Re: st: coefficient interpretation in OLS

[Clive Nicholas <clivelists@googlemail.com>]

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
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"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson
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