Why is normality of residuals (homoskedasticity) "not needed" for …
Nov 3, 2024 · Recently there has been a barrage of posts on Twitter critiquing someone for stating that normality of residuals is a necessary assumption for OLS regression / the General …
Cause of a high condition number in a python statsmodels …
My conclusion: in the case of regression against a single variable, don't worry about the condition number UNLESS you care about the sensitivity of your y-intercept to the input data.
Regression when the OLS residuals are not normally distributed
However I am not limited to OLS and in facts I would like to understand the benefits of other glm or non-linear methodologies. What is the most efficient way to model data violating the OLS …
What happens when I include a squared variable in my regression ...
Mar 19, 2013 · 25 I start with my OLS regression: $$ y = \beta _0 + \beta_1x_1+\beta_2 D + \varepsilon $$ where D is a dummy variable, the estimates become different from zero with a …
Standard error/deviation of the coefficients in OLS
Feb 13, 2015 · In OLS, the variance of the regression coefficients are computed as $$ \mathrm {Var} (\hat {\beta}) = \sigma^2 (\mathbf {X}^\mathrm {T}\mathbf {X})^ {-1}. $$ Now, if I need to …
How does OLS regression relate to generalised linear modelling
May 9, 2016 · How does OLS regression relate to generalised linear modelling Ask Question Asked 9 years, 7 months ago Modified 9 years, 2 months ago
regression - Mean squared error of OLS smaller than Ridge?
Sep 15, 2020 · I am comparing the mean squared error (MSE) from a standard OLS regression with the MSE from a ridge regression. I find the OLS-MSE to be smaller than the ridge-MSE.
What is the difference between a hierarchical linear regression and …
8 I am conducting a research whereby I have a few independent variables (all of them are dummies), moderators (one is a dummy, the other is continuous) and a continuous dependent …
Stationarity: time series vs regression - Cross Validated
A regression model is somewhat hard to define, see here. A time series is a type of data. Now you can take a type of data, use a model for it and estimate the model with an estimation …
regression - Computing condition number for OLS - Cross Validated
May 7, 2021 · The condition number for the design matrix X as reported by statsmodels is an indicator for numerical problems that can be caused by either multicollinearity or bad scaling. …