Re: st: about residuals and coefficients

[Nick Cox <njcoxstata@gmail.com>]

This general phenomenon whereby discoveries are not named after their
discoverers was labelled Stigler's Law by Stephen Stigler. The name is
itself a deliberate example.
http://en.wikipedia.org/wiki/Stigler's_law_of_eponymy

In this case the name is common in economics and draws attention to
early work in that field. Disciplinary spectacles are often blinkers.
A measure based on sum of squared fractions which economists often
name after Hirschman and/or Herfindahl and ecologists often name after
Simpson was earlier used by Gini. The Gaussian distribution was
arguably not first discovered by Gauss, nor the Poisson distribution
by Poisson.

However, credit is often, indeed usually, tricky. Often X discovers
something, but it takes Y to realise how important it is and Z to
convince the world. Several people worked with log odds before Berkson
but he deserves most of the credit for pushing what we now see as
logit models.
Nick
njcoxstata@gmail.com


On 5 September 2013 04:24, David Hoaglin <dchoaglin@gmail.com> wrote:
> The article by Filoso performs a valuable service by calling attention
> to the "Frisch-Waugh-Lovell theorem." I wish more people, especially
> authors of textbooks, were aware of that property of  regression.
>
> I do not understand, though, why that result should be called a
> theorem or why it should be attributed to Frisch, Waugh, and Lovell.
> A 1907 paper by Yule contains a more-general result.
>
> David Hoaglin
>
> G. Udny Yule (1907).  On the theory of correlation for any number of
> variables, treated by a new system of notation.  Proceedings of the
> Royal Society of London. Series A, Containing Papers of a Mathematical
> and Physical Character.  79:182-193.
>
> On Tue, Sep 3, 2013 at 10:32 PM, Daljit Dhadwal <ddhadwal@gmail.com> wrote:
>> Another Stata command/article that may be helpful to you in
>> understanding/explaining the coefficients in the multiple regression
>> equation is the following: Regression anatomy, revealed by Valerio
>> Filoso in the Stata Journal (Volume 13 Number 1: pp. 92-106). If you
>> don’t have access to the Stata journal, there’s an older version of
>> the article here:
>> http://works.bepress.com/cgi/viewcontent.cgi?article=1010&context=valerio_filoso
>>
>> Information on the command is available through: ssc des reganat
>>
>> Daljit Dhadwal
>
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