Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: coefficient interpretation in OLS


From   Clive Nicholas <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: coefficient interpretation in OLS
Date   Sun, 19 Aug 2012 19:18:26 +0100

David Hoaglin replied:

> Since the definition of a coefficient in a multiple regression
> involves the set of other predictors in the model, Lynn should report
> those other variables, whose contributions are being adjusted for.
>
> No "utter waffle" is involved; the proof is straightforward
> mathematics.  It would be nice if multiple regression were simpler,
> but it is not.  The distortion comes in using the oversimplified
> interpretation "with the other variables held constant."  I have no
> reluctance to give an audience the longer interpretation, because that
> is what multiple regression actually does.  Better that than to
> deceive.  One can often dispense with "in the data at hand"; and
> instead of "allowing for simultaneous linear change in", one can say
> "adjusting for the contributions of" (as I did in my reply to Lynn).
> It would mislead some audiences to say "controlling for" instead of
> "adjusting for".

Well, it sounds like waffle to me and I stand by it; you haven't
actually said whether you have used Speed's description, word for
word, to an audience before. I've already said I haven't and I
wouldn't. Alternatively - partly quoting you - I'd see nothing wrong
in saying "X's effect on Y is positive and significant, adjusting for
contributions made by the other variables in the model" to an
audience, and it's a damned sight less waffly than the explanation
offered by Speed. It's my opinion, and you don't have to buy it.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index