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Re: st: RE: analysis of mixture experiments


From   Dan Kahan <dmkahan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: analysis of mixture experiments
Date   Thu, 23 Sep 2010 16:28:28 -0400

thanks!
Austin--can you point me to e.g. of researchers using that strategy?
It is what initially occurred to me, & is what a number
econometricians I've asked seem to think is perfectly fine, but I made
the mistake of thinking too much & looking for confirmation & ran into
a very rich literature (in statistics but in particularly in
engineering) on the appropriate way to model such data (the Cornell
book deals w/ much of it) that insists that simply plugging the
proportions into OLS is not appropriate--not just b/c it generates
coefficients that cannot be interpreted in the conventional way but
b/c the parameter estimates do not appropriately take the interrelated
nature of the predictors into account. (Some propose "ridge
regression," others various transformations.) Maybe I'm not seeing why
what worries these researchers shouldn't worry me.
--DK
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