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Re: st: Interpretation of Curvilinear Effects
Hi Richard:
By plotting I meant:
1. Estimate a regression model that is testing specific theoretical
propositions
2. Plot the fitted model to help understand the nature of the
interaction (I can work it out from the signs of the coefficients;
however, others may need to see the shape of the data)
That's all I meant; there is nothing data-driven about plotting a fitted
model, right?
Best,
J.
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On 09.06.2009 21:32, Richard Williams wrote:
At 02:42 PM 6/9/2009, John Antonakis wrote:
Hi:
First, don't use stepwise regression--it is the plague; no worse. Many
journals simply won't even review manuscript with such data-driven
methods (unless used for a particular goal--ridge, least-angular
regression). For instance, see:
It may depend on how you package it. On the one hand, stepwise
regression is the work of Satan; on the other hand diagnostic tests
are good. So, one might just run the -estat ovtest- command and,
based on it, decide that some sort of non-linearity should be allowed
for in the model.
Also, I agree that plotting is a good idea, but really, how much
different is that than stepwise regression? Either way, you are
basically looking at the data and deciding what to do with it. Both
eyeballing the data and stepwise regression have the potential to make
your significance tests deceptive, because you are using knowledge
gained from the data itself and hence potentially capitalizing on
chance in building your model. I guess the human judgment aspect of
plotting appeals to me over stepwise, but I also think it raises some
of the same problems and concerns.
Also, I don't know why you would need stepwise regression to justify
the possible inclusion of an x^2 term in the model. You can often
think of good substantive reasons for a curvilinear relationship. It
therefore seems reasonable to me to test whether an x^2 term belongs
in the model. I would certainly rather have some a priori theory in
there about an x^2 term rather than just seeing if it happens to make
it into a stepwise regression.
My own view is that mindless stepwise is indeed the work of Satan.
However, I think stepwise is potentially useful as a diagnostic
device, e.g. is there reason to believe that my model may have omitted
important variables? Even so, I think it is better if you have clear
alternative or rival hypotheses in mind and explicitly test them
rather than go on a fishing expedition with sw.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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