multiple regression - massachusetts institute of...
TRANSCRIPT
Multiple Regression
Why to ControlMarch 18, 2004
17.871
Gore Likeability Example
• Suppose:– Gore’s* likeability is a function of Clinton’s
likeability and not directly a function of party– Clinton’s likeability is a function of one’s
partisan identification plus other factors
– What would the regression of Gore likeability on Clinton likeability look like?
Party ID Clinton Likeability
GoreLikeability
e1 e2
*This example probably works better if we’re predicting the likeability of Socks the cat.
Democratic picture
Clinton thermometer
Independent picture
Clinton thermometer
Republican picture
Clinton thermometer
Combined data picture
Clinton thermometer
Combined data picture with regression
Clinton thermometer
Combined data picture with “true” regression lines overlaid
Clinton thermometer
Tempting yet wrong normalizations
Clinton thermometer
Clinton thermometer
Summary: Why we control• Remove confounding effects
• Improve efficiency
Party
Clintonlikeability
Gorelikeability
e
e
Party
Clintonlikeability
Gorelikeability
e
Clinton thermometer
Look at actual data
Gore thermometer
0
100
0 100
0 100
Clintonthermometer
0
100
-1 1-1
1
Party (3 pointscale)
graph7 clinton gore party3, matrix
Look at actual data (jitter)
Gore thermometer
0
100
0 100
0 100
Clintonthermometer
0
100
-1 1-1
1
Party (3 pointscale)
graph7 gore clinton party3, matrix jitter(5)
Another way to deal with the mass point problem
Clin
ton
ther
mom
eter
Gore thermometer0 100
0
100 . collapse (count) n=party3,by(clinton gore)
. graph7 clinton gore [fweight=n]
Gore vs. ClintonG
ore
ther
mom
eter
Graphs by Party (3 point scale)Clinton thermometer
Gore thermometer pyp Fitted values
party3==-1
0
100
party3==0
0 100party3==1
0 1000
100 Overall
Within party
Rep. Ind.
Dem.
Gore vs. partyG
ore
ther
mom
eter
Graphs by clinton_levelParty (3 point scale)
Gore thermometer Fitted values py_party3_all
clinton_level==-1
0
100
clinton_level==0
-1 1clinton_level==1
-1 10
100
Overall
Within party
Clinton low Clinton med.
Clinton high