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From |
Lucas <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Relative Importance of predictors in regression |

Date |
Wed, 6 Nov 2013 13:10:00 -0800 |

Agreed! On Wed, Nov 6, 2013 at 12:47 PM, Marcello Pagano <[email protected]> wrote: > > I think we have belabored this point sufficiently. > I suspect that further discussion will not elicit any more light. > Thanks to all who partook in the discussion. > Let us agree to disagree. > > m.p. > > > On 11/6/2013 2:52 PM, Lucas wrote: >> >> On Rich's point, of course if we estimate: >> >> 0. y=b1*YrsSchl + b2*Male >> 1. y=g1*YrsSchl + g2*Male + g3*white >> 2. y=h1*YrsSchl + h2*Male + h3*white + h4*age >> >> we would not expect b1=g1=h1 necessarily. This has nothing to do with >> whether we have "held constant" the variables that are in model 0 when >> we are interpreting b1. >> >> On William's point, yes, the data has men and women in the example, >> else no expected values could be obtained for Y3 and Y4 in the >> example. So, paraphrasing William, he says, "You have adjusted your >> estimates for gender." Given that claim, what is the correct >> interpretation of b1 in model 0 above? Sounds like you'd say "b1 is >> the difference in Y associated with a one year difference in YrsSchl, >> once the association between Y and sex has been accounted for." So, >> basically, this phrasing reduces to "b1 tells us the association once >> we hold constant all the other variables in the model, i.e., >> differences in those variables DO NOT EFFECT our estimate of b1." >> [Note: if we interacted sex and education this interpretation would be >> inappropriate]. This is what I people mean when they say "held >> constant." >> >> It is interesting that there are varying interpretations of David H.'s >> point, which suggests his point escapes some and perhaps many. I >> wonder if the formula he mentioned would clarify everything. >> >> Sam >> >> On Wed, Nov 6, 2013 at 11:37 AM, Richard Goldstein >> <[email protected]> wrote: >>> >>> Hi Sam, >>> >>> a little more seriously, consider the following two models: >>> >>> 1. y=b0 + b1*age + b2*female + b3*white >>> 2. y=b0 + b1*age + b2*female >>> >>> so, there is no reason to expect that either b1 or b2 would be the same >>> in these two models -- that I think is (part of) David's point >>> >>> I don't understand the "hold constant" part and how it might apply here, >>> or, really elsewhere when talking about the "effect" of a >>> right-hand-side variable; but I don't think that is what you are talking >>> about; so, I think that at least part of this discussion has people >>> talking past each other. Further, I don't think that this discussion is >>> related to the subject line either. >>> >>> Rich >>> >>> On 11/6/13, 2:22 PM, Lucas wrote: >>>> >>>> Hi Rich, >>>> >>>> Depends on which of us you ask. I'd say if you compare a male w/ 9 >>>> YrsSchl and a male w/ 8YrsSchl you've held sex constant and b1 is the >>>> difference in Y associated with that one year difference in schooling. >>>> I think David H. would say that you've held nothing constant. Is >>>> that a correct interpretation of your claim, David H.? >>>> >>>> Sam * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Relative Importance of predictors in regression***From:*Nikos Kakouros <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*David Hoaglin <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Lucas <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*David Hoaglin <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Lucas <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*David Hoaglin <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Lucas <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*David Muller <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Lucas <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Richard Goldstein <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Lucas <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Richard Goldstein <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Lucas <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Richard Goldstein <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Lucas <[email protected]>

**Re: st: Relative Importance of predictors in regression***From:*Marcello Pagano <[email protected]>

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