Michael Mitchell’s Interpreting and Visualizing Regression Models
Using Stata is a clear treatment of how to carefully present results
from model-fitting in a wide variety of settings. It is a boon to anyone who
has to present the tangible meaning of a complex model in a clear fashion,
regardless of the audience. As an example, many experienced researchers
start to squirm when asked to give a simple explanation of the practical
meaning of interactions in nonlinear models such as logistic regression. The
techniques presented in Mitchell's book make answering those questions easy.
The overarching theme of the book is that graphs make interpreting even the
most complicated models containing interaction terms, categorical variables,
and other intricacies straightforward.
Using a dataset based on the General Social Survey, Mitchell starts with
a basic linear regression with a single independent variable and then
illustrates how to tabulate and graph predicted values.
Mitchell focuses on Stata’s margins and marginsplot
commands, which play a central role in the book and which greatly simplify
the calculation and presentation of results from regression models. In
particular, through use of the marginsplot command, Mitchell shows
how you can graphically visualize every model presented in the book. Gaining
insight into results is much easier when you can view them in a graph rather
than in a mundane table of results.
Mitchell then proceeds to more-complicated models where the effects of the
independent variables are nonlinear. After discussing how to detect
nonlinear effects, he presents examples using both standard polynomial terms
(squares and cubes of variables) as well as fractional polynomial models,
where independent variables can be raised to powers like −1 or 1/2. In all
cases, Mitchell again uses the marginsplot command to illustrate the
effect that changing an independent variable has on the dependent variable.
Piecewise-linear models are presented as well; these are linear models in
which the slope or intercept is allowed to change depending on the range of
an independent variable. Mitchell also uses the contrast command
when discussing categorical variables; as the name suggests, this command
allows you to easily contrast predictions made for various levels of the
Interaction terms can be tricky to interpret, but Mitchell shows how graphs
produced by marginsplot greatly clarify results. Individual chapters
are devoted to two- and three-way interactions containing all continuous or
all categorical variables and include many practical examples. Raw
regression output including interactions of continuous and categorical
variables can be nigh impossible to interpret, but again Mitchell makes this
a snap through judicious use of the margins and marginsplot
commands in subsequent chapters.
The first two-thirds of the book is devoted to cross-sectional data, while
the final third considers longitudinal data and complex survey data. A
significant difference between this book and most others on regression
models is that Mitchell spends quite some time on fitting and visualizing
discontinuous models—models where the outcome can change value
suddenly at thresholds. Such models are natural in settings such as
education and policy evaluation, where graduation or policy changes can make
sudden changes in income or revenue.
This book is a worthwhile addition to the library of anyone involved in
statistical consulting, teaching, or collaborative applied statistical
environments. Graphs greatly aid the interpretation of regression models,
and Mitchell’s book shows you how.
Comments from readers
I just received Michael Mitchell’s new book, Interpreting and
Visualizing Regression Models Using Stata. Nobody can make Stata graphic
capabilities as easy to use as Mitchell. This new book gives me new ways to
interpret all sorts of regression models including multilevel models. I'm
recommending it to all my students. The new Stata 12 features he explains in
this book are compelling.
Alan C. Acock
Oregon State University
I received my copy last week and it is an amazing resource beyond the
visualization aspect. As we would expect, Michael Mitchell did more than
explain how the visualization can assist in the interpretation of the models
and interaction effects. He al so provides great insight regarding the
interpretation of a variety of interaction effects in nonlinear models as
well. This is definitely a worthy addition to the library and could help
save grad students a great deal of agony when it comes to interpreting and
understanding the results of their analyses.
William R. Buchanan
Performing Arts & Creative Education Solutions (PACES) Consulting
For further details or to order online, please visit the