Regression Definition and 324 Threads

  1. S

    Regression Analysis on Theoretical Model

    Hi everyone. I'm a graduate student and am struggling with something that may possibly be trivial. So, my research is creating a mathematical model to represent a real system. I have data points from my real system that I want to compare my model to. How do I do a regression analysis and get...
  2. V

    Uncertanty in a non-linear regression with least squares method

    Homework Statement Ok, so I'm trying to fit a set of data (21000 points to be exact) to a sine function. Homework Equations Y = A*sin(ωt) The Attempt at a Solution I used NumPy to get the parameters A and ω with the least squares method. So far, so good. However, i appear to...
  3. R

    Finding the Uncertainty of the Slope Parameter of a Liner Regression

    Finding the Uncertainty of the Slope Parameter of a Linear Regression Suppose I have measurements x_i \pm \sigma_{xi} and y_i \pm \sigma_{yi} where \sigma is the uncertainty in the measurement. If I use a linear regression to estimate the value of b in y=a+bx, I'm struggling to find a...
  4. F

    Regression Analysis - Constructing a Model ((Need ))

    Hello, I am trying to construct a general function/method based on two sets of minimum/maximum data point constraints, which can take on new values in different situations. The only known data for this general function is the starting point (y-axis intercept) and the x-range. The rate of...
  5. X

    When y is negative in linear regression?

    I am using linear regression to predict 'y' based on 8 variables. With my example, most the Betas that I got are negative. So, y, the value to predict, is negative. To my data, y is a time in seconds, so I think it shouldn't be negative. I my example in python, and I want to know if y...
  6. P

    Testing regression model with F-test

    Hey guys. I have some trouble understanding how the F-test is used for testing the viability of a regression model. Before I delve into the background/question, just wanted to post a link that discusses the topic briefly: http://www.stat.yale.edu/Courses/1997-98/101/anovareg.htm So, coming...
  7. P

    How to Perform Logarithmic Regression by Hand?

    I'm trying to write some code to do a regression on data weight (x) and time (y). As best as I can tell, the model should be y = b1 + b2ln(x), but I don't know how you can do this by hand (I know how to in R...). I also know how to do a simple linear regression by hand. Can it be done using...
  8. B

    Linear vs. Cubic Regression: Training and Test RSS Comparison

    Homework Statement I collect a set of data (n = 100 observations) containing a single predictor and a quantitative response. I then fit a linear regression model to the data, as well as a separate cubic regression. 1) Suppose that the true relationship between X and Y is linear. Consider...
  9. P

    Multiple Linear Regression - Hypothesis Testing

    Homework Statement I'm looking through some example problems that my professor posted and this bit doesn't make sense How do you come up with the values underlined? Homework Equations The Attempt at a Solution Upon researching it, I find that you should use α/2 for both...
  10. M

    Estimating measurement error using error from linear regression

    Sorry if I'm in the wrong subforum. This is a rather simple and straightforward question, I hope. I'm doing a measurement that requires me to do a linear regression on data points to get a value of the slope. The slope is the value of the actual property that I am measuring. Assuming...
  11. X

    Linear regression with the same X value

    In a linear regression with 1 independent variable, if X is always the same (let's call I am unlucky), but Y present different values for the same X, I still can find the coefficient of the straight line equation?
  12. X

    Find the error in a linear regression

    Hi, I am trying to understand how I find the error in linear regression, and what to do with it. I am using linear regression to predict the time of execution based on the size of the input and the number of tasks used in the computer to get the result. 1 - In a linear regression, I calculate...
  13. X

    How Do Linear Regression and R-Squared Differ?

    I am trying to understand how linear regression and R-squared differ. 1 - Can anyone give me an example of use of linear regression and R-squared? 2 - They have some relation between them? E.g., they are useful for each other? 3 - What are the dangers when analysing the linear regression...
  14. J

    Understanding R Squared Regression for Josh

    http://imgur.com/LAOgGyY http://imgur.com/LAOgGyY I know the components of R2 as in ESS, TSS, RSS. I know cov(x,y) = [\sum(yi - ybar)(xi - xbar)]/n-1 But that's as far as I can go, I have come across lowercase r yet or the sample correlation and proofing how they all fit is a bit beyond...
  15. C

    Ideal Gas Heat Capacity Regression Coefficients

    I'm trying to find a comprehensive list of the empirical coefficients to be used in the following equation for calculating ideal gas constant pressure heat capacities: \frac{c^{IG}_P}{R}=A+BT+CT^{2}+DT^{-2}+ET^{3}(Eqn. 1) cPIG is the ideal gas constant pressure specific heat capacity; R is...
  16. M

    How Can I Adjust Regression Analysis for Commuting Patterns?

    So I have this set of statistical data, which is not completely relevant to what I want to model, and I would like to compensate for that somehow since I do not have the more precise data. I have about 500 observations of average wages in certain areas which are modeled as dependent on several...
  17. D

    Linear regression. How to calculate this problem

    Homework Statement Why does excel give me this: http://postimg.org/image/68b9z1lqt/ And various online calulators (for example http://www.alcula.com/calculators/statistics/linear-regression/), and my own calulations give me this: http://postimg.org/image/kpljm4awx/ Homework...
  18. Z

    Multiple least squares regression

    Homework Statement design a regression model that will use the dataset y trial x1 x2 x3 0.08536, 1, -1, -1, -1.00000 0.09026, 2, -1, -1, -1.00000 0.10188, 1, -1, -1, -0.33333 0.09301, 2, -1, -1, -0.33333 0.10362, 1, -1, -1, 0.33333 0.09920, 2, -1, -1...
  19. K

    Simple Pendelum - Help with Quadratic Regression on Excel?

    1. I am trying to determine the value of g based on a simple pendulum. I have graphed a scatter plot with the x-axis as L and the y-axis as P. I have 3 different series for different lengths of pendulum. When I try to find a line of best fit I get something like cx^2 + dx + e and this trend...
  20. R

    MHB Demand and Regression Analysis

    A bit confused with this question. my answers are below each question. please help. Branded Products, Inc., based in Halfway Tree is a leading producer and marketer of household laundry detergent and bleach products. About a year ago, Branded products rolled out its new Super Detergent in four...
  21. Sudharaka

    MHB Jordan's Question from Facebook (About Regression)

    Jordan from Facebook writes: Help please,
  22. M

    Regression Analysis for Manuscript Correction Costs | Homework Help Needed

    Homework Statement Okay, so the problem I have goes like this: Shown below are the number of galleys for a manuscript (X) and the total dollar cost of correcting typographical errors (Y) in a random sample of recent orders handled by a rime specializing in technical manuscripts. Since Y...
  23. D

    Sigma Plot, Non-linear regression, fitting a line to a set of points

    I model arterial baroreflex data that I have collected in humans using the Kent equation which is: y=p1/(1+exp((x-p3)*p2))+p4; where Y=heart rate, X= estimated carotid sinus pressure, p1=range of Y, p2=slope coeff, p3=centerpoint on X, p4 = minimum Y. I use Sigma Plot to do a best fit line...
  24. N

    Linear Regression in Polar Space

    I have posted this question before but I don't think I was clear on what i was trying to do exactly. I am trying to simulate a set of muon detecting drift tubes in 2d space. I have 2 sets of detector tubes (shown as black circles in the image), a particle trajectory goes through all tubes...
  25. E

    Regression Analysis - Needed for research project

    Hello, I'm a second year mathematics and economics student, and I've been hired by an economic development organisation to conduct a research project on the probability of loan default in micro-credit borrowers in rural Kenya (I'll be heading there in person this summer). Basically, I'll...
  26. J

    How do I properly set up the matrix for polynomial regression?

    I'm trying to understand the derivation of polynomial regression. Given data points: [(-1,-1),(2,-1),(6,-2)]. So a 2nd degree curve will be a concave downward parabola. My calculator produces the equation: -0.0357x2+0.0357x-0.9285. Which fits the data good. But if I try to do it manually...
  27. N

    Linear regression to radii of multiple circles

    Hi, I am trying to simulate muon paths through drift tubes and I have ran into a problem performing a linear regression. I have generated simulated muon trajectories in 2 dimensions and they passes through my simulated drift tubes represented as black circles with a '+' in the center. As the...
  28. O

    Linear Regression: LineFit Method Explained

    I wasn't sure where to put this question. Can anyone tell me what method LineFit uses to perform linear regression with error in both coordinates? Thank you.
  29. S

    Question about multiple regression analysis

    Homework Statement My question is q.3 in the attachment. I don't really understand the scenario of the question. The Attempt at a Solution For (a), if X = 1, will the model become: y = (b_1)(E_1) + epsilon? So (b_i)'s are the slopes of the models? But what is the assumption of the...
  30. iVenky

    Are Equations for Linear Regression Right?

    I read about "Linear regression" and I want to make sure that what I read is right Just tell if these equations are right- Slope of line of regression for y on x is given by m=\frac{E(XY)-E(X)E(Y)}{E(X^{2})-[E(X)]^{2}} \\ m=\frac{Cov(XY)}{Var(X)} \\ m=\frac{ρσ_{x}σ_{y}}{σ_{x}^{2}} \\...
  31. W

    Which Regression Model Is More Realistic: Linear or Logarithmic?

    there are two regreesion model Eviews output... which one is more realistic? model 1: wagehat = 116.9916 + 8.303*IQ model 2: logwagehat = 5.88 + 0.0088*IQ both of them use same samples... do i need to know futher statistic information to judge which one is more realistic? such as...
  32. W

    Which Regression Model is More Realistic for Predicting Wages Based on IQ?

    there are two regreesion model Eviews output... which one is more realistic? model 1: wagehat = 116.9916 + 8.303*IQ model 2: logwagehat = 5.88 + 0.0088*IQ both of them use same samples... do i need to know futher statistic information to judge which one is more realistic? such as...
  33. C

    What's the difference between trends and regression lines?

    What's the difference between trends and regression lines (linear and non-linear) which minimize the residual sum of squares?
  34. S

    Is the estimator for regression through the origin consistent?

    Homework Statement Any help on this would be immensely appreciated! I am having trouble interpreting what my instructor is trying to say. Consider a simple linear regression model: y_i = \beta_0 + \beta_1x_i + u (a) In regression through the origin, the intercept is assumed to be equal to...
  35. S

    Quadratic Regression Word Problems

    Homework Statement A rectangular parking lot is to be placed with one side along a building where no fence is required. If 1000 yards of wire are available for fencing the other 3 sides of the lot, what is the maximum area the lot may have, and what are the dimensions of the lot of a maximum...
  36. P

    Quadratic Regression calculation

    Hi, I'm learning statistic. Do you guys know how to calculate quadratic regression by hand, which is: give a data set (x,y), find a parabola f(x)=ax^2+bx+c that minimize the total square errors . I have known how to calculate linear regression. Thanks in advanced.
  37. B

    Effect size in multiple regression

    Hello, I'm using this this calculator to determine a rough sample size for a multiple regression (20 predictors). http://www.stattools.net/SSizmreg_Pgm.php I don't really understand the effect size? Could somebody tell me if you are using multiple regression (with 20 predictors)...
  38. J

    Regression Analysis: Finding Optimal Parameters for Non-Linear Functions

    Sorry if this is somewhat elementary but the regression form of the sine function with data provided is y=asin(b(x-c))+d As far as I know, all of the variables except c can be determined mathematically. My question is this, using calculus or any other method, is there a way to determine c...
  39. B

    Multiple regression, why use categories

    Hello, I have a question regarding multiple regression. I am reading a paper in which the author performed a multiple regression to predict the energy consumption of an electric car based on a 27 variables measured during journeys, such as speed and acceleration etc. The author...
  40. Z

    Ridge Regression Minimization Proof

    Homework Statement Linear family: [tex]f(x;a) = a_{o} + (a_{1}.a_{2},a_{3},...,a_{k}) \cdot x[\tex] [tex] (Xa - Y)^t \sigma^{-1} (Xa-Y) + \lambda (a^t a-a^2_{o} [\tex] [tex] a = (X^t \sigma^{-1} X + \lamda I_{o})^{-1} x^t \sigma^{-1} Y [\tex] Homework Equations[tex] Y_{i} = f(x_{i}) +...
  41. B

    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 (watt/mile) of an electric car based on a number of parameters such as average velocity, max velocity, average acceleration, the number of stops...
  42. S

    Statistics question: error of slope in linear regression from r

    A text says that if you calculate the linear regression of data points and you get the equation y=mx+b with an r2 value, the error in the slope is given by: δm/m=2(1-r) No explanation was given. Could someone please explain this formula? Thanks!
  43. L

    One question regarding to the simple regression

    there are 3 variables. X,Y,Z. Assuming Y = a + b*X + errorTerm Z = c + d*X + errorTerm, Y = g + h*Z + errorTerm; what can we say about the relationtion between h and (b,d)? under what condition so we can have "h = b/d"? thanks
  44. T

    Estimating Parameters in Multivariate Regression

    Homework Statement The Attempt at a Solution So I was wondering whether or not, in an instance of n observations and k explanatory variables, where the following is an accurate statement: That is, the estimate of beta_1 found by only regressing y on x_1 is equal to the the true multiple...
  45. A

    Regression Analysis: Does it Make Sense?

    Does this even make sense? Am told to do a multiple regression analysis. The response variable and the explanatory variables add up and should give up ~100 percent of the total product. Example: Milk = water + fat + protein ~= 100% (all are in terms of percentages) The regression I was...
  46. K

    How can I improve regression results by adjusting the goodness of fit metric?

    I'm doing some line fitting on experimental data. Basically I have some array of pixels, and a value measured at each pixel, and I am fitting it with several constrained Gaussians. I'm using a Levenburg-Marquadt nonlinear least squares algorithm called mpfit to fit the parameters, but the...
  47. C

    Effortlessly Linearize y(x)= a(1-e-bx) with Expert Help

    Hello! how I linearize this function? y(x)= a(1-e-bx) a and b are constants
  48. S

    Linear Regression β: Estimating η with MLEs

    βHomework Statement Data y1,y2...yn are modeled as observations of random variables Y1,..Yn given by Yi = α + β(xi-xbar) + σεi Where α , β and σ are unknown parameters x1,x2...xn are known constants and xbar is (1/n)Ʃxi and εi's are independent random variables each with the...
  49. GreenGoblin

    MHB Regression least squares (boring question? or more to it)

    yi = a + bxi + ei is the simple liner regression model as per is usual "state the assumptions on the errors ei to justify a least squares fit" ? So is this just that E(ei)=0, i can't see what else is a 'must' for this? what about that they are normally distrubited? i know the properties of the...
  50. T

    Physics Experiment Linear Regression Issue

    Homework Statement Hello, I have done a laboratorial experiment (electron diffraction) and I've been doing the analysis of the obtained data. I have plotted the data obtained experimentally, and the slope of the obtained linear regression should give a certain value. What's happening...
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