Tagged Questions

Questions on (linear or nonlinear) regression, the fitting of functions that best approximate empirical data.

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An example where pearson is wildy different to spearman? [duplicate]

Im looking to spearman and pearson, and from what i understand spearman is better at looking at curves. Can i see an example of a small set of data (10 or less) where this difference is large.
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Fit a Quadratic Curve to Data

I have some data and I want to fit a quadratic curve for my data But I don't know that how to it do? My data : $x,y = 100,45;$ $x_1,y_1= 101, 50$; $x_2,y_3=99,35$; $\ldots$ For instance this ...
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An example of when pearson or regression analysis is drastically different to spearman?

Im looking into spearmans rank. I know pearson and regression struggles with curves, but does anyone have any example of when pearson or regression differs with spearman and what this means? Ideally ...
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Consequences of fitting a regression model with an intercept term when it should be through the origin

Suppose a true model is $Y_i=\beta X_i +e_i$, where $e$ is the random error. Suppose instead we fit the model (using least squares) as $Y_i=\alpha_0+\alpha_1 X_i +v_i$, where $v$ is the random error. ...
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Without homoscedasticity, is OLS still the best estimator (aka BestLinearUnbiasedEstimator…BLUE)?

Consider the Gauss Markov assumptions. Suppose we have a random sample $\lbrace x_n,y_n \rbrace_{n=1}^{N}$. Assume for a simple linear regression model $y_n = \beta_0 + \beta_1 x_n + \varepsilon_n$ we ...
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What is the difference in how $\mathrm{R}^2$ and $\mathrm{R}$ values are interpreted?

In statistics, there is the $\mathrm{R}$ value for the product moment correlation coefficient and the $\mathrm{R}^2$ value for the coefficient of determination. In both cases they are described as a ...
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Linear Regression - Predction

With this question I can input data and I can find the linear regression line - but I am totally failing to get the last part - predicting how many hats will be sold in $2017$. How do you do it. ...
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Automatic curve fitting to find order of an algorithm?

I'm a newbies in mathematics. I'm looking for an automatic best curve fitting function to find the order of an algorithm. I would like to know if it does exists a math library function that would ...
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Book search on statistics

I am searching a book that Analysis of Failure and Survival Data (Chapman & Hall/CRC Texts in Statistical Science) by Peter Smith. Its link is here. I tried to buy it from Amazon, but it is out ...
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when fitting to linear model or non-linear model

What is the residual standard deviation? Can I see whether the model I used is accurate or not by looking at this measure? In fact, I try to understand whether my data set is fitting to linear ...
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Alternatives to Shephard interpolation?

I am a chemist, so I have little experience in the field of math. My program is that I have a set of points (approx. 20000) in some larger dimensional space (like 10-20 dimensions), and I want to be ...
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Non linear regression with one parameter

I need to solve the following exercise where I'm asked to find the coefficient $\beta$ of the following model $y_i = \beta x_{i}^2 + \epsilon_{i}$ knowing only that $E[x_{i}^2\epsilon_{i}] = 0$ and ...
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If the conditional expectation of the random variable does follow a linear function, can we show the probability a particular data set happens?

Suppose that $\mathbb{E}[Y\mid X=x]=\beta_0+\beta_1x$ where $X, Y$ are random varibles. Given a set of observations consisting pairs of $X,Y$, is it possible to attach it as probabiltiy density ...
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How many data points are “enough” for linear regression?

I have data points $(x_t,y_t)$ generated from $y_t = a + b x_t + \epsilon$ where $\epsilon$ is gaussian error term with zero mean and unknown variance. I want to estimate coefficients $a$ and $b$ but ...
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Categorical Variable and Metric Variable

If $Y$ is my dependent variable having more than $2$ categories (so $Y$ is a non-metric/Categorical variable) and $X_1, X_2, X_3\cdots X_n$ are my independent variables which are metric in nature. ...
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3rd order polynomial with a covariate?

I'm a physiologist by profession. I've conducted a research study that examines the effect of altitude on sustainable power output (let's call this variable CP) in cycling. A 3rd order polynomial ...
So, I have an equation like below: $k_{A}*A*k_{B}*B*k_{C}*C=f$ (eq1) The only value I have is A,B, C, and f but I have several equation so that I think it is possible to use regression technique. ...