1. D

    Long-horizon predictive regression

    Hey guys! So for an assignment I have to compute some long-horizon predictive regressions. Univariate, bivariate and multiple. We use MatLab, but my MatLab skills are very very basic and I need your help, because i can't find the right answer. I collected all my monthly data (From 1963:07 to...
  2. A

    How to deal with observations error in linear regression

    I have data of 11 predictors and 1 response with 1000 observations and i'm doing linear regression on the data. I also have the measurements errors for the predictors (not for the response) and i'm struggling in find out hoe to count for them in the total error estimate, because basic multiple...
  3. R

    Comparing quantitative parameter between two groups with only one of these having repeated measures

    My question regards the best way of comparing two groups for differences in the levels of several quantitative parameters. Here, for only one of the groups there are 4 repeated measurements at different intervals. The data -We have two groups we want to compare: one consists of ~200 patients at...
  4. K

    Categorical Variable Coding Question

    Hi! I have a question on the coding/use of categorical variables: In short, I have two control variables in an SPSS regression model. One is participant (15 levels, or participants) and one other categorical variable (10 levels). And there is just one predictor variable in the model. I've tried...
  5. T

    Can a mixed-effects regression model be used for univariate analysis or just multivariate?

    I'm using a mixed-effects regression model to account for intragroup correlation. Can this be used in both univariate and multivariate analyses?
  6. P

    Step by step regression

    I am doing some analysis on relationship between bond spread and the factors (like bond rating, originator information, duration etc.). I can do a regular linear regression like spread ~ rating + originator + duration, but my friend using the “multiply way”, and I am not sure if there is any...
  7. S

    Financial Regressions

    I hope you all had an amazing holiday weekend. Currently, I have a dataset that includes company name, company type, service provided, charge for the service, and this is all by month. For example, Company X, type of company is a bank, services provided are debt portfolio evaluations at $100 and...
  8. T

    Mixed model regression for income by ZIP

    I'm running a regression analysis to understand the impact of income (predictor variable) on scores on an instrument (dependent variable). The only problem is that I don't know each individual's income; I've estimated it using their ZIP code. I've experimented with a few different methods to...
  9. N

    Regression verification

    Hello good people of the internet. I was wandering if someone could help me to validate if my data is in control or not? The data consist of a current output, used by a motor to open and close a lid 1000 times in total (1000 cycles). every time the lid opens and closes once I want to observe...
  10. J

    Minitab subsets regression error

    So I have 11 predictors and one response variable. I am wanting to look at the relationship (see what predictors effect the variable) and as I can't put all my predictors into multiple regression, I thought subsets would be best. Unfortunately when i enter all my data it comes up with the...
  11. J

    Subset regression error?!

    So I have 11 predictors and one response variable. I am wanting to look at the relationship (see what predictors effect the variable) and as I can't put all my predictors into multiple regression, I thought subsets would be best. Unfortunately when i enter all my data it comes up with the...
  12. M

    Degrees of freedom for an F-test using the Fama-MacBeth procedure

    I am currently writing my master thesis and in the process use the Fama-MacBeth (1973) procedure to obtain risk premia for my factors of interest. Data structure: I have panel data with excess returns for 50 portfolios (my cross-section) for each point in time (time-series). In the same panel...
  13. M

    The difference of means as a fulfilled precondition for a mediation analysis

    The preconditions for a simple mediation analysis according to Hayes (2013) are statistically significant associations between X (the independent variable) and M (the mediator) as well as associations between M and Y (the dependent variable). In the case of a dichotomous independent variable...
  14. P

    Need Help Determining Analysis for Likert Scale Data

    Hello, I need help determining what analysis to run. I have 2 independent variables (a control and experimental condition) with 4 dependent variables (one scale with 4 subscales, each of which I assume should be treated as a dependent variable.) This is Likert data (ordinal) so I thought I...
  15. M

    Test Statistic, how to?!

    x 1, 2, 3, 4, 5 y 35, 14, 21, 28, 7 The book says the test statistic is -1.30 I am getting other answers through my TI 84 and Excel TI 84, I use 2-Sample Test and get -3.6 Excel, using =T.Test two tailed, Paired, I get 0.029 Any suggestions?
  16. D

    Interpret GLM model in test of difference in proportions

    I'm facing the following situation: We conducted a marketing campaign with three groups: 2 test vs 1 of control, where two different type of coupons sent to the two test groups, 3 euros vs. 6 euros. I understand that the best way to test the difference in proportion is a GLM model with binomial...
  17. C

    Correlation and reproducibility

    Hi, I just registered to find some answers to probably very simple questions.. I hope those are not answered too often in the forum, but my computer gives me an error when I try to use the search function (maybe due to corporate internet restrictions). Starting situation 1: 4...
  18. T

    Converting a continuous variable into a categorical variable (low, medium, high)

    I have a continuous dependent variable (scores on an exam) and a number of predictor variables that I'd like to use in a regression analysis, such as gender, age, and income. I'd like to convert age and income into categorical variables: low, medium, and high. I'd like to do this using...
  19. P

    Power analysis for time series regression

    Hello, I'm trying to determine the sample size I need for a study. In the analysis, I will be including three predictors (score on a questionnaire, time, scorextime interaction) and one outcome variable. I am only using one group of individuals and collecting data at baseline, time 1, time 2...
  20. K

    Question on Impact of Independent Variable Interpretation

    Hi, Suppose i have a normal linear regression construct, like Sales = Intercept + M1*X1 + M2*X2 + M3*X3 Suppose X1,X2,X3 are the statistically significant variables from the model. I want to create some sort of a simulator which says , for X% increase in X1, what is increase in Y...