Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: about residuals and coefficients
From
Ronan Conroy <[email protected]>
To
"<[email protected]>" <[email protected]>
Subject
Re: st: about residuals and coefficients
Date
Sat, 7 Sep 2013 11:16:03 +0000
On 2013 MFómh 7, at 01:25, David Hoaglin wrote:
> I usually suggest the following wording: The coefficient of Xj is the
> average change in Y per unit increase in Xj after adjusting for
> simultaneous linear change in the other predictors in the model in the
> data at hand. It would be nice to have something simpler, but in
> general nothing simpler will do. I suggest "per unit increase in Xj"
> because the coefficient is a sort of slope, and a change of one unit
> may not be meaningful in the particular set of data.
Or, if writing for people who think in language: The coefficient of the predictor variable is the change we expect associated with a one-unit increase in the predicted variable, after we adjusted for the expected effect that this change will have on the other predictor variables in the model.
Or can someone suggest a better way of phrasing this?
Purely pragmatically, I tend to teach the 'other things held constant' interpretation because it's a good first-pass in understanding multivariate models, and it's not doing any real-life violence to the interpretation of the data that I can see (has anyone examples where it's plain misleading?).
Ronán Conroy
[email protected]
Associate Professor
Division of Population Health Sciences
Royal College of Surgeons in Ireland
Beaux Lane House
Dublin 2
*
* 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/