Consequences de la sélection de variables sur l'interprétation des résultats en régression linéaire multiple
Consequences of variable selection on the interpretation of the results in multiple linear regression. A priori or a posteriori variable selection is a common practise in multiple linear regression. The user is however not always aware of the consequences on the results due to this variable select...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Presses Agronomiques de Gembloux
2005-01-01
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| Series: | Biotechnologie, Agronomie, Société et Environnement |
| Subjects: | |
| Online Access: | http://www.pressesagro.be/base/text/v9n1/11.pdf |
| _version_ | 1819054357636710400 |
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| author | Palm R. Akossou AYJ. |
| author_facet | Palm R. Akossou AYJ. |
| author_sort | Palm R. |
| collection | DOAJ |
| description | Consequences of variable selection on the interpretation of the results in multiple linear regression. A priori or a posteriori variable selection is a common practise in multiple linear regression. The user is however not always aware of the consequences on the results due to this variable selection. In this note, the presence of omission bias and selection bias is explained by means of a Monte Carlo experiment. The consequences of variable selection on the regression coefficients and on the predicted values are then analysed. The user’s attention is drawn to the risk of misinterpretation of the regression coefficients, specially after variable selection. On the other hand, the consequences of variable selection on the predicted values of the response variable are rather limited, at least for the given example. |
| first_indexed | 2024-12-21T12:50:21Z |
| format | Article |
| id | doaj.art-1f553b5b95d24be5b5d51c37f3de056b |
| institution | Directory Open Access Journal |
| issn | 1370-6233 1780-4507 |
| language | English |
| last_indexed | 2024-12-21T12:50:21Z |
| publishDate | 2005-01-01 |
| publisher | Presses Agronomiques de Gembloux |
| record_format | Article |
| series | Biotechnologie, Agronomie, Société et Environnement |
| spelling | doaj.art-1f553b5b95d24be5b5d51c37f3de056b2022-12-21T19:03:30ZengPresses Agronomiques de GemblouxBiotechnologie, Agronomie, Société et Environnement1370-62331780-45072005-01-01911118Consequences de la sélection de variables sur l'interprétation des résultats en régression linéaire multiplePalm R.Akossou AYJ.Consequences of variable selection on the interpretation of the results in multiple linear regression. A priori or a posteriori variable selection is a common practise in multiple linear regression. The user is however not always aware of the consequences on the results due to this variable selection. In this note, the presence of omission bias and selection bias is explained by means of a Monte Carlo experiment. The consequences of variable selection on the regression coefficients and on the predicted values are then analysed. The user’s attention is drawn to the risk of misinterpretation of the regression coefficients, specially after variable selection. On the other hand, the consequences of variable selection on the predicted values of the response variable are rather limited, at least for the given example.http://www.pressesagro.be/base/text/v9n1/11.pdfRegressionvariable selectionomission biasselection biassimulationstatistical method |
| spellingShingle | Palm R. Akossou AYJ. Consequences de la sélection de variables sur l'interprétation des résultats en régression linéaire multiple Biotechnologie, Agronomie, Société et Environnement Regression variable selection omission bias selection bias simulation statistical method |
| title | Consequences de la sélection de variables sur l'interprétation des résultats en régression linéaire multiple |
| title_full | Consequences de la sélection de variables sur l'interprétation des résultats en régression linéaire multiple |
| title_fullStr | Consequences de la sélection de variables sur l'interprétation des résultats en régression linéaire multiple |
| title_full_unstemmed | Consequences de la sélection de variables sur l'interprétation des résultats en régression linéaire multiple |
| title_short | Consequences de la sélection de variables sur l'interprétation des résultats en régression linéaire multiple |
| title_sort | consequences de la selection de variables sur l interpretation des resultats en regression lineaire multiple |
| topic | Regression variable selection omission bias selection bias simulation statistical method |
| url | http://www.pressesagro.be/base/text/v9n1/11.pdf |
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