When we think about model assumptions, we tend to focus on assumptions like independence, normality, and constant variance. The other big assumption, which is harder to see or test, is that there is no specification error. The assumption of linearity is part of this, but it’s actually a bigger assumption.
What is this assumption of no specification error? (more…)
When you’re model building, a key decision is which interaction terms to include. And which interactions to remove.
As a general rule, the default in regression is to leave them out. Add interactions only with a solid reason. It would seem like data fishing to simply add in all possible interactions.
And yet, that’s a common practice in most ANOVA models: put in all possible interactions and only take them out if there’s a solid reason. Even many software procedures default to creating interactions among categorical predictors.
Interpreting the results of logistic regression can be tricky, even for people who are familiar with performing different kinds of statistical analyses. How do we then share these results with non-researchers in a way that makes sense?
What’s a good method for interpreting the results of a model with two continuous predictors and their interaction?
Let’s start by looking at a model without an interaction. In the model below, we regress a subject’s hip size on their weight and height. Height and weight are centered at their means.
There is a bit of art and experience to model building. You need to build a model to answer your research question but how do you build a statistical model when there are no instructions in the box?
Should you start with all your predictors or look at each one separately? Do you always take out non-significant variables and do you always leave in significant ones?
We’ve looked at the interaction effect between two categorical variables. Now let’s make things a little more interesting, shall we?
What if our predictors of interest, say, are a categorical and a continuous variable? How do we interpret the interaction between the two? (more…)