Tagged Questions

0
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0answers
27 views

Multiple regression using excel [closed]

I'm having a project that requires forecasting using multiple regression given an excel sheet. Using the standard formula for multiple regression First, I tried to get accurate values for predictors, ...
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1answer
20 views

How to interpret these regression values?

If GPA(gpa after fall semester in college) is the dependent variable and SAT (score on the SAT) is the independent variable and I have the following parameter estimates: Intercept: .66306 SAT: ...
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0answers
40 views

Omitted Variable Bias?

The question is more involved on how to calculate the omitted variable bias. We were given data and are supposed to use SAS to run regression models. First, how do you know if results suggests there ...
1
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0answers
38 views

Show that $Y$ has constant regression with respect to $X$ and/but that $X$ and $Y$ are not independent.

The joint density of $X$ and $Y$ is given by $$ f(x,y) = \left\{ \begin{array}{l l} 1/2 & \quad \text{$|x|+|y|\leq 1$}\\ 0 & \quad \text{otherwise} \end{array} \right.$$ Show ...
0
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1answer
47 views

Linear Models - Regression Analysis

As a student learning Applied Regression Analysis, I come from a background with very little information about this topic. I understand that given $y = \beta_0 + \beta_1x_1 + \epsilon$ $E(y|x) = ...
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0answers
48 views

Finding the best fitting square

I have to find the best fitting square using the total least squares method. First we we had to find the best fitting rectangle using the following equations: s1: $c1+ax+by=0$, $a^2 +b^2 =1$ s2: ...
2
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1answer
61 views

Linear relationship of a company's profit

Assume a linear relationship for a company that has several shops is not known. Let $Y_i$ be the profit the shop number $i$ makes in the coming year. Let $x_i$ be the size of the shop number ...
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1answer
65 views

Fit predetermined curve to data set

I have a set of $5$ data points $(x, y)$. I need to find two constants ($a$ and $b$), so that the curve $x\cdot y^a=b$ fits my data set. The question states that I can find the constants from the ...
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0answers
90 views

Proof that $F$-statistic of dropping single coefficient is square of $z$-score in linear regression

Show that the $F$ statistic $\left(F=\frac{(\text{RSS}_1-\text{RSS}_0)/(p_1-p_0)}{\text{RSS}_1/(N-p_1-1)}\right)$ for dropping a single coefficient from a model is equal to the square of the ...
2
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1answer
52 views

Probabilistic regression on outliers

I have a given data set $D = \{ x_i, y_i \}_{i=1}^n$ for a regression problem. When I plot the data, it looks like there is an underlying parabola (2nd order linear model) and some outliers. I want ...
1
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2answers
162 views

Log-likelihood gradient and Hessian

Considering a binary classification problem with data $D = \{(x_i,y_i)\}_{i=1}^n$, $x_i \in \mathbb{R}^d$ and $y_i \in \{0,1\}$. Given the following definitions: $f(x) = x^T \beta$ $p(x) = ...
1
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1answer
87 views

Econometrics OLS estimates

I cant seem to use the formula to calculate B1 without knowing xi and yi. Is it possible to calculate using just the variances and covariance? Please help! The classical linear regression model ...
0
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1answer
84 views

Linear algebra with a linear model (Matlab)

Given the equation $$r = B + e(r\cos(\theta))$$ and the corresponding data: $\theta: 0.88; 1.1; 1.42; 1.77; 2.14$ and $r: 3; 2.4; 1.65; 1.25; 1.01$ How do you input these data for matlab to ...
1
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1answer
672 views

help with using the “simple regression (least squares) method” of forecasting

This problem is from an engineering management textbook (Morse & Babcock, 5th ed) : 2005 $48k 2006 $64k 2007 $67k 2008 $83k "What is the ...
2
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1answer
319 views

Linear Regression with 3x3 Matrices

Here's my Homework Problem: We can generalize the least squares method to other polynomial curves. To find the quadratic equation $y=a x^2+b x+c$ that best fits the points $(-1, −3)$, $(0, 0)$, ...
0
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1answer
192 views

If the covariance of A, B if E(A) = 0, does convariance of A, B = 0?

So I have got 2 variables, $A$ and $B$. I know for a fact that $E(A)$ = 0. I don't know if they are independent. $$Cov(A, B) = E(A B) - E(B) E(A)$$ I know that $E(A) = 0$. Does that mean $E(A B) ...