Re: st: Relative Importance of predictors in regression

[Richard Goldstein <richgold@ix.netcom.com>]

Hi,

I have not been paying any particular attention to this thread but the
most recent contribution caught my eye

Sam writes, "In other cases, however, the held constant interpretation
seems completely reasonable (e.g., E(Y)=b1*YrsSchl+b2*Sex)"

this confuses me: the effect of sex is the same regardless of whether
YrsSchl changes or does not change (and also for YrsSchol regardless of
whether the value of Sex changes) so how can the "held constant
interpretation" be reasonable?

Maybe you only typed a shorthand of what you meant but, as worded, I do
not agree with you.

Rich

On 11/6/13, 10:26 AM, Lucas wrote:
> David M.,
> 
> Thanks for weighing in.  Maybe your doing so will help out.  Indeed,
> what you say is how I have interpreted this issue in the past.
> Clearly, in some cases (e.g., X and X^2) one cannot hold one variable
> constant and difference the other.  In other cases, however, the held
> constant interpretation seems completely reasonable (e.g.,
> E(Y)=b1*YrsSchl+b2*Sex). [Parenthetically, this is structurally the
> same as saying "change is relevant for some models, impossible to
> reference for others"--i.e., content matters.]
> 
> What piqued my interest is David H. indicated he had a mathematical
> expression that would straightforwardly show that "held constant" is
> always wrong.  Yet, after asking for it for a couple of days, it still
> has neither been conveyed nor has a citation been provided (well, two
> textbooks were cited, but it was unclear which, if either, had the
> expression or just a differently interpretable derivations).  That's
> more than a little disappointing.
> 
> Perhaps someone else has the expression.  If so, it'd be great to
> either see it or be pointed to where it can be found.
> 
> Or, perhaps there is no such expression.  No disrespect intended.
> But, we cannot accept a claim--or expect our students or clients to
> accept a claim--on the basis of someone saying, "I have the evidence
> here, I just can't show it to you."
> 
> Sam
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