Questions tagged [weighted-regression]
Weighted least squares regression is a generalization of OLS regression used when different data points have different importance, or "weights". See also [weighted-data].
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Is regression on aggregated continuous independent variable adequate?
I´m trying to analyze some cohorts that reported aggregate data (mean, SD, and n) of a physiological parameter for the outcome of interest, which is a nominal variable but fairly lineal with the ...
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Does the linear regression fit follow the inverse relationship? [duplicate]
I fitted a X =logA, Y=logB with a weighted linear regression and I got the result as log B =(0.53 $\pm$ 0.054)logA + (17.41 $\pm$ 1.7). When I did the fit with X=logB, Y=logA, I expect the ...
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Subjective confidence as weights in regression models
I have data where subjects rate a quantity on a certain scale ($y$) but also add their subjective confidence as to how sure they are in their choice ($w$). My initial thought was to add $w$ as weights ...
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Prediction bands for weighted linear regression
For a linear regression of $x_i, y_i,$ we know that the confidence intervals are:
$$\hat{y} \pm t \cdot s \sqrt{ \frac{1}{n} + \frac{(x - \bar{x})^2}{\sum (x_i - \bar{x})^2} }$$
and prediction bands:
$...
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Perform a weighted linear regression on $x_i, y_i$ by doing a standard linear regression on $X_i, Y_i$?
Let's say we want to do a weighted linear regression between two series $(x_i)$ and $(y_i)$, with weights $(w_i)$, and get the coefficients from the line $y = mx + p$, and the $r^2$ coefficient.
Is ...
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Why are 1/SE or 1/variance commonly used as weights in regressions?
I'm trying to do a meta-analysis for the first time, comparing measurements of a simple experiment treatment against a control in a variety of species. I started by fitting a mixed-effects model to ...
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How to compute a weighted mean as a measure of central tendency?
Imagine I have data points in triplicates, as follows
$$
L=\begin{pmatrix}
p_{11} & p_{12} & p_{13}\\
p_{21} & p_{22} & p_{23}\\
& \vdots &\\
p_{n1} & p_{n2} & p_{n3}
\...
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Propensity Score Matching and Weighted Regression Analysis
I have a dataset of ~N=1000 and I want to estimate the average causal/treatment effect of an exposure on an outcome.
I've used propensity score matching to balance baseline covariates, and my matched ...
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How critical/serious is the heteroscedasticity in my data (Breusch-Pagan test significant at p=.03)?
edit below
I am doing this analysis for the first time. How concerned should I be about heteroscedasticity in my data? Here's the scatterplot of predicted values vs residuals:
The Breusch-Pagan test ...
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Impact of class weights on logistic regression - excessively low p-values and narrow confidence intervals
I am currently working on a logistic regression problem with an imbalanced dataset. The total number of rows in my input is 51220 (class_0=49,654, class_1=1,566). I use 3 predictors (1 continuous and ...
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Extremely Small Output Weight Values in Echo State Network
I have an echo state network that is producing an output weight matrix with extremely small output weights (on the order of 10^-200). Ideally, these weights should be within a more reasonable interval,...
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Best way to approach sensor fusion
I'm fusing acceleration data from an accelerometer and the derived acceleration from a distance sensor to learn about sensor fusion. The derived acceleration (2nd derivative) from the distance sensor ...
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Regression weighted by variable Z vs including Z as a control variable
I want to understand the relationship between X and Y, with a control variable Z. What are the differences (in assumption, interpretation of $\beta$, etc) between (1) the regression model of $Y = \...
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Use of weights in non-linear least square fitting
I would like to have your suggestions and help concerning my problem.
I have images generated on a position sensitive detector. The signal for each pixels corresponds to the amount of 'particles' ...
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Any special technique for case control data where # control matches can vary per case (up to 3 matches per case)?
I have case control data, of cancer cases and healthy controls (1 row per participant). I am doing 3 rounds of matching where round 1 does 1 match per case, round two does another match per case and ...
