Re: st: Looping with regression controls

[David Hoaglin <dchoaglin@gmail.com>]

Dear Ras,

The key to interpreting your model is in Steve's reply.  As in
multiple regression, the coefficient of each variable tells you about
the effect of that variable, adjusting for the contributions of the
other variables (since you're fitting a logit model, the adjustments
are on the log-odds scale).

It is a common error to interpret the coefficient of a variable as the
effect of a change (of 1 unit) in that variable when the other
variables are held constant.  That is not how ordinary multiple
regression works, and the same interpretation (adjusting for the
contributions of the other variables) applies to regression-like
models in general.  In most data, the variables are not controlled;
they are simply observed.  Thus, the model does not "control for" the
other variables.

It may be appropriate to make predictions by assigning values to the
other variables and changing only one variable, as long as you stay
within (or close to) the region covered by your data.

David Hoaglin
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