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Re: st: coefficient interpretation in OLS


From   David Hoaglin <dchoaglin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: coefficient interpretation in OLS
Date   Sun, 19 Aug 2012 15:38:23 -0400

Clive,

I guess it depends on what constitutes a waffle.  Audiences vary in
their understanding of regression, and the challenge is to communicate
in a way that is both technically accurate and comprehensible.  The
wording in Terry Speed's column, which I also learned from John W.
Tukey, is technically correct. It need not be suitable for all
audiences.  Presenter discretion advised.

Any explanation that does not involve the blunder of "with the other
variables held constant" is a big improvement.

David Hoaglin

On Sun, Aug 19, 2012 at 2:18 PM, Clive Nicholas
<clivelists@googlemail.com> wrote:
> 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
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