A Regression Paradox for Linear Models: Sufficient Conditions and Relation to Simpson's Paradox.

A study was conducted to examine sufficient conditions wherein the regression paradox will occur in a linear, Gaussian system are described. Regression paradox occurs when group effects are compared from direct and reverse regressions, causing seemingly contradictory group effects when the predicto...

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Detalles Bibliográficos
Publicado en:American Statistician Vol. 63; no. 3; pp. 218 - 226
Autores principales: Chen, Aiyou, Bengtsson, Thomas, Ho, Tin Kam
Formato: Artículo
Publicado: American Statistical Association August 2009
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Acceso en línea:Ver este registro en EBSCOhost
Descripción
Sumario:A study was conducted to examine sufficient conditions wherein the regression paradox will occur in a linear, Gaussian system are described. Regression paradox occurs when group effects are compared from direct and reverse regressions, causing seemingly contradictory group effects when the predictor and regressand are interchanged. Data were obtained from a recent investigation of customer satisfaction data, in which the regression paradox was rediscovered, are discussed. Findings revealed that the paradox can arise naturally in some scenarios and is not necessarily the result of sampling error, collinearity, or misspecified models, as has been previously implied. Findings also revealed that the phenomenon is possible in more general, non-Gaussian settings. Findings are discussed in detail.