# Questions tagged [regression]

This tag is for questions on (linear or nonlinear) regression, which is a way of describing how one variable, the outcome, is numerically related to predictor variables. The dependent variable is also referred to as $~Y~$, dependent or response and is plotted on the vertical axis (ordinate) of a graph.

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### Finding Conditional Expected Value and Conditional Variance

Very stuck with this problem. Not meant to make any more assumptions than laid outin the question. I have a regression model: $\ln(𝑠𝑎𝑣_𝑖)$ = $𝛽_0 + 𝛽_1\cdot \ln (𝑖𝑛𝑐_i) + 𝑢_i$ (where sav ...
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### struggling to understand R output for linear regression with categorical variables

If i where to fit some random linear regression model like fit<-lm(Height~factor(Location)+Daily.calcium.intake+Fathers.daily.prtintake,data=some data set ) as a random example where Location ...
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### Comparison of regression estimator when data matrix is scalar. [on hold]

regression Hi guys, I am wondering about this regression. How to find the GLS estimator for this regression? And how to show the Var(Ybar/Xbar)>Var(GLS)? If Y=(1,2,-3,0)and X=(43-6-1), then how to ...
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### How to show “conditionally unbiased” and “consistency” and “asymptotically distribution” in this regression?

regression Hi guys, I am wondering about this regression. How to show that the β ̃is conditionally unbiased and consistent? And how to find the asymptotically distribution of β ̃? Please tell me ...
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### Logical alternative to random forest for one variable?

I have a large dataset I am analysing with a random forest regression. Part of my analysis aims to show that combining all features is better than subgroups. To highlight improvement, I want to run a ...
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### Correllation between a difference and subtrahend

I have measured a total concentration of a substance (phosphorus), called totP, and one specific form of the substance (phosphate), called P, and need to understand how the diffence between these, ...
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### How to calculate fitted values and residuals from a set of data

Given a set of data with 11 observations of two variables (response and predictor), I've been asked to "calculate the fitted values $\hat y_i = \hatα + \hatβx'_i$ and residuals $e_i = y_i − \hat y_i$ ...
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### Create design matrix from quadratic equation [closed]

I'm trying to create an X matrix from an equation \begin{equation} y = x^2 + 2x + 3 \end{equation} I simulated 20 Y in the following way: ...
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### Why use residual plots in linear regression for assessing normality?

Let's take the case of condition simple linear regression for example where we are assuming: $$Y|X=x = \beta_0 + \beta_1 x + \epsilon,$$ where $\epsilon$ represent the random noise. In order to ...
Consider the following linear regression model $Y = Xw + \epsilon$, where $w \in \mathbb{R}^d$, $X \in \mathbb{R}^{(n \times d)}$, and $\epsilon \sim N(0,\sigma^2I)$. We want to show that if for \$...