asks you to use error propagation to verify that the uncertainties in A and B for a line of the...

Hello. Can anyone tell me what would be the best software to use for the nonlinear regression? I have an equation with two unknown parameters which I would like to find out. Equation looks something like this: f(x)=a*b*x/(1+b*x), where x and f(x) are known (several points) and I would like to...

In the least square linear regression, say we have y=Xb+e (y,b,e are vector and X is matrix, y is observations, b is coefficient, e is error term) so we need to minimize e'e=(y-Xb)'(y-Xb)=y'y-y'Xb-b'X'y+b'X'Xb we can take the derivative of e'e to b, and we can get the answer is 0-2X'y+2X'Xb...

I want to do multiple linear regression, but one of the requirements is the residuals to be normally distributed, and I can check that with QQplots but then the QQ plot shows it is about 95% of data fit into the normal line, but 5% is way off! can I still proceed ?*or do I have to find a way...

If someone is interested in modelling data on households to find out whether there is discrimination in the workplace why would they ever leave out variables which are relevant to explaining the dependent variable but not so relevant to the investigation? e.g. let's say they survey age, race...

To determine whether schools are increasing the amount of students meeting or exceeding standards, I obtained a MEAP database reporting the amount of students that scored in the met or exceed standards range during years 2005-2009, for grades 3-5. I then graphed the data for using numbers...

Does anybody of you know about this problem and how to compensate for it?

Hello all; I'm doing work for my job, and I've forgotten my statistics =(. I first want to know if what I'm trying to do is possible. I want to create a linear regression of the form Y = a * x1 + b * x2 + c. http://imgur.com/Q4vGP" As you can see, there is space that is grayed...

Homework Statement Where can I find Y(subscript: 1) on the TI-83 plus calculator? I was working on Linear Regressions in the book and I came across a question that requires me to input Y1 on the screen but I can't find the 'y'.. how can I find it? Homework Equations The Attempt at...

Homework Statement http://img683.imageshack.us/img683/4744/leastsquares.jpg [PLAIN][PLAIN]http://img149.imageshack.us/img149/4793/graphwd.jpg Homework Equations The Attempt at a Solution So would these be the points? (-41,51),(-22,62),(23,63),(44,24) I'm not too sure how...

I am not sure if Multiple regression is what I want. I essentially have a function Y that is a function of three independent variables. I have a collection of points which have given Y-outputs. So when given the inputs (1, 30, 60), Y = 5. When given (1, 30, 210), Y=8. When given (2, 70...

Hi guys, I have data of 20 peoples height, weight, calorie intake and skinfold thickness. I have carried out a regression of calorie on height, on weight and on height and weight. I have done the same thing for skinfold thickness. I then used R to work out the summary of results. each...

I have a model y= beta0 + beta1 x1 + beta2 x2 + eps, eps~N(0,1). How to test hypothesis beta1=0 ? Is the same test for beta2=0?

Hi Is it possible to use both dummy variable regressors as well as categorical response variables in the same model? Consider the following model from cricket (you don't need to know the game to answer this question): Y = mode of dismissal (0 = not out, 1 = bowled, 2 = caught, 3 =...

Hi I've been tasked with making a sort of sensitivity analysis tool. The goal was to get as many parameters as possible and then use them to build a model that would allow users to change variables a bit and see what happens to the one dependent variable. So I used a multi variable...

Hello all, I've performed a simple logistic regression and could use some help in interpretations/minor calculations. Five different doses of insecticide were applied under standardized conditions to samples of an insect species. The data were: Dose: ---2.6---3.8---5.1---7.7---10.2--- Dead...

Homework Statement Well I have conducted a regression analysis, and have plotted a graph of my residuals vs my input variable. I know that for a linear regression the residuals must be randomly scattered blahblah, but from this graph, it looks like it has a curve to it ? is this because I only...

Hello, In simple linear regression (or even in multiple linear regression) how does one prove that the coefficient of determination, given by R^2 = \frac{SS_{Reg}}{SS_{Total}} = 1-\frac{SS_{Res}}{SS_{Total}}= 1-\frac{\sum_{i=1}^{n}(y_i-\hat{y}_i)^2}{\sum_{i=1}^{n}(y_i-\overline{y})^2} is...

Hi All, Hope this is the right sub-forum for this. I currently work for an engineering consultancy and am doing some project management what for what are essentially site investigation reports (sites are quite small, typically a few acres/hectares). Our clients are mostly developers who have...

I am trying to figure out how to combine uncertainty (in x and y) into the standard error of the best fit line from the linear regression for that dataset. I am plotting units of concentration (x) versus del t/height (y) to get a value for the flux (which is the slope) I understand how...

Hi: This is my first post and I'm not sure if this is the right forum. Please redirect if necessary. I'm new to nonlinear regression, but from what I've read I realize that making "good" initial guesses for the model parameters is very important, otherwise a "best fit" may not result...

I'm attempting to solve a multiple regression. My problem is that I want the resultant function to be always positive. I need a regression of the machining cutting force for several values of cutting parameters (cutting speed, depth of cut, ...). The cutting force has to be always positive...

Homework Statement I'm new to uncertainty, so I needed a little assistance. The circuit in this experiment was simple, a dry cell connected to a variable resistor. I used an ammeter on the circuit and used a voltmeter across the resistor and took some measurments. The experiment was to...

Homework Statement convert a*sin(bx+c)+d to (mx+d)+a*cosb(x-c) Homework Equations The Attempt at a Solution

i need to get the variance of the slope and the y-component for the fitted line of a given set od data... please,someone help me,it is beyond me

Hi, I'm interested in this question primarily in how it relates to what is usually called classic or frequentist statistics (p-values, etc). I'm fully aware of how stepwise and other automated techniques can negatively impact analyses and render inference based upon parameter estimates...

Hi Guys, Can anyone recommend a code, preferably in fortran 90/77, or possibly in C, which provides a weighted linear regression of a 3 column file? Natski

i need to calculate the closest distance of the point that lies closest to the regression line for my programing but i am not sure what is the formula. maybe someone can help me out here? thanks in advance

Homework Statement Evaluate the partial effect of age of a firm on growth.(evaluated at the means) Homework Equations Growth=\beta0+\beta1age+\beta2age^2+\beta3size*age+\beta4plant*age The Attempt at a Solution We're supposed to do something like this...

Hi, I have a regular OLS regression that includes a variable both by itself and squared (i.e. y=b0+b1*x+b2*x^2). I am interested in the marginal effect of the variable at the mean. I know how to get the point estimate, but does anyone know how to get standard errors for the marginal effect...

i have some data and want to find a logistic cruve regression line is there are formula i can apply to find the regression line from the data?

Hello everybody, I have two questions on conditional expectation w.r.t (Polynomial) OLS: Let X_t be a random variable and F_t the associated filtration, Vect_n{X_t} the vector space spanned by the polynomials of order {i, i<=n }, f(.) one function with enough regularity. I am wondering how...

In my textbook, the following results are proved in the context of SIMPLE linear regression: ∑e_i = 0 ∑(e_i)(Y_i hat)= 0 I tried to modify the proofs to mutliple linear regression, but I am unable to do so, so I am puzzled... Are these results also true in MULTIPLE linear regression...

In MULTIPLE linear regression, is it still true that the regression sum of squares is equal to ∑ (Y_i hat -Y bar)^2 ? My textbook defines regression SS in the chapters for simple linear regression as ∑ (Y_i hat -Y bar)^2, and then in the chapters for multiple linear regression, the...

Hi, My question is about a common procedure used to find minimum and maximum values of a function. In many problems we find the first derivative of a function and then equate it to zero. I understand the use of this method when one is trying to find the minimum or maximum value of the...

"Suppose that in a MULTIPLE linear regression analysis, it is of interest to compare a model with 3 independent variables to a model with the same response varaible and these same 3 independent variables plus 2 additional independent variables. As more predictors are added to the model, the...

Does anyone know how to do a regression analysis on excel? I need to find the correlation coefficient and the coefficient of determination and I only know how to do that with a graphing calculator TI 83+

Consider this situation. There is an exam designed in such a way that it appears that the pass/failure rate of the exam has a linear relationship to the age of the exam taker. The older the test taker, the higher the pass rate. I'm not interested in the exact scores of the exam, only pass or...

Simple linear regression: Y = β0 + β1 *X + ε , where ε is random error Fitted (predicted) value of Y for each X is: ^ Y = b0 + b1 *X (e.g. Y hat = 7.2 + 2.6 X) Consider ^ X = b0' + b1' *Y [the b0,b1,b0', and b1' are least-square estimates of the β's] Prove whether or not...

Homework Statement We did a lab that involved using sound probes that gave us a bunch of data points which we were able to plot into a waveform using excel. However, we have to determine the equation of the waveform and it is expected that we include the uncertainty of the coefficients (much...

We did a lab that involved using sound probes that gave us a bunch of data points which we were able to plot into a waveform using excel. However, we have to determine the equation of the waveform and it is expected that we include the uncertainty of the coefficients (much like using the LINEST...

Least squares regression of Y on A-D based on sample size of 506. Reported results with standard errors are: Y = 11.08 - 0.954*A - 0.134*B + 0.255*C - 0.052*D s.errs (0.32) (0.117) (0.043) (0.019) (0.006) R^2 = 0.581 problem A. Test null that coefficient on D is equal to 0 d =...