Timeline for Why is the intercept in multiple regression changing when including/excluding regressors?
Current License: CC BY-SA 4.0
4 events
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| Oct 2, 2019 at 13:22 | comment | added | Marco | I'm still not sure how to connect the "expected mean" to the "conditional mean". Since websites tells The intercept is the expected mean value of Y when all X=0. So that's not true, right? The intercept in a multiple regression is always the conditional mean of Y, when all X are zero, right? Best regards | |
| Oct 2, 2019 at 12:43 | comment | added | Dave2e | Yes, I believe you got it. Isabella's answer provides additional details. | |
| Oct 2, 2019 at 9:30 | comment | added | Marco | If I understood correctly, the "unconditional mean" is identical to the average of the dependent variable or the intercept/const in the empty model. Whereas the "conditional mean" is the intercept/const in any given model specification when regressors are zero. Is this correct? | |
| Oct 1, 2019 at 15:08 | history | answered | Dave2e | CC BY-SA 4.0 |