IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v16y2016i1p5-22.html
   My bibliography  Save this article

Regressions are commonly misinterpreted

Author

Listed:
  • David C. Hoaglin

Abstract

Much literature misinterprets results of fitting multivariable models for linear regression, logistic regression, and other generalized linear models, as well as for survival, longitudinal, and hierarchical regressions. For the leading case of multiple regression, regression coefficients can be accurately interpreted via the added-variable plot. However, a common interpretation does not reflect the way regression methods actually work. Additional support for the correct in- terpretation comes from examining regression coefficients in multivariate normal distributions and from the geometry of least squares. To properly implement mul- tivariable models, one must be cautious when calculating predictions that average over other variables, as in the Stata command margins. Copyright 2016 by StataCorp LP.

Suggested Citation

  • David C. Hoaglin, 2016. "Regressions are commonly misinterpreted," Stata Journal, StataCorp LP, vol. 16(1), pages 5-22, March.
    • Handle: RePEc:tsj:stataj:v:16:y:2016:i:1:p:5-22
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj16-1/st0419/
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0419
    File Function: link to article purchase
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Pillai N., Vijayamohanan, 2016. "How Do You Interpret Your Regression Coefficients?," MPRA Paper 76867, University Library of Munich, Germany.
    2. Xiyong Zhao & Yanzhou Li & Yongli Chen & Xi Qiao, 2022. "A Method of Cyanobacterial Concentrations Prediction Using Multispectral Images," Sustainability, MDPI, vol. 14(19), pages 1-15, October.
    3. Bornmann, Lutz & Adams, Jonathan & Leydesdorff, Loet, 2018. "The negative effects of citing with a national orientation in terms of recognition: National and international citations in natural-sciences papers from Germany, the Netherlands, and the UK," Journal of Informetrics, Elsevier, vol. 12(3), pages 931-949.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:16:y:2016:i:1:p:5-22. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.