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Home > Statistics Every Writer Should Know > The Stats Board > Discusssion
Maximization of R : Can someone give me an analytical solution to the following problem? : Consider R sets of observations of Y (dependent variable) corresponding to X (independent variable). Let n1,n2..nR be the number of observations in each set. Using linear regression analysis we can obtain regression coefficients a1,a2..aR (intercept) and b1,b2..bR (slope) for each set of observations with the corresponding correlation coefficients R1,R2..RR. Let aC, bC and RC be the intercept,slope and correlation coefficient obtained when X,Y data from all the sets are combined together. : Any ideas, pointers,references? : Thanks!
READERS RESPOND: Re: Maximization of R Actually, calculating all possible regression models and sorting by R is a very standard approach for maximizing R. There are also other procedures for sequentially finding the best models (e.g. backward stepwise, forward stepwise, etc.). Then there are a few statistics that also helps select a model that balances the number of variables in the model with the R value (e.g. Mallows Cp). Hopefully others will chime in with more ideas. I apologize if you already knew all this.
Re: Thanks Phil, but... Thanks for responding. However, i'm afraid u didnt really read my problem carefully! Yes, what u suggest- ridge or stepwise regression is standard procedure, but not for my problem! thanks anyway! wanna try again? Lakshman
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