Dtjytyk

Animation: customize bounce interpolation

"Oh no!" in Latin

What's the name of the logical fallacy where a debater extends a statement far beyond the original statement to make it true?

The Digit Triangles

Can I run 125kHz RF circuit on a breadboard?

How do I tell my boss that I'm quitting in 15 days (a colleague left this week)

How to make a list of partial sums using forEach

PTIJ: Which Dr. Seuss books should one obtain?

Why does a 97 / 92 key piano exist by Bösendorfer?

What is this high flying aircraft over Pennsylvania?

How do I Interface a PS/2 Keyboard without Modern Techniques?

Can I say "fingers" when referring to toes?

Why the "ls" command is showing the permissions of files in a FAT32 partition?

What should be the ideal length of sentences in a blog post for ease of reading?

Unable to disable Microsoft Store in domain environment

Air travel with refrigerated insulin

ContourPlot — How do I color by contour curvature?

Is there a RAID 0 Equivalent for RAM?

How much do grades matter for a future academia position?

Is there a way to play vibrato on the piano?

Why would five hundred and five be same as one?

How many people need to be born every 8 years to sustain population?

Why is participating in the European Parliamentary elections used as a threat?

If the only attacker is removed from combat, is a creature still counted as having attacked this turn?

Regressions with two independent variables where one is part of another.

Probability with Independent Normal VariablesUnderstanding Linear Regressions with Least SquaresOptimizing Independent Variables to Maximize Dependent VariableWorking with the sum of two independent random variables, and estimating a parameterProduct of two independent random variablesCovariance between two variables when one of the variables only has two possible valuesTransformation of independent variables in regression (Measurement Error)Correlation of two independent variablesA question regarding standardized regression coefficient in a regression model with more than one independent variableMultivariate linear regression with 2 independent variables - formulae

1

$begingroup$

I am doing simple regression analysis where I use one-way fixed effect model to estimate the effects of two variables on dependent variable. The question I am asking is how to interpret these two variable's coefficients after regression if one is subset of another, e.g A is a part of B.

For example, I want to research how the growth of yearly purchases affected investment policy. And I am able to decompose the purchases on different types of purchases. Lets assume there are 10 types of purchases and I am interested particularly in type D purchases.

How do I interpret result if for example I would the regress investments policy on total purchases and D purchases growths, and then only D purchases growth.

I was told that if you have for D purchases growth coefficient (-/minus) then the effect of D purchases is less effective than total purchases; (+/plus) then it increases the effect of total purchases; (insignificant) then there is no effect outside total purchases.

Am I wrong? Is there any more convenient explanation of it? Could you help and explain, please?

Regression in Stata:

xtreg Invest L.(Invest D_purchases Leverage SizeAssets ROA TobinQ Tangible Growth), fe vce(cluster eTicker)

xtreg Invest L.(Invest Total_purchases D_purchases Leverage SizeAssets ROA TobinQ Tangible Growth), fe vce(cluster eTicker)

statistics estimation linear-regression estimation-theory regression-analysis

share|cite|improve this question

edited Mar 12 at 22:38

Vladislav Kolontai

asked Mar 12 at 22:12

Vladislav KolontaiVladislav Kolontai

62

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  Welcome at MathStackExchange(MSE)! You should consider adding your regression equation. Often one equation tells us more than a thousand words :D.
  $endgroup$
  – MachineLearner
  Mar 12 at 22:28
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  Hi Viadisiav. I am having trouble understanding your question. I think you have a lot of points $(x_i, y_i)$ where $x_i = (d_i, a_i)in mathbb R$ and $y_iin mathbb R$ and where $d_i$ is the growth of type D purchases, $a_i$ is the growth of all purchases, and $y_i$ is a real number representing "investment policy." Is that correct? You also talk about the "effectiveness" of the independent variables. Is the "effectiveness" of an independent variable the change in $r^2$ (the coefficient of determination) caused by that random variable?
  $endgroup$
  – irchans
  Mar 12 at 22:56
  
  
  

  
  
  
  

add a comment | 

1

$begingroup$

I am doing simple regression analysis where I use one-way fixed effect model to estimate the effects of two variables on dependent variable. The question I am asking is how to interpret these two variable's coefficients after regression if one is subset of another, e.g A is a part of B.

For example, I want to research how the growth of yearly purchases affected investment policy. And I am able to decompose the purchases on different types of purchases. Lets assume there are 10 types of purchases and I am interested particularly in type D purchases.

How do I interpret result if for example I would the regress investments policy on total purchases and D purchases growths, and then only D purchases growth.

I was told that if you have for D purchases growth coefficient (-/minus) then the effect of D purchases is less effective than total purchases; (+/plus) then it increases the effect of total purchases; (insignificant) then there is no effect outside total purchases.

Am I wrong? Is there any more convenient explanation of it? Could you help and explain, please?

Regression in Stata:

xtreg Invest L.(Invest D_purchases Leverage SizeAssets ROA TobinQ Tangible Growth), fe vce(cluster eTicker)

xtreg Invest L.(Invest Total_purchases D_purchases Leverage SizeAssets ROA TobinQ Tangible Growth), fe vce(cluster eTicker)

statistics estimation linear-regression estimation-theory regression-analysis

share|cite|improve this question

edited Mar 12 at 22:38

Vladislav Kolontai

asked Mar 12 at 22:12

Vladislav KolontaiVladislav Kolontai

62

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  Welcome at MathStackExchange(MSE)! You should consider adding your regression equation. Often one equation tells us more than a thousand words :D.
  $endgroup$
  – MachineLearner
  Mar 12 at 22:28
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  Hi Viadisiav. I am having trouble understanding your question. I think you have a lot of points $(x_i, y_i)$ where $x_i = (d_i, a_i)in mathbb R$ and $y_iin mathbb R$ and where $d_i$ is the growth of type D purchases, $a_i$ is the growth of all purchases, and $y_i$ is a real number representing "investment policy." Is that correct? You also talk about the "effectiveness" of the independent variables. Is the "effectiveness" of an independent variable the change in $r^2$ (the coefficient of determination) caused by that random variable?
  $endgroup$
  – irchans
  Mar 12 at 22:56
  
  
  

  
  
  
  

add a comment | 

$begingroup$

I am doing simple regression analysis where I use one-way fixed effect model to estimate the effects of two variables on dependent variable. The question I am asking is how to interpret these two variable's coefficients after regression if one is subset of another, e.g A is a part of B.

For example, I want to research how the growth of yearly purchases affected investment policy. And I am able to decompose the purchases on different types of purchases. Lets assume there are 10 types of purchases and I am interested particularly in type D purchases.

How do I interpret result if for example I would the regress investments policy on total purchases and D purchases growths, and then only D purchases growth.

I was told that if you have for D purchases growth coefficient (-/minus) then the effect of D purchases is less effective than total purchases; (+/plus) then it increases the effect of total purchases; (insignificant) then there is no effect outside total purchases.

Am I wrong? Is there any more convenient explanation of it? Could you help and explain, please?

Regression in Stata:

xtreg Invest L.(Invest D_purchases Leverage SizeAssets ROA TobinQ Tangible Growth), fe vce(cluster eTicker)

xtreg Invest L.(Invest Total_purchases D_purchases Leverage SizeAssets ROA TobinQ Tangible Growth), fe vce(cluster eTicker)

statistics estimation linear-regression estimation-theory regression-analysis

share|cite|improve this question

edited Mar 12 at 22:38

Vladislav Kolontai

asked Mar 12 at 22:12

Vladislav KolontaiVladislav Kolontai

62

$endgroup$

share|cite|improve this question

edited Mar 12 at 22:38

Vladislav Kolontai

asked Mar 12 at 22:12

Vladislav KolontaiVladislav Kolontai

62

share|cite|improve this question

edited Mar 12 at 22:38

Vladislav Kolontai

asked Mar 12 at 22:12

Vladislav KolontaiVladislav Kolontai

62

asked Mar 12 at 22:12

Vladislav KolontaiVladislav Kolontai

62

asked Mar 12 at 22:12

Vladislav KolontaiVladislav Kolontai

62