As you fit regression models, you might need to make a choice between linear and nonlinear regression models. The field of statistics can be weird. Despite their names, both forms of regression can fit curvature in your data. So, how do you choose? In this blog post, I show you how to choose between linear and nonlinear regression models. [Read more…] about How to Choose Between Linear and Nonlinear Regression
Have you ever seen your present reflected in an object from the past? This summer I’ve discovered glimpses of my daily life working with statistical software in words written more than 70 years ago. Bear with me because this blog post takes the scenic route to arrive at modern statistics. [Read more…] about Statistics, Old Love Letters, and Changing Times
Back in January of 2014, I didn’t expect that our family trip to Florida would end with me driving a plane load of passengers nearly 200 miles to their homes, but it did. [Read more…] about Lessons in Quality During a Long and Strange Journey Home
P values are commonly misinterpreted. It’s a very slippery concept that requires a lot of background knowledge to understand. Not surprisingly, I’ve received many questions about P values in statistical hypothesis testing over the years. However, one question stands out. Why are P value misinterpretations so prevalent? I answer that question in this blog post, and help you avoid making the same mistakes. [Read more…] about Why Are P Values Misinterpreted So Frequently?
Model specification is the process of determining which independent variables to include and exclude from a regression equation. How do you choose the best regression model? The world is complicated, and trying to explain it with a small sample doesn’t help. In this post, I’ll show you how to select the correct model. I’ll cover statistical methods, difficulties that can arise, and provide practical suggestions for selecting your model. Often, the variable selection process is a mixture of statistics, theory, and practical knowledge. [Read more…] about Model Specification: Choosing the Correct Regression Model
How do you compare regression lines statistically? Imagine you are studying the relationship between height and weight and want to determine whether this relationship differs between basketball players and non-basketball players. You can graph the two regression lines to see if they look different. However, you should perform hypothesis tests to determine whether the visible differences are statistically significant. In this blog post, I show you how to determine whether the differences between coefficients and constants in different regression models are statistically significant. [Read more…] about Comparing Regression Lines with Hypothesis Tests
You’ve settled on a regression model that contains independent variables that are statistically significant. By interpreting the statistical results, you can understand how changes in the independent variables are related to shifts in the dependent variable. At this point, it’s natural to wonder, “Which independent variable is the most important?” [Read more…] about Identifying the Most Important Independent Variables in Regression Models
Intervals are estimation methods in statistics that use sample data to produce ranges of values that are likely to contain the population value of interest. In contrast, point estimates are single value estimates of a population value. Of the different types of statistical intervals, confidence intervals are the most well-known. However, certain kinds of analyses and situations call for other types of ranges that provide different information. [Read more…] about Confidence Intervals vs Prediction Intervals vs Tolerance Intervals
My last birthday wasn’t one of those difficult ages that end with a zero. Thank goodness! However, the passage of another year got me thinking. At that point, I told myself that age is just a number. Can you do a mental double-take? I think I did one. Can a statistician say that age is just a number? After all, it’s through numbers that statisticians understand the world and how it works. [Read more…] about As a Statistician, Can I Say Age is Just a Number?
Data mining and regression seem to go together naturally. I’ve described regression as a seductive analysis because it is so tempting and so easy to add more variables in the pursuit of a larger R-squared. In this post, I’ll begin by illustrating the problems that data mining creates. To do this, I’ll show how data mining with regression analysis can take randomly generated data and produce a misleading model that appears to have significant variables and a good R-squared. Then, I’ll explain how data mining creates these deceptive results and how to avoid them. [Read more…] about Using Data Mining to Select Regression Models Can Create Serious Problems
When your regression model has a high R-squared, you assume it’s a good thing. You want a high R-squared, right? However, as I’ll show in this post, a high R-squared can occasionally indicate that there is a problem with your model. I’ll explain five reasons why your R-squared can be too high and how to determine whether one of them affects your regression model. [Read more…] about Five Reasons Why Your R-squared can be Too High
Despite the popular notion to the contrary, understanding the results of your statistical hypothesis test is not as simple as determining only whether your P value is less than your significance level. In this post, I present additional considerations that help you assess and minimize the possibility of being fooled by false positives and other misleading results. [Read more…] about Five P Value Tips to Avoid Being Fooled by False Positives and other Misleading Hypothesis Test Results
Overfitting a model is a condition where a statistical model begins to describe the random error in the data rather than the relationships between variables. This problem occurs when the model is too complex. In regression analysis, overfitting can produce misleading R-squared values, regression coefficients, and p-values. In this post, I explain how overfitting models is a problem and how you can identify and avoid it. [Read more…] about Overfitting Regression Models: Problems, Detection, and Avoidance
As my family and I were being rattled around in a four-wheel drive vehicle in the remote Osa Peninsula in Costa Rica, it struck me that traveling to exotic locations is just like manually adjusting the scales on graphs! That’s probably not what you were expecting, but let me explain! Unlike most of my statistical blog posts, this one gets a bit philosophical! [Read more…] about World Travel, Rough Roads, and Manually Adjusting Graph Scales!
Automatic variable selection procedures are algorithms that pick the variables to include in your regression model. Stepwise regression and Best Subsets regression are two of the more common variable selection methods. In this post, I compare how these methods work and which one provides better results. [Read more…] about Guide to Stepwise Regression and Best Subsets Regression
Discrete probability distributions are based on discrete variables, which have a finite or countable number of values. In this post, I show you how to perform goodness-of-fit tests to determine how well your data fit various discrete probability distributions. [Read more…] about Goodness-of-Fit Tests for Discrete Distributions
Does your regression model have a low R-squared? That seems like a problem—but it might not be. Learn what a low R-squared does and does not mean for your model. [Read more…] about How to Interpret Regression Models that have Significant Variables but a Low R-squared
How high does R-squared need to be in regression analysis? That seems to be an eternal question. [Read more…] about How High Does R-squared Need to Be?
In my house, we love the Mythbusters TV show on the Discovery Channel. The Mythbusters conduct scientific investigations in their quest to test myths and urban legends. In the process, the show provides some fun examples of when and how you should use statistical hypothesis tests to analyze data. [Read more…] about Examples of Hypothesis Tests: Busting Myths about the Battle of the Sexes
If you were able to make predictions about something important to you, you’d probably love that, right? It’s even better if you know that your predictions are sound. In this post, I show how to use regression analysis to make predictions and determine whether they are both unbiased and precise. [Read more…] about Making Predictions with Regression Analysis