# 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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### what mathematical function we can use to show house price changes in time? [closed]

I want to know if I have data of house prices of an area in time, what mathematical function will best fit it's graph? Or in other word, what function I could use that in time $t$, $f(t)$ will be a ...
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### Regression on a constant

If I have observations of $y_{i}$ and $x_{i}$ which are i.i.d. I also have OLS assumptions such as $E(\epsilon_{i} \mid X_{i})= 0$, my qustion is: If I project $y_{i}$ onto a constant $\mu$, that is, ...
141 views

### Difference in Regression Discontinuity Estimates

Suppose I run a regression discontinuity design (RDD) for two different samples - say, separately for regions A and B of the same country. I get RDD estimates that are statistically significant in ...
250 views

### Appropriate estimator for FDI “gravity” model

I am trying to model Foreign Direct Investment (FDI) flows and am facing several issues; There is the well-known condition that under heteroskedasticity log-linearized OLS models are biased and ...
46 views

### Statistics: Understanding confidence interval [closed]

In R I have used lm()to fit a model. Then I use the confint() function to learn more about the slope. How to I understand the ...
120 views

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### Why isn't the “annihilator” matrix a zero matrix?

I am struggling to understand why M is not null since: $$\mathbf M=I−X(X′X){^-}^1X′=I−XX{^-}^1X'{^-}^1X′=I-I=$$ What's wrong with that reasonning?
5k views

### How do I calculate price elasticity of demand using historical price and quantity data?

I work for a company that produces retail items and I am tasked with calculating the price elasticity of demand for a subcategory that shall remain unnamed. I have 5 years of monthly market data that ...
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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 ...
294 views

### Intuition behind fixed effects estimator

I understand that the fixed effects estimator in a panel model (say, individuals, $i$ across years, $t$) can be understood either as a including a dummy for each $i$ or running OLS on the time demean-...
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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 ...
191 views

### Is a hedonic regression a reduced-form?

If house prices are a function of location, physical characteristics and an error term i.e. house_price = f (location, physical, e) And I estimate a regression with the log of house price as my ...
362 views

### Which regression technique is used for calculating price elasticity in practice

Since we need to consider 'Endogeneity' between price and quantity while calculating price elasticity and since linear regression cannot handle the phenomenon of endogeneity if objective of the model ...