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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Published in:American Statistician Vol. 63; no. 3; pp. 218 - 226
Main Authors: Chen, Aiyou, Bengtsson, Thomas, Ho, Tin Kam
Format: Article
Published: American Statistical Association August 2009
Subjects:
Online Access:View this record in EBSCOhost
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        10.1198/tast.2009.08220
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        atl: A Regression Paradox for Linear Models: Sufficient Conditions and Relation to Simpson's Paradox.
      aug:
        au:
          Chen, Aiyou
          Bengtsson, Thomas
          Ho, Tin Kam
      su:
        Paradox
        Statistics
        Linear statistical models
        Regression analysis
        Mathematical models of customer satisfaction
      sug:
        subj:
          Paradox
          Statistics
          Linear statistical models
          Regression analysis
          Mathematical models of customer satisfaction
      ab: 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.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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