cupholder comments on Even if you have a nail, not all hammers are the same - Less Wrong

95 Post author: PhilGoetz 29 March 2010 06:09PM

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Comment author: PhilGoetz 30 March 2010 06:39:04PM *  14 points [-]

The general advice here is

  • Not all regression is the same; beware anyone who reports doing "a regression"
  • Linear regression assumes a linear relationship
  • Don't trust a report that bases its authority on numbers if you can't say what those numbers mean
  • A conclusion can be both true and misleading
  • A little unreflective folk-psychology ("vitamins" as being "more is better" instead of having a dose-response curve) can do a lot of damage
Comment author: cupholder 30 March 2010 07:26:22PM 7 points [-]

All of those points are true, but there's one I'd like to flag as true but potentially misleading:

Linear regression assumes a linear relationship

Linear regression does assume this in that it tries to find the optimal linear combination of predictors to represent a dependent variable. However, there's nothing stopping a researcher from feeding in e.g. x and x squared as predictors, and thereby finding the best quadratic relationship between x and some dependent variable.

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