# Questions tagged [regression]

In statistics, regression analysis is a statistical process for estimating the relationships among variables. It includes many techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables (or 'predictors').

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### Question about using elasticities to compare difference rates but with different normalization

Lets say I am estimating a regression of a death rate per 100k people on an economic shock, so: $y = \beta_o + \beta_1 * X+ error$ where the dependent variable is the death rate, and x is the measure ...
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### Arellano and Bond (1991) GMM estimation in R by using plm package

I am a last-year student at university, currently working on my Bachelor's (so still learning R), and I really hope that you would suggest a potential solution (even if to use Python). So, the main ...
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### Relationship between parameters estimates of continuous variables and dummy variables

I had asked this question on cross validated before, and have deleted it. Suppose we have a standard wage equation: $$w_{i}=β+β_{1}educ_{i}+x_{i}'\gamma+ϵ_{i}$$ where educ corresponds to education ...
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### Professors Salary vs Alumni Earning: is the relation causal?

Elyase İskender posted in his blog an interesting plot correlating Professors Salary and Alumni Earnings Relation in US Universities. Is there a good way to establish causality here? Did the highest ...
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### Coalitional games and Shapley value used for assessing explanatory variable contribution

I have a problem that at the first sight seems not as coalitional game, but rather could be described as logistic regression with all dichotomous variables: 1 response variable Y (I would call it ...
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### How to interpret fixed effects from a binary logit model in which all dependent variables are categorical? Marginal effects does not work

The study is on survey data from UK households with a lot of missing variables. I ran a logit regression to predict the probability of Y (binary variable)and estimated the corresponding marginal ...
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### Verification of logic behind instrumental variable approach

I would like to know whether the following reasoning regarding the instrumental variable approach is acceptable. I understand there are case-by-case factors that affect the applicability of ...
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### How do I work with the growth accounting framework in a regression?

I am currently writing my master's thesis with the topic "The impact of digitalization on economic growth in China and Germany". My idea is to take a technology such as Industry 4.0, IoT or ...
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### Diff-in-Diff framework where treatment time is not fixed and multiple treatment group with sub level of treatment

The study is analyze a data for 30 yrs time period with two treatment group denoted T_1 & T_2 and a control group. Treatment ...
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### How to calculate semi elasticity in fixed effect model with interaction

Given the model specification $$Y_{it} = \beta_1 X_{it} + \beta_2 D*X_{it} + FE_{i} + e_{it}$$ The above model specification is a Fixed effect model with interaction term ($X_{it}$ interacting with D- ...
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### Regression based on the Solow Model

If we have the following regression based on the Solow model: log(yi) = β0 + β1 * log(si) + β2 * log(ni + gi + δi ) + ei And we know that based on: y* = 〖(s/(n + δ + g))〗^(α/(1-α)) log(y*) = α/(1-α) * ...
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### Which values to assign to a quantified dummy variable

I am working on a data set from kaggle (https://www.kaggle.com/spscientist/students-performance-in-exams) about how student performance relates to some explanatory variables, such as if the school ...
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### graph of dependent variable after years of restructuring in panel data

i'm not very able to use stata. For my thesis, I have a panel data(1970-2017) for different countries and a lot of variables. In this dataset, there is a dummy (dhairendH) that is equal to one in the ...
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### Obtain the OLS estimators of the simple model from the multiple model

I'm looking for the answer to this question: In the context of the simple regression model (two variables) we know that the estimators of OLS are given from: \$\hat{\beta}_{1}=\frac{Cov(x_i.y_i)}{Var(...
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### Non Linear regression to obtain diminishing marginal effect / elasticity

I am working with some real estate data on housing units. For a given market, I have data on occupied units, rents, and control variables such as population, demographics, income levels etc. I'd like ...