Review set

Reading regression coefficients and fit

The questions ask you to say what a coefficient reports and to resist the two upgrades regression output invites, from association to cause, and from explained variation to a good model. The formulas return readily; the reflex to treat a high fit statistic as reassurance is what needs unlearning.

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What this covers

  • Read what a fitted regression reports

    Given regression output, the learner can state what a coefficient means as an average change per unit of the predictor, conditional on the others in the model and with its units, and treat R 2 as in-sample explained variation rather than evidence of correctness.

  • Judge what a fitted regression does not establish

    Given regression output and a described study, the learner can identify the design or identification argument, not the fit, as the source of any causal reading, and say when the classical standard errors are inappropriate and what should replace them.

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