Statistical Modeling, Causal Inference, and Social Science

Statistical Modeling, Causal Inference, and Social Science

BLOG by andrew gelman et al.

cubic spline regression, piecewise regression, SPSS, syntax

http://www.spsstools.net/Syntax/RegressionRepeatedMeasure/PiecewiseRegression.txt

multicollinearity, mediation, suppression

 multicollinearity - excellent tutorial on causes, consequences of multicollinearity in multivariate linear regression - Uni Pensylvania

“LINEAR REGRESSION collinearity suppression xxxXX,” http://www.psych.umn.edu/faculty/waller/classes/mult10/readings/wall05.pdf. by Friedman, Wall,  Graphical Views of Suppression and Multicollinearity in

1. Multiple Linear Regression

confounding, collinearity  - examples in R XXX mcgill uni.

multicollinearity - concise introduction

wiki - multicollinearity

CAUTION WITH RULES OF THUMB - factors affecting collinearity (variance of regression coefs)
- O Brien

short one-page on multicollinearity measures: tolerance, variance inflation factor (1/tolerance) and its management

orthogonalization , factor analysis for collinearity - ppt - example from functional MRI

mediation, cf MLR, sobel test, structural equation modelling, pathway analysis....


structural collinearity  Reducing structural multicollinearity  XXX

A caution regarding rules of thumb for variance inflation factors XXX




treating multicollinearity

... one way is combining of correlated variables into one, if it makes sense  Leech eta al 2005 SPSS for intermediate statistics, p 96

cf centering

suppression  c Am. Statistician
effect of variable that is not correlated with outcome, but correlated with other predictors - it increases variance of estimates of other predictors. (Graphical views of suppression and multicollinearity in multiple linear regression.)

interaction, HOW TO , REGRESSION, XXX

http://core.ecu.edu/psyc/wuenschk/MV/MultReg/Regr-SeqMod.doc

Sequential Moderated Multiple Regression AnalysisÓ

Continuous Moderator Variables in Multiple Regression
http://core.ecu.edu/psyc/wuenschk/MV/multReg/Moderator.doc

*X* Multiple Regression with Categorical Predictor Variables - Text

Multiple Regression with Categorical Predictor Variables - Text: "ANOVA is a special case of linear regression when the variables have been dummy coded."

excelent example, worked example in SPSS

regression vs ANOVA, qualitative, independent variables, dummy variables

regression vs ANOVA

QUALITATIVE Independent variables vs DUMMY VARIABLES PDF.

12 PAGES , syntax, examples from SPSS

Multivariate Statistics - Categorical Variables

Multivariate Statistics - Categorical Variables: "Part VII: Multiple Regression (MR)
Using Categorical Variables in MR"

*x* Examples: Linear Models with Dummy Variables, R

Statistics 5102 (Geyer, Spring 2010) Examples: Linear Models with Dummy Variables: "Categorical Predictors and Dummy Variables
The subject of this web page is linear models in which some or all of the predictors are categorical. Special cases are called ANOVA and ANCOVA.
In principle, there is no problem. The model matrix is allowed to be any function whatsoever of the predictor variables (covariates).
In practice, we need to explain the most commonly used way in which the model matrix is made to depend on categorical covariates."