Examples of regression fallacy in the following topics:
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- The regression fallacy fails to account for natural fluctuations and rather ascribes cause where none exists.
- The regression (or regressive) fallacy is an informal fallacy.
- It is frequently a special kind of the post hoc fallacy.
- Incidentally, some experiments have shown that people may develop a systematic bias for punishment and against reward because of reasoning analogous to this example of the regression fallacy.
- Assuming athletic careers are partly based on random factors, attributing this to a "jinx" rather than regression, as some athletes reportedly believed, would be an example of committing the regression fallacy.
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- Ecological fallacy can refer to the following statistical fallacy: the correlation between individual variables is deduced from the correlation of the variables collected for the group to which those individuals belong.
- Running regressions on aggregate data is not unacceptable if one is interested in the aggregate model.
- Choosing to run aggregate or individual regressions to understand aggregate impacts on some policy depends on the following trade off: aggregate regressions lose individual level data but individual regressions add strong modeling assumptions.
- Ecological fallacy can also refer to the following fallacy: the average for a group is approximated by the average in the total population divided by the group size.
- A striking ecological fallacy is Simpson's paradox, diagramed in .
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- The Collins' case is a prime example of a phenomenon known as the prosecutor's fallacy—a fallacy of statistical reasoning when used as an argument in legal proceedings.
- At its heart, the fallacy involves assuming that the prior probability of a random match is equal to the probability that the defendant is innocent.
- For example, if a perpetrator is known to have the same blood type as a defendant (and 10% of the population share that blood type), to argue solely on that basis that the probability of the defendant being guilty is 90% makes the prosecutors's fallacy (in a very simple form).
- The basic fallacy results from misunderstanding conditional probability, and neglecting the prior odds of a defendant being guilty before that evidence was introduced.
- The Collins case is a classic example of the prosecutor's fallacy.
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- Multiple regression is used to find an equation that best predicts the $Y$ variable as a linear function of the multiple $X$ variables.
- You use multiple regression when you have three or more measurement variables.
- One use of multiple regression is prediction or estimation of an unknown $Y$ value corresponding to a set of $X$ values.
- Multiple regression is a statistical way to try to control for this; it can answer questions like, "If sand particle size (and every other measured variable) were the same, would the regression of beetle density on wave exposure be significant?
- As you are doing a multiple regression, there is also a null hypothesis for each $X$ variable, meaning that adding that $X$ variable to the multiple regression does not improve the fit of the multiple regression equation any more than expected by chance.
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- For this reason, polynomial regression is considered to be a special case of multiple linear regression.
- Although polynomial regression is technically a special case of multiple linear regression, the interpretation of a fitted polynomial regression model requires a somewhat different perspective.
- This is similar to the goal of non-parametric regression, which aims to capture non-linear regression relationships.
- Therefore, non-parametric regression approaches such as smoothing can be useful alternatives to polynomial regression.
- An advantage of traditional polynomial regression is that the inferential framework of multiple regression can be used.
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- You use multiple regression when you have three or more measurement variables.
- When the purpose of multiple regression is prediction, the important result is an equation containing partial regression coefficients (slopes).
- When the purpose of multiple regression is understanding functional relationships, the important result is an equation containing standard partial regression coefficients, like this:
- Where $b'_1$ is the standard partial regression coefficient of $y$ on $X_1$.
- A graphical representation of a best fit line for simple linear regression.
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- Multiple regression is beneficial in some respects, since it can show the relationships between more than just two variables; however, it should not always be taken at face value.
- It is easy to throw a big data set at a multiple regression and get an impressive-looking output.
- But many people are skeptical of the usefulness of multiple regression, especially for variable selection, and you should view the results with caution.
- You should examine the linear regression of the dependent variable on each independent variable, one at a time, examine the linear regressions between each pair of independent variables, and consider what you know about the subject matter.
- You should probably treat multiple regression as a way of suggesting patterns in your data, rather than rigorous hypothesis testing.
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- Regression models are often used to predict a response variable $y$ from an explanatory variable $x$.
- In regression analysis, it is also of interest to characterize the variation of the dependent variable around the regression function, which can be described by a probability distribution.
- Regression analysis is widely used for prediction and forecasting.
- Performing extrapolation relies strongly on the regression assumptions.
- Here are the required conditions for the regression model:
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- In statistics, linear regression can be used to fit a predictive model to an observed data set of $y$ and $x$ values.
- In statistics, simple linear regression is the least squares estimator of a linear regression model with a single explanatory variable.
- Simple linear regression fits a straight line through the set of $n$ points in such a way that makes the sum of squared residuals of the model (that is, vertical distances between the points of the data set and the fitted line) as small as possible.
- Linear regression was the first type of regression analysis to be studied rigorously, and to be used extensively in practical applications.
- If the goal is prediction, or forecasting, linear regression can be used to fit a predictive model to an observed data set of $y$ and $X$ values.
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- In the regression line equation the constant $m$ is the slope of the line and $b$ is the $y$-intercept.
- Regression analysis is the process of building a model of the relationship between variables in the form of mathematical equations.
- A simple example is the equation for the regression line which follows:
- The case of one explanatory variable is called simple linear regression.
- For more than one explanatory variable, it is called multiple linear regression.